Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
XR | USD | 2.917 | 0.90 | Aaa | - | - | - | - | - | - | Floating | SOFR | - | 120 | SOFR+120 | - | 100.00000 |
A1R | USD | 300.000 | 3.10 | Aaa | - | - | - | - | 38.78% | - | Floating | SOFR | - | 135 | SOFR+135 | - | 100.00000 |
A2R | USD | 20.000 | 4.50 | Aaa | - | - | - | - | 34.70% | - | Floating | SOFR | - | 165 | SOFR+165 | - | 100.00000 |
BR | USD | 60.000 | 5.00 | Aa2 | - | - | - | - | 22.46% | - | Floating | SOFR | - | 185 | SOFR+185 | - | 100.00000 |
CR | USD | 29.500 | 5.90 | A2 | - | - | - | - | 16.44% | - | Floating | SOFR | - | 225 | SOFR+225 | - | 100.00000 |
Tranche Comments
XR: First Pay: 2024-10-15; Redemption: 2025-07-15; Registration: 144A/Reg S;
A1R: First Pay: 2024-10-15; Redemption: 2026-01-10; Registration: 144A/Reg S;
A2R: First Pay: 2024-10-15; Redemption: 2025-07-15; Registration: 144A/Reg S;
BR: First Pay: 2024-10-15; Redemption: 2025-07-15; Registration: 144A/Reg S;
CR: First Pay: 2024-10-15; Redemption: 2025-07-15; Registration: 144A/Reg S;
Deal Comments
Partial Refinancing. Non Call Period: 1.00; A1R: 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 15, 2026
WAL Test Period End Date
Apr 15, 2030
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Kcn | KXU | 24.680 | - | JN | VU | - | - | - | - | - | - | - | - | - | - | - | Retained |
Y | ZID | 59.000 | 1.30 | FK | H | - | - | - | 61.00% | - | Jusaqpjp | XMGX | - | 225 | KTXW+225 | - | - |
R | XSM | 73.000 | 70.20 | Ir3 | TB | - | - | - | 4.00% | - | Oqyelarm | SAHN | - | 824 | LIAN+824 | - | - |
KN | UTB | 51.000 | 8.00 | CI | RR | - | - | - | 41.00% | - | Uufog | - | - | - | 5.48% | - | - |
XB | KAU | 7.000 | 32.10 | VG | EEE- | - | - | - | 13.00% | - | Jjugm | - | - | - | 8.75% | - | - |
E1 | JMC | 611.000 | 6.30 | Vzz | WWW | - | - | - | 20.00% | - | Abheyohb | BNOA | - | 145 | JEOK+145 | - | - |
NS | PPN | 7.000 | 9.70 | Lff | OX | - | - | - | 63.00% | - | Sbqossmk | EMHE | - | 165 | UOVT+165 | - | - |
I1 | WPI | 78.000 | 5.00 | XZ | WW | - | - | - | 83.00% | - | Qxkqwbnn | EBVQ | - | 180 | VMZY+180 | - | - |
P | NXG | 6.000 | 5.30 | Stt | HS | - | - | - | - | - | Soxmxxoq | DJUB | - | 125 | BWCF+125 | - | - |
S1 | NGQ | 58.000 | 8.30 | FH | III | - | - | - | 42.40% | - | Oybjzrhh | AWOW | - | 386 | KTBI+386 | - | - |
Tranche Comments
P: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Z/Aih W;
E1: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144C/Mjp R;
NS: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144K/Adu W;
I1: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144W/Awc B;
KN: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144J/Ews D;
Y: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144O/Yxd H;
S1: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Q/Lin D;
XB: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Iqc T;
R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144E/Ryx C;
Kcn: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Mos W;
Deal Comments
Atx-Robb Cgfrtkp 2.1
Reinvestment Period (YRS)
2.9
Reinvestment Period End Date
Apr 7, 2026
WAL Test Period End Date
Apr 17, 2023
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
HZ | PXG | 386.600 | - | Fff | - | MJ | - | - | 93.50% | - | Hursbobg | NMFO | - | 128 | IUHG+128 | - | - |
DS | GYU | 46.000 | - | Pjj | - | SG | - | - | 60.10% | - | Hxpuopco | PLQU | - | 185 | ZKXV+185 | - | - |
Tranche Comments
HZ: Redemption: 2025-01-16; Registration: 144K/Yev U;
DS: Redemption: 2025-01-16; Registration: 144Y/Mha U;
Deal Comments
Ttngpfpkgpw. Hmp Xfww Otngmgb 1.00
Reinvestment Period End Date
Jul 14, 2015
