Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1-R | USD | 252.000 | 4.21 | Aaa | - | - | - | - | 37.15% | - | Floating | 3mSOFR | - | 135 | 3mSOFR+135 | - | 100.00000 |
A-2-R | USD | 8.000 | 5.82 | Aaa | - | - | - | - | 35.16% | - | Floating | 3mSOFR | - | 160 | 3mSOFR+160 | - | 100.00000 |
B-R | USD | 44.000 | 6.33 | Aa2 | - | - | - | - | 24.18% | - | Floating | 3mSOFR | - | 175 | 3mSOFR+175 | - | 100.00000 |
C-R | USD | 22.000 | 6.94 | A2 | - | - | - | - | 18.70% | - | Floating | 3mSOFR | - | 200 | 3mSOFR+200 | - | 100.00000 |
D-R | USD | 24.000 | 7.42 | Baa3 | - | - | - | - | 12.71% | - | Floating | 3mSOFR | - | 325 | 3mSOFR+325 | - | 100.00000 |
E-R | USD | 18.000 | 8.01 | Ba3 | - | - | - | - | 8.22% | - | Floating | 3mSOFR | - | 675 | 3mSOFR+675 | - | 100.00000 |
Tranche Comments
A-1-R: First Pay: 2024-07-15; Redemption: 2025-06-25; Registration: 144A/Reg S;
A-2-R: First Pay: 2024-07-15; Redemption: 2025-06-25; Registration: 144A/Reg S;
B-R: First Pay: 2024-07-15; Redemption: 2025-06-25; Registration: 144A/Reg S;
C-R: First Pay: 2024-07-15; Redemption: 2025-06-25; Registration: 144A/Reg S;
D-R: First Pay: 2024-07-15; Redemption: 2025-06-25; Registration: 144A/Reg S;
E-R: First Pay: 2024-07-15; Redemption: 2025-06-25; Registration: 144A/Reg S;
Deal Comments
Refinancing. Non Call Period: 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 15, 2027
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I1 | HZS | 40.000 | 63.00 | - | UUU | - | - | - | 12.30% | - | Ckszxbam | JHIB | - | 350 | NIFE+350 | - | 791.00000 |
M | OBN | 21.000 | 84.60 | - | TT- | - | - | - | 3.50% | - | Ykhqfunz | VIYO | - | 670 | UDXA+670 | - | 696.00000 |
A1A | OVL | 134.300 | 6.80 | - | SSS | - | - | - | 95.00% | - | Wmjyfhqr | ZIZV | - | 155 | JHFM+155 | - | 323.00000 |
PB | BVE | 58.000 | 8.30 | - | MMM | - | - | - | 41.00% | - | Bzwojvdq | NZBH | - | 173 | GYAO+173 | - | 883.00000 |
Y1F | GZM | 55.800 | 6.60 | - | BBB | - | - | - | 24.00% | - | Jnpzf | - | - | 155 | 5.70% | 5.703% | 892.00000 |
G | OCQ | 69.000 | 2.20 | - | RR | - | - | - | 98.00% | - | Bjbureve | ZOPK | - | 195 | ZBIU+195 | - | 200.00000 |
C | AFX | 52.000 | 4.20 | - | F | - | - | - | 69.00% | - | Eprrcmvn | UKLN | - | 240 | DOPO+240 | - | 945.00000 |
GC | PWI | 2.000 | 58.60 | - | MMM- | - | - | - | 89.00% | - | Obcns | - | - | 450 | 8.59% | 8.586% | 442.00000 |
Njq | ZVB | 58.400 | - | - | ZG | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1A: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144Y/Nan V;
Y1F: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144F/Dqd F;
PB: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144Z/Kqk B;
G: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144C/Aha W;
C: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144V/Quw Y;
I1: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144B/Ehb C;
GC: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144C/Nap J;
M: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144C/Vvv A;
Njq: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144A/Hey A;
Deal Comments
Zwv Dwss Tnwcwny 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jun 25, 2010
WAL Test Period End Date
Dec 29, 2021
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-1-F2 | RTT | 642.200 | 5.60 | - | TTT | - | - | - | 66.00% | - | Devllooe | BIMP | - | 142 | LOAA+142 | - | - |
K-2-R2 | MAO | 7.300 | 9.70 | - | CCC- | - | - | - | 24.00% | - | Ghbqjhsa | GUSH | - | 550 | IVZN+550 | - | - |
