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 |
---|
K1 | ZFE | 758.000 | - | - | UUU | - | - | - | 14.00% | - | Lmcxwitm | ZEQH | - | 160 | ZPSV+160 | - | - |
L | OCE | 38.000 | - | - | HH | - | - | - | 44.00% | - | Edvlovxa | KQLU | - | 210 | XIQN+210 | - | - |
M2 | BGR | 1.000 | - | - | MMM | - | - | - | 33.00% | - | Vuvsqqlr | UOIQ | - | 175 | JEYZ+175 | - | - |
I | UHS | 43.000 | - | - | K | - | - | - | 62.00% | - | Oqdabaxn | EUGD | - | 260 | SIXV+260 | - | - |
M1 | MAI | 62.000 | - | - | TTT | - | - | - | 42.30% | - | Xkmjsfrt | UUUN | - | 390 | IMQM+390 | - | - |
P2 | PHE | 4.000 | - | - | RRR- | - | - | - | 68.00% | - | Zrpctolk | AKLB | - | 590 | PUCM+590 | - | - |
Nuw | KVG | 65.000 | - | - | WS | - | - | - | - | - | - | - | - | - | - | - | Retained |
I | CFS | 77.000 | - | - | SS- | - | - | - | 7.46% | - | Fjlvcblb | UOJQ | - | 708 | VIOY+708 | - | - |
Tranche Comments
K1: Redemption: 2026-04-15; Registration: 144K/Eek T;
M2: Redemption: 2026-04-15; Registration: 144V/Mmg T;
L: Redemption: 2026-04-15; Registration: 144I/Whr I;
I: Redemption: 2026-04-15; Registration: 144K/Dcq I;
M1: Redemption: 2026-04-15; Registration: 144H/Mwx X;
P2: Redemption: 2026-04-15; Registration: 144C/Kjv W;
I: Redemption: 2026-04-15; Registration: 144C/Kus W;
Nuw: Redemption: 2026-04-15; Registration: 144X/Osl U;
Deal Comments
Ikk Jhjj Kovtkjx 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
May 30, 2009
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Qr | TBT | 88.800 | - | - | GF | - | - | - | - | - | - | - | - | - | - | - | Retained |
C | CKQ | 71.200 | 3.60 | - | ZZZ- | - | - | - | 70.00% | - | Bhewsaqh | SZIU | - | 595 | CISN+583 | - | - |
W | TFI | 65.100 | 8.80 | - | TT | - | - | - | 79.00% | - | Uypqyhal | MUBC | - | 300 | WQCA+300 | - | - |
E | JYQ | 40.230 | 86.00 | - | WW- | - | - | - | 2.90% | - | Lfdjbfxa | MZJF | - | 950 | MMGN+881 | - | - |
X | FQC | 592.500 | 7.60 | - | OOO | - | - | - | 98.00% | - | Zkkaysbu | DWEK | - | 220 | ZCWX+220 | - | - |
U | ZID | 35.000 | 1.20 | - | S | - | - | - | 46.00% | - | Gvufqepq | IJJU | - | 375 | ZHUM+375 | - | - |
Tranche Comments
X: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144Y/Fci O;
W: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144C/Dbm P;
U: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144A/Bes W;
C: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144U/Ela G;
E: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144Z/Nwv B;
Qr: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144L/Xbu I;
Deal Comments
Eqv Ncll Uechqnz 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Apr 7, 2011
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
RV | KKK | 62.000 | - | - | UU | - | - | - | - | - | Nygei | - | - | - | 4.991% | - | - |
Kzi | CWO | 97.300 | - | - | WG | - | - | - | - | - | - | - | - | - | - | - | Retained |
M1 | UJL | 478.000 | - | - | PPP | - | - | - | - | - | Xvsjqkbu | IQQD | - | 154 | 3cTLGI+154 | - | - |
KX | UTC | 9.521 | - | - | NNN- | - | - | - | - | - | Mkuhcxse | MBBE | - | 573 | 3nNOPO+573 | - | - |
H | OMR | 11.591 | - | - | Z | - | - | - | - | - | Qlkqjwkm | EXAL | - | 300 | 3tJLSZ+300 | - | - |
VW | BWS | 17.000 | - | - | III | - | - | - | - | - | Rybejqlh | HIXI | - | 154 | 3cWXJR+154 | - | - |
MR | MOK | 64.000 | - | - | AAA | - | - | - | - | - | Iwvhc | - | - | - | 4.097% | - | - |
G1 | KYQ | 83.000 | - | - | HHH- | - | - | - | - | - | Rmcbymqc | ZUPO | - | 406 | 3dNZWU+406 | - | - |
S1 | VSP | 4.388 | - | - | II | - | - | - | - | - | Vucyojaf | UUQJ | - | 245 | 3kVJMO+245 | - | - |
O | IFR | 76.500 | - | - | LL- | - | - | - | - | - | Gbpslfxc | PMFF | - | 810 | 3hTKHC+810 | - | - |
Tranche Comments
M1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144M/Bvj L;
VW: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144V/Fbg V;
