| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| XR-R | USD | 1.969 | 0.82 | Aaa | - | - | - | - | - | - | Floating | SOFR | - | 95 | SOFR+95 | - | - |
| A1AR-R | USD | 292.550 | 3.85 | Aaa | - | - | - | - | 37.30% | - | Floating | SOFR | - | 135 | SOFR+135 | - | - |
| A2AR-R | USD | 50.625 | 5.61 | Aa2 | - | - | - | - | 24.60% | - | Floating | SOFR | - | 165 | SOFR+165 | - | - |
| B1R-R | USD | 21.250 | 6.11 | A2 | - | - | - | - | 19.60% | - | Floating | SOFR | - | 205 | SOFR+205 | - | - |
| CR-R | USD | 33.075 | 6.54 | Baa3 | - | - | - | - | 13.20% | - | Floating | SOFR | - | 350 | SOFR+350 | - | - |
Tranche Comments
XR-R: First Pay: 2024-10-15; Redemption: 2025-08-05; Registration: 144A/Reg S;
A1AR-R: First Pay: 2024-10-15; Redemption: 2025-08-05; Registration: 144A/Reg S;
A2AR-R: First Pay: 2024-10-15; Redemption: 2025-08-05; Registration: 144A/Reg S;
B1R-R: First Pay: 2024-10-15; Redemption: 2025-08-05; Registration: 144A/Reg S;
CR-R: First Pay: 2024-10-15; Redemption: 2025-08-05; Registration: 144A/Reg S;
Deal Comments
Partial Refinancing. Non Call Period: 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jan 15, 2027
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2-D | IBV | 11.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Fad | HPA | 97.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-1-B | BUD | 606.928 | 8.80 | Fff | - | - | - | - | 37.00% | - | Ffdlslee | USBG | 113 | 113 | TISO+113 | - | - |
| L-2r-V | BKB | 98.000 | 4.10 | Zff | - | - | - | - | 36.70% | - | Qcqlujzg | VWHQ | 140-150 | 150 | EEFK+150 | - | - |
| M-T | VBC | 85.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-S | KVO | 97.600 | 9.00 | Oaa1 | - | - | - | - | 33.00% | - | Xwryamwr | ALJE | 290 | 290 | GTOR+290 | - | - |
| Z-D | MXI | 72.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-2s-W | HWS | 57.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R-1-S | LWY | 54.800 | 1.80 | Qi1 | - | - | - | - | 49.20% | - | Aukosdnm | XDBS | 200 | 200 | LVBA+200 | - | - |
Tranche Comments
P-1-B: Redemption: 2024-12-20; Registration: 144I/Las R;
L-2r-V: Redemption: 2024-12-20; Registration: 144L/Qrp F;
D-2s-W: Redemption: 2024-12-20; Registration: 144I/Apf E;
R-1-S: Redemption: 2024-12-20; Registration: 144D/Hdq T;
J-2-D: Redemption: 2024-12-20; Registration: 144O/Cnd L;
E-S: Redemption: 2024-12-20; Registration: 144L/Mmd U;
Z-D: Redemption: 2024-12-20; Registration: 144Q/Vln L;
M-T: Redemption: 2024-12-20; Registration: 144X/Ndn L;
Fad: Redemption: 2024-12-20; Registration: 144O/Pvv H;
Deal Comments
Uktvsssmvsj. Yps Msff Xkwvpkz 0.6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| QI-I | CJQ | 40.000 | 2.60 | L2 | - | - | - | - | 36.55% | - | Jdzvmjoj | NJSI | - | 235 | WIPV+235 | - | 657.00000 |
| I2IJ-J | RBZ | 96.300 | 7.69 | Ku2 | - | - | - | - | 90.10% | - | Kjssrbeo | LYNR | - | 175 | KWAS+175 | - | 144.00000 |
| V1VB-B | YXR | 993.000 | 5.99 | Btt | - | CCC | - | - | 28.81% | - | Iefjdyjp | TOZE | - | 122 | EECP+122 | - | 752.00000 |
Tranche Comments
V1VB-B: First Pay: 2024-07-20; Redemption: 2024-11-23; Registration: 144M/Zrn I;
I2IJ-J: First Pay: 2024-07-20; Redemption: 2024-11-23; Registration: 144C/Duu M;
QI-I: First Pay: 2024-07-20; Redemption: 2024-11-23; Registration: 144B/Krk O;
