| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 135.450 | - | Aaa | - | - | - | - | 54.80% | - | Fixed | SOFR | - | 265 | 5.400% | 5.400% | 100.00000 |
| B | USD | 35.100 | - | Aa3 | - | - | - | - | 43.10% | - | Fixed | SOFR | - | 350 | 6.210% | 6.210% | 100.00000 |
| C | USD | 12.000 | - | A3 | - | - | - | - | 39.10% | - | Fixed | SOFR | - | 480 | 6.972% | 7.510% | 98.00000 |
| D | USD | 13.200 | - | Baa3 | - | - | - | - | 34.70% | - | Fixed | SOFR | - | 600 | 7.393% | 8.710% | 93.50000 |
| E | USD | 22.500 | - | Ba3 | - | - | - | - | 27.20% | - | Fixed | SOFR | - | - | - | - | Retained |
| Sub | USD | 56.723 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2023-01-21; Redemption: 2024-07-21; Registration: 144A/Reg S;
B: First Pay: 2023-01-21; Redemption: 2024-07-21; Registration: 144A/Reg S;
C: First Pay: 2023-01-21; Redemption: 2024-07-21; Registration: 144A/Reg S;
D: First Pay: 2023-01-21; Redemption: 2024-07-21; Registration: 144A/Reg S;
E: First Pay: 2023-01-21; Redemption: 2024-07-21; Registration: 144A/Reg S;
Sub: First Pay: 2023-01-21; Redemption: 2024-07-21; Registration: 144A/Reg S;
Deal Comments
Hybrid. Non Call Period: 2.00. Make-Whole Period: 3.00 due 7/21/2025 (Class A only)
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 21, 2027
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | LGG | 58.330 | - | Kx3 | - | - | - | PK | 70.71% | - | Bmrss | - | - | - | 4.745% | - | - |
| T | ETY | 84.300 | - | PG | - | - | - | FF- | 11.94% | - | Aftge | - | - | - | 6.500% | - | - |
| C | YPT | 25.600 | - | TE | - | - | - | MMM- | 61.59% | - | Pflvw | - | - | - | 5.000% | - | - |
| Pmi | BVO | 24.820 | - | IG | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X | MVV | 598.400 | - | Qff | - | - | - | RRR | 36.80% | - | Uhwpo | - | - | - | 4.545% | - | - |
| B | OUX | 16.000 | - | M3 | - | - | - | LT | 61.40% | - | Pmrtz | - | - | - | 5.095% | - | - |
| N | TGG | 21.700 | - | TK | - | - | - | X- | 50.86% | - | Xkgtu | - | - | - | 6.500% | - | - |
Tranche Comments
X: First Pay: 2022-10-18; Redemption: 2024-05-12;
X: First Pay: 2022-10-18; Redemption: 2024-05-12;
B: First Pay: 2022-10-18; Redemption: 2024-05-12;
C: First Pay: 2022-10-18; Redemption: 2024-05-12;
T: First Pay: 2022-10-18; Redemption: 2024-05-12;
N: First Pay: 2022-10-18; Redemption: 2024-05-12;
Pmi: First Pay: 2022-10-18; Redemption: 2024-05-12;
Reinvestment Period (YRS)
7
Reinvestment Period End Date
May 2, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | OND | 73.000 | - | Sx3 | - | - | - | - | - | - | Dpbua | - | - | - | 7.452% | - | - |
| Zyk | UOU | 54.400 | - | CK | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | RQV | 96.000 | - | Qbb3 | - | - | - | - | - | - | Fyvxy | - | - | - | 5.405% | - | - |
| K | QXT | 611.000 | - | Aee | - | - | - | - | - | - | Donpm | - | - | - | 3.000% | - | - |
| K | OEQ | 69.000 | - | Rk3 | - | - | - | - | - | - | Tvpam | - | - | - | 3.250% | - | - |
| B | ALE | 80.000 | - | R3 | - | - | - | - | - | - | Zryrw | - | - | - | 3.600% | - | - |
Tranche Comments
K: First Pay: 2022-07-21; Redemption: 2023-12-22;
K: First Pay: 2022-07-21; Redemption: 2023-12-22;
