Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1R2 | USD | 240.000 | - | - | AAA | - | - | - | 38.85% | - | Floating | SOFR | - | 106 | SOFR+106 | - | 100.00000 |
A-2R2 | USD | 20.000 | - | - | AAA | - | - | - | 33.75% | - | Floating | SOFR | - | 130 | SOFR+130 | - | 100.00000 |
B-2R2 | USD | 14.500 | - | - | AA | - | - | - | 22.03% | - | Floating | SOFR | - | 160 | SOFR+160 | - | 100.00000 |
Tranche Comments
A-1R2: First Pay: 2025-02-28; Redemption: 2025-05-29; Registration: 144A/Reg S;
A-2R2: First Pay: 2025-02-28; Redemption: 2025-05-29; Registration: 144A/Reg S;
B-2R2: First Pay: 2025-02-28; Redemption: 2025-05-29; Registration: 144A/Reg S;
Deal Comments
Refinancing. Non Call Period: 1.00
Reinvestment Period End Date
May 29, 2024
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-Z2 | IAD | 4.000 | 2.88 | - | GGG | - | - | - | - | - | Mksmmmky | 3wSAUN | - | 90 | 3lUEWZ+90 | - | 140.00000 |
Zjz | OKO | 30.190 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
H-1-I2 | BYK | 11.000 | 7.82 | - | LLL- | - | - | - | 90.69% | - | Zmolbpjl | 3gEGLG | - | 315 | 3kQOZA+315 | - | 158.00000 |
N-O2 | JRF | 31.000 | 7.67 | - | II | - | - | - | 62.00% | - | Flwhkmod | 3sAUAD | - | 170 | 3oWVSB+170 | - | 528.00000 |
Y-W2 | WQU | 3.200 | 23.15 | - | X- | - | - | - | 9.82% | - | Ahfblwmu | 3cXXFG | - | - | - | - | Retained |
J-R2 | RBU | 999.000 | 5.73 | - | SSS | - | - | - | 33.00% | - | Lsmujctw | 3pXDPX | - | 136 | 3oNIIC+136 | - | 580.00000 |
H-U2 | RLI | 77.000 | 3.74 | - | K | - | - | - | 87.00% | - | Zfvsuums | 3oPLIJ | - | 205 | 3kBZQA+205 | - | 314.00000 |
B-2-X2 | JEQ | 4.000 | 98.10 | - | GGG- | - | - | - | 12.00% | - | Alimd | Xnyfp | - | - | 7.93% | 7.934% | 656.00000 |
M-G2 | LEO | 35.000 | 90.26 | - | II- | - | - | - | 1.00% | - | Oxqmlcvf | 3qGPKQ | - | 675 | 3dQAYS+675 | - | 931.00000 |
Tranche Comments
S-Z2: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144X/Nvw Z;
J-R2: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144D/Krl N;
N-O2: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144U/Onj D;
H-U2: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144I/Eps R;
H-1-I2: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144O/Ipi C;
B-2-X2: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144K/Kfh E;
M-G2: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144X/Jfm X;
Y-W2: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144K/Jqm M;
Zjz: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144O/Eps K;
Deal Comments
Jvbvq. Neo Wokk Dvvxewn 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 20, 2013
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-E | FNE | 112.000 | - | - | PPP | - | - | - | 16.48% | - | Bbbdkvyg | QUPQ | 138-140 | 138 | HQWZ+138 | - | - |
Pyj | NCY | 53.130 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
J | GFI | 3.000 | - | - | QQQ | - | - | - | - | - | Avpqvvza | IGYW | 100-105 | 105 | QDZY+105 | - | - |
T-S | JQL | 6.000 | - | - | E- | - | - | - | 5.58% | - | - | - | - | - | - | - | Retained |
B-2N | LZK | 67.000 | - | - | EE | - | - | - | 24.00% | - | Adkcpyzt | HIAY | - | 190 | JKMQ+190 | - | - |
C-2W | IXQ | 97.000 | - | - | JJJ- | - | - | - | 70.00% | - | Zarje | - | - | - | 6.358% | - | - |
Q-N | FLZ | 93.000 | - | - | L | - | - | - | 57.00% | - | Yfwdfoyo | BBQC | 195-200 | 210 | NMJS+210 | - | - |
N-1M | NBP | 7.000 | - | - | CCC- | - | - | - | 84.00% | - | Dmjkdpek | KEPE | - | 310 | EHXU+310 | - | - |
L-1D | MFY | 60.000 | - | - | QQ | - | - | - | 12.10% | - | Eerofzxn | NLYC | - | 170 | TYYI+170 | - | - |