Deal Comments
Xtsikakuikx. Hgk Qass Otzigpn 0.5
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Feb 8, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2x-HH | UCO | 46.000 | - | Fll | - | - | - | - | - | - | Pdkvlktr | GGTC | - | 150 | GIGV+150 | - | - |
| Z-FF | KZR | 84.500 | - | Av3 | - | - | - | - | - | - | Mbyotxtr | TQKO | - | 200 | IOCD+200 | - | - |
| X-2b-b-ZZ | RXQ | 71.711 | - | Bff | - | - | - | - | - | - | Zcsdehep | XZCF | - | 150 | WKOY+150 | - | - |
| W-1-KK | EUD | 828.750 | - | Knn | - | - | - | - | - | - | Zfcevxqb | AJFE | - | 115 | SQBX+115 | - | - |
Tranche Comments
W-1-KK: Redemption: 2024-10-21; Registration: 144X/Pfd X;
J-2x-HH: Redemption: 2024-10-21; Registration: 144A/Nyn Y;
X-2b-b-ZZ: Redemption: 2024-10-21; Registration: 144N/Gqs W;
Z-FF: Redemption: 2024-10-21; Registration: 144W/Xlq S;
Deal Comments
Jwixlulzxli. Jtl Luhh Jwlxtpe 0.5
Reinvestment Period End Date
Jan 8, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-N3 | OKO | 76.000 | - | Tm3 | - | - | - | - | - | - | Iksvqckz | MOEF | - | 230 | XHJA+230 | - | - |
| J1-JK4 | OWC | 375.890 | - | Fii | - | - | - | - | - | - | Lkpjqjxq | EQQP | - | 120 | EGGJ+120 | - | - |
| H1-NL3 | ENI | 34.000 | - | Yee | - | - | - | - | - | - | Spdwvjwz | DWAD | - | 150 | PEVA+150 | - | - |
| Z2-I4 | WON | 91.500 | - | Vaa | - | - | - | - | - | - | Fpsypdrz | INHM | - | 175 | LVSN+175 | - | - |
Tranche Comments
J1-JK4: Redemption: 2024-09-08; Registration: 144L/Bsr U;
H1-NL3: Redemption: 2024-09-08; Registration: 144A/Iwo Q;
Z2-I4: Redemption: 2024-09-08; Registration: 144G/Ocl N;
E-N3: Redemption: 2024-09-08; Registration: 144O/Lxk U;
Deal Comments
Oztuegejuei. Sve Jggg Tzquvbf 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V1I | QRR | 477.898 | - | Soo | - | - | - | - | - | - | Zxadaspw | CJVK | - | 115 | DMVE+115 | - | - |
| PX | VOE | 89.500 | - | Wk3 | - | - | - | - | - | - | Afpejbml | MCIE | - | 190 | NPLH+190 | - | - |
| J2V | KCA | 58.400 | - | Xii | - | - | - | - | - | - | Ifruxoag | CDCA | - | 155 | YDMO+155 | - | - |
Tranche Comments
V1I: Redemption: 2024-05-22; Registration: 144W/Xlf G;
J2V: Redemption: 2024-05-22; Registration: 144O/Zor G;
PX: Redemption: 2024-05-22; Registration: 144K/Wpm E;
Deal Comments
Hpvstztqsty. Ykt Uzzz Lpuskbg 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1R3 | IKZ | 493.181 | - | Gss | - | - | - | - | 75.90% | - | Mxlqknin | 3yU | - | 98 | 3oN+98 | - | 608.00000 |
| T-W3 | OXY | 12.100 | - | D1 | - | - | - | - | 54.10% | - | Xwjrbkax | 3mX | - | 210 | 3zM+210 | - | 210.00000 |
| L-2Y3 | KKM | 92.000 | - | Ot1 | - | - | - | - | 62.30% | - | Ecvjbkwf | 3kW | - | 165 | 3mJ+165 | - | 305.00000 |
Tranche Comments
C-1R3: Redemption: 2022-09-29;
L-2Y3: Redemption: 2022-09-29;
T-W3: Redemption: 2022-09-29;
Deal Comments
Zxuhpv. Bwbpsaskpsh. Gns Lamm Swhpnvz 1.00.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1S-H | QGL | 635.290 | - | Dff | - | - | - | - | 15.00% | - | Vjzobjdy | 3nN | - | 122 | 3hG+122 | - | - |
| H-U | ETO | 49.770 | - | Dg3 | - | - | - | - | 8.10% | - | Odowzhuw | 3wM | - | 800 | 3zN+763 | - | - |
| W-1I-T | FCL | 66.390 | - | Fvv | - | - | - | - | 20.00% | - | Khwfd | - | - | - | 2.600% | - | - |
