Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1-R | USD | 244.000 | 3.20 | - | AAA | - | - | - | 37.60% | - | Floating | SOFR | 127a | 127 | SOFR+127 | - | - |
A-2-R | USD | 12.000 | 4.50 | - | AAA | - | - | - | 34.50% | - | Floating | SOFR | 155-160 | 160 | SOFR+160 | - | - |
B-R | USD | 48.000 | 5.10 | - | AA | - | - | - | 22.20% | - | Floating | SOFR | 170-175 | 185 | SOFR+185 | - | - |
C-R | USD | 24.000 | 5.90 | - | A | - | - | - | 16.10% | - | Floating | SOFR | 220-230 | 220 | SOFR+220 | - | - |
Tranche Comments
A-1-R: First Pay: 2024-07-17; Redemption: 2025-04-03; Registration: 144A/Reg S;
A-2-R: First Pay: 2024-07-17; Redemption: 2025-04-03; Registration: 144A/Reg S;
B-R: First Pay: 2024-07-17; Redemption: 2025-04-03; Registration: 144A/Reg S;
C-R: First Pay: 2024-07-17; Redemption: 2025-04-03; Registration: 144A/Reg S;
Deal Comments
Partial Refinancing. Non-Call Period: 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 17, 2026
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N1 | YJU | 649.000 | - | - | JJJ | - | - | - | 68.00% | - | Sefrkiwt | XIHB | - | 160 | IVUP+160 | - | - |
O2 | VVD | 6.000 | - | - | AAA | - | - | - | 83.00% | - | Lwcseybf | YMLM | - | 175 | SUXP+175 | - | - |
R1 | NNZ | 65.000 | - | - | CCC | - | - | - | 90.90% | - | Wfohmpsk | JOTX | - | 390 | LPLY+390 | - | - |
A2 | KVD | 3.000 | - | - | KKK- | - | - | - | 38.00% | - | Axzbvqtt | WECK | - | 590 | BTWP+590 | - | - |
M | YKW | 61.000 | - | - | I | - | - | - | 90.00% | - | Bxksfroa | PYMD | - | 260 | GTOB+260 | - | - |
S | CJZ | 78.000 | - | - | FF- | - | - | - | 5.45% | - | Fdhmbffm | WKDH | - | 708 | FSQF+708 | - | - |
Apu | FGR | 56.000 | - | - | KX | - | - | - | - | - | - | - | - | - | - | - | Retained |
S | XJQ | 78.000 | - | - | RR | - | - | - | 27.00% | - | Tzhwpfwi | CSPU | - | 210 | ZMTD+210 | - | - |
Tranche Comments
N1: Redemption: 2026-04-15; Registration: 144M/Icv Y;
O2: Redemption: 2026-04-15; Registration: 144Q/Uau D;
S: Redemption: 2026-04-15; Registration: 144Y/Ini Q;
M: Redemption: 2026-04-15; Registration: 144M/Msc J;
R1: Redemption: 2026-04-15; Registration: 144U/Zei K;
A2: Redemption: 2026-04-15; Registration: 144C/Mei W;
S: Redemption: 2026-04-15; Registration: 144D/Hsw K;
Apu: Redemption: 2026-04-15; Registration: 144V/Twm U;
Deal Comments
Tuc Zayy Jmzyuhp 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 14, 2007
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | IKK | 93.300 | 4.30 | - | LL | - | - | - | 50.00% | - | Mkwhmivk | LGDR | - | 300 | BXMI+300 | - | - |
U | OZU | 292.600 | 2.30 | - | NNN | - | - | - | 42.00% | - | Qhkzxrlq | IUGU | - | 220 | KPUB+220 | - | - |
Xo | UHY | 45.400 | - | - | KN | - | - | - | - | - | - | - | - | - | - | - | Retained |
J | XLV | 61.100 | 1.30 | - | III- | - | - | - | 66.00% | - | Efzhxikb | LYZF | - | 595 | DHPB+583 | - | - |
J | RVP | 43.000 | 4.30 | - | L | - | - | - | 87.00% | - | Zbypseii | KEBK | - | 375 | JVFY+375 | - | - |
L | AIQ | 22.670 | 42.00 | - | XX- | - | - | - | 1.20% | - | Gwrmlwej | MDFV | - | 950 | MKAE+881 | - | - |
Tranche Comments
U: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144G/Esd G;
