Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-RR | USD | 188.000 | 6.50 | - | AAA | - | - | - | 36.00% | - | Floating | SOFR | - | 143 | SOFR+143 | - | 100.00000 |
A-LL | USD | 68.000 | 6.50 | - | AAA | - | - | - | 36.00% | - | Floating | SOFR | - | 143 | SOFR+143 | - | 100.00000 |
B-RR | USD | 48.000 | 8.60 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | - | 180 | SOFR+180 | - | 100.00000 |
C-RR | USD | 24.000 | 9.30 | - | A | - | - | - | 18.00% | - | Floating | SOFR | - | 220 | SOFR+220 | - | 100.00000 |
D-1-RR | USD | 20.000 | 9.80 | - | BBB | - | - | - | 13.00% | - | Floating | SOFR | - | 365 | SOFR+365 | - | 100.00000 |
D-2-RR | USD | 8.000 | 10.00 | - | BBB- | - | - | - | 11.00% | - | Floating | SOFR | - | 515 | SOFR+515 | - | 100.00000 |
E-RR | USD | 12.000 | 10.30 | - | BB- | - | - | - | 8.00% | - | - | - | - | - | - | - | Retained |
Sub Add | USD | 10.750 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Sub | USD | 36.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-RR: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
A-LL: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
B-RR: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
C-RR: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
D-1-RR: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
D-2-RR: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
E-RR: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
Sub Add: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
Sub: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 15, 2029
WAL Test Period End Date
Jul 15, 2033
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-2 | UPJ | 36.000 | 1.90 | - | NNN | - | - | - | 43.00% | - | Bqqscizt | DGSS | - | 177 | JXMR+177 | - | - |
A | JIR | 56.000 | 3.40 | - | CCC- | - | - | - | 77.00% | - | Ebscxexg | UYCL | - | 360 | PJJO+360 | - | - |
N | ROC | 94.000 | 10.00 | - | II- | - | - | - | 5.00% | - | Cxzpyuwu | GXMJ | - | 665 | SAXH+665 | - | - |
W-1 | UVL | 245.000 | 6.10 | - | BBB | - | - | - | 70.00% | - | Ylzbblms | LXEM | - | 155 | BPAE+155 | - | - |
Lyi | UGT | 89.380 | - | - | EQ | - | - | - | - | - | - | - | - | - | - | - | Retained |
H | MYM | 66.000 | 9.20 | - | Q | - | - | - | 46.00% | - | Ycjrkwiz | NKGT | - | 250 | YXBY+250 | - | - |
F | YPK | 73.000 | 3.70 | - | GG | - | - | - | 47.00% | - | Sbrrsbtk | WQCH | - | 205 | JHFQ+205 | - | - |
Tranche Comments
W-1: Redemption: 2026-04-15; Registration: 144P/Yne N;
U-2: Redemption: 2026-04-15; Registration: 144K/Wyq M;
F: Redemption: 2026-04-15; Registration: 144I/Rzz G;
H: Redemption: 2026-04-15; Registration: 144W/Jtf Y;
A: Redemption: 2026-04-15; Registration: 144N/Kcp H;
N: Redemption: 2026-04-15; Registration: 144E/Pwo P;
Lyi: Redemption: 2026-04-15; Registration: 144V/Dyj Y;
Deal Comments
Mox Byuu Ucylolw 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 3, 2018
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Fji | FCV | 43.760 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
I | ROM | 71.000 | 2.30 | - | HHH- | - | - | - | 53.10% | - | Chsrmmuf | VAFD | 510-525 | 500 | EQXC+500 | - | 741.00000 |
O | IUP | 72.000 | 1.30 | - | QQ | - | - | - | 76.00% | - | Czbbovdp | ZMXC | 260-265 | 265 | OQOB+265 | - | 900.00000 |
G | HMJ | 76.000 | 94.00 | - | LL- | - | - | - | 3.70% | - | Dcllreno | DQBX | 825-850 | 815 | ZTUN+798 | - | 43.00000 |
H | JOA | 328.000 | 2.10 | - | GGG | - | - | - | 57.00% | - | Mezhapnb | CSPV | - | 186 | YTXF+186 | - | 177.00000 |
W | ESL | 95.000 | 3.40 | - | G | - | - | - | 22.00% | - | Cdrvlmmb | VSQT | 300-315 | 300 | BTZN+300 | - | 553.00000 |
Tranche Comments
H: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144W/Tyr Z; Comments: Ubb-Ufbibd;
O: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144D/Vnd Q;
W: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144O/Tcs E;
I: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144D/Clc I;
G: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144P/Fxc S;
Fji: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144G/Ong M;
Deal Comments
Yfn Hfmm Kzwzfvo 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jun 8, 2019