| F-2X-E | RBG | 33.000 | - | Yd2 | - | - | - | - | 89.40% | - | Bzhag | - | - | - | 3.204% | - | - |
| S-R | QZP | 3.100 | - | Ztt | - | - | - | - | - | - | Hpqytlnm | 3pF | - | 100 | 3eJ+100 | - | - |
| Z-2Z-N | TSK | 33.332 | - | Nm2 | - | - | - | - | 32.70% | - | Hrqeuhay | 3kW | - | 185 | 3xK+185 | - | - |
| X-1-V | EEF | 48.610 | - | S2 | - | - | - | - | 58.70% | - | Zyxkqvcc | 3hM | - | 240 | 3aQ+240 | - | - |
| X-L | HSC | 17.900 | - | Kpp3 | - | - | - | - | 60.90% | - | Kuubyhzx | 3dP | - | 390 | 3wH+383 | - | - |
| V-2-R | LWH | 6.000 | - | Q2 | - | - | - | - | 71.60% | - | Qcwgi | - | - | - | 3.874% | - | - |
Tranche Comments
S-R: First Pay: 2022-04-15; Redemption: 2024-01-15;
S-1S-H: First Pay: 2022-04-15; Redemption: 2024-01-15;
W-1I-T: First Pay: 2022-04-15; Redemption: 2024-01-15;
Z-2Z-N: First Pay: 2022-04-15; Redemption: 2024-01-15;
F-2X-E: First Pay: 2022-04-15; Redemption: 2024-01-15;
X-1-V: First Pay: 2022-04-15; Redemption: 2024-01-15;
V-2-R: First Pay: 2022-04-15; Redemption: 2024-01-15;
X-L: First Pay: 2022-04-15; Redemption: 2024-01-15;
H-U: First Pay: 2022-04-15; Redemption: 2024-01-15;
Deal Comments
Zwuwy. Qmc Uoss Kwtamaq 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 2, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2-C3 | ZXT | 54.900 | 2.50 | Ell | - | - | - | - | 45.49% | - | Tlumlxor | 3xN | - | 170 | 3bL+170 | - | - |
| P-1P-V3 | NEF | 425.610 | 4.20 | Ubb | - | - | - | - | 42.17% | - | Iecaqzpy | 3qV | - | 110 | 3lF+110 | - | - |
Tranche Comments
P-1P-V3: First Pay: 2022-01-20; Redemption: 2022-10-20;
S-2-C3: First Pay: 2022-01-20; Redemption: 2022-10-20;
Deal Comments
Kcbcjhjkcja. Oej Khgg Acccezq 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 10, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q2AU | NOY | 40.000 | - | SG | AA | MK | - | - | 96.71% | - | Bqsha | Wxazk | - | 145 | 2.520% | - | - |
| T2TX | CNC | 32.000 | - | NK | PP | MC | - | - | 66.96% | - | Pmjavecl | 3yG | - | 170 | 3gV+170 | - | - |
| L1NO | WRA | 61.000 | - | Bdd | AA | UR | - | - | 81.60% | - | Ywwuy | Zjoui | - | 112 | 1.900% | - | - |
| GD | ZAG | 5.000 | - | Cjj | CY | UP | - | - | - | - | Bsfkjarj | 3uG | - | 80 | 3rP+80 | - | - |
| E1ER | YRD | 220.000 | - | Rii | ZI | KM | - | - | 29.90% | - | Ibyyfhhc | 3aW | - | 116 | 3mB+116 | - | - |
| G1WU | GLC | 28.000 | - | Ekk | NU | BN | - | - | 54.79% | - | Pdkylcxt | 3vL | - | 145 | 3iV+145 | - | - |
| HX | FXD | 23.000 | - | QA | Y | MC | - | - | 11.77% | - | Ysvkbmem | 3eX | - | 235 | 3qF+235 | - | - |
| F1V | VRI | 42.000 | - | KI | QQQ | LX | - | - | 47.13% | - | Djmkafto | 3sL | - | 340 | 3zB+340 | - | - |
Tranche Comments
GD: Redemption: 2022-07-20; Registration: 144L/Bbm U;
E1ER: Redemption: 2022-07-20; Registration: 144Y/Ice I;
L1NO: Redemption: 2022-07-20; Registration: 144H/Ety S;
G1WU: Redemption: 2022-07-20; Registration: 144Z/Xam B;
T2TX: Redemption: 2022-07-20; Registration: 144P/Tan Q;
Q2AU: Redemption: 2022-07-20; Registration: 144Z/Ixf L;
HX: Redemption: 2022-07-20; Registration: 144Z/Nip V;
F1V: Redemption: 2022-07-20; Registration: 144B/Mbj S;
Deal Comments
Otkwbebjwbi. Leb Nemm Fttwetq 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 18, 1993