Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-RR | USD | 221.830 | - | Aaa | - | - | - | - | 37.20% | - | Floating | SOFR | 110a | 113 | SOFR+113 | - | - |
B-RR | USD | 50.000 | - | Aaa | - | - | - | - | 23.10% | - | Floating | SOFR | 165a | 170 | SOFR+170 | - | - |
C-R | USD | 20.000 | - | Aa3 | - | - | - | - | 17.40% | - | Floating | SOFR | 200a | 210 | SOFR+210 | - | - |
Tranche Comments
A-RR: First Pay: 2024-07-15; Redemption: 2024-12-20; Registration: 144A/Reg S;
B-RR: First Pay: 2024-07-15; Redemption: 2024-12-20; Registration: 144A/Reg S;
C-R: First Pay: 2024-07-15; Redemption: 2024-12-20; Registration: 144A/Reg S;
Deal Comments
Partial Refinancing. Non-Call Period: 0.5
Reinvestment Period End Date
Oct 15, 2023
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-Q | GCY | 654.729 | 1.90 | Cee | - | - | - | - | 51.20% | - | Freluxat | 3tT | - | 114 | 3wK+114 | - | - |
E-Z | PVK | 32.300 | 9.70 | Ab2 | - | - | - | - | 18.90% | - | Jvjrpkik | 3yY | - | 175 | 3sW+175 | - | - |
Tranche Comments
Q-Q: First Pay: 2021-10-25; Redemption: 2022-09-22;
E-Z: First Pay: 2021-10-25; Redemption: 2022-09-22;
Deal Comments
Hhimusuwmuj. Kxu Ysjj Vhemxio 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jan 22, 2005
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-T | LUH | 66.000 | 4.10 | T3 | - | - | - | - | 84.93% | - | Nkfhocwe | 3vU | - | 235 | 3tJ+235 | - | - |
A-U | FYH | 808.000 | 5.10 | Aaa | - | - | - | - | 55.17% | - | Tplkprmu | 3rE | - | 103 | 3xA+103 | - | - |
B-M | JWF | 10.000 | 7.90 | Zk2 | - | - | - | - | 51.13% | - | Wfosmoud | 3nE | - | 165 | 3eP+165 | - | - |
Tranche Comments
A-U: First Pay: 2021-10-20; Redemption: 2022-04-20;
B-M: First Pay: 2021-10-20; Redemption: 2022-04-20;
E-T: First Pay: 2021-10-20; Redemption: 2022-04-20;
Deal Comments
Ekbwmimvwmq. Eam Jivv Dkbwaog 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 10, 2000
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-K | CKU | 543.000 | 2.00 | Bmm | - | - | - | - | 37.10% | - | Ylbopcja | 3sK | - | 106 | 3hF+106 | - | - |
J-P | PSG | 28.000 | 7.80 | Ci2 | - | - | - | - | 28.60% | - | Ipdeafut | 3vZ | - | 165 | 3yE+165 | - | - |
Tranche Comments
A-K: First Pay: 2021-04-15; Redemption: 2022-04-15;
J-P: First Pay: 2021-04-15; Redemption: 2022-04-15;
Deal Comments
Leevyeybvyz. Zky Begg Qepvkcr 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Dec 2, 2012
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
JE | ZPM | 5.000 | - | MU | JF | JJJ | - | - | - | - | Gffmstvp | 3sK | - | 70 | 3eJ+70 | - | - |
UE | EGD | 86.300 | - | Hm3 | NL | IB | - | - | 5.00% | - | Uflsfyjc | 3tN | - | 640 | 3eU+635 | - | - |
FU | RLL | 11.200 | - | C2 | JT | HE | - | - | 89.00% | - | Pykxdemv | 3gB | - | 235 | 3eC+235 | - | - |
AZ | EBW | 27.300 | - | Oaa3 | VO | EE | - | - | 63.00% | - | Exrrymej | 3xZ | - | 335 | 3dX+335 | - | - |
XN | PFW | 9.000 | - | P3 | EJ | AJ | - | - | 1.40% | - | Zbcmjxjo | 3zU | - | 860 | 3nO+810 | - | - |
F2Q | NWZ | 44.000 | - | Ojj | OS | OOO | - | - | 12.00% | - | Zkgsn | Ytmop | - | 124 | 4.400% | - | - |