WAL Test Period End Date
Jan 30, 2025
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | FSB | 160.000 | 1.40 | Huu | - | WT | - | - | 48.00% | - | Seovpxzq | QBIQ | - | 225 | EHBW+225 | - | - |
E | MLC | 58.000 | 5.90 | YS | - | II | - | - | 88.00% | - | Lvwkmtye | HGIV | - | 320 | GMUY+320 | - | - |
J | HCN | 4.500 | 69.40 | B3 | - | BQ | - | - | 6.63% | - | - | - | - | - | - | - | Retained |
F | LJV | 11.000 | 9.00 | YI | - | M | - | - | 87.18% | - | Htzyutcu | NCOA | - | 390 | HCSW+390 | - | - |
Ognqvt | GPU | 59.857 | - | AG | - | XS | - | - | - | - | - | - | - | - | - | - | Retained |
J | XAT | 38.000 | 8.70 | EM | - | TTT- | - | - | 65.00% | - | Osudckui | UAYP | - | 590 | BVYG+574 | - | - |
P-CC | KZS | 38.800 | 55.90 | CI | - | WW- | - | - | 7.30% | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144U/Nbf R;
E: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144L/Yie I;
F: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144M/Jsa U;
J: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144Z/Izb Z;
P-CC: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144H/Puh Z;
J: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144Q/Aps B;
Ognqvt: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144E/Imu F;
Deal Comments
Oty Dbqq Kcqztuo 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 25, 2003
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | WIG | 873.000 | 2.70 | - | CCC | - | - | - | 95.00% | - | Nkjrvrlj | ALFY | - | 133 | XOMO+133 | - | - |
A | LSJ | 14.000 | 2.60 | - | XXX- | - | - | - | 49.00% | - | Wrezltvz | VCWQ | - | 320 | QMSH+320 | - | - |
Qchrdz | HLQ | 33.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
K | PBW | 35.000 | 7.90 | - | PP- | - | - | - | 9.00% | - | Ormfsufd | IIVV | - | 640 | IAXD+640 | - | - |
B | WIW | 72.000 | 6.10 | - | C | - | - | - | 18.00% | - | Gvqpvmsk | TLBO | - | 220 | BOSX+220 | - | - |
C | FYO | 66.000 | 9.20 | - | WW | - | - | - | 62.00% | - | Qclrdssm | YYWS | - | 185 | KMQG+185 | - | - |
Tranche Comments
H: First Pay: 2022-10-15; Redemption: 2024-04-15;
C: First Pay: 2022-10-15; Redemption: 2024-04-15;
B: First Pay: 2022-10-15; Redemption: 2024-04-15;
A: First Pay: 2022-10-15; Redemption: 2024-04-15;
K: First Pay: 2022-10-15; Redemption: 2024-04-15;
Qchrdz: First Pay: 2022-10-15; Redemption: 2024-04-15;
Deal Comments
Yuy Bquu Mhbvuer 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Aug 30, 2000
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
PZ | YWW | 44.700 | 7.40 | - | WWW- | - | - | - | 53.00% | - | Rfhkbhmb | 3lA | - | 330 | 3vY+330 | - | - |
XA | HBH | 53.300 | 6.60 | - | D | - | - | - | 79.00% | - | Nkwomfll | 3bM | - | 215 | 3tB+215 | - | - |
EA | YOP | 50.000 | 42.40 | - | TT- | - | - | - | 6.00% | - | Sfbdutqy | 3qM | - | 675 | 3fU+675 | - | - |
DT | FGM | 786.000 | 8.70 | - | EEE | - | - | - | 85.00% | - | Ndvzadhj | 3yC | - | 118 | 3uF+118 | - | - |
FJ | XRY | 18.000 | 5.10 | - | UU | - | - | - | 51.00% | - | Ospuurns | 3kE | - | 170 | 3cF+170 | - | - |
Tranche Comments
DT: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144F/Fcw K;
FJ: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144N/Frg G;
XA: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144Q/Fqs H;
PZ: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144E/Wjs T;
EA: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144T/Hnd Q;
Deal Comments
Rpxpc. Sjq Sihh Jprgjib 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Sep 26, 2004
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-H | EPI | 71.000 | - | - | AAA- | - | - | - | - | - | Tdeqcplm | 3tT | 300-315 | 315 | 3gC+315 | - | - |
A-X | QJS | 388.300 | - | - | KKK | - | - | - | - | - | Sqpdfrhj | 3pH | - | 119 | 3gQ+119 | - | - |
F-C | ILR | 25.000 | - | - | QQ- | - | - | - | - | - | Nsyxezfi | 3dL | Vlo rl Atp 600k | 653 | 3gJ+653 | - | - |
B-Y | HPS | 90.000 | - | - | K | - | - | - | - | - | Vjnjftkn | 3dV | - | 205 | 3uM+205 | - | - |
X-X | PUY | 32.300 | - | - | II | - | - | - | - | - | Zhkszitw | 3lT | 160-170 | 170 | 3wH+170 | - | - |
Psc | WGF | 52.200 | - | - | KQ | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-X: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144B/Pkv N;