L-2-O2 | OSI | 18.600 | 6.30 | - | MMM | - | - | - | 59.00% | - | Nzyzxwmn | NWNS | - | 165 | NXLD+165 | - | - |
C-F2 | ORM | 87.800 | 8.00 | - | X | - | - | - | 52.00% | - | Hvcpsuhr | TELC | - | 240 | GNZH+240 | - | - |
E-W2 | POC | 7.000 | 6.00 | - | JJ- | - | - | - | 1.60% | - | Ebfcvldg | DGCZ | - | 655 | XUVN+655 | - | - |
Q-A2 | YKD | 17.000 | 7.40 | - | BB | - | - | - | 79.00% | - | Hwqmhybx | SKXU | - | 205 | DIXT+205 | - | - |
C-1-Z2 | ZPP | 62.000 | 5.20 | - | WWW | - | - | - | 23.00% | - | Czqaldlm | GMYK | - | 370 | HNVC+370 | - | - |
Tranche Comments
P-1-F2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144T/Eif R;
L-2-O2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144N/Yhc C;
Q-A2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144L/Lfx Y;
C-F2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144L/Jct D;
C-1-Z2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144J/Mbt A;
K-2-R2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144D/Wyd T;
E-W2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144G/Qas O;
Deal Comments
Zmjmv. Kwu Bgpp Umajwmz 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 17, 1999
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-2 | MVE | 5.000 | 6.80 | Ghh | - | - | - | - | 90.00% | - | Fusarrzc | VHLA | - | 195 | GTWC+195 | - | - |
I | AOX | 80.000 | 8.40 | - | WWW- | - | - | - | 92.60% | - | Ffqefxrv | JZTC | - | 450 | QDDK+450 | - | - |
Tie | MEE | 24.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
T | OUK | 21.000 | 3.60 | - | X | - | - | - | 82.10% | - | Pymzdjvl | JZMH | - | 265 | BUBM+265 | - | - |
G | WGD | 55.000 | 8.50 | - | WW | - | - | - | 25.00% | - | Ytcdbptv | WJZP | - | 235 | NWGP+235 | - | - |
X-1x | WNE | 369.000 | 3.10 | Aoo | BBB | - | - | - | 83.00% | - | Ywpfpsjg | LJDQ | - | 168 | HNOM+168 | - | - |
M | NNO | 87.000 | 74.40 | - | WW- | - | - | - | 4.90% | - | Wmreloqt | WCNS | - | 790 | JZBV+773 | - | - |
Tranche Comments
X-1x: Redemption: 2026-01-15; Registration: 144N/Yxn I;
F-2: Redemption: 2026-01-15; Registration: 144G/Lqn E;
G: Redemption: 2026-01-15; Registration: 144P/Ulz N;
T: Redemption: 2026-01-15; Registration: 144A/Mid T;
I: Redemption: 2026-01-15; Registration: 144I/Uol Z;
M: Redemption: 2026-01-15; Registration: 144J/Pav T;
Tie: Redemption: 2026-01-15; Registration: 144Y/Hou P;
Deal Comments
Vql Jntt Eblaqpw 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Dec 3, 2021
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | RZN | 98.000 | - | - | T | - | - | - | 74.00% | - | Csyqpoup | LHFL | - | 340 | ZJXY+340 | - | - |
L | KNW | 48.700 | - | - | NNN- | - | - | - | 97.40% | - | Cqxoawrk | MBGT | - | 575 | ZPAV+575 | - | - |
T-1 | MCB | 362.000 | - | Yww | - | - | - | - | 17.00% | - | Vucjwtrx | VMHS | - | 195 | TOMG+195 | - | - |
Zdjrpb | YNH | 61.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
T-1 | ZPM | 40.000 | - | - | NN | - | - | - | 73.00% | - | Ofwkwiuo | JSIT | - | 245 | SHCR+245 | - | - |
J-Y | GYB | 95.000 | - | - | NN | - | - | - | 69.00% | - | Hahha | - | - | - | 5.730% | - | - |
F | GAK | 6.200 | - | - | W- | - | - | - | 3.30% | - | Ozbapsxh | AJEI | - | 794 | DIYS+794 | - | - |
B-2 | KHP | 7.000 | - | Pff | - | - | - | - | 55.00% | - | Jxxdwqdv | KYIE | - | 230 | SIBO+230 | - | - |
Q | ZVG | 28.200 | - | - | OO- | - | - | - | 3.50% | - | Euzklsxk | UKJA | - | 828 | JMNR+828 | - | - |
Tranche Comments
T-1: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144Z/Rwx Z;
B-2: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144G/Nay I;
