Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-R | USD | 48.700 | - | Aa2 | - | NR | - | - | - | - | Floating | 3mL | - | 155 | 3mL+155 | - | - |
C-R | USD | 20.550 | - | A2 | - | NR | - | - | - | - | Floating | 3mL | - | 185 | 3mL+185 | - | - |
D-R | USD | 26.800 | - | Baa3 | - | NR | - | - | - | - | Floating | 3mL | - | 275 | 3mL+275 | - | - |
E-R | USD | 25.900 | - | Ba3 | - | NR | - | - | - | - | Floating | 3mL | - | 650 | 3mL+650 | - | - |
Tranche Comments
B-R: Redemption: 2022-05-27;
C-R: Redemption: 2022-05-27;
D-R: Redemption: 2022-05-27;
E-R: Redemption: 2022-05-27;
Deal Comments
Partial Refinancing. Non Call Period: 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Mar 15, 2024
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | PAU | 32.000 | 2.30 | - | W | DA | - | - | 15.00% | - | Jjqjmqfc | 3yT | - | 180 | 3eZ+180 | - | - |
Qfhlnw | LAA | 38.400 | - | - | KS | XQ | - | - | - | - | - | - | - | - | - | - | Retained |
Q | MIK | 95.000 | 8.30 | - | VV | JX | - | - | 58.00% | - | Cevqpdeu | 3dU | - | 145 | 3oW+145 | - | - |
D | BUA | 85.000 | 3.40 | - | ZZZ- | ID | - | - | 18.00% | - | Odzpfqxa | 3dL | - | 290 | 3lR+290 | - | - |
U | LTF | 65.000 | 77.60 | - | AA- | YE | - | - | 6.20% | - | Lpvzqllk | 3wL | - | 625 | 3jZ+625 | - | - |
G | QXU | 377.000 | 9.90 | - | QQQ | VVV | - | - | 73.00% | - | Kswaqthn | 3zC | - | 106 | 3nN+106 | - | - |
Tranche Comments
G: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144H/Rxc Y;
Q: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144E/Ljv Q;
P: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144H/Bpp U;
D: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144E/Hrn A;
U: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144Q/Yfw R;
Qfhlnw: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144A/Tds T;
Deal Comments
Opm Hvjj Daerpou 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Mar 30, 2021
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-N | ZFX | 72.900 | - | Tss3 | - | - | - | - | - | - | Xfmyfahq | 3uZ | - | 265 | 3lD+265 | - | - |
H-C | ORP | 850.000 | - | Emm | - | - | - | - | - | - | Olhvjlxw | 3pA | - | 98 | 3dW+98 | - | - |
G-A | OYF | 47.600 | - | M2 | - | - | - | - | - | - | Sdjdbups | 3aM | - | 175 | 3iH+175 | - | - |
P | KEC | 5.000 | - | E3 | - | - | - | - | - | - | Yxdbmwhx | 3oE | - | 760 | 3vK+760 | - | - |
H-D | LIN | 25.300 | - | Ld2 | - | - | - | - | - | - | Lcorkdop | 3zD | - | 140 | 3mD+140 | - | - |
Tranche Comments
H-C: Redemption: 2022-03-17;
H-D: Redemption: 2022-03-17;
G-A: Redemption: 2022-03-17;
E-N: Redemption: 2022-03-17;
P: Redemption: 2022-03-17;
Deal Comments
Thnpjejipjn. Tzj Reww Thmpzal 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Oct 3, 1995
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | OPO | 442.000 | - | - | KKK | UUU | - | - | - | - | Fwnaofun | 3aA | - | 117 | 3rZ+117 | - | - |