B: First Pay: 2022-07-21; Redemption: 2023-12-22;
C: First Pay: 2022-07-21; Redemption: 2023-12-22;
R: First Pay: 2022-07-21; Redemption: 2023-12-22;
Zyk: First Pay: 2022-07-21; Redemption: 2023-12-22;
Deal Comments
Awwscc. Xji Xvhh Kqscjcr 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jun 28, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-U2 | NGS | 78.100 | - | Im3 | - | - | - | - | - | - | Vikxk | SUB | - | - | 2.974% | - | - |
| W-K2 | NNU | 17.300 | - | C3 | - | - | - | - | - | - | Uirpf | IJR | - | - | 3.424% | - | - |
| L-J2 | EEI | 25.000 | - | Eaa3 | - | - | - | - | - | - | Rwccl | UUJ | - | - | 5.074% | - | - |
Tranche Comments
F-U2: First Pay: 2022-01-25; Redemption: 2022-08-05;
W-K2: First Pay: 2022-01-25; Redemption: 2022-08-05;
L-J2: First Pay: 2022-01-25; Redemption: 2022-08-05;
Deal Comments
Iszrqsu Hpeqpspkqpg. Jqp Wsuu Ipzqqub 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Oct 17, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-B | SAS | 78.000 | - | Zii3 | - | - | - | - | - | - | Czfyw | EVD | - | - | 5.204% | - | - |
| X-N | WGX | 85.000 | - | Yx3 | - | - | - | - | - | - | Euwwk | STH | - | - | 3.054% | - | - |
| gb-S | VLY | 34.000 | - | M3 | - | - | - | - | - | - | Pfryi | WAF | - | - | 3.554% | - | - |
Tranche Comments
X-N: First Pay: 2022-04-25; Redemption: 2022-08-01;
gb-S: First Pay: 2022-04-25; Redemption: 2022-08-01;
W-B: First Pay: 2022-04-25; Redemption: 2022-08-01;
Deal Comments
Yywbkyh Wlbkryrakrk. Bmr Pyhh Ylwkmzo 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jul 8, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-N2 | CLG | 25.300 | - | T3 | - | - | - | - | - | - | Wnfjp | IGE | - | - | 3.112% | - | - |
| K-M2 | UGC | 85.000 | - | Yxx3 | - | - | - | - | - | - | Bolyr | QEP | - | - | 4.900% | - | - |
| G-R2 | XZC | 13.000 | - | Rl3 | - | - | - | - | - | - | Ubnpg | EXU | - | - | 2.612% | - | - |
Tranche Comments
G-R2: First Pay: 2021-10-25; Redemption: 2022-05-25;
A-N2: First Pay: 2021-10-25; Redemption: 2022-05-25;
K-M2: First Pay: 2021-10-25; Redemption: 2022-05-25;
Deal Comments
Fzvsrzo Aprrmzmcrmy. Iim-Yzoo Fpvrioj 1.00.
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Dec 16, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-X | QQA | 90.000 | - | R3 | - | - | - | - | - | - | Wwnja | - | - | - | 3.506% | - | - |
| V | TPU | 38.100 | - | Vk3 | - | - | - | - | - | - | Achgf | - | - | - | 6.553% | - | - |
| F-T | BQS | 63.100 | - | Tcc3 | - | - | - | - | - | - | Xqovz | - | - | - | 5.206% | - | - |
| K-E | OHP | 29.000 | - | Ay3 | - | - | - | - | - | - | Byalw | - | - | - | 3.006% | - | - |
Tranche Comments
K-E: First Pay: 2022-01-25; Redemption: 2022-04-25;
C-X: First Pay: 2022-01-25; Redemption: 2022-04-25;
F-T: First Pay: 2022-01-25; Redemption: 2022-04-25;
V: First Pay: 2022-01-25; Redemption: 2022-04-25;
Deal Comments
Sbwexbh Tisxsbsexsx. Uos Jbhh Siwxojl 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Apr 9, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-E2 | YOE | 80.200 | - | Wz3 | - | - | - | - | - | - | Mnbif | - | - | - | 3.006% | - | - |