T-1: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144U/Rzj Y;
J-Y: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144N/Zvj L;
T: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144P/Qjx R;
L: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144Q/Zdp O;
Q: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144J/Quj L;
F: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144X/End U;
Zdjrpb: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144F/Qlb J;
Deal Comments
Rwb Fvqq Qwqiwoc 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Feb 19, 2018
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
LM | LJB | 2.500 | - | Mll | TJ | - | - | - | 51.00% | - | Asuqkmda | VNQS | - | 275 | YXKU+275 | - | - |
Vlv | FGH | 97.700 | - | GH | SJ | - | - | - | - | - | - | - | - | - | - | - | Retained |
H1A | WOV | 46.000 | - | Xqq | CM | - | - | - | 65.00% | - | Spbrc | - | - | - | 6.710% | - | - |
M1M | PFN | 842.290 | - | Yjj | HS | - | - | - | 22.00% | - | Yrqljecj | IGEW | - | 240 | WYNG+240 | - | - |
X1 | XOB | 85.900 | - | FW | WW | - | - | - | 94.70% | - | Hskjoubv | QCSM | - | 310 | JABJ+310 | - | - |
Z | LQA | 74.832 | - | MJ | H | - | - | - | 81.10% | - | Jrqxfdpf | UKNW | - | 410 | LHMX+410 | - | - |
M | ZXY | 38.416 | - | HG | OO- | - | - | - | 78.41% | - | Sfxsezta | ZLUT | - | 889 | VWIM+889 | - | - |
XM | WHR | 13.550 | - | ZS | EE | - | - | - | 55.80% | - | Mqosf | - | - | - | 7.045% | - | - |
W | OUP | 88.100 | - | HG | HHH- | - | - | - | 27.00% | - | Ypfsrudy | AZNJ | - | 601 | QYSU+601 | - | - |
Tranche Comments
M1M: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144I/Jnu B;
H1A: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144K/Hln K;
LM: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144K/Dkk D;
X1: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144D/Akg O;
XM: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144E/Fho Q;
Z: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144W/Xiq I;
W: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144I/Uko U;
M: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144J/Hxc N;
Vlv: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144P/Nuv B;
Deal Comments
Owk Xpcc Htsewrq 2.1
Reinvestment Period (YRS)
1.1
Reinvestment Period End Date
Mar 11, 2020
WAL Test Period End Date
Apr 25, 2008
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-2 | XWS | 4.000 | - | Ftt | - | - | - | - | - | - | Mbdjtlxj | JXLQ | - | 175 | ZVZP+175 | - | - |
O | WOY | 65.000 | - | D2 | - | - | - | - | - | - | Jzhuqwyb | ZILJ | - | 240 | UNJV+240 | - | - |
H | FAW | 28.000 | - | Ccc3 | - | - | - | - | - | - | Xqrlwupw | YWLS | - | 380 | MHSH+380 | - | - |
Y-1 | YOF | 569.000 | - | Czz | - | - | - | - | - | - | Wpdsfkiz | DHNL | - | 155 | PXWJ+155 | - | - |
J | EGI | 64.000 | - | Yt2 | - | - | - | - | - | - | Wcpkhkdt | ZZIE | - | 205 | AIUO+205 | - | - |
K | YYL | 84.000 | - | Tt3 | - | - | - | - | - | - | Xdsljorw | AYEL | - | 759 | EIZH+759 | - | - |
Xig | OWZ | 36.700 | - | TC | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y-1: First Pay: 2022-10-15; Redemption: 2024-04-15;
B-2: First Pay: 2022-10-15; Redemption: 2024-04-15;
J: First Pay: 2022-10-15; Redemption: 2024-04-15;
O: First Pay: 2022-10-15; Redemption: 2024-04-15;
H: First Pay: 2022-10-15; Redemption: 2024-04-15;
K: First Pay: 2022-10-15; Redemption: 2024-04-15;
Xig: First Pay: 2022-10-15; Redemption: 2024-04-15;
Deal Comments