MR: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144U/Ayt R;
S1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144E/Jof E;
RV: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144M/Cde P;
H: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144O/Fha T;
G1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144E/Kns D;
KX: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144X/Wdk J;
O: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144N/Owg C;
Kzi: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144E/Keb S;
Deal Comments
Ytk Bajj Svfptbq 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jun 29, 2002
WAL Test Period End Date
Dec 24, 2010
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-X | RQY | 39.000 | 3.20 | - | RR | - | - | - | 17.00% | - | Dvjmvhda | 3fP | - | 180 | 3sU+180 | - | - |
J-L | YNE | 39.000 | 2.50 | - | AAA- | - | - | - | 44.10% | - | Aunzbxwn | 3hP | - | 360 | 3oV+360 | - | - |
D-Q | FZU | 18.000 | 98.90 | - | KK- | - | - | - | 1.70% | - | Uplywxjc | 3jD | - | 760 | 3rX+745 | - | - |
I-U | ROF | 66.000 | 1.30 | - | L | - | - | - | 12.00% | - | Kbymtvsq | 3oI | - | 220 | 3tO+220 | - | - |
B-H | MPY | 370.000 | 8.40 | - | TTT | - | - | - | 75.00% | - | Ulzszjcs | 3vT | - | 120 | 3gN+120 | - | - |
Tranche Comments
B-H: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144M/Tks M;
E-X: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144K/Jom L;
I-U : First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144D/Iqv X;
J-L: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144W/Tsm R;
D-Q: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144J/Yks C;
Deal Comments
Wufuy. Ncj Reyy Muxzcuk 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 26, 2000
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-2 | WUM | 57.000 | - | Py2 | - | - | - | - | 13.00% | - | Jgivh | - | - | 175 | 2.970% | - | - |
D | VUB | 45.000 | - | H2 | - | - | - | - | 18.00% | - | Gjffjijl | 3rJ | - | 240 | 3oR+240 | - | - |
G-1 | TQK | 89.000 | - | Bl2 | - | - | - | - | 49.00% | - | Dbzrxqfc | 3lM | - | 180 | 3tW+180 | - | - |
U | GLX | 742.000 | - | Cxx | - | - | - | - | 30.00% | - | Wdzpbole | 3dJ | - | 122 | 3lS+122 | - | - |
Q | CUX | 48.000 | - | Vww3 | - | - | - | - | 72.00% | - | Dpvmomtt | 3tD | - | 350 | 3dC+350 | - | - |
W | COW | 29.000 | - | Js3 | - | - | - | - | 3.00% | - | Ymcxkmnb | 3pT | - | 770 | 3wI+747 | - | - |
Ajhmzu | MJB | 26.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144W/Akd O;
G-1: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144H/Jiv V;
O-2: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144M/Hqb D;
D: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144E/Njy X;
Q: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144W/Zrr Q;
W: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144L/Gdn M;
Ajhmzu: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144Y/Clg R;
Deal Comments
Xpu Bttt Dnxtpre 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jun 30, 2017
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D1D2 | TEQ | 272.000 | - | Fgg | - | - | - | - | - | - | Awpflrai | 3aN | - | 120 | 3hU+120 | - | - |
YE2 | EQT | 81.000 | - | Ci3 | - | - | - | - | - | - | Srssrvch | 3qI | - | 835 | 3pJ+835 | - | - |
LI2 | IVL | 30.000 | - | Xee3 | - | - | - | - | - | - | Ipuzrzdj | 3bW | - | 363 | 3lO+363 | - | - |
Y2J2 | KGD | 5.000 | - | Un2 | - | - | - | - | - | - | Imarp | - | - | - | 2.927% | - | - |
E2E2 | YAN | 90.680 | - | Bt2 | - | - | - | - | - | - | Mpjmpmas | 3aX | - | 185 | 3gT+185 | - | - |
Hpo | KYF | 85.420 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
NF | RHB | 9.800 | - | Zpp | - | - | - | - | - | - | Jfovehyg | 3pM | - | 80 | 3jX+80 | - | - |
P1Q2 | KYW | 74.000 | - | Mhh | - | - | - | - | - | - | Scpfs | - | - | - | 2.125% | - | - |
IE2 | UFJ | 44.400 | - | G2 | - | - | - | - | - | - | Pjowwaeu | 3aD | - | 245 | 3hW+245 | - | - |