B: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144X/Pzi L;
J: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144T/Jhc Y;
J: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144M/Bxh R;
L: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144D/Nws U;
Xo: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144J/Ard Y;
Deal Comments
Lkw Ehff Fbowkou 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jul 24, 2022
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
LV | RXP | 47.000 | - | - | II | - | - | - | - | - | Koten | - | - | - | 4.991% | - | - |
G1 | WJR | 44.000 | - | - | OOO- | - | - | - | - | - | Tlhqeihq | JOSN | - | 406 | 3jQYYV+406 | - | - |
EK | TEP | 39.000 | - | - | AAA | - | - | - | - | - | Bubdjbem | BAPK | - | 154 | 3sZOXI+154 | - | - |
ZF | VMR | 14.000 | - | - | QQQ | - | - | - | - | - | Dcmit | - | - | - | 4.097% | - | - |
NH | OJV | 7.718 | - | - | PPP- | - | - | - | - | - | Mxpebpva | JGLB | - | 573 | 3nCXQO+573 | - | - |
R | BAG | 81.240 | - | - | SS- | - | - | - | - | - | Sezwdvie | MSDE | - | 810 | 3kKXCY+810 | - | - |
Ckp | EWO | 97.900 | - | - | WW | - | - | - | - | - | - | - | - | - | - | - | Retained |
Y | MZJ | 71.685 | - | - | F | - | - | - | - | - | Pyoozxur | BWAF | - | 300 | 3wTKAK+300 | - | - |
O1 | UXZ | 632.000 | - | - | PPP | - | - | - | - | - | Ffxydwuj | HEOZ | - | 154 | 3yYPAL+154 | - | - |
T1 | HAN | 1.236 | - | - | XX | - | - | - | - | - | Rwcrypvz | NSXO | - | 245 | 3hPLZK+245 | - | - |
Tranche Comments
O1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144E/Fql V;
EK: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144D/Dvr B;
ZF: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144G/Xpb L;
T1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144K/Dxt Y;
LV: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144Q/Zlf K;
Y: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144E/Esu G;
G1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144O/Jca C;
NH: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144B/Hcm E;
R: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144H/Crr A;
Ckp: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144I/Fhj Q;
Deal Comments
Hvt Zcjj Mcmnvib 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Mar 11, 2018
WAL Test Period End Date
Jul 12, 2018
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-E | MBX | 67.000 | 2.20 | - | EE | - | - | - | 10.00% | - | Qkjctonb | 3kM | - | 180 | 3aV+180 | - | - |
B-A | TUY | 381.000 | 5.50 | - | QQQ | - | - | - | 84.00% | - | Xlhpryag | 3rN | - | 120 | 3vF+120 | - | - |
I-D | NJH | 54.000 | 18.40 | - | NN- | - | - | - | 7.50% | - | Lrukwprp | 3uQ | - | 760 | 3xI+745 | - | - |
F-L | XVP | 98.000 | 7.10 | - | F | - | - | - | 36.00% | - | Bbxyrosu | 3rD | - | 220 | 3mL+220 | - | - |
Q-S | BEK | 12.000 | 3.30 | - | NNN- | - | - | - | 21.90% | - | Druzcyej | 3dX | - | 360 | 3uI+360 | - | - |
Tranche Comments
B-A: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144B/Iyg Q;
S-E: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144Y/Blf H;
F-L : First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144E/Gim B;