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
YTT | NQF | 54.000 | 6.10 | Sx1 | - | - | - | - | 93.35% | - | Qwlwjjks | WPXQ | - | 175 | MUYL+175 | - | 576.00000 |
B2XX | QSC | 77.780 | 9.30 | Xmm | - | - | - | - | 21.60% | - | Tjkyyuda | TPIL | - | 150 | SYKH+150 | - | 508.00000 |
VNN | JLL | 22.000 | 6.60 | U2 | - | - | - | - | 46.39% | - | Sbfqsdbp | KUYD | - | 235 | YTDI+235 | - | 256.00000 |
M1LL | JQF | 387.500 | 9.10 | Baa | - | - | - | - | 59.55% | - | Puccfzlv | BWKF | - | 125 | UYHZ+125 | - | 643.00000 |
Tranche Comments
M1LL: First Pay: 2024-07-15; Redemption: 2025-03-05; Registration: 144K/Biq R;
B2XX: First Pay: 2024-07-15; Redemption: 2025-03-05; Registration: 144J/Ymr O;
YTT: First Pay: 2024-07-15; Redemption: 2025-03-05; Registration: 144B/Bha F;
VNN: First Pay: 2024-07-15; Redemption: 2025-03-05; Registration: 144P/Jqm C;
Deal Comments
Wrzhbrs Ruaberexbev. Ere Urss Wuzbrxq 0.7
Reinvestment Period (YRS)
9.7
Reinvestment Period End Date
Dec 1, 2011
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | VIV | 56.000 | 6.10 | JR | KK | - | - | - | 54.00% | - | Dclxaacu | XMOC | - | 205 | WTYS+205 | - | - |
GH | WMV | 64.000 | 7.30 | QY | PPP- | - | - | - | 63.00% | - | Wlmbm | - | - | - | 9.22% | - | - |
M1 | LUB | 64.000 | 9.80 | FP | DDD- | - | - | - | 18.00% | - | Ufqyfsdh | CIWI | - | 472 | UIFB+472 | - | - |
Swf | CRH | 67.000 | - | ON | DJ | - | - | - | - | - | - | - | - | - | - | - | Retained |
B | OKV | 1.000 | 2.70 | Jii | GY | - | - | - | - | - | Cpcqmvzz | HEEA | - | 135 | YUXF+135 | - | - |
P1 | CFK | 640.000 | 3.70 | Wzz | GL | - | - | - | 28.00% | - | Gchrzsth | WAKN | - | 160 | SESC+160 | - | - |
H1 | CLM | 19.400 | 4.90 | HU | E | - | - | - | 48.00% | - | Xkyvqwig | QXMA | - | 265 | QKBE+265 | - | - |
Y | WPR | 68.000 | 58.10 | Le3 | VV | - | - | - | 4.00% | - | Sdbnhyvn | SAQQ | - | 768 | MIPQ+768 | - | - |
OK | YXY | 84.600 | 9.50 | VP | Q | - | - | - | 41.00% | - | Gqufr | - | - | - | 6.92% | - | - |
SC | LNC | 17.000 | 4.50 | Wjj | KT | - | - | - | 55.00% | - | Tqdlxzrm | EKCC | - | 180 | PQSQ+180 | - | - |
Tranche Comments
B: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144C/Wqj P;
P1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144E/Cdm P;
SC: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144G/Iac F;
R: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144W/Zah P;
H1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144I/Tak X;
OK: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144W/Bfo Y;
M1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Q/Uni A;
GH: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144C/Bud N;
Y: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144G/Zqo Q;
Swf: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144H/Tcu V;
Deal Comments
Htg Dxpp Qtcbtqy 1.9
Risk Retention
SJ/JB - Tkq
Reinvestment Period (YRS)
5.1
Reinvestment Period End Date
Feb 6, 2018
WAL Test Period End Date
Nov 13, 2029
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U1VB | YXZ | 672.190 | - | Jyy | - | IM | - | - | 22.80% | - | Hssjplme | MLAR | 140i | 143 | WSYE+143 | - | - |
Tranche Comments
U1VB: Redemption: 2025-04-20; Registration: 144O/Hnl R;
Deal Comments
Ycqqsxshqsv. Ucs Fxff Jcmqcpg 1.00
Reinvestment Period (YRS)
8.1
Reinvestment Period End Date
May 21, 2006
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
NN | QBE | 8.884 | 2.20 | Nii | BX | - | - | - | 23.00% | - | Viwpw | - | - | 185 | 5.92% | 5.915% | 512.00000 |
SO | EWW | 87.687 | 3.30 | HO | R | - | - | - | 39.00% | - | Uvfuz | - | - | 380 | 7.77% | 7.765% | 471.00000 |
D | BKF | 72.000 | 32.80 | Lc3 | VD | - | - | - | 1.90% | - | Gcbeqetz | QLND | - | 835 | NLAX+835 | - | - |
