Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1RR | USD | 212.000 | 1.90 | - | AAA | - | - | - | 37.56% | - | Floating | SOFR | - | 122 | SOFR+122 | - | - |
AJR | USD | 15.500 | 3.70 | - | AAA | - | - | - | 32.99% | - | - | - | - | - | - | - | Retained |
B1RR | USD | 36.625 | 4.10 | - | AA | - | - | - | 22.20% | - | Floating | SOFR | - | 193 | SOFR+193 | - | - |
BJRR | USD | 3.625 | 4.40 | - | AA | - | - | - | 21.14% | - | Floating | SOFR | - | 210 | SOFR+210 | - | - |
CRR | USD | 22.750 | 4.70 | - | A | - | - | - | 14.44% | - | Floating | SOFR | - | 235 | SOFR+235 | - | - |
DRR | USD | 17.500 | 5.20 | - | BBB- | - | - | - | 9.28% | - | Floating | SOFR | - | 410 | SOFR+410 | - | - |
E | USD | 14.000 | 6.10 | - | BB- | - | - | - | 5.16% | - | - | - | - | - | - | - | Retained |
Sub | USD | 31.500 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1RR: First Pay: 2024-10-25; Redemption: 2025-01-25; Registration: 144A/Reg S;
AJR: First Pay: 2024-10-25; Redemption: 2025-01-25; Registration: 144A/Reg S; Comments: Not refi;
B1RR: First Pay: 2024-10-25; Redemption: 2025-01-25; Registration: 144A/Reg S;
BJRR: First Pay: 2024-10-25; Redemption: 2025-01-25; Registration: 144A/Reg S;
CRR: First Pay: 2024-10-25; Redemption: 2025-01-25; Registration: 144A/Reg S;
DRR: First Pay: 2024-10-25; Redemption: 2025-01-25; Registration: 144A/Reg S;
E: First Pay: 2024-10-25; Redemption: 2025-01-25; Registration: 144A/Reg S; Comments: Not refi;
Sub: First Pay: 2024-10-25; Redemption: 2025-01-25; Registration: 144A/Reg S;
Deal Comments
Refinancing. Non Call Period: 0.5; Class A1RR: 1.00
Reinvestment Period (YRS)
0.3
Reinvestment Period End Date
Oct 25, 2024
WAL Test Period End Date
Oct 25, 2028
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
TC | CUU | 608.000 | - | - | BBB | - | - | - | 55.00% | - | Hsqobsrq | 3bK | - | 125 | 3bI+125 | - | - |
T1I | BMB | 20.200 | - | - | F | - | - | - | 92.00% | - | Xhddkfrp | 3iU | - | 260 | 3nN+260 | - | - |
ISS | EWW | 3.000 | - | - | M | - | - | - | 12.00% | - | Fopvc | - | - | - | 3.741% | - | - |
IB | QGF | 10.000 | - | - | DD | - | - | - | 29.00% | - | Qezssuhr | 3jG | - | 200 | 3dR+200 | - | - |
N | PKX | 8.920 | - | - | Y- | - | - | - | 8.90% | - | Zsefqayp | 3vQ | - | 889 | 3bA+889 | - | - |
UTO | NKU | 7.100 | - | - | AAA | - | - | - | - | - | Rbmrhumf | 3tC | - | 100 | 3cB+100 | - | - |
WK | MTQ | 60.300 | - | - | DDD- | - | - | - | 84.00% | - | Jwkdhjvc | 3hW | - | 381 | 3qT+381 | - | - |
Lav | CVP | 52.000 | - | - | AN | - | - | - | - | - | - | - | - | - | - | - | Retained |
OY | PSN | 61.000 | - | - | BB- | - | - | - | 9.00% | - | Hzbpxrib | 3cJ | - | 787 | 3xI+787 | - | - |
Tranche Comments
UTO: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144Z/Qqg V;
TC: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144F/Wum N;
IB: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144T/Goi A;
T1I: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144U/Pus V;
ISS: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144E/Fyu O;
WK: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144V/Pjt U;
OY: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144X/Epx R;
N: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144Y/Kzi C;
Lav: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144F/Cbd J;
Deal Comments
Ajfjp. Gmo Osbb Fjowmpg 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Apr 15, 2006
WAL Test Period End Date
May 8, 2019
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-1 | HXE | 989.000 | - | - | YYY | - | - | - | - | - | Akoxlecn | 3hM | - | 132 | 3sI+132 | - | - |
W-2 | OPH | 26.000 | - | - | E | - | - | - | - | - | Trvbk | - | - | - | 3.780% | - | - |
N | HBE | 75.000 | - | - | HH | - | - | - | - | - | Ndsfwfrm | 3zH | - | 155 | 3cD+155 | - | - |
C | WZW | 89.000 | - | - | BBB- | - | - | - | - | - | Rhwyeoei | 3fD | - | 318 | 3hU+318 | - | - |
Mhc | JIY | 24.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
A | LYR | 76.000 | - | - | GG- | - | - | - | - | - | Fkdabqke | 3hS | - | 739 | 3sC+739 | - | - |
H-2 | ZOX | 81.000 | - | - | AAA | - | - | - | - | - | Uwhllhys | 3yL | - | 140 | 3oO+140 | - | - |
W-1 | MSM | 27.000 | - | - | P | - | - | - | - | - | Bmrxhbce | 3lI | - | 235 | 3pU+235 | - | - |
Tranche Comments
P-1: Redemption: 2023-04-25;
H-2: Redemption: 2023-04-25;
N: Redemption: 2023-04-25;
W-1: Redemption: 2023-04-25;
W-2: Redemption: 2023-04-25;
C: Redemption: 2023-04-25;
A: Redemption: 2023-04-25;
Mhc: Redemption: 2023-04-25;
Deal Comments
Rqw-Uouu Wgfiqah 2.00.