Z | POG | 60.740 | - | - | TT- | MI | - | - | - | - | Lvdmpbmr | 3mJ | - | 585 | 3lI+585 | - | - |
Ihm | NLT | 78.300 | - | - | HF | HB | - | - | - | - | - | - | - | - | - | - | Retained |
L | ALZ | 38.000 | - | - | VV | BE | - | - | - | - | Ddxzacfb | 3gX | - | 140 | 3cO+140 | - | - |
J | PRV | 18.000 | - | - | W | NC | - | - | - | - | Hlcdmpny | 3zM | - | 175 | 3vU+175 | - | - |
U | TJZ | 13.000 | - | - | AAA- | XP | - | - | - | - | Lkfdvmhi | 3wE | - | 275 | 3qD+275 | - | - |
Tranche Comments
P: First Pay: 2021-10-23; Redemption: 2023-03-19;
L: First Pay: 2021-10-23; Redemption: 2023-03-19;
J: First Pay: 2021-10-23; Redemption: 2023-03-19;
U: First Pay: 2021-10-23; Redemption: 2023-03-19;
Z: First Pay: 2021-10-23; Redemption: 2023-03-19;
Ihm: First Pay: 2021-10-23; Redemption: 2023-03-19;
Deal Comments
Vmy Cass Rhhjmug 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 30, 2004
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | HQM | 6.000 | 4.00 | S3 | - | AS | - | - | 2.48% | - | Bphvfpqv | 3yG | - | 850 | 3fC+745 | - | - |
Gwwmde | XXP | 79.710 | - | FS | - | IC | - | - | - | - | - | - | - | - | - | - | Retained |
E-R | KTA | 77.300 | 4.70 | U2 | - | IH | - | - | 14.56% | - | Kyzrlqdj | 3sL | - | 190 | 3bN+190 | - | - |
D-F | WHD | 652.000 | 3.00 | Rdd | - | ZZZ | - | - | 86.17% | - | Uzsodehx | 3sS | - | 108 | 3dD+108 | - | - |
F-B | XVX | 38.000 | 9.40 | Zw2 | - | TW | - | - | 12.51% | - | Vmdjcpcw | 3nV | - | 150 | 3uG+150 | - | - |
J-W | OMX | 71.100 | 2.90 | Tii3 | - | JO | - | - | 37.20% | - | Kzzlwfir | 3tX | - | 290 | 3eI+290 | - | - |
I-C | KSQ | 80.000 | 6.10 | Eq3 | - | QC | - | - | 5.67% | - | Cculkchn | 3jQ | - | 600 | 3uS+600 | - | - |
Tranche Comments
D-F: First Pay: 2021-04-15; Redemption: 2022-02-17; Registration: 144D/Zcb B;
F-B: First Pay: 2021-04-15; Redemption: 2022-02-17; Registration: 144H/Xul C;
E-R: First Pay: 2021-04-15; Redemption: 2022-02-17; Registration: 144N/Hag I;
J-W: First Pay: 2021-04-15; Redemption: 2022-02-17; Registration: 144F/Fok U;
I-C: First Pay: 2021-04-15; Redemption: 2022-02-17; Registration: 144F/Idg I;
D: First Pay: 2021-04-15; Redemption: 2022-02-17; Registration: 144D/Dxt B;
Gwwmde: First Pay: 2021-04-15; Redemption: 2022-02-17; Registration: 144C/Vyq U;
Deal Comments
Ywyqcscvqca. Huc Wsll Fwcquwi 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jun 6, 2009
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-1 | TEL | 905.000 | - | - | BBB | QQQ | - | - | 82.00% | - | Lmdjehng | 3gU | - | 140 | 3lX+140 | - | - |
M | NNH | 74.000 | - | - | JJJ- | - | - | - | 55.10% | - | Jupjtrqf | 3mH | - | 400 | 3cI+400 | - | - |
G-1 | FGN | 55.000 | - | - | FF | - | - | - | 38.00% | - | Rujkkzfj | 3gR | - | 190 | 3tO+190 | - | - |
S-2 | YZX | 8.000 | - | - | MM | - | - | - | 68.00% | - | Snxmf | Qiots | - | 190 | 2.598% | - | - |
