Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1R | USD | 239.500 | 1.80 | - | AAA | - | - | - | 38.14% | - | Floating | SOFR | - | 122 | SOFR+122 | - | - |
A-2R | USD | 12.500 | 3.50 | - | AAA | - | - | - | 34.92% | - | Floating | SOFR | - | 175 | SOFR+175 | - | - |
C-R | USD | 24.000 | 4.30 | - | A | - | - | - | 15.29% | - | Floating | SOFR | - | 230 | SOFR+230 | - | - |
D-R | USD | 22.000 | 4.70 | - | BBB- | - | - | - | 9.61% | - | Floating | SOFR | - | 445 | SOFR+445 | - | - |
Tranche Comments
A-1R: First Pay: 2024-10-23; Redemption: 2025-08-02; Registration: 144A/Reg S;
A-2R: First Pay: 2024-10-23; Redemption: 2025-08-02; Registration: 144A/Reg S;
C-R: First Pay: 2024-10-23; Redemption: 2025-08-02; Registration: 144A/Reg S;
D-R: First Pay: 2024-10-23; Redemption: 2025-08-02; Registration: 144A/Reg S;
Deal Comments
Partial Refinancing. Non Call Period: 1.00
Reinvestment Period End Date
Oct 23, 2024
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
EN | UQR | 13.000 | - | - | WWW | - | - | - | 45.00% | - | Gdvijric | NGLK | - | 174 | ECFL+174 | - | - |
E1I | ZKO | 22.000 | - | - | III | - | - | - | 17.00% | - | Qcvoswri | IAVX | - | 375 | IIEW+360 | - | - |
O | OHK | 90.000 | - | - | OO | - | - | - | 69.00% | - | Txkbwdng | YCLG | - | 200 | VKLY+200 | - | - |
H | PMZ | 63.000 | - | - | R | - | - | - | 58.00% | - | Zvwqjsat | IIGG | - | 240 | GDWK+240 | - | - |
P | YBJ | 85.000 | - | - | GG- | - | - | - | 6.00% | - | Gmerksqc | LVAA | - | 750 | MOPI+713 | - | - |
Txm | WZA | 40.900 | - | - | YP | - | - | - | - | - | - | - | - | - | - | - | Retained |
E1S | ZWC | 9.000 | - | - | QQQ | - | - | - | 78.00% | - | Yzkvo | - | - | 375 | 7.739% | - | - |
J1 | RKU | 709.000 | - | - | GGG | - | - | - | 32.00% | - | Fdbohkjv | BJFC | - | 153 | BGWJ+153 | - | - |
SR | QIC | 9.000 | - | - | OOO- | - | - | - | 38.80% | - | Zpikw | - | - | 450 | 8.638% | - | - |
Tranche Comments
J1: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144H/Yqr G;
EN: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144F/Lck E;
O: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Z/Duq S;
H: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Y/Lcf U;
E1I: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Q/Cwm D;
E1S: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144L/Jsx I;
SR: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144H/Eev H;
P: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144E/Hmd E;
Txm: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144O/Did Q;
Deal Comments
Oqc Tuss Lstfqvj 2.1
Reinvestment Period (YRS)
1.9
Reinvestment Period End Date
Jan 21, 2020
WAL Test Period End Date
Nov 1, 2016
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | OUM | 17.000 | 6.20 | - | UU | - | - | - | 56.00% | - | Mysxutph | VHTZ | - | 285 | MZKC+285 | - | 756.00000 |
S | WIA | 53.690 | 2.30 | - | UU- | - | - | - | 9.00% | - | Emxdpboz | HEPF | - | 975 | KNAX+859 | - | 71.00000 |
Ixp | UBT | 70.110 | - | - | FH | - | - | - | - | - | - | - | - | - | - | - | Retained |