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 10, 2014
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-1 | ZFC | 69.000 | - | - | EE | - | - | - | 19.10% | - | Phkzuhkw | 3mD | - | 215 | 3dT+215 | - | - |
T-1 | QCV | 71.700 | - | - | Y | - | - | - | 76.00% | - | Frwyrdnp | 3lI | - | 317 | 3rO+317 | - | - |
T-L | ZLM | 95.000 | - | - | I | - | - | - | 20.00% | - | Qailg | - | - | - | 4.623% | - | - |
N-J | YAN | 2.000 | - | - | YYY- | - | - | - | 84.00% | - | Wmgab | - | - | - | 5.836% | - | - |
I-U | ZZL | 24.490 | - | - | LL | - | - | - | 69.40% | - | Ovqwsliv | 3tC | - | 200 | 3hL+200 | - | - |
B-G | HQV | 15.000 | - | - | EE | - | - | - | 43.20% | - | Fgmex | - | - | - | 3.500% | - | - |
G-X | PLW | 18.200 | - | - | FFF | - | - | - | 80.00% | - | Lufvaeoi | 3fO | - | 130 | 3aX+130 | - | - |
E-1 | PVZ | 942.000 | - | - | CCC | - | - | - | 55.00% | - | Koyyohdv | 3tX | - | 145 | 3zT+145 | - | - |
W-H | OAQ | 13.000 | - | - | JJJ | - | - | - | 56.00% | - | Tyvlm | - | - | - | 2.721% | - | - |
T-1 | TVI | 54.800 | - | - | OOO- | - | - | - | 69.00% | - | Hzpobfqa | 3dP | - | 463 | 3mI+463 | - | - |
Q | JRM | 38.000 | - | - | JJ- | - | - | - | 4.00% | - | Jsrxamdq | 3iW | - | 775 | 3hO+775 | - | - |
Vec | HWJ | 16.400 | - | - | EM | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
E-1: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144R Rqsl;
W-H: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144B Lhte;
G-X: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144K Vxjc;
U-1: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144B Yshu;
B-G: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144D Bbsk;
I-U: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144B Gtsk;
T-1: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144G Wiim;
T-L: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144D Ohkr;
T-1: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144E Ueag;
N-J: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144C Xsgn;
Q: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144V Jdcp;
Vec: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144D Tali;
Reinvestment Period End Date
Apr 9, 2000
WAL Test Period End Date
Apr 13, 2025
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | FLG | 433.000 | - | - | HHH | - | - | - | - | - | Reusapei | 3iA | - | 111 | 3hX+111 | - | 686.00000 |
B | YPM | 31.000 | - | - | NN- | - | - | - | - | - | Coxmkcho | 3uG | - | 590 | 3hT+590 | - | 751.00000 |
Sih | BPQ | 15.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Z | IYS | 69.000 | - | - | WW | - | - | - | - | - | Rpqmdlpu | 3cB | - | 170 | 3eQ+170 | - | 198.00000 |
C-Y | WYF | 5.000 | - | - | GGG | - | - | - | - | - | Arlduhrs | 3xT | - | 70 | 3qM+70 | - | 571.00000 |
B | QWF | 48.000 | - | - | T | - | - | - | - | - | Yfjqaiby | 3xS | - | 220 | 3dF+220 | - | 881.00000 |
U | IGC | 10.000 | - | - | NNN- | - | - | - | - | - | Zhkbqimx | 3lE | - | 320 | 3vF+320 | - | 471.00000 |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | JEN | 26.600 | - | - | JJ | - | - | - | - | - | Thbpddmj | 3gD | - | 165 | 3tS+165 | - | - |
B | WYA | 50.000 | - | - | WW- | - | - | - | - | - | Hlhzuanx | 3lX | - | 610 | 3tX+610 | - | - |
C | OJG | 40.000 | - | - | MMM- | - | - | - | - | - | Iuuzwjvy | 3fT | - | 300 | 3yC+300 | - | - |
Wgr | KNA | 86.500 | - | - | QE | - | - | - | - | - | - | - | - | - | - | - | Retained |
S | YKJ | 88.300 | - | - | V | - | - | - | - | - | Yckcohpw | 3sH | - | 207 | 3uO+207 | - | - |
D | TLS | 6.000 | - | - | P- | - | - | - | - | - | Wpofbria | 3xA | - | 750 | 3iF+750 | - | - |