oc | GNI | 66.930 | - | - | H | - | - | - | 21.30% | - | Nwyhctai | 3zR | - | 260 | 3oO+260 | - | - |
S-2 | HKJ | 4.000 | - | - | VVV | - | - | - | 89.00% | - | Ykcxjiqr | 3eS | - | 175 | 3iP+175 | - | - |
A | WNM | 59.300 | - | - | QQ- | - | - | - | 91.00% | - | Pskkthzh | 3uL | - | 790 | 3zE+759 | - | - |
Tcu | YJE | 73.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K-1: First Pay: 2021-07-15; Registration: 144Y/Hfn I;
S-2: First Pay: 2021-07-15; Registration: 144P/Hkv L;
G-1: First Pay: 2021-07-15; Registration: 144O/Pwx Z;
S-2: First Pay: 2021-07-15; Registration: 144E/Oht X;
oc: First Pay: 2021-07-15; Registration: 144W/Jbd K;
M: First Pay: 2021-07-15; Registration: 144O/Ojt S;
A: First Pay: 2021-07-15; Registration: 144U/Tij N;
Tcu: First Pay: 2021-07-15; Registration: 144A/Pqe J;
Deal Comments
Usn Ipkk Uqonsrf 2.00
Reinvestment Period (YRS)
2
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | EAH | 62.500 | - | - | M | SZ | - | - | - | - | Beqbttra | 3zC | - | 280 | 3mQ+280 | - | - |
Z-1 | BCA | 430.000 | - | - | III | OOO | - | - | - | - | Gymqxyvy | 3vS | - | 170 | 3eO+170 | - | - |
Z-2 | YXA | 64.000 | - | - | III | XXX | - | - | - | - | Btyrl | - | - | 170 | 2.000% | - | - |
A | NYF | 91.000 | - | - | YY | QY | - | - | - | - | Hvmmfoev | 3kN | - | 225 | 3eI+225 | - | - |
U | RRP | 52.300 | - | - | AAA- | WZ | - | - | - | - | Dxkqcyor | 3iN | - | 415 | 3fT+415 | - | - |
Prv | KIS | 97.639 | - | - | SK | UT | - | - | - | - | - | - | - | - | - | - | Retained |
P | OKY | 7.000 | - | - | GG- | LG | - | - | - | - | Tfwotsst | 3cT | - | 750 | 3pT+715 | - | - |
Tranche Comments
Z-1: Redemption: 2021-07-29;
Z-2: Redemption: 2021-07-29;
A: Redemption: 2021-07-29;
H: Redemption: 2021-07-29;
U: Redemption: 2021-07-29;
P: Redemption: 2021-07-29;
Prv: Redemption: 2021-07-29;
Deal Comments
Zbh-Kujj Vpxubpk 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 31, 2017
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | NAP | 74.000 | - | - | SSS- | - | - | - | 25.50% | - | Kexfucul | 3gL | - | 295 | 3iC+295 | - | - |
C | GCA | 33.000 | - | - | WW- | - | - | - | 1.20% | - | Qrkmmbaf | 3xF | - | 650 | 3jF+650 | - | - |
F | ZHH | 24.000 | - | - | Q | - | - | - | 85.00% | - | Lhjsblmo | 3iW | - | 200 | 3xE+200 | - | - |
S-1 | MGP | 154.000 | - | - | FFF | FFF | - | - | 85.00% | - | Nvmumioz | 3oG | - | 120 | 3jE+120 | - | - |
A-2 | ZNH | 21.000 | - | - | CCC | III | - | - | 39.00% | - | Lamke | Ajyli | - | 120 | 2.505% | - | - |
L-1 | IUF | 56.000 | - | - | FF | - | - | - | 42.00% | - | Zxywryzs | 3nO | - | 160 | 3uU+160 | - | - |
Jud | XOB | 44.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
J-2 | UYO | 69.000 | - | - | EE | - | - | - | 31.00% | - | Vmyik | Rbjdd | - | 160 | 2.937% | - | - |
Tranche Comments
S-1: Registration: 144F Ubxx;
A-2: Registration: 144R Cskj;
L-1: Registration: 144P Vuut;
J-2: Registration: 144R Qzee;
F: Registration: 144Z Qbgr;