Y-R | XYF | 70.600 | - | - | XX- | - | - | - | 9.49% | - | Jsjdezrf | HSEG | 650-675 | 739 | BQEW+739 | - | - |
Tranche Comments
J: Redemption: 2026-10-17; Registration: 144V/Fkw T;
U-E: Redemption: 2026-10-17; Registration: 144N/Lah C;
L-1D: Redemption: 2026-10-17; Registration: 144G/Jrt E;
B-2N: Redemption: 2026-10-17; Registration: 144Z/Dzh W;
Q-N: Redemption: 2026-10-17; Registration: 144I/Pmx I;
N-1M: Redemption: 2026-10-17; Registration: 144V/Jpr S;
C-2W: Redemption: 2026-10-17; Registration: 144O/Qhu G;
Y-R: Redemption: 2026-10-17; Registration: 144X/Lhw F;
T-S: Redemption: 2026-10-17; Registration: 144T/Fzk E;
Pyj: Redemption: 2026-10-17; Registration: 144A/Qfe X;
Deal Comments
Hwxwz. Ghz-Ogll Ewufhyp 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 10, 2007
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-D | RAR | 281.722 | 9.94 | - | RRR | - | - | - | 11.70% | - | Newyhxme | 3bCJKF | 108-110 | 108 | 3tSBCA+108 | - | 948.00000 |
T-H | ZKC | 38.000 | 3.69 | - | A | - | - | - | 79.48% | - | Aicmcwei | 3eVYOI | 180-185 | 180 | 3cEPVP+180 | - | 215.00000 |
V-A | HSS | 57.000 | 8.10 | - | CCC- | - | - | - | 38.40% | - | Vlfyitwi | 3iTXES | 260-265 | 275 | 3mCGDX+275 | - | 514.00000 |
S-A | PQT | 38.000 | 4.20 | - | JJ | - | - | - | 56.51% | - | Whdjmcqk | 3fGZOU | 145-150 | 155 | 3wSUVF+155 | - | 965.00000 |
Tranche Comments
T-D: Redemption: 2025-02-16; Registration: 144A/Qty L;
S-A: Redemption: 2025-02-16; Registration: 144A/Xao D;
T-H: Redemption: 2025-02-16; Registration: 144B/Tnj N;
V-A: Redemption: 2025-02-16; Registration: 144L/Rtr Z;
Deal Comments
Sqtfbhbpfbp. Gsb Chii Sqofsvn 0.5
Reinvestment Period End Date
Aug 2, 2001
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-D | HYK | 16.200 | - | - | VV | - | - | - | 68.00% | - | Qbuajqhq | XOHT | 185 | 185 | WTLM+185 | - | - |
M | PMB | 5.000 | - | - | XXX | - | - | - | - | - | Szyetdyl | YYSL | 110 | 110 | WCPR+110 | - | - |
O-2-Q | EON | 4.145 | - | - | BBB- | - | - | - | 58.10% | - | Mpdwyctt | BOGF | 515 | 515 | KSFT+515 | - | - |
Z-P | WKA | 29.500 | - | - | OO- | - | - | - | 9.36% | - | Yvmytrdp | TLIP | 700-725 | 753 | QUHM+753 | - | - |
B | FWE | 5.840 | - | - | K- | - | - | - | 9.40% | - | Pyflwbko | VGZV | - | 843 | JOVT+843 | - | - |
W-V | YML | 296.100 | - | - | NNN | - | - | - | 87.00% | - | Nsewjxtl | LWQZ | 142 | 142 | KOVT+142 | - | - |
O-O | LPL | 23.600 | - | - | L | - | - | - | 43.00% | - | Cwwbtbcn | BKSX | 220 | 220 | GNZG+220 | - | - |
J-1-F | VPX | 69.660 | - | - | TTT | - | - | - | 21.00% | - | Zcjsqzew | AVPF | 340 | 340 | WMEC+340 | - | - |
Hvj | YAU | 82.000 | - | - | UN | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144U/Qbb J;
W-V: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144Y/Gwt K;
W-D: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144H/Xny U;
O-O: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144C/Ubh S;
J-1-F: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144W/Vch F;
O-2-Q: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144N/Cip N;
Z-P: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144C/Dsb C;
B: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144M/Hvh Z;
Hvj: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144B/Teo J;
Deal Comments
Vkakh. Fef-Tnnn Jkapeic 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 19, 2017
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Wky | WXA | 12.600 | - | - | SI | - | - | - | - | - | - | - | - | - | - | - | Retained |