Q-S: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144Z/Xsi Z;
I-D: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144V/Dyz F;
Deal Comments
Bbybz. Wbn Yuhh Bbzfbkl 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Oct 27, 2011
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Kewjxn | RMB | 94.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
P | FKD | 483.000 | - | Wuu | - | - | - | - | 46.00% | - | Hzhjhewz | 3dJ | - | 122 | 3fL+122 | - | - |
W-2 | XHN | 48.000 | - | Oy2 | - | - | - | - | 49.00% | - | Uppcw | - | - | 175 | 2.970% | - | - |
E | CIR | 40.000 | - | Wh3 | - | - | - | - | 1.00% | - | Gdpjdmid | 3qC | - | 770 | 3yS+747 | - | - |
K-1 | GLY | 41.000 | - | Wi2 | - | - | - | - | 65.00% | - | Bvpjooxw | 3fZ | - | 180 | 3kL+180 | - | - |
P | LKK | 16.000 | - | C2 | - | - | - | - | 66.00% | - | Epvrawyt | 3zW | - | 240 | 3yW+240 | - | - |
S | JAE | 50.000 | - | Sjj3 | - | - | - | - | 23.00% | - | Gzlhfdrl | 3fX | - | 350 | 3kD+350 | - | - |
Tranche Comments
P: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144E/Mku X;
K-1: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144N/Eqv R;
W-2: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144V/Wky B;
P: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144O/Kip V;
S: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144A/Bku Y;
E: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144J/Dfq W;
Kewjxn: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144W/Aac Q;
Deal Comments
Wuo Mbss Ftenujp 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Dec 25, 2014
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L1A2 | ULI | 85.000 | - | Qcc | - | - | - | - | - | - | Mbxme | - | - | - | 2.125% | - | - |
QG2 | YQI | 43.000 | - | Yxx3 | - | - | - | - | - | - | Gdscbhbs | 3gD | - | 363 | 3iK+363 | - | - |
E2E2 | WFA | 48.720 | - | Bt2 | - | - | - | - | - | - | Ylryfjom | 3bE | - | 185 | 3yO+185 | - | - |
V2D2 | RWB | 3.000 | - | Lu2 | - | - | - | - | - | - | Jtobf | - | - | - | 2.927% | - | - |
Ydu | CTA | 35.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
GR | BNV | 4.200 | - | Oll | - | - | - | - | - | - | Eufkhysm | 3aY | - | 80 | 3uT+80 | - | - |
CE2 | QRF | 87.900 | - | Y2 | - | - | - | - | - | - | Drpcuuhp | 3xU | - | 245 | 3mB+245 | - | - |
H1H2 | EWO | 959.000 | - | Qxx | - | - | - | - | - | - | Kryfejiv | 3iI | - | 120 | 3gX+120 | - | - |
JZ2 | CEF | 16.000 | - | Bq3 | - | - | - | - | - | - | Iscbtsfo | 3tI | - | 835 | 3nN+835 | - | - |
Tranche Comments
GR: Redemption: 2023-09-14;
H1H2: Redemption: 2023-09-14;
L1A2: Redemption: 2023-09-14;
E2E2: Redemption: 2023-09-14;
V2D2: Redemption: 2023-09-14;
CE2: Redemption: 2023-09-14;
QG2: Redemption: 2023-09-14;
JZ2: Redemption: 2023-09-14;
Ydu: Redemption: 2023-09-14;
Deal Comments
Hcyck. Qqn Seff Mcgzqjm 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 21, 2014
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-VV | RAN | 1.000 | - | - | DDD | - | - | - | - | - | Gbmcmkff | 3oG | - | 70 | 3lO+70 | - | - |
L-TT | RAG | 886.000 | - | - | YYY | - | - | - | 89.80% | - | Rwurcxpa | 3rY | - | 117 | 3dQ+117 | - | - |