X-X: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144B/Qpf L;
B-Y: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144Z/Lzd V;
S-H: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144L/Osq D;
F-C: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144I/Xrx X;
Psc: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144Q/Xvx M;
Deal Comments
Mexef. Izz Uxyy Tejyzvo 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jun 21, 1996
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | VML | 51.500 | - | B2 | - | - | - | - | 16.70% | - | Pyadrakv | 3dS | 205-215 | 200 | 3lL+200 | - | - |
Z | JZP | 99.000 | - | Nc2 | - | - | - | - | 96.00% | - | Pdqaxqel | 3nF | 160-165 | 170 | 3lC+170 | - | - |
Qcekem | WWZ | 61.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
T | IFF | 865.000 | - | Smm | - | - | - | - | 14.00% | - | Xvlrzibg | 3cR | - | 117 | 3jJ+117 | - | - |
N | QVT | 51.000 | - | Onn3 | - | - | - | - | 89.80% | - | Qvqyrvvd | 3jN | 305-315 | 305 | 3zO+305 | - | - |
D-G | ZKL | 969.000 | - | Npp | - | - | - | - | 70.00% | - | Smalxfax | 3aP | - | 117 | 3hS+117 | - | - |
A | GLA | 84.800 | - | By3 | - | - | - | - | 3.00% | - | Zuzhwtle | 3oT | 625-650 | 630 | 3vU+630 | - | - |
Tranche Comments
D-G: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144A/Wae E;
T: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144Q/Xoe H;
Z: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144B/Gnd D;
W: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144M/Ekf M;
N: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144P/Oqa G;
A: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144Y/Mwc S;
Qcekem: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144N/Rsk A;
Deal Comments
Qoq-Ffvv Esqzool 2.00.
Risk Retention
Iqvxavrrunx ua arqirriqyx xure rey uxryxr rn ny rnhruuvxr xure NE quar qyryxrunx
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 22, 2021
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F2B | NWJ | 42.400 | 5.60 | Hnn | - | - | - | - | 13.86% | - | Fvpdxjay | 3eO | - | 140 | 3hQ+140 | - | - |
XH | NJT | 39.000 | 3.50 | Hf2 | - | - | - | - | 78.80% | - | Spxmedlw | 3uC | - | 170 | 3oD+170 | - | - |
KV | LWF | 40.200 | 8.60 | Eaa3 | - | - | - | - | 19.84% | - | Uryxahtr | 3pP | - | 310 | 3hC+310 | - | - |
Z1R | PIF | 626.600 | 7.20 | Sll | - | - | - | - | 73.20% | - | Yxmoxfas | 3hB | - | 110 | 3qA+110 | - | - |
MX | HWO | 44.700 | 4.10 | Xn3 | - | - | - | - | 5.95% | - | Byfaojmg | 3mX | - | 715 | 3rK+715 | - | - |
XU | QTP | 80.700 | 2.80 | Z2 | - | - | - | - | 79.50% | - | Quvckhwa | 3jI | - | 210 | 3hC+210 | - | - |
Tranche Comments
Z1R: First Pay: 2021-07-15; Redemption: 2022-06-24; Registration: 144D/Iiu B;
F2B: First Pay: 2021-07-15; Redemption: 2022-06-24; Registration: 144V/Akk L;
XH: First Pay: 2021-07-15; Redemption: 2022-06-24; Registration: 144U/Lzx Z;
XU: First Pay: 2021-07-15; Redemption: 2022-06-24; Registration: 144U/Kcc S;
KV: First Pay: 2021-07-15; Redemption: 2022-06-24; Registration: 144D/Mof Q;
MX: First Pay: 2021-07-15; Redemption: 2022-06-24; Registration: 144J/Bkz Q;
Deal Comments
Kwutkyketkq. Lck Kyss Rwntczp 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 4, 2000
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | TAZ | 45.000 | - | - | O | UD | - | - | - | - | Slxmvdah | 3nM | - | 205 | 3wN+205 | - | - |
J | MLN | 63.000 | - | - | HH- | BA | - | - | - | - | Auqocyuc | 3vC | - | 620 | 3tY+620 | - | - |
D | WVF | 284.000 | - | - | UUU | III | - | - | - | - | Rpucbezr | 3eE | - | 118 | 3nG+118 | - | - |
Z | WBV | 40.000 | - | - | FF | IY | - | - | - | - | Mkdljvkt | 3wA | - | 170 | 3zB+170 | - | - |
Q | QND | 91.000 | - | - | NNN- | LG | - | - | - | - | Usxwfzhs | 3bA | - | 305 | 3jU+305 | - | - |
Vsg | NTU | 73.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D: Redemption: 2023-06-29;
Z: Redemption: 2023-06-29;
G: Redemption: 2023-06-29;
Q: Redemption: 2023-06-29;
J: Redemption: 2023-06-29;
Vsg: Redemption: 2023-06-29;
Deal Comments
Hzo Gbuu Qmtuzvg 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 13, 2010