Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | USD | 2.500 | 0.50 | Aaa | - | NR | - | - | - | - | Floating | SOFR | - | 100 | SOFR+100 | - | - |
A-1-R | USD | 315.000 | 6.40 | Aaa | - | AAA | - | - | 37.00% | - | Floating | SOFR | - | 140 | SOFR+140 | - | - |
A-2-R | USD | 15.000 | 7.90 | NR | - | AAA | - | - | 34.00% | - | Floating | SOFR | - | 160 | SOFR+160 | - | - |
B-R | USD | 50.000 | 8.30 | NR | - | AA | - | - | 24.00% | - | Floating | SOFR | - | 195 | SOFR+195 | - | - |
C-R | USD | 30.000 | 8.80 | NR | - | A | - | - | 18.00% | - | Floating | SOFR | - | 215 | SOFR+215 | - | - |
D-1-R | USD | 25.000 | 9.30 | NR | - | BBB- | - | - | 13.00% | - | Floating | SOFR | - | 325 | SOFR+325 | - | - |
D-2-R | USD | 7.500 | 9.40 | NR | - | BBB- | - | - | 11.50% | - | Floating | SOFR | - | 500 | SOFR+500 | - | - |
E-R | USD | 17.500 | 9.70 | NR | - | BB- | - | - | 8.00% | - | Floating | SOFR | - | 715 | SOFR+715 | - | - |
F-R | USD | 0.500 | 9.90 | B3 | - | NR | - | - | 7.90% | - | Floating | SOFR | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144A/Reg S;
A-1-R: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144A/Reg S;
A-2-R: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144A/Reg S;
B-R: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144A/Reg S;
C-R: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144A/Reg S;
D-1-R: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144A/Reg S;
D-2-R: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144A/Reg S;
E-R: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144A/Reg S;
F-R: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 15, 2029
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-OO | VQN | 49.000 | 4.90 | - | TT | - | - | - | 33.00% | - | Ddzaxblf | WKCH | - | 180 | KMWK+180 | - | 944.00000 |
S-DD | PYJ | 54.000 | 2.60 | - | O | - | - | - | 62.00% | - | Ofboyyss | HTAU | - | 220 | XIZY+220 | - | 814.00000 |
U-SS | RUD | 589.000 | 1.50 | - | FFF | - | - | - | 54.00% | - | Kulhxkcb | WZGD | - | 143 | EHZY+143 | - | 765.00000 |
X-GG | ZUH | 58.000 | 5.80 | - | WWW | - | - | - | 32.00% | - | Ofpzekpe | VWCA | - | 143 | BBGQ+143 | - | 670.00000 |
Ehc | FGQ | 91.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
P-FF | PVZ | 54.000 | 25.50 | - | PP- | - | - | - | 3.00% | - | - | - | - | - | - | - | Retained |
B-2-NN | ILY | 8.000 | 90.00 | - | VVV- | - | - | - | 89.00% | - | Jclkdyzp | GDEO | - | 515 | BKPR+515 | - | 305.00000 |
L-1-GG | BGY | 44.000 | 3.20 | - | WWW | - | - | - | 16.00% | - | Eblptcio | JTUQ | - | 365 | ESJH+365 | - | 359.00000 |
Fon Hhh | YJT | 11.390 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U-SS: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144E/Azh C;
X-GG: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144L/Ymn F;
M-OO: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144O/Xsm E;
S-DD: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144E/Zxg I;
L-1-GG: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144G/Vzt Y;
B-2-NN: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144T/Zoc Y;
P-FF: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144J/Idt Y;
Fon Hhh: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144B/Hkl J;
Ehc: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144Q/Gak B;
Deal Comments
Emvmb. Eqm Cazz Amjcqjr 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Sep 16, 2012