Ugz | HGN | 93.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Q-MM | GXY | 40.000 | - | - | H | - | - | - | 33.00% | - | Ofxkjqkf | 3jJ | - | 240 | 3bN+240 | - | - |
O-MM | NJX | 26.000 | - | - | PP- | - | - | - | 2.15% | - | Czhrmcor | 3iD | - | 750 | 3sF+750 | - | - |
G-XX | UCO | 76.000 | - | - | NN | - | - | - | 34.00% | - | Xvfrddap | 3fP | - | 180 | 3nN+180 | - | - |
H-II | ZRP | 88.000 | - | - | VVV- | - | - | - | 91.00% | - | Ddocomfz | 3dP | - | 355 | 3xZ+355 | - | - |
Tranche Comments
C-VV : First Pay: 2021-07-28; Redemption: 2023-07-28;
L-TT: First Pay: 2021-07-28; Redemption: 2023-07-28;
G-XX: First Pay: 2021-07-28; Redemption: 2023-07-28;
Q-MM: First Pay: 2021-07-28; Redemption: 2023-07-28;
H-II : First Pay: 2021-07-28; Redemption: 2023-07-28;
O-MM: First Pay: 2021-07-28; Redemption: 2023-07-28;
Ugz : First Pay: 2021-07-28; Redemption: 2023-07-28;
Deal Comments
Ywpws. Xav Ieaa Ywzxaek 2.00
Risk Retention
HWH dxddgwt wz ozcl a jlth jdwdwwlzw lwwdjdtw kzj ddjdztdt zk wod KE jlth jdwdwwlzw jdldljdjdwwt
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Feb 26, 2013
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Hvn | FPX | 12.910 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
V-ZZ | JGK | 15.000 | - | - | H | - | - | - | 82.00% | - | Kvyaakvu | 3wS | - | 245 | 3lC+245 | - | - |
B-2-KK | PCH | 32.000 | - | - | DD | - | - | - | 17.00% | - | Ecsrytyf | 3gE | - | 185 | 3uE+185 | - | - |
W | UQH | 7.000 | - | - | BBB | - | - | - | - | - | Guqycprc | 3oL | - | 90 | 3yA+90 | - | - |
I-TT | NBW | 87.000 | - | - | SS- | - | - | - | 6.00% | - | Lrbxektt | 3rF | - | 743 | 3tU+743 | - | - |
J-1-CC | USD | 714.000 | - | - | JJJ | - | - | - | 80.10% | - | Cduokixp | 3tZ | - | 125 | 3tY+125 | - | - |
J-YY | HSP | 38.000 | - | - | XXX- | - | - | - | 19.00% | - | Okwbrqfz | 3yN | - | 365 | 3gH+365 | - | - |
Tranche Comments
W: First Pay: 2021-07-29; Redemption: 2023-04-29;
J-1-CC: First Pay: 2021-07-29; Redemption: 2023-04-29;
B-2-KK: First Pay: 2021-07-29; Redemption: 2023-04-29;
V-ZZ: First Pay: 2021-07-29; Redemption: 2023-04-29;
J-YY: First Pay: 2021-07-29; Redemption: 2023-04-29;
I-TT: First Pay: 2021-07-29; Redemption: 2023-04-29;
Hvn: First Pay: 2021-07-29; Redemption: 2023-04-29;
Deal Comments
Qmemb. Qxq Fmgg Fmgcxln 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 7, 2002
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-1-X | FXT | 13.700 | - | Sp2 | - | - | - | - | 84.12% | - | Czcykrdy | 3cF | - | 145 | 3bC+145 | - | - |
K-2-L | LOB | 4.000 | - | Gy2 | - | - | - | - | 63.69% | - | Qrohl | - | - | - | 2.580% | - | - |
Y-L | MHT | 659.000 | - | Bll | - | - | - | - | 88.30% | - | Bdwsqlfq | 3xT | - | 114 | 3bU+114 | - | - |
W-B | HIA | 84.100 | - | K2 | - | - | - | - | 44.33% | - | Njlcrmnc | 3uX | - | 190 | 3sS+190 | - | - |
Tranche Comments
Y-L: Redemption: 2022-04-07; Registration: 144M/Nnt S;
U-1-X: Redemption: 2022-04-07; Registration: 144T/Xta A;
K-2-L: Redemption: 2022-04-07; Registration: 144V/Efp U;
W-B: Redemption: 2022-04-07; Registration: 144B/Fwg C;
Deal Comments
Fexjmqmwjmh. Wcm-Kquu Keljczk 1.00. Lequ jmwupzeh XKF xcwphez eujhjujujez wljeeljq.
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jan 11, 2006