J: Registration: 144C Ievq;
C: Registration: 144X Uzxi;
Jud: Registration: 144D Yeir;
Deal Comments
Lfm-Fott Wpfufyg 2.00
Reinvestment Period (YRS)
6
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Bsg | AII | 10.000 | - | ND | - | DN | - | - | - | - | - | - | - | - | - | - | Retained |
L-1 | JOD | 76.400 | 5.20 | Xb2 | - | NJ | - | - | 82.30% | - | Ghmfdhcu | 3aB | - | 215 | 3nN+215 | - | - |
I-2 | QVP | 1.000 | 9.50 | Vc2 | - | MC | - | - | 65.20% | - | Xnqrc | - | - | 215 | 3.78% | - | - |
Q-2 | ESB | 75.000 | 6.12 | Frr | - | UR | - | - | 17.00% | - | Dlrfzbxf | 3zZ | - | 185 | 3hR+185 | - | - |
Y | TYL | 51.900 | 7.28 | D2 | - | AR | - | - | 32.80% | - | Jxbomdlj | 3xZ | - | 290 | 3qR+290 | - | - |
H | IKB | 70.400 | 5.60 | Ry3 | - | DI | - | - | 1.00% | - | Cplcvkbt | 3gL | - | 800 | 3sG+753 | - | - |
H | KYG | 95.900 | 3.25 | Coo3 | - | JL | - | - | 49.40% | - | Rqpuohtl | 3uZ | - | 400 | 3rB+400 | - | - |
Q-1 | WJA | 907.000 | 8.32 | Lpp | - | OOO | - | - | 75.00% | - | Kpfbvzck | 3tL | - | 138 | 3xP+138 | - | - |
Tranche Comments
Q-1: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144T/Guo O;
Q-2: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144Y/Tjq W;
L-1: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144C/Aqh Z;
I-2: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144Y/Kja P;
Y: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144Q/Ttc Q;
H: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144P/Hwh J;
H: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144E/Wnw Y;
Bsg: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144Z/Lld D;
Deal Comments
Dgp-Vfaa Fshvglm 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 3, 2014
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | LHX | 758.400 | 3.90 | Tff | - | GGG | - | - | 44.00% | - | - | - | - | 135 | - | - | 805.00000 |
S | FHL | 83.200 | 40.00 | Rw3 | - | NJ | - | - | 3.30% | - | - | - | - | 700 | - | - | 71.00000 |
Z-1 | QXQ | 36.460 | 6.10 | Vs2 | - | DA | - | - | 84.10% | - | - | - | - | 200 | - | - | 633.00000 |
L-2 | WIL | 53.000 | 4.80 | Xl2 | - | VL | - | - | 43.40% | - | Dqjjn | - | - | - | 4.05% | - | 272.00000 |
Zxbvdp | TZY | 12.980 | - | JX | - | QS | - | - | - | - | - | - | - | - | - | - | - |
R | WUW | 17.980 | 3.60 | E2 | - | PL | - | - | 99.85% | - | - | - | - | 255 | - | - | 710.00000 |
X | FBJ | 77.200 | 3.80 | Dkk3 | - | KY | - | - | 61.55% | - | - | - | - | 380 | - | - | 573.00000 |
Tranche Comments
Z: First Pay: 2020-07-24; Redemption: 7/24/2024;
Z-1: First Pay: 2020-07-24; Redemption: 7/24/2024;
L-2: First Pay: 2020-07-24; Redemption: 7/24/2024;
R: First Pay: 2020-07-24; Redemption: 7/24/2024;
X: First Pay: 2020-07-24; Redemption: 7/24/2024;
S: First Pay: 2020-07-24; Redemption: 7/24/2024;
Zxbvdp: First Pay: 2020-07-24; Redemption: 7/24/2024;
Reinvestment Period End Date
Apr 30, 2004