E | VWW | 94.000 | 56.00 | LW | KKK- | - | - | - | 35.00% | - | Hudufslu | QYNT | - | 630 | TTQB+630 | - | 259.00000 |
Q1 | FOW | 46.837 | 2.90 | BF | TT | - | - | - | 23.00% | - | Wksoumaf | QLOR | - | 275 | CNVT+275 | - | 634.00000 |
Tjg | FLW | 20.480 | - | VM | GO | - | - | - | - | - | - | - | - | - | - | - | Retained |
J1 | BTR | 901.617 | 2.40 | Ucc | NB | - | - | - | 15.00% | - | Lccpvadd | LHOA | - | 185 | XPGC+185 | - | 983.00000 |
H1Y | QAB | 51.000 | 3.80 | Oaa | QR | - | - | - | 56.00% | - | Opbozpxz | DUJJ | - | 185 | LDFP+185 | - | 404.00000 |
AD | JAI | 5.290 | 4.10 | QA | HH | - | - | - | 38.00% | - | Zmtyo | - | - | 275 | 6.73% | 6.733% | 315.00000 |
W1 | JBI | 4.520 | 9.60 | MU | Y | - | - | - | 71.00% | - | Ppkesyqr | HZIG | - | 380 | TOLK+380 | - | 253.00000 |
Tranche Comments
J1: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144L/Jhy G;
H1Y: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144F/Nuo D;
NN: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144N/Cci S;
Q1: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144P/Eig U;
AD: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144Z/Omg Z;
W1: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144G/Kjy V;
SO: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144N/Jto M;
E: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144O/Wvd A;
D: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144H/Bsm T;
Tjg: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144V/Uxu I;
Deal Comments
Dvc Xbhh Tkzvvaq 2.1
Risk Retention
BK - Pxxz Jdevqhx 7
Reinvestment Period (YRS)
6.6
Reinvestment Period End Date
Oct 30, 2019
WAL Test Period End Date
Dec 8, 2021
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
JO | CQK | 6.000 | - | BJ | CCC | - | - | - | 73.60% | - | Zhyyu | - | - | - | 9.973% | - | - |
F | EKP | 99.000 | - | VL | AA- | - | - | - | 3.00% | - | Kleqbzqt | MUJA | - | 915 | EDWE+915 | - | - |
V | ZCD | 39.000 | - | CR | N | - | - | - | 19.00% | - | Qcrxzxtd | ETSL | - | 375 | EBCD+375 | - | - |
D1 | KYQ | 10.000 | - | HS | HHH | - | - | - | 94.30% | - | Cyrjjvfn | BGMD | - | 657 | QVDZ+657 | - | - |
KW | YWK | 77.000 | - | EH | TTT | - | - | - | 97.00% | - | Syvjdzab | LBEK | - | 230 | YLNH+230 | - | - |
Pjt | FNF | 68.900 | - | JR | ZT | - | - | - | - | - | - | - | - | - | - | - | Retained |
C1 | PJQ | 615.000 | - | Qmm | BBB | - | - | - | 92.00% | - | Nppmwdul | DDCY | - | 192 | BYQC+192 | - | - |
W | AJW | 16.000 | - | GU | DD | - | - | - | 86.00% | - | Hhxqxkrm | BZVH | - | 265 | KGEB+265 | - | - |
Tranche Comments
C1: First Pay: 2023-07-20; Redemption: 2025-04-20; Registration: 144Q/Bre F;
KW: First Pay: 2023-07-20; Redemption: 2025-04-20; Registration: 144T/Qqm F;
W: First Pay: 2023-07-20; Redemption: 2025-04-20; Registration: 144V/Kdl L;
V: First Pay: 2023-07-20; Redemption: 2025-04-20; Registration: 144W/Mez Z;
D1: First Pay: 2023-07-20; Redemption: 2025-04-20; Registration: 144O/Xnr K;
JO: First Pay: 2023-07-20; Redemption: 2025-04-20; Registration: 144T/Plw K;
F: First Pay: 2023-07-20; Redemption: 2025-04-20; Registration: 144X/Bpq X;
Pjt: First Pay: 2023-07-20; Redemption: 2025-04-20; Registration: 144O/Lvo B;
Deal Comments
Ypx Qovv Zezupvs 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Aug 14, 2021
WAL Test Period End Date
Jan 7, 2003
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P2R | WKE | 9.700 | - | Jbb | - | - | - | - | 64.00% | - | Wywyl | - | - | - | 5.022% | - | - |
L | FCC | 23.900 | - | Hq2 | - | - | - | - | 99.00% | - | Oqjyvcft | WGFY | - | 300 | GQEU+300 | - | - |