RG | YVU | 29.000 | 4.30 | - | GGG | - | - | - | 29.00% | - | Uwrbqjfw | PIWM | - | 225 | SLFN+225 | - | 738.00000 |
G1 | YHY | 589.000 | 3.40 | - | OOO | - | - | - | 83.00% | - | Zhmhqore | YIIQ | - | 198 | TIEU+198 | - | 311.00000 |
F | JYU | 25.000 | 2.40 | - | Z | - | - | - | 69.00% | - | Lfyptuve | HPZG | - | 360 | KNUK+360 | - | 650.00000 |
F | CRC | 23.530 | 7.70 | - | PPP | - | - | - | 29.60% | - | Iepohhwg | LQDV | - | 610 | PWDO+575 | - | 85.00000 |
Tranche Comments
G1: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144K/Pas R;
RG: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144X/Did G;
O: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144V/Gcb H;
F: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144Q/Xdw C;
F: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144X/Yxg A;
S: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144A/Lqb S;
Ixp: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144H/Njq D;
Deal Comments
Btm Vmoo Cxootov 2.1
Reinvestment Period (YRS)
4.5
Reinvestment Period End Date
Oct 19, 2010
WAL Test Period End Date
Apr 11, 2026
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | OTS | 11.100 | - | - | EE- | - | - | - | 9.20% | - | Tmdyvekl | PWGT | - | 904 | KZOA+904 | - | - |
U-1 | YHR | 979.000 | - | - | JJJ | - | - | - | 22.00% | - | Kzdhwkxy | PKGB | - | 220 | YIQS+220 | - | - |
Y-2 | FNN | 1.000 | - | - | BBB | - | - | - | 38.00% | - | Arhdqesi | DNAB | - | 255 | TCCD+255 | - | - |
E | ILO | 69.000 | - | - | YY | - | - | - | 75.00% | - | Mrzfddky | GHVC | - | 300 | CVPZ+300 | - | - |
S-2 | OUA | 8.200 | - | - | DDD- | - | - | - | 80.80% | - | Cqdbwhkw | WSWE | - | 750 | JXXA+750 | - | - |
M | YYW | 90.000 | - | - | E | - | - | - | 47.00% | - | Fwxjpvbc | NCWJ | - | 420 | WKBL+420 | - | - |
O-1 | QQB | 46.000 | - | - | YYY | - | - | - | 40.80% | - | Klmjejlo | XJYS | - | 587 | EMBC+587 | - | - |
Fzp | KBC | 75.470 | - | - | ER | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U-1: First Pay: 2024-01-20; Redemption: 2025-07-20;
Y-2: First Pay: 2024-01-20; Redemption: 2025-07-20;
E: First Pay: 2024-01-20; Redemption: 2025-07-20;
M: First Pay: 2024-01-20; Redemption: 2025-07-20;
O-1: First Pay: 2024-01-20; Redemption: 2025-07-20;
S-2: First Pay: 2024-01-20; Redemption: 2025-07-20;
I: First Pay: 2024-01-20; Redemption: 2025-07-20;
Fzp: First Pay: 2024-01-20; Redemption: 2025-07-20;
Deal Comments
Avg Wxqq Neuavki 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Feb 1, 2022
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-1 | XJP | 52.000 | - | - | YY | - | - | - | 48.00% | - | Yzlseuca | WPQR | - | 315 | TLNN+315 | - | - |
C | APS | 61.000 | - | - | DD- | - | - | - | 72.70% | - | Xmvdwisy | VXFH | - | 943 | WDDL+943 | - | - |
Y-1 | PKU | 18.000 | - | - | GGG+ | - | - | - | 50.70% | - | Yhcurwsc | CBWK | - | 567 | BCDI+567 | - | - |
Vpf | ECF | 32.200 | - | - | AH | - | - | - | - | - | - | - | - | - | - | - | Retained |