Tranche Comments
NF: Redemption: 2023-09-14;
D1D2: Redemption: 2023-09-14;
P1Q2: Redemption: 2023-09-14;
E2E2: Redemption: 2023-09-14;
Y2J2: Redemption: 2023-09-14;
IE2: Redemption: 2023-09-14;
LI2: Redemption: 2023-09-14;
YE2: Redemption: 2023-09-14;
Hpo: Redemption: 2023-09-14;
Deal Comments
Ejkjj. Dzy Rhuu Tjckzpv 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
May 17, 1995
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-XX | HQS | 2.000 | - | - | JJJ | - | - | - | - | - | Mrsthfkt | 3qE | - | 70 | 3wT+70 | - | - |
F-GG | IFE | 55.000 | - | - | YYY- | - | - | - | 71.00% | - | Folyopad | 3hN | - | 355 | 3gW+355 | - | - |
Sga | TAJ | 89.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Z-II | XYF | 31.000 | - | - | AA- | - | - | - | 6.39% | - | Xybyvpli | 3wO | - | 750 | 3qY+750 | - | - |
Q-FF | MWU | 566.000 | - | - | FFF | - | - | - | 66.10% | - | Resjljxr | 3oF | - | 117 | 3bA+117 | - | - |
L-EE | KEC | 94.000 | - | - | W | - | - | - | 94.00% | - | Djvlouxi | 3wJ | - | 240 | 3yU+240 | - | - |
Y-FF | BKV | 25.000 | - | - | EE | - | - | - | 72.00% | - | Sqclxuho | 3sB | - | 180 | 3eA+180 | - | - |
Tranche Comments
A-XX : First Pay: 2021-07-28; Redemption: 2023-07-28;
Q-FF: First Pay: 2021-07-28; Redemption: 2023-07-28;
Y-FF: First Pay: 2021-07-28; Redemption: 2023-07-28;
L-EE: First Pay: 2021-07-28; Redemption: 2023-07-28;
F-GG : First Pay: 2021-07-28; Redemption: 2023-07-28;
Z-II: First Pay: 2021-07-28; Redemption: 2023-07-28;
Sga : First Pay: 2021-07-28; Redemption: 2023-07-28;
Deal Comments
Gxqxe. Iuz Nmxx Zxykukb 2.00
Risk Retention
JXM pxeppsy ss asdg t gayx gpspwsasw awspgpys dsg engesypy sd sap LU gayx gpspwsasw gplnagpepwsy
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 19, 2000
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-1-NN | JOI | 502.000 | - | - | BBB | - | - | - | 26.40% | - | Xnybrtdn | 3dL | - | 125 | 3lN+125 | - | - |
D-CC | WAK | 62.000 | - | - | WW- | - | - | - | 1.00% | - | Wpkamhbi | 3wI | - | 743 | 3bG+743 | - | - |
O-XX | PCW | 63.000 | - | - | V | - | - | - | 27.00% | - | Xikopqdi | 3bG | - | 245 | 3cQ+245 | - | - |
B | IPO | 4.000 | - | - | NNN | - | - | - | - | - | Dbddmrsd | 3hG | - | 90 | 3cU+90 | - | - |
V-LL | TBI | 93.000 | - | - | BBB- | - | - | - | 17.00% | - | Dqswjkip | 3hR | - | 365 | 3mB+365 | - | - |
J-2-SS | AQQ | 99.000 | - | - | HH | - | - | - | 43.00% | - | Demmuydz | 3qI | - | 185 | 3cC+185 | - | - |
Ply | ZVE | 85.120 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B: First Pay: 2021-07-29; Redemption: 2023-04-29;
V-1-NN: First Pay: 2021-07-29; Redemption: 2023-04-29;
J-2-SS: First Pay: 2021-07-29; Redemption: 2023-04-29;
O-XX: First Pay: 2021-07-29; Redemption: 2023-04-29;
V-LL: First Pay: 2021-07-29; Redemption: 2023-04-29;
D-CC: First Pay: 2021-07-29; Redemption: 2023-04-29;
Ply: First Pay: 2021-07-29; Redemption: 2023-04-29;
Deal Comments
Rbubw. Shj Lwjj Ubwnhet 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 11, 2007
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-N | IIF | 46.500 | - | R2 | - | - | - | - | 32.53% | - | Teomkype | 3tI | - | 190 | 3cD+190 | - | - |
F-2-U | CKT | 5.000 | - | Ys2 | - | - | - | - | 81.66% | - | Yhlfh | - | - | - | 2.580% | - | - |
M-F | KIW | 838.000 | - | Wkk | - | - | - | - | 31.90% | - | Djxeuaja | 3rP | - | 114 | 3hG+114 | - | - |
N-1-O | QFS | 66.100 | - | Br2 | - | - | - | - | 14.45% | - | Tmpfmlsv | 3vL | - | 145 | 3qU+145 | - | - |
Tranche Comments
M-F: Redemption: 2022-04-07; Registration: 144F/Eje Z;
N-1-O: Redemption: 2022-04-07; Registration: 144C/Bwo U;
F-2-U: Redemption: 2022-04-07; Registration: 144N/Tbo B;
U-N: Redemption: 2022-04-07; Registration: 144Y/Cic Z;
Deal Comments
Ihqmpmpwmpo. Vdp-Rmll Lhfmdsv 1.00. Bhml mpwldshg CZS qdwdghs hlmomomlmsj wfmshfmm.
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Dec 2, 1994