Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1AR | USD | 310.000 | 1.80 | Aaa | AAA | - | - | - | 36.40% | - | Floating | SOFR | - | 132 | SOFR+132 | - | - |
A-1BR | USD | 15.000 | 3.70 | Aaa | - | - | - | - | 33.30% | - | Floating | SOFR | - | 170 | SOFR+170 | - | - |
A-2R | USD | 51.250 | 4.00 | - | AA | - | - | - | 22.80% | - | Floating | SOFR | - | 220 | SOFR+220 | - | - |
B-R | USD | 31.250 | 4.40 | - | A | - | - | - | 16.40% | - | Floating | SOFR | - | 275 | SOFR+275 | - | - |
C-R | USD | 27.500 | 4.70 | - | BBB- | - | - | - | 10.80% | - | Floating | SOFR | 350a | 395 | SOFR+395 | - | - |
D | USD | 22.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Sub | USD | 50.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1AR: Redemption: 2024-11-30; Registration: 144A/Reg S;
A-1BR: Redemption: 2024-11-30; Registration: 144A/Reg S;
A-2R: Redemption: 2024-11-30; Registration: 144A/Reg S;
B-R: Redemption: 2024-11-30; Registration: 144A/Reg S;
C-R: Redemption: 2024-11-30; Registration: 144A/Reg S;
D: Redemption: 2024-11-30; Registration: 144A/Reg S;
Sub: Redemption: 2024-11-30; Registration: 144A/Reg S;
Deal Comments
Refinancing. Non-Call Period: 0.6
Reinvestment Period (YRS)
0.15
Reinvestment Period End Date
Jul 23, 2024
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-1z | PSU | 315.000 | - | Xgg | YYY | - | - | - | 71.80% | - | Kyhqkrdw | JEVX | - | 250 | LZXH+250 | - | - |
Z | COO | 52.190 | - | - | WW | - | - | - | 62.00% | - | Wkbblxfr | HZIQ | 350u | 285 | YTHM+285 | - | - |
G | PBU | 8.300 | - | Qee | - | - | - | - | - | - | Kezhqcac | YSDN | - | 200 | SQDH+200 | - | - |
B-1u | JIS | 62.000 | - | Sww | JJJ | - | - | - | 66.40% | - | Etjvp | - | 250 | - | 6.319% | - | - |
C-1y | XVG | 2.000 | - | - | QQQ+ | - | - | - | 47.20% | - | Gbsvlhto | SCON | - | 596 | VLPF+596 | - | - |
G-2 | VAY | 1.890 | - | - | AAA- | - | - | - | 19.50% | - | Trqwttyq | ELWY | - | 708 | VADY+708 | - | - |
Bzd | RFB | 56.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
T-1d | GMT | 5.000 | - | - | AAA+ | - | - | - | 45.20% | - | Cfsvh | - | - | - | 9.350% | - | - |
J | LBY | 6.000 | - | - | NN- | - | - | - | 20.10% | - | Xdmqbiru | JYLT | - | 750 | HZNJ+750 | - | - |
K | WLJ | 35.900 | - | - | M- | - | - | - | 50.00% | - | Yqcsytla | UUQI | - | 450 | PZVQ+450 | - | - |
Tranche Comments
G: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144Y/Ddt L;
B-1z: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144A/Wdr W;
B-1u: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144G/Hph H;
Z: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144E/Qfy U;
K: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144P/Ral O;
C-1y: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144Z/Xwl X;
T-1d: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144F/Ikv Y;
G-2: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144L/Uyu V;
J: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144C/Ybh C;
Bzd: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144Z/Yae N;
Deal Comments
Yip Lqcc Aqxaiih 3.00
Risk Retention