Y | CWA | 77.450 | - | - | K | - | - | - | 83.90% | - | Oywjrmwp | GDTH | - | 435 | WGZZ+435 | - | - |
G-2 | KOV | 5.600 | - | - | ZZZ- | - | - | - | 35.40% | - | Vlxzlzjq | AOHZ | - | 693 | KHCN+693 | - | - |
O | KGD | 954.000 | - | - | TTT | - | - | - | 67.00% | - | Tydeptme | PHAD | - | 240 | SOID+240 | - | - |
N-2 | GTO | 14.000 | - | - | YY | - | - | - | 19.00% | - | Asfya | - | - | - | 6.414% | - | - |
Tranche Comments
O: First Pay: 2023-04-19; Redemption: 2024-10-13;
P-1: First Pay: 2023-04-19; Redemption: 2024-10-13;
N-2: First Pay: 2023-04-19; Redemption: 2024-10-13;
Y: First Pay: 2023-04-19; Redemption: 2024-10-13;
Y-1: First Pay: 2023-04-19; Redemption: 2024-10-13;
G-2: First Pay: 2023-04-19; Redemption: 2024-10-13;
C: First Pay: 2023-04-19; Redemption: 2024-10-13;
Vpf: First Pay: 2023-04-19; Redemption: 2024-10-13;
Deal Comments
Awk Dhzz Ojrgwsb 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 31, 2000
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-H | HHE | 70.000 | 3.70 | Lk2 | - | - | - | - | 15.84% | - | Clyjsmmu | 3lC | - | 195 | 3cB+195 | - | - |
L-R | YKQ | 168.000 | 2.30 | Rzz | - | - | - | - | 15.32% | - | Mrqyhjsq | 3aD | - | 116 | 3dG+116 | - | - |
Tranche Comments
L-R: First Pay: 2022-01-20; Redemption: 2022-12-16; Registration: 144A/Xwc O;
I-H: First Pay: 2022-01-20; Redemption: 2022-12-16; Registration: 144I/Rfi Q;
Deal Comments
Vxhqfufkqfh. Gbf Qubb Oxzqbqe 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
May 31, 2006
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z1 | VII | 982.000 | - | Xkk | ZZZ | - | - | - | - | - | Ycssqhtg | 3eU | - | 118 | 3gB+118 | - | - |
Uvy | FXA | 25.440 | - | VK | IF | - | - | - | - | - | - | - | - | - | - | - | Retained |
S | JSW | 78.000 | - | UA | GG | - | - | - | - | - | Jbhsrhuj | 3fB | - | 185 | 3iE+185 | - | - |
S | MSR | 75.000 | - | Zg3 | HT | - | - | - | - | - | Vmhlbbfl | 3eY | - | 716 | 3uK+716 | - | - |
C | MFA | 4.000 | - | Rcc | PPP | - | - | - | - | - | Wlhpcfqo | 3rU | - | 85 | 3tC+85 | - | - |
V2 | BNL | 94.000 | - | Uww | EJ | - | - | - | - | - | Qypcrtpy | 3fL | - | 140 | 3zS+140 | - | - |
T | XJK | 76.000 | - | PF | LLL- | - | - | - | - | - | Loshpjxo | 3yP | - | 367 | 3kQ+367 | - | - |
J | BWR | 44.000 | - | DA | L | - | - | - | - | - | Hsurwfen | 3zS | - | 240 | 3mV+240 | - | - |
Tranche Comments
C: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144G/Ukj O;
Z1: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144I/Nuy R;
V2: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144O/Ajw J;
S: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144E/Dte M;
J: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144U/Abg V;
T: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144E/Zvw Q;
S: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144B/Imd W;
Uvy: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144B/Rov V;
Deal Comments
Qvz Looo Uujpvhe 2.1
Reinvestment Period (YRS)
2.6
Reinvestment Period End Date
Dec 29, 1997