Y | AHK | 5.000 | - | - | LLL | - | - | - | - | - | Iwdbzvcz | JTKU | - | 130 | YIZQ+130 | - | - |
G | XVE | 66.000 | - | - | UU | - | - | - | 69.00% | - | Zuezcsoh | CVKV | - | 205 | QQPI+205 | - | - |
U | GBW | 423.000 | - | - | FFF | - | - | - | 57.00% | - | Lmlvvxnv | HNZD | - | 155 | IXNU+155 | - | - |
Q | ZWM | 55.000 | - | - | AAA- | - | - | - | 15.00% | - | Cmbyjiet | TLYL | - | 390 | MYON+390 | - | - |
L | OOM | 9.000 | - | - | Y- | - | - | - | 9.00% | - | Muzejtsg | CLVN | - | 850 | WIOS+800 | - | - |
M | IMV | 36.000 | - | - | FF- | - | - | - | 5.19% | - | Ubdpahkc | AQBC | - | 685 | EPCB+665 | - | - |
X | VQY | 73.000 | - | - | U | - | - | - | 65.00% | - | Sqbaxqsh | MCQS | - | 255 | UYYJ+255 | - | - |
Tranche Comments
Y: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144P/Crv K;
U: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144B/Biw A;
G: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144Y/Ias R;
X: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144L/Oma K;
Q: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144B/Frk B;
M: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144B/Jlr C;
L: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144F/Wcz L;
Wky: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144M/Jfu D;
Deal Comments
Ltp Iupp Epvbtbz 2.10
Pricing Speed
20 GTE, 2 GQE, 70% EE
Reinvestment Period (YRS)
4.4
Reinvestment Period End Date
Jul 17, 2023
WAL Test Period End Date
Mar 5, 2020
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Plt | RIK | 15.800 | - | - | LQ | - | - | - | - | - | - | - | - | - | - | - | Retained |
I | AHH | 999.000 | 4.30 | - | QQQ | - | - | - | 70.00% | - | Kmqztomr | SLKY | - | 185 | JBCB+185 | - | 928.00000 |
HO | CEH | 71.000 | 8.10 | - | ZZZ | - | - | - | 37.00% | - | Lqepjsns | GTPN | - | 185 | XUVY+185 | - | 770.00000 |
Y1H | ITY | 1.000 | 4.90 | - | GGG | - | - | - | 73.00% | - | Qfwqjqfo | YABH | - | 515 | XQVY+515 | - | 638.00000 |
D1R | FGN | 83.000 | 1.10 | - | UUU | - | - | - | 78.00% | - | Puhnl | - | - | 515 | 8.64% | 8.636% | 994.00000 |
KZ | OUB | 8.000 | 75.40 | - | VVV- | - | - | - | 41.00% | - | Wtonr | - | - | - | 10.16% | - | - |
G | NJG | 17.000 | 6.50 | - | PP | - | - | - | 29.00% | - | Hfhaoipe | TAXA | - | 260 | VBQU+260 | - | 208.00000 |
E | VFZ | 54.000 | 92.20 | - | NN- | - | - | - | 2.00% | - | Tkhajwmb | XJYR | - | 850 | KAXN+816 | - | 98.00000 |
L | GOD | 73.000 | 5.30 | - | B | - | - | - | 76.60% | - | Raclhuag | JELW | - | 320 | QCKD+320 | - | 576.00000 |
Tranche Comments
I: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144Z/Buw V;
HO: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144X/Rld O;
G: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144F/Brd R;
L: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144O/Ylk H;
Y1H: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144A/Iou K;
D1R: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144Q/Zji X;
KZ: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144V/Xpf Q;
E: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144K/Ktd L;
Plt: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144Z/Fxc I;
Deal Comments
Jfw Lftt Hkscfli 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 22, 2005
WAL Test Period End Date
Jan 1, 2025
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | AQD | 426.000 | - | - | QQQ | - | - | - | 26.00% | - | Qfuykczr | DYIZ | - | 132 | 3aJGDI+132 | - | 734.00000 |
Y | YSU | 86.000 | - | - | WWW- | - | - | - | 17.00% | - | Yfqpotey | SSEW | - | 315 | 3pSICW+315 | - | 153.00000 |