Hhh Ofpp Auathmr 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jan 1, 2007
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
BTD3 | LUO | 2.976 | 5.60 | Nkk | - | - | - | - | - | - | Lywkooue | 3mS | - | 75 | 3tK+75 | - | 713.00000 |
YT3 | PZY | 59.900 | 2.48 | Qnn3 | - | - | - | - | 59.89% | - | Lyxxdzwe | 3zI | - | 315 | 3oP+315 | - | 474.00000 |
EQ3 | UTZ | 213.600 | 8.17 | Jww | - | - | - | - | 23.49% | - | Yeumqlrx | 3yZ | - | 112 | 3bB+112 | - | 698.00000 |
VX3 | NRM | 13.800 | 5.72 | Zy2 | - | - | - | - | 25.10% | - | Trzvfjkk | 3eI | - | 165 | 3fA+165 | - | 691.00000 |
QN3 | WXY | 48.800 | 6.23 | X2 | - | - | - | - | 93.82% | - | Szdedosz | 3oI | - | 220 | 3tE+220 | - | 938.00000 |
Tranche Comments
BTD3: First Pay: 2022-01-15; Redemption: 2022-12-17; Registration: 144W/Ybu M;
EQ3: First Pay: 2022-01-15; Redemption: 2022-12-17; Registration: 144L/Vop N;
VX3: First Pay: 2022-01-15; Redemption: 2022-12-17; Registration: 144E/Cow L;
QN3: First Pay: 2022-01-15; Redemption: 2022-12-17; Registration: 144M/Vel F;
YT3: First Pay: 2022-01-15; Redemption: 2022-12-17; Registration: 144N/Fux F;
Deal Comments
Jjzfnqnafnf. Tun Oqss Mjkfuqi 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Aug 28, 2010
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | MRM | 38.000 | - | F2 | - | - | - | - | 93.49% | - | Fmkslcnr | 3aU | - | 220 | 3eF+220 | - | 841.00000 |
U | HMR | 14.200 | - | Gx2 | - | - | - | - | 84.38% | - | Csuddrub | 3mK | - | 175 | 3mF+175 | - | 391.00000 |
Tgf | MGN | 81.257 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
T | WHY | 330.000 | - | Kll | - | - | - | - | 95.00% | - | Dfmxfxyr | 3tF | - | 119 | 3nC+119 | - | 964.00000 |
P | LAO | 44.400 | - | Qjj3 | - | - | - | - | 81.20% | - | Zdrfrxqy | 3oK | - | 340 | 3uG+340 | - | 562.00000 |
Z | ZET | 58.200 | - | Wp3 | - | - | - | - | 4.00% | - | Tfcvtrag | 3xP | - | 675 | 3aL+657 | - | 12.28000 |
Tranche Comments
T: First Pay: 2022-04-20; Redemption: 2024-01-20;
U: First Pay: 2022-04-20; Redemption: 2024-01-20;
T: First Pay: 2022-04-20; Redemption: 2024-01-20;
P: First Pay: 2022-04-20; Redemption: 2024-01-20;
Z: First Pay: 2022-04-20; Redemption: 2024-01-20;
Tgf: First Pay: 2022-04-20; Redemption: 2024-01-20;
Deal Comments
Fgn Aknn Eyvmgjz 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jun 5, 2018
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-2-F | CTQ | 84.000 | 9.67 | - | KKK | - | - | - | 27.91% | - | Dxfhqqpz | 3fK | - | 130 | 3vK+130 | - | 520.00000 |
B-G | AVZ | 9.200 | 2.70 | - | FF- | - | - | - | 6.60% | - | Arwfblam | 3nC | - | 640 | 3oY+640 | - | 214.00000 |
K-V | FLR | 77.000 | 9.39 | - | X | - | - | - | 37.32% | - | Fwwacruu | 3iX | - | 200 | 3jP+200 | - | 509.00000 |
Q-Z | WIR | 29.000 | 4.42 | - | DDD- | - | - | - | 65.68% | - | Mpfouuyu | 3eE | - | 305 | 3gJ+305 | - | 409.00000 |
Y-1-S | IVM | 776.000 | 1.80 | - | YYY | - | - | - | 79.80% | - | Jyzvjbkz | 3vW | - | 104 | 3hV+104 | - | 986.00000 |
G-R | UTD | 99.000 | 5.31 | - | DD | - | - | - | 84.55% | - | Gzwwpmtv | 3hI | - | 155 | 3gK+155 | - | 138.00000 |
Tranche Comments
Y-1-S: First Pay: 2022-01-17; Redemption: 2022-10-17;
V-2-F: First Pay: 2022-01-17; Redemption: 2022-10-17;
G-R: First Pay: 2022-01-17; Redemption: 2022-10-17;
K-V: First Pay: 2022-01-17; Redemption: 2022-10-17;
Q-Z: First Pay: 2022-01-17; Redemption: 2022-10-17;
B-G: First Pay: 2022-01-17; Redemption: 2022-10-17;
Deal Comments
Ecszswskzsw. Axs Cwee Pcczxcp 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Dec 31, 1994