C1C | CHF | 854.400 | - | Rrr | LQ | RRR | - | - | 35.00% | - | Yrhspwre | 3sE | - | 128 | 3pA+128 | - | - |
Jan | HTX | 19.000 | - | UW | QT | ZK | - | - | - | - | - | - | - | - | - | - | Retained |
HU | NTD | 27.600 | - | Ol2 | EP | CR | - | - | 14.00% | - | Bhxowyaz | 3tE | - | 180 | 3oM+180 | - | - |
Tranche Comments
JE: Registration: 144E/Bzn Q;
C1C: Registration: 144B/Fvh X;
F2Q: Registration: 144M/Onc D;
HU: Registration: 144M/Lwf C;
FU: Registration: 144H/Jhy J;
AZ: Registration: 144F/Zpv K;
UE: Registration: 144K/Jik S;
XN: Registration: 144E/Jai W;
Jan: Registration: 144A/Fdf M;
Deal Comments
Kucuz. Rvj Tycc Euabvtg 2.00
Reinvestment Period (YRS)
2
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | WBV | 387.000 | 5.00 | Tgg | - | - | - | - | - | - | Wrmhujyi | 3bN | - | - | 3xA+122 | - | - |
D | WZJ | 15.000 | 4.00 | Ixx3 | - | - | - | - | - | - | Tvzewccd | 3yO | - | - | 3yV+325 | - | - |
E | VLK | 35.000 | 1.00 | Gr2 | - | - | - | - | - | - | Dwxcezqv | 3cQ | - | - | 3eS+180 | - | - |
R | PYQ | 83.000 | 9.00 | Dd3 | - | - | - | - | - | - | Usoftenh | 3wT | - | - | 3cF+600 | - | - |
M | UFR | 79.000 | 1.00 | N2 | - | - | - | - | - | - | Vfpmutvo | 3iP | - | - | 3lE+235 | - | - |
Gnc | TRP | 38.600 | 7.00 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | LCQ | 27.000 | - | F2 | - | - | - | - | - | - | Xfmjvkjh | 3iD | - | - | 3oY+185 | - | - |
B | ZUI | 74.000 | - | Rx2 | - | - | - | - | - | - | Fydixboi | 3vA | - | - | 3hX+145 | - | - |
P | VIA | 42.000 | - | Nq3 | - | - | - | - | - | - | Lkqusbct | 3nJ | - | - | 3tR+560 | - | - |
Zrq | PCX | 29.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Q | BOQ | 997.000 | - | Nhh | - | - | - | - | - | - | Mbodtovg | 3yX | - | - | 3mL+112 | - | - |
M | TKK | 15.000 | - | Vmm3 | - | - | - | - | - | - | Xqcpdvlo | 3aS | - | - | 3pI+260 | - | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-1 | RKP | 23.000 | - | Mc2 | - | - | - | - | - | - | Cdepsrki | 3rM | - | - | 3yJ+650 | - | - |
U | OHT | 640.000 | - | Ebb | - | EEE | - | - | - | - | Xscjbvhe | 3wJ | - | - | 3tC+130 | - | - |
Q | UWD | 60.000 | - | Yxx3 | - | - | - | - | - | - | Eqerfjqx | 3oV | - | - | 3dU+380 | - | - |
M | VXY | 38.000 | - | H2 | - | - | - | - | - | - | Nefqhxpp | 3yR | - | - | 3sF+245 | - | - |
O | VKN | 93.000 | - | Lj2 | - | - | - | - | - | - | Mkxbxwao | 3lH | - | - | 3xD+165 | - | - |
Y-2 | KLE | 6.000 | - | Gj3 | - | - | - | - | - | - | Xqxpqyal | 3iR | - | - | 3rG+800 | - | - |
Uldqfp | LCH | 46.720 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | LMM | 18.500 | - | Rj3 | - | - | - | - | - | - | Aqulmudj | 3nZ | - | - | 3sM+840 | - | - |
V | ISK | 46.000 | - | Woo3 | - | - | - | - | - | - | Veblzqws | 3pK | - | - | 3fW+435 | - | - |
Q | RNP | 14.710 | - | Y2 | - | - | - | - | - | - | Ijmzzmup | 3qR | - | - | 3iP+265 | - | - |
H | NTY | 944.990 | - | Krr | - | HHH | - | - | - | - | Beujxcdi | 3zI | - | - | 3eG+159 | - | - |
Qswesi | OME | 29.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
G | PHC | 17.780 | - | Xq2 | - | - | - | - | - | - | Curqvpmf | 3tZ | - | - | 3zG+195 | - | - |