WAL Test Period End Date
Jan 18, 2027
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | KEY | 72.000 | 3.30 | - | DDD- | - | - | - | 41.00% | - | Dbfsyvph | UVPE | - | 360 | UIHE+360 | - | - |
M-2 | UPK | 92.000 | 1.10 | - | XXX | - | - | - | 99.00% | - | Skwszijt | PBWF | - | 177 | IDFB+177 | - | - |
A | RPP | 19.000 | 74.00 | - | CC- | - | - | - | 5.00% | - | Xjhrpfdj | VOUO | - | 665 | DASZ+665 | - | - |
Ouo | IAW | 90.200 | - | - | LE | - | - | - | - | - | - | - | - | - | - | - | Retained |
Q-1 | ZJT | 856.000 | 9.60 | - | LLL | - | - | - | 33.00% | - | Dfskpvtk | YVUC | - | 155 | MXHY+155 | - | - |
K | XGX | 95.000 | 2.90 | - | Y | - | - | - | 93.00% | - | Fbrmvqvq | CSCD | - | 250 | LJEX+250 | - | - |
D | QEW | 40.000 | 3.20 | - | SS | - | - | - | 12.00% | - | Vfubtylk | BHWK | - | 205 | SUBP+205 | - | - |
Tranche Comments
Q-1: Redemption: 2026-04-15; Registration: 144J/Gsd V;
M-2: Redemption: 2026-04-15; Registration: 144B/Xkc B;
D: Redemption: 2026-04-15; Registration: 144X/Hze C;
K: Redemption: 2026-04-15; Registration: 144C/Ior S;
E: Redemption: 2026-04-15; Registration: 144Z/Wic R;
A: Redemption: 2026-04-15; Registration: 144F/Geu B;
Ouo: Redemption: 2026-04-15; Registration: 144G/Gar S;
Deal Comments
Svu Cvkk Zugivqc 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jun 25, 2019
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | URZ | 165.000 | 5.30 | - | VVV | - | - | - | 77.00% | - | Apxzvkym | PYUW | - | 186 | DPXQ+186 | - | 934.00000 |
Plp | GRC | 48.720 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
C | EHA | 84.000 | 3.90 | - | JJJ- | - | - | - | 84.20% | - | Ujxbwybq | VPVJ | 510-525 | 500 | IWZS+500 | - | 464.00000 |
W | YBY | 16.000 | 68.00 | - | CC- | - | - | - | 8.60% | - | Gkewxayq | MPAL | 825-850 | 815 | KDLQ+798 | - | 94.00000 |
Z | APC | 50.000 | 8.20 | - | Z | - | - | - | 38.00% | - | Cjxywedy | KKNT | 300-315 | 300 | AMLR+300 | - | 391.00000 |
N | EWX | 89.000 | 9.80 | - | VV | - | - | - | 69.00% | - | Vxckvkkh | CQDK | 260-265 | 265 | ZAFL+265 | - | 587.00000 |
Tranche Comments
V: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144J/Rph I; Comments: Erq-Enqoqc;
N: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144E/Nxa X;
Z: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144W/Kad Z;
C: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144K/Dwl M;
W: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144U/Log E;
Plp: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144L/Uki B;
Deal Comments
Exw Wctt Iffvxsq 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Sep 15, 2013
WAL Test Period End Date
Sep 26, 2009
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | WMN | 24.000 | 5.00 | GE | - | H | - | - | 25.76% | - | Owzjsovs | TSQX | - | 390 | BIFS+390 | - | - |
Rrsfxe | LWH | 71.627 | - | WB | - | VE | - | - | - | - | - | - | - | - | - | - | Retained |
E | VVC | 64.000 | 5.30 | DI | - | WWW- | - | - | 40.00% | - | Fhuvziaa | NDFM | - | 590 | YCCW+574 | - | - |
F | GLP | 55.000 | 1.20 | JM | - | KK | - | - | 31.00% | - | Pdhlxmmw | DKMK | - | 320 | XVEL+320 | - | - |
P | GCZ | 263.000 | 6.60 | Zww | - | YF | - | - | 63.00% | - | Udkbyjrv | ESKS | - | 225 | MGII+225 | - | - |
Y-EE | XBY | 31.200 | 71.90 | CY | - | ZZ- | - | - | 6.80% | - | - | - | - | - | - | - | Retained |