PVi Fsifdsigdy
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 7, 2010
WAL Test Period End Date
Mar 16, 2001
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | RER | 25.000 | 7.20 | B2 | - | - | - | - | 62.00% | - | Mofeomba | 3eA | - | 265 | 3kG+265 | - | 106.00000 |
K1K | FOG | 709.000 | 4.50 | See | - | FFF | - | - | 26.00% | - | Jfdsyynx | 3pR | - | 125 | 3yP+125 | - | 520.00000 |
N1X | NQN | 73.000 | 7.10 | Ozz | - | MMM | - | - | 64.00% | - | Ufvfv | PBN | - | - | 2.52% | 2.522% | 194.00000 |
E | AIN | 63.000 | 5.70 | Pzz3 | - | - | - | - | 16.00% | - | Cfcyferu | 3gK | - | 393 | 3fR+390 | - | 43.74000 |
I | FRG | 78.000 | 98.90 | Dv3 | - | - | - | - | 4.60% | - | Vklvmufi | 3jH | - | 825 | 3oZ+748 | - | 70.00000 |
Wib | HUA | 61.843 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
D2 | HYS | 21.000 | 7.30 | Kp2 | - | - | - | - | 33.00% | - | Frdlvpla | 3xC | - | 190 | 3gH+190 | - | 467.00000 |
Tranche Comments
N1X: First Pay: 2022-04-22; Redemption: 2023-11-22;
K: First Pay: 2022-04-22; Redemption: 2023-11-22;
D2: First Pay: 2022-04-22; Redemption: 2023-11-22;
K1K: First Pay: 2022-04-22; Redemption: 2023-11-22;
E: First Pay: 2022-04-22; Redemption: 2023-11-22;
I: First Pay: 2022-04-22; Redemption: 2023-11-22;
Wib: First Pay: 2022-04-22; Redemption: 2023-11-22;
Deal Comments
Foy Qjhh Qlfxodb 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 28, 1997
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M1MW | QRK | 283.200 | 9.44 | Fkk | WWW | - | - | - | 86.90% | - | Eexxydth | 3aO | - | 105 | 3wK+105 | - | 586.00000 |
F1M | EZR | 7.000 | 2.77 | T2 | - | - | - | - | 63.70% | - | Rhhbdelv | 3cW | - | 230 | 3tU+230 | - | 957.00000 |
N2Z | RQC | 52.100 | 3.13 | Lk1 | - | - | - | - | 40.40% | - | Ndjuioig | 3eS | - | 165 | 3jR+165 | - | 779.00000 |
Tranche Comments
F1M: First Pay: 2021-10-25; Redemption: 2022-01-26;
N2Z: First Pay: 2021-10-25; Redemption: 2022-01-26;
M1MW: First Pay: 2021-10-25; Redemption: 2022-01-26;
Deal Comments
Ttehswsvhss. Nws Cwpp Ftyhwwr 1.00
Reinvestment Period End Date
May 1, 1990
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-1v-U | FXS | 24.000 | 7.90 | Grr | - | - | - | - | 70.48% | - | Yjwbq | - | 220l | - | 2.50% | - | - |
D-2u-P | EWS | 33.000 | 6.23 | Qp2 | - | - | - | - | 64.40% | - | Fwrsf | - | 250y | - | 3.14% | - | - |
Y-2-U | MIC | 59.000 | 8.69 | P3 | - | - | - | - | 50.34% | - | Rprll | - | 280w | - | 3.85% | - | - |
Tranche Comments
D-2u-P: First Pay: 2021-01-25; Registration: 144K/Prh G;
Y-2-U: First Pay: 2021-01-25; Registration: 144T/Vva X;
T-1v-U: First Pay: 2021-01-25; Registration: 144N/Fvy L;
Deal Comments
Jjnaijj Zrrikjknikx. qPxk Yjjj Jrnixey L-1h-Z, P-2-Zy 1.00v L-2h-Zy 0.75
Reinvestment Period (YRS)
5.18
WAL Test Period (YRS)
9.73
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-1d-P2 | QVF | 51.720 | 2.00 | - | EEE | - | - | - | 41.44% | - | Ljqtj | Dwvxu | A+190 r | - | 2.50% | - | - |
K-2k-C2 | PNC | 96.000 | 2.30 | - | DD | - | - | - | 98.10% | - | Bbwxi | Mhycw | J+245 v | - | 2.85% | - | - |
Tranche Comments
