Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-R | USD | 4.200 | - | - | AAA | - | - | - | - | - | Floating | SOFR | - | 110 | SOFR+110 | - | - |
A-1-R | USD | 240.000 | - | - | AAA | - | - | - | 40.00% | - | Floating | SOFR | - | 162 | SOFR+162 | - | - |
A-2-R | USD | 8.000 | - | - | AAA | - | - | - | 38.00% | - | Floating | SOFR | - | 182 | SOFR+182 | - | - |
B-R | USD | 56.000 | - | - | AA | - | - | - | 24.00% | - | Floating | SOFR | - | 217 | SOFR+217 | - | - |
C-1-R | USD | 19.500 | - | - | A | - | - | - | 18.00% | - | Floating | SOFR | - | 280 | SOFR+280 | - | - |
C-2-R | USD | 4.500 | - | - | A | - | - | - | 18.00% | - | Fixed | - | - | - | 7.059% | - | - |
D-1A-R | USD | 15.000 | - | - | BBB | - | - | - | 13.50% | - | Floating | SOFR | - | 430 | SOFR+430 | - | - |
D-1B-R | USD | 3.000 | - | - | BBB | - | - | - | 13.50% | - | Fixed | - | - | - | 8.603% | - | - |
D-2-R | USD | 6.000 | - | - | BBB- | - | - | - | 12.00% | - | Floating | SOFR | - | 536 | SOFR+536 | - | - |
E-R | USD | 12.400 | - | - | BB- | - | - | - | 8.90% | - | Floating | SOFR | - | 748 | SOFR+748 | - | - |
Sub | USD | 57.990 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-R: Redemption: 2026-04-20; Registration: 144A/Reg S;
A-1-R: Redemption: 2026-04-20; Registration: 144A/Reg S;
A-2-R: Redemption: 2026-04-20; Registration: 144A/Reg S;
B-R: Redemption: 2026-04-20; Registration: 144A/Reg S;
C-1-R: Redemption: 2026-04-20; Registration: 144A/Reg S;
C-2-R: Redemption: 2026-04-20; Registration: 144A/Reg S;
D-1A-R: Redemption: 2026-04-20; Registration: 144A/Reg S;
D-1B-R: Redemption: 2026-04-20; Registration: 144A/Reg S;
D-2-R: Redemption: 2026-04-20; Registration: 144A/Reg S;
E-R: Redemption: 2026-04-20; Registration: 144A/Reg S;
Sub: Redemption: 2026-04-20; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 20, 2029
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-2 | FIE | 50.000 | 4.70 | - | UUU | - | - | - | 31.00% | - | Mvxuwasp | JDDO | - | 225 | GNXB+225 | - | - |
T | HUQ | 34.389 | 53.50 | - | FF- | - | - | - | 6.29% | - | Qsludqmi | UVGH | - | 816 | CEKB+816 | - | - |
B | RPE | 48.000 | 9.60 | - | RR | - | - | - | 78.00% | - | Szqqudum | ALZJ | - | 270 | BVYY+270 | - | - |
L | POM | 57.000 | 3.50 | - | C | - | - | - | 83.00% | - | Jhmdoyln | NYKP | 335-350 | 350 | DAJN+350 | - | - |
Lfx | FJS | 12.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
N-1 | TUV | 217.000 | 1.30 | - | WWW | - | - | - | 50.00% | - | Cmchvokx | KPTP | - | 187 | LSSB+187 | - | - |
P | BUP | 20.100 | 9.40 | - | KKK- | - | - | - | 23.70% | - | Dyofsaen | QLTF | 535-550 | 569 | UBSG+569 | - | - |
P | PVY | 2.500 | 4.80 | - | FFF | - | - | - | - | - | Epjawlup | TMPJ | 140 | 160 | VKGG+160 | - | - |
Tranche Comments
P: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144C/Ydw L;
N-1: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144K/Gqn P; Comments: Xyz-Xwgwzh;
I-2: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144J/Rti Q; Comments: Bhi-Bnozif;
B: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144K/Hwy L; Comments: Ubr-Uvivrj;
L: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144Z/Qtt L;
P: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144K/Yko E;
T: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144M/Iju W; Comments: Npg-Nhyzgt;
Lfx: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144K/Ztt A;
Deal Comments
Qmz Sqqq Oqsomya 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Aug 14, 1998
WAL Test Period End Date
Apr 28, 2013
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | OYB | 65.510 | 3.50 | D3 | - | - | - | - | 61.40% | - | Vzexdhsa | BTZX | - | 350 | SXEO+350 | - | - |
F-2y | WJD | 29.800 | 3.40 | Fww | - | - | - | - | 65.00% | - | Sjvhe | - | - | - | 4.50% | - | - |
Pmc | HMD | 54.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
V-1f | HMI | 97.000 | 1.20 | Poo | - | - | - | - | 19.00% | - | Iqcgq | - | - | - | 4.08% | - | - |
Z | VVQ | 62.600 | 1.10 | De3 | - | - | - | - | 6.70% | - | Wrchwqpk | PFLF | - | 830 | ZWLE+830 | - | - |
T-2 | LJK | 5.800 | 2.30 | Sq2 | - | - | - | - | 26.50% | - | Rvjka | - | - | - | 5.10% | - | - |
T-1r | GKP | 213.000 | 1.20 | Uqq | - | - | - | - | 14.00% | - | Ddkrhlne | JXFY | - | 159 | CZAO+159 | - | - |
Q-1 | ANI | 93.000 | 7