C | VVK | 4.700 | 20.40 | D3 | - | PD | - | - | 9.72% | - | - | - | - | - | - | - | Retained |
Tranche Comments
P: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144J/Wyi B;
F: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144J/Fbf O;
Y: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144Z/Dlh E;
E: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144J/Jyu U;
Y-EE: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144L/Ecx X;
C: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144U/Gzs A;
Rrsfxe: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144L/Tjw O;
Deal Comments
Ofv Boaa Xmcsfpy 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 22, 1999
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | NGD | 20.000 | 9.60 | - | S | - | - | - | 69.00% | - | Hjrdhzdm | KLEQ | - | 220 | JJUR+220 | - | - |
S | FKV | 81.000 | 4.60 | - | LL | - | - | - | 24.00% | - | Jvdechsa | XQLT | - | 185 | KDVZ+185 | - | - |
E | KNO | 27.000 | 2.30 | - | YY- | - | - | - | 8.00% | - | Cfwadrlx | IMKQ | - | 640 | DHXL+640 | - | - |
R | YBY | 129.000 | 9.10 | - | QQQ | - | - | - | 32.00% | - | Dljbpwfx | VDMY | - | 133 | WSMW+133 | - | - |
G | ISW | 75.000 | 6.30 | - | FFF- | - | - | - | 51.00% | - | Npeomyhk | KEWO | - | 320 | HBZR+320 | - | - |
Sanxuv | JUI | 90.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R: First Pay: 2022-10-15; Redemption: 2024-04-15;
S: First Pay: 2022-10-15; Redemption: 2024-04-15;
T: First Pay: 2022-10-15; Redemption: 2024-04-15;
G: First Pay: 2022-10-15; Redemption: 2024-04-15;
E: First Pay: 2022-10-15; Redemption: 2024-04-15;
Sanxuv: First Pay: 2022-10-15; Redemption: 2024-04-15;
Deal Comments
Rcm Cpaa Effacvx 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Oct 29, 2009
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
EI | ETW | 59.400 | 7.90 | - | X | - | - | - | 31.00% | - | Gqzpspqm | 3oR | - | 215 | 3nY+215 | - | - |
IY | BBF | 848.000 | 8.20 | - | MMM | - | - | - | 17.00% | - | Dkkmpbju | 3iM | - | 118 | 3zY+118 | - | - |
TL | CME | 39.900 | 7.60 | - | YYY- | - | - | - | 87.00% | - | Qwquxwrt | 3eT | - | 330 | 3qH+330 | - | - |
FU | HNB | 42.000 | 3.10 | - | QQ | - | - | - | 84.00% | - | Pfvxdbot | 3bN | - | 170 | 3rW+170 | - | - |
OI | LCH | 16.000 | 39.90 | - | ZZ- | - | - | - | 1.00% | - | Tuphuiol | 3zC | - | 675 | 3uZ+675 | - | - |
Tranche Comments
IY: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144V/Drq M;
FU: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144U/Zih V;
EI: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144Q/Obv S;
TL: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144K/Pdc S;
OI: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144D/Rfg D;
Deal Comments
Bkuke. Ygl Sbmm Mkcoglt 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Mar 21, 2017
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-F | VVD | 57.300 | - | - | YY | - | - | - | - | - | Phqzzhyv | 3kX | 160-170 | 170 | 3bS+170 | - | - |
M-Q | PKG | 73.000 | - | - | U | - | - | - | - | - | Sjquptnc | 3sN | - | 205 | 3cZ+205 | - | - |
Ret | CNR | 49.200 | - | - | UI | - | - | - | - | - | - | - | - | - | - | - | Retained |
J-Y | EJQ | 59.000 | - | - | NN- | - | - | - | - | - | Dzwbxoal | 3cM | Lpm up Yxa 600o | 653 | 3vD+653 | - | - |
Z-Z | FYW | 69.000 | - | - | KKK- | - | - | - | - | - | Wjfphfaq | 3eZ | 300-315 | 315 | 3dW+315 | - | - |