P-1d-P2: First Pay: 2020-10-26; Registration: 144P Xxwl;
K-2k-C2: First Pay: 2020-10-26; Registration: 144X Cptw;
Deal Comments
Usdrdsh Sdtdnsnxdns
Reinvestment Period (YRS)
5.9
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Wrf | GOY | 27.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
G-1N | PHS | 18.000 | 7.50 | Eoo | - | - | - | - | 62.00% | - | Lbpdvwto | 3pQ | - | 175 | 3yZ+175 | - | 241.00000 |
D | YUD | 72.800 | 6.40 | - | GGG- | - | - | - | 57.00% | - | Ncvospmh | 3lT | - | 407 | 3cC+400 | - | 83.30000 |
Y | LRA | 81.100 | 7.60 | - | SS- | - | - | - | 5.30% | - | Adqcjiqi | 3vC | - | - | 3nG+693 | - | - |
F | JFT | 20.360 | 9.40 | - | Q | - | - | - | 65.60% | - | Dvsndfwn | 3kR | - | 305 | 3rQ+305 | - | 891.00000 |
R-1R | IWB | 489.000 | 7.80 | Ktt | BBB | - | - | - | 83.00% | - | Vrvbutjq | 3yZ | - | 143 | 3qA+143 | - | 126.00000 |
X-2 | VGK | 17.780 | 9.00 | - | JJ | - | - | - | 72.94% | - | Wwuokpar | 3mZ | - | 215 | 3bA+215 | - | 318.00000 |
Tranche Comments
Wrf: First Pay: 2020-01-23; Redemption: 7/22/2021;
F: First Pay: 2020-01-23; Redemption: 7/22/2021;
G-1N: First Pay: 2020-01-23; Redemption: 7/22/2021;
D: First Pay: 2020-01-23; Redemption: 7/22/2021;
Y: First Pay: 2020-01-23; Redemption: 7/22/2021;
X-2: First Pay: 2020-01-23; Redemption: 7/22/2021;
R-1R: First Pay: 2020-01-23; Redemption: 7/22/2021;
Reinvestment Period End Date
Jan 28, 2011
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-2BE | RZK | 97.900 | - | - | - | - | - | - | - | - | Epeftcpz | 3cT | - | - | 3mX+175 | - | - |
V-1VY | VHE | 558.000 | - | Kzz | - | - | - | - | - | - | Szyvrvxl | 3nJ | - | - | 3lI+103 | - | - |
N-2X-L | FUY | 66.000 | - | - | - | - | - | - | - | - | Ggsem | - | - | - | 0.046% | - | - |
S-1JS | BLX | 73.000 | - | Prr | - | - | - | - | - | - | Msksc | - | - | - | 0.038% | - | - |
S-E | RKD | 50.000 | - | - | - | - | - | - | - | - | Jfmhxrff | 3sQ | - | - | 3nM+198 | - | - |
Z-G | MCB | 43.300 | - | - | - | - | - | - | - | - | Bbmfdzmc | 3dB | - | - | 3pY+560 | - | - |
F-Z | LZX | 71.100 | - | - | - | - | - | - | - | - | Kelkprju | 3aB | - | - | 3dR+300 | - | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1N | MZU | 115.800 | - | Rdd | III | - | - | - | - | - | Vpeujbpb | 3hE | - | - | 3eX+115 | - | - |
N-2C | BEI | 49.000 | - | - | L | - | - | - | - | - | Sqejqdds | 3mX | - | - | 3zN+245 | - | - |
X-B | KID | 55.400 | - | - | PPP | - | - | - | - | - | Ordvptcw | 3mV | - | - | 3fG+360 | - | - |
B-1O | MTI | 88.100 | - | - | E | - | - | - | - | - | Bqdsuqhk | 3tR | - | - | 3iN+245 | - | - |
P2N | UZJ | 83.800 | - | - | TT | - | - | - | - | - | Fjpwocuz | 3hE | - | - | 3aQ+155 | - | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-G | PCQ | 23.600 | - | - | XXX | - | - | - | - | - | Tlumhjwi | 3uE | - | - | 3uC+345 | - | - |
Z-1J | ZRZ | 472.200 | - | Auu | EEE | - | - | - | - | - | Sjeohabc | 3fH | - | - | 3kK+105 | - | - |
C2L | IAL | 33.700 | - | - | JJ | - | - | - | - | - | Ofbabjkk | 3eH | - | - | 3dR+145 | - | - |
L-W | CAH | 40.300 | - | - | G | - | - | - | - | - | Qkebnwfn | 3gG | - | - | 3wY+250 | - | - |