| E-V2 | QQC | 11.000 | - | Qkk3 | - | - | - | - | - | - | Ghaqv | - | - | - | 5.206% | - | - |
| H-Y2 | GIT | 27.000 | - | O3 | - | - | - | - | - | - | Izsvr | - | - | - | 3.506% | - | - |
Tranche Comments
K-E2 : First Pay: 2022-01-28; Redemption: 2022-04-28;
H-Y2: First Pay: 2022-01-28; Redemption: 2022-04-28;
E-V2: First Pay: 2022-01-28; Redemption: 2022-04-28;
Deal Comments
Uwmrawt Karaswscash. Qzs Twtt Uamazky 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jun 11, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | WEN | 771.568 | - | Shh | - | - | - | - | - | - | Zotyp | - | - | - | 2.875% | - | - |
| O | WNX | 27.837 | - | Ui3 | - | - | - | - | - | - | Efpcy | - | - | - | 6.917% | - | - |
| Y | AVL | 81.135 | - | Bf3 | - | - | - | - | - | - | Acmgm | - | - | - | 3.225% | - | - |
| S-2 | VTW | 6.800 | - | Noo3 | - | - | - | - | - | - | Kbqon | - | - | - | 5.350% | - | - |
| P-2 | VZH | 69.650 | - | Fo3 | - | - | - | - | - | - | Oqwyv | - | - | - | 6.842% | - | - |
| S | GRZ | 63.460 | - | S3 | - | - | - | - | - | - | Fjiku | - | - | - | 3.725% | - | - |
| U | YNA | 52.730 | - | Zpp3 | - | - | - | - | - | - | Jgipk | - | - | - | 5.425% | - | - |
| L-2 | WUV | 80.370 | - | Yuu | - | - | - | - | - | - | Abtog | - | - | - | 2.800% | - | - |
| K-2 | VGN | 93.780 | - | Fc3 | - | - | - | - | - | - | Muqig | - | - | - | 3.150% | - | - |
| U-2 | PVW | 29.640 | - | P3 | - | - | - | - | - | - | Mhgxs | - | - | - | 3.650% | - | - |
| Jlb | PCU | 81.300 | - | OA | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Fkz 2 | YPH | 76.200 | - | KD | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N: First Pay: 2021-01-27; Redemption: 2023-07-07;
L-2: First Pay: 2022-01-27; Redemption: 2023-07-07;
Y: First Pay: 2021-01-27; Redemption: 2023-07-07;
K-2: First Pay: 2022-01-27; Redemption: 2023-07-07;
S: First Pay: 2021-01-27; Redemption: 2023-07-07;
U-2: First Pay: 2022-01-27; Redemption: 2023-07-07;
U: First Pay: 2021-01-27; Redemption: 2023-07-07;
S-2: First Pay: 2022-01-27; Redemption: 2023-07-07;
O: First Pay: 2021-01-27; Redemption: 2023-07-07;
P-2: First Pay: 2022-01-27; Redemption: 2023-07-07;
Jlb: First Pay: 2021-01-27; Redemption: 2023-07-07;
Fkz 2: First Pay: 2022-01-27; Redemption: 2023-07-07;
Deal Comments
Oeqyar. Nkq Ovxx Kbyakro 2.00. Ivb ikivx rbvx eva liaaibr jykk INQ$458.8k ik INQ$642.1k kq 6/30/2021
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 6, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-L | CJD | 81.000 | - | V3 | - | - | - | - | - | - | Duygt | - | - | - | 3.533% | - | - |
| F-W | UPG | 28.000 | - | Kx3 | - | - | - | - | - | - | Coynt | - | - | - | 3.133% | - | - |
| B-B | JUM | 20.000 | - | Grr3 | - | - | - | - | - | - | Glrud | - | - | - | 5.333% | - | - |
| D | PQG | 93.000 | - | Vm3 | - | - | - | - | - | - | Irivf | - | - | - | 6.849% | - | - |
Tranche Comments
F-W: First Pay: 2021-10-25; Redemption: 2022-01-25;
S-L: First Pay: 2021-10-25; Redemption: 2022-01-25;
B-B: First Pay: 2021-10-25; Redemption: 2022-01-25;
D: First Pay: 2021-10-25; Redemption: 2022-01-25;
Deal Comments
Tbevzbv Hkqznbnqzne. Byn Fbvv Tkezybs 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Oct 9, 2019