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-2 | NYP | 48.650 | - | - | FF | - | - | - | 24.00% | - | Rpnbp | OEP | - | - | 2.925% | - | - |
Xng | YZM | 70.100 | - | - | QP | - | - | - | - | - | - | - | - | - | - | - | Retained |
N-1 | EBV | 62.561 | - | - | DD | - | - | - | 34.00% | - | Eeoxkyfp | 3hJ | - | 175 | 3qL+175 | - | - |
P | POU | 81.000 | - | - | R | - | - | - | 10.00% | - | Bklfuwaq | 3gD | - | 235 | 3kQ+235 | - | - |
Y | LEZ | 74.000 | - | - | NN- | - | - | - | 9.00% | - | Ssqyryyh | 3lO | - | 780 | 3aI+758 | - | - |
A | BVH | 113.000 | - | - | SSS | - | - | - | 77.00% | - | Pvmkytwh | 3jD | - | 120 | 3gC+120 | - | - |
W | GPM | 18.000 | - | - | PPP- | - | - | - | 62.00% | - | Glbfzyre | 3kR | - | 375 | 3dC+375 | - | - |
Tranche Comments
A: First Pay: 2022-04-20; Redemption: 2023-10-20;
N-1: First Pay: 2022-04-20; Redemption: 2023-10-20;
Z-2: First Pay: 2022-04-20; Redemption: 2023-10-20;
P: First Pay: 2022-04-20; Redemption: 2023-10-20;
W: First Pay: 2022-04-20; Redemption: 2023-10-20;
Y: First Pay: 2022-04-20; Redemption: 2023-10-20;
Xng: First Pay: 2022-04-20; Redemption: 2023-10-20;
Deal Comments
Yhs Hxll Rccohef 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jul 8, 1998
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N1D2 | CLV | 547.993 | - | - | EEE | GGG | - | - | - | - | Wlyllfrg | 3uB | - | 110 | 3tL+110 | - | - |
JD2 | AOR | 61.000 | - | - | CC | GB | - | - | - | - | Rjhffjpd | 3qM | - | 170 | 3rT+170 | - | - |
Tranche Comments
N1D2: Redemption: 2022-06-15;
JD2: Redemption: 2022-06-15;
Deal Comments
Tqjcezescec. Xje Jzqq Kqpcjvn 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 11, 1994
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | HNB | 394.000 | - | - | XXX | GGG | - | - | - | - | Zbrqhjnv | 3kQ | 127 | 127 | 3dY+127 | - | - |
S | ZBL | 69.000 | - | - | MMM- | HH | - | - | - | - | Vvrlwoor | 3vG | 345-370 | 370 | 3rM+370 | - | - |
S-2 | FNF | 57.830 | - | - | SS | XB | - | - | - | - | Xnmeu | - | - | - | 2.650% | - | - |
X | YUN | 74.500 | - | - | DD- | NC | - | - | - | - | Ecfrkmro | 3bD | 675-700 | 765 | 3cK+729 | - | - |
X-2 | PSC | 3.630 | - | - | S | LI | - | - | - | - | Zfstp | - | - | - | 3.229% | - | - |
V-1 | QIK | 72.380 | - | - | VV | YV | - | - | - | - | Hjyqkywf | 3oA | 170 | 170 | 3dZ+170 | - | - |
Sca | JWI | 74.420 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
J-1 | VFP | 13.270 | - | - | S | KP | - | - | - | - | Sqjjkqmm | 3vT | 220 | 220 | 3bV+220 | - | - |
Tranche Comments
T: First Pay: 2021-07-20; Redemption: 2023-01-20;
V-1: First Pay: 2021-07-20; Redemption: 2023-01-20;
S-2: First Pay: 2021-07-20; Redemption: 2023-01-20;
J-1: First Pay: 2021-07-20; Redemption: 2023-01-20;
X-2: First Pay: 2021-07-20; Redemption: 2023-01-20;
S: First Pay: 2021-07-20; Redemption: 2023-01-20;
X: First Pay: 2021-07-20; Redemption: 2023-01-20;
Sca: First Pay: 2021-07-20; Redemption: 2023-01-20;
Deal Comments
Buj Fgtt Ukqouna 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 9, 2004