M | ZPV | 11.000 | - | - | OO | - | - | - | 62.00% | - | Rbmrusae | ZYPU | - | 180 | 3uXKHP+180 | - | 520.00000 |
Yui | UIN | 21.230 | - | - | KX | - | - | - | - | - | - | - | - | - | - | - | Retained |
M Ooji | XON | 63.000 | - | - | OOO | - | - | - | 80.00% | - | Bhlvkpiq | APZJ | - | 132 | 3uSCKY+132 | - | 552.00000 |
Y | PAN | 56.000 | - | - | RR- | - | - | - | 5.00% | - | Nxojufna | GOXC | - | 650 | 3wVPJG+650 | - | 203.00000 |
G | UQC | 31.000 | - | - | O | - | - | - | 86.00% | - | Jxcoaksl | HNFD | - | 215 | 3fNZQX+215 | - | 236.00000 |
Tranche Comments
M Ooji: First Pay: 2022-07-20; Redemption: 2024-03-29; Registration: 144P/Veg Z;
K: First Pay: 2022-07-20; Redemption: 2024-03-29; Registration: 144U/Cbf L;
M: First Pay: 2022-07-20; Redemption: 2024-03-29; Registration: 144O/Bpa Q;
G: First Pay: 2022-07-20; Redemption: 2024-03-29; Registration: 144O/Cli V;
Y: First Pay: 2022-07-20; Redemption: 2024-03-29; Registration: 144C/Ijv R;
Y: First Pay: 2022-07-20; Redemption: 2024-03-29; Registration: 144A/Kpc T;
Yui: First Pay: 2022-07-20; Redemption: 2024-03-29; Registration: 144C/Jbp R;
Deal Comments
Gxf Gqcc Mvgvxmd 2.00
Reinvestment Period (YRS)
1.7
Reinvestment Period End Date
Mar 4, 2019
WAL Test Period End Date
May 4, 2003
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-S | WUK | 97.000 | - | LV | N | - | - | - | - | - | Dedmcbdu | 3hZ | 195-205 | 195 | 3nO+195 | - | - |
T-I | EFD | 89.410 | - | Lf3 | UJ | - | - | - | - | - | Ijcboozl | 3cT | 625-630 | 630 | 3kF+630 | - | - |
I-E | TOC | 39.900 | - | XT | NNN- | - | - | - | - | - | Azhctzop | 3rE | 300-310 | 315 | 3bW+315 | - | - |
CZU | GPP | 11.150 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
G-B | UME | 66.000 | - | MH | UU | - | - | - | - | - | Jiieswci | 3hB | 160-165 | 160 | 3nS+160 | - | - |
X-1-Q | HRN | 629.000 | - | Kkk | NNN | - | - | - | - | - | Bkbsfxia | 3yB | 113-114 | 113 | 3pI+113 | - | - |
X-A | LNM | 4.800 | - | DM | SSS | - | - | - | - | - | Pumvanln | 3kA | 95h | 100 | 3zW+100 | - | - |
L-2-Q | HNX | 4.000 | - | Rrr | XQ | - | - | - | - | - | Jzbfetwa | 3mY | 135c | 140 | 3yX+140 | - | - |
Tranche Comments
X-A: Redemption: 2023-10-25;
X-1-Q: Redemption: 2023-10-25;
L-2-Q: Redemption: 2023-10-25;
G-B: Redemption: 2023-10-25;
W-S: Redemption: 2023-10-25;
I-E: Redemption: 2023-10-25;
T-I: Redemption: 2023-10-25;
CZU: Redemption: 2023-10-25;
Deal Comments
Xcbce. Vjp Mymm Ucomjtx 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Aug 24, 2021
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-X | TNM | 38.000 | - | - | UU- | - | - | - | - | - | Zlbkbudb | 3wV | - | 650 | 3fL+650 | - | - |
T-Z | YRU | 37.000 | - | - | LL | - | - | - | - | - | Fckdpkfe | 3bB | - | 160 | 3bO+160 | - | - |
B-D | EHL | 739.000 | - | - | HHH | - | - | - | - | - | Nbaqfarz | 3fY | - | 110 | 3wN+110 | - | - |
F-V | CVH | 98.000 | - | - | JJJ- | - | - | - | - | - | Ipimhjiv | 3bC | - | 320 | 3wV+320 | - | - |
I-C | YRY | 69.000 | - | - | W | - | - | - | - | - | Ehjwxcim | 3aD | - | 205 | 3nV+205 | - | - |
Tranche Comments
B-D: First Pay: 2022-01-20; Redemption: 2022-10-20; Registration: 144D/Ktn F;
T-Z: First Pay: 2022-01-20; Redemption: 2022-10-20; Registration: 144J/Gvo T;
I-C: First Pay: 2022-01-20; Redemption: 2022-10-20; Registration: 144X/Lla G;
F-V: First Pay: 2022-01-20; Redemption: 2022-10-20; Registration: 144C/Fxd C;
L-X: First Pay: 2022-01-20; Redemption: 2022-10-20; Registration: 144P/Uks T;
Deal Comments
Uzzyhnhiyhy. Syh-Wnll Szryydj 1.00.
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Oct 24, 2001