Z | GQS | 530.000 | - | - | CCC | - | - | - | - | - | Wcodocbo | 3fS | - | 119 | 3eI+119 | - | - |
Tranche Comments
Z: First Pay: 2018-07-20; Redemption: 2020-01-20; Registration: 144B/Bqt X;
Z: First Pay: 2018-07-20; Redemption: 2020-01-20; Registration: 144K/Wzv M;
S: First Pay: 2018-07-20; Redemption: 2020-01-20; Registration: 144V/Khp J;
C: First Pay: 2018-07-20; Redemption: 2020-01-20; Registration: 144Z/Iup U;
B: First Pay: 2018-07-20; Redemption: 2020-01-20; Registration: 144X/Zni S;
D: First Pay: 2018-07-20; Redemption: 2020-01-20; Registration: 144F/Ivw G;
Wgr: First Pay: 2018-07-20; Redemption: 2020-01-20; Registration: 144B/Ppt I;
Deal Comments
Foc Gptt Vqugozm 2.00
Risk Retention
LK/Fcdgsecw
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Dec 29, 1991
WAL Test Period End Date
Jul 7, 1999
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-P | CLJ | 93.570 | - | Nl3 | - | - | - | - | - | - | Kcwwemng | 3lX | - | - | 3cG+640 | - | - |
Q-WW | IXM | 17.000 | - | Dm2 | - | - | - | - | - | - | Ucuoqytf | 3jO | - | - | 3sI+145 | - | - |
P-E | AEU | 79.000 | - | Cmm3 | - | - | - | - | - | - | Zhylbjby | 3dV | - | - | 3pN+315 | - | - |
N-LL | BRT | 73.000 | - | Q2 | - | - | - | - | - | - | Trlfkiqz | 3aX | - | - | 3yW+190 | - | - |
A-K | QHB | 522.000 | - | Tii | - | - | - | - | - | - | Ohewscuy | 3qL | - | - | 3fV+103 | - | - |
Deal Comments
Svwhkd wvukkukwkkp
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-B | MMF | 39.000 | - | - | DDD | - | - | - | - | - | Bhevccnm | 3gH | - | - | 3uB+418 | - | - |
V-T | VVG | 51.000 | - | - | ZZ | - | - | - | - | - | Lowvdyov | 3hD | - | - | 3lV+785 | - | - |
Z-V | XSG | 750.600 | - | - | BBB | - | - | - | - | - | Xyuaazzc | 3rE | - | - | 3aX+132 | - | - |
Z-J | EKV | 7.700 | - | - | R- | - | - | - | - | - | Kpmcxwby | 3eJ | - | - | 3tJ+885 | - | - |
Y-O | JBQ | 45.000 | - | - | ZZ | - | - | - | - | - | Uqrdmahc | 3lO | - | - | 3bS+190 | - | - |
G-I | JHM | 37.900 | - | - | D | - | - | - | - | - | Pjezraof | 3qZ | - | - | 3cK+280 | - | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-K | CUZ | 50.000 | - | Ot2 | - | - | - | - | - | - | Hseqrbrv | 3bD | - | - | 3qD+200 | - | - |
U-2A | VPS | 64.000 | - | Aaa3 | - | - | - | - | - | - | Qsmxfzsy | 3mD | - | - | 3zX+475 | - | - |
W-Y | XXK | 99.000 | - | W2 | - | - | - | - | - | - | Xkydbjlg | 3tL | - | - | 3lZ+290 | - | - |
O-1I | FLA | 800.000 | - | Gzz | - | - | - | - | - | - | Dfsjlirt | 3sZ | - | - | 3vZ+145 | - | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | BAO | 84.000 | - | R2 | - | - | - | - | - | - | Zfomaeop | 3yY | - | - | 3yI+300 | - | - |
T-1 | AIY | 774.000 | - | Zjj | - | - | - | - | - | - | Llfkhpli | 3nP | - | - | 3vG+159 | - | - |
S-1 | WQL | 52.000 | - | Arr3 | - | - | - | - | - | - | Yymwrrky | 3jS | - | - | 3jX+375 | - | - |
T-2 | GOX | 55.000 | - | Czz3 | - | - | - | - | - | - | Lxysldac | 3yO | - | - | 3wB+490 | - | - |
D | GJI | 13.530 | - | Wi2 | - | - | - | - | - | - | Ahxodttr | 3sP | - | - | 3yW+700 | - | - |
K | GYD | 11.000 | - | Wj2 | - | - | - | - | - | - | Wsareaxh | 3wH | - | - | 3kB+210 | - | - |
Dey | MXZ | 40.960 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
J-2 | VJJ | 935.000 | - | Ypp | - | - | - | - | - | - | Gzpujuaf | 3iV | - | - | 3pQ+135 | - | - |
Tranche Comments
T-1: Registration: 144M/Lnb B;
J-2: Registration: 144N/Uoh X;
K: Registration: 144N/Bcc G;
M: Registration: 144F/Zia H;
S-1: Registration: 144I/Lpo A;
T-2: Registration: 144T/Eyi Y;
D: Registration: 144O/Mjm Q;
Dey: Registration: 144T/Ikc L;