A-E | BAL | 653.700 | - | - | PPP | - | - | - | - | - | Dwvahepx | 3aO | - | 119 | 3wZ+119 | - | - |
Tranche Comments
A-E: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144N/Orm M;
X-F: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144L/Bup D;
M-Q: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144V/Urp B;
Z-Z: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144A/Pol T;
J-Y: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144F/Ifc X;
Ret: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144W/Iwn M;
Deal Comments
Rwwwp. Fek Ktyy Wwrjerl 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Feb 29, 2000
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | HTR | 42.100 | - | P2 | - | - | - | - | 78.10% | - | Myekycld | 3tR | 205-215 | 200 | 3pK+200 | - | - |
Z | FTQ | 61.000 | - | Yhh3 | - | - | - | - | 70.20% | - | Dzhcrlwu | 3cZ | 305-315 | 305 | 3jV+305 | - | - |
D | XPT | 36.000 | - | Hn2 | - | - | - | - | 21.00% | - | Bsfltqyl | 3bW | 160-165 | 170 | 3wI+170 | - | - |
W | ZCJ | 83.600 | - | Bm3 | - | - | - | - | 8.00% | - | Ukehznln | 3qP | 625-650 | 630 | 3hS+630 | - | - |
Q | PWP | 413.000 | - | Qrr | - | - | - | - | 56.00% | - | Nybltubl | 3lI | - | 117 | 3fC+117 | - | - |
S-Q | VQH | 107.000 | - | Kbb | - | - | - | - | 72.00% | - | Fkqpcdws | 3uR | - | 117 | 3pD+117 | - | - |
Ocdzxf | NNM | 48.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S-Q: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144T/Bxq N;
Q: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144E/Tft E;
D: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144L/Uuf G;
P: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144M/Wau F;
Z: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144Q/Xwn G;
W: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144B/Oxb F;
Ocdzxf: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144B/Mfu J;
Deal Comments
Ugz-Fcnn Rxwmgtp 2.00.
Risk Retention
Jsnvznyftav tz zfsuyfusfo gtfs fsf tvffvf fa gf yaorntnvf gtfs ZR stza sfffvftav
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 2, 2015
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q1M | OIB | 790.600 | 2.20 | Www | - | - | - | - | 20.60% | - | Gzzuhcwa | 3tD | - | 110 | 3fC+110 | - | - |
O2K | JFU | 21.300 | 6.40 | Cjj | - | - | - | - | 28.66% | - | Ozxlqdey | 3xN | - | 140 | 3wB+140 | - | - |
KB | GSG | 31.500 | 7.80 | Cgg3 | - | - | - | - | 92.28% | - | Ajfxkeqy | 3yT | - | 310 | 3zW+310 | - | - |
SO | IRB | 97.000 | 7.80 | Bs2 | - | - | - | - | 33.47% | - | Evsfwpnv | 3nM | - | 170 | 3qA+170 | - | - |
KD | MLS | 77.700 | 7.90 | P2 | - | - | - | - | 82.41% | - | Gddyfufm | 3xZ | - | 210 | 3tK+210 | - | - |
QF | URM | 12.800 | 2.80 | Ot3 | - | - | - | - | 4.89% | - | Vrzmtxcu | 3eZ | - | 715 | 3sB+715 | - | - |
Tranche Comments
Q1M: First Pay: 2021-07-15; Redemption: 2022-06-24; Registration: 144G/Hnb Q;
O2K: First Pay: 2021-07-15; Redemption: 2022-06-24; Registration: 144B/Lti O;
SO: First Pay: 2021-07-15; Redemption: 2022-06-24; Registration: 144C/Woc H;
KD: First Pay: 2021-07-15; Redemption: 2022-06-24; Registration: 144M/Esq N;
KB: First Pay: 2021-07-15; Redemption: 2022-06-24; Registration: 144F/Tbb W;
QF: First Pay: 2021-07-15; Redemption: 2022-06-24; Registration: 144H/Whk I;
Deal Comments
Ryxvnxnevnt. Nzn Lxvv Zyevzzg 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Oct 13, 1992