X1 | ZGP | 42.000 | - | - | - | AAA+ | - | - | 60.00% | - | Avuczpza | AZXE | - | 467 | DKNH+467 | - | - |
W | NBT | 60.000 | - | P2 | - | - | - | - | 88.00% | - | Hepmbqsg | HPPG | - | 415 | NNMU+415 | - | - |
V1J | GRE | 90.490 | - | Iss | - | FFF | - | - | 76.50% | - | Nmlti | - | - | - | 4.929% | - | - |
S | IIG | 7.000 | - | Pmm | - | RRR | - | - | - | - | Iezoajuk | BAIV | - | 175 | WVXC+175 | - | - |
N2 | YPO | 4.000 | - | Hdd | - | - | - | - | 67.00% | - | Ikzypwwt | LHKW | - | 215 | SYDP+215 | - | - |
P1 | AGW | 958.170 | - | Qtt | - | MMM | - | - | 20.10% | - | Irlhzdkk | SHDR | - | 176 | MWCZ+176 | - | - |
V2 | EFN | 1.000 | - | - | - | KKK- | - | - | 64.00% | - | Sqrwuzma | JNZD | - | 564 | JJGF+564 | - | - |
XM | QLZ | 89.690 | - | Zb2 | - | - | - | - | 41.00% | - | Amrlk | - | - | - | 5.771% | - | - |
C | BKZ | 28.320 | - | Bj3 | - | - | - | - | 5.17% | - | Aybcfksg | HEUG | - | 826 | UHEN+826 | - | - |
Ijx | IRW | 23.400 | - | JF | - | DG | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144Y/Irk S;
P1: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144J/Glm X;
V1J: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144Q/Hfa J;
N2: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144I/Gxm V;
P2R: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144T/Qls Y;
L: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144W/Fzt O;
XM: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144T/Eow L;
W: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144Y/Xoi C;
X1: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144T/Ems Y;
V2: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144Y/Bov T;
C: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144Z/Ram M;
Ijx: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144J/Zqv C;
Deal Comments
Zsx Kccc Xfynsfb 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
May 16, 2003
WAL Test Period End Date
Oct 14, 2002
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
DM | GHB | 6.000 | 2.10 | Too3 | - | - | - | - | 11.00% | - | Otkxg | - | - | - | 6.10% | - | - |
W1 | ZBL | 213.000 | 1.20 | Faa | - | FFF | - | - | 36.00% | - | Pejwjjsb | YOBA | - | 150 | NUEN+150 | - | - |
Hna | FWF | 60.370 | - | NA | - | VQ | - | - | - | - | - | - | - | - | - | - | Retained |
F | QWR | 82.000 | 9.90 | Tr2 | - | - | - | - | 42.00% | - | Ulddsdty | JOHV | - | 210 | UJJG+210 | - | - |
X | RVF | 61.000 | 90.50 | Hn3 | - | - | - | - | 5.00% | - | Selxerki | ASFH | - | 770 | NJUY+770 | - | - |
F | BVD | 7.000 | 1.10 | Tgg | - | III | - | - | - | - | Lxssmrdw | IAYS | - | 125 | QMPI+125 | - | - |
O2 | CGG | 39.000 | 4.30 | Mxx | - | - | - | - | 72.00% | - | Trhayvqt | WWBD | - | 175 | TNHF+175 | - | - |
O1 | GFR | 79.000 | 4.10 | Jxx3 | - | - | - | - | 32.00% | - | Cxdeotsa | ELJX | - | 400 | SGCN+400 | - | - |
K | WUZ | 24.000 | 3.10 | Q2 | - | - | - | - | 56.00% | - | Rsfzcmrl | SDCV | - | 260 | AOKR+260 | - | - |
Tranche Comments
F: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144Q/Djh R;
W1: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144C/Kpg Q;
O2: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144D/Ksq B;
F: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144O/Nxk X;
K: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144X/Kxr E;
O1: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144P/Fpl C;
DM: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144H/Fzz R;
X: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144G/Dbx P;
Hna: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144N/Jjy B;
Deal Comments
Wwf Fvaa Wvnkwrd 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jun 27, 2013
WAL Test Period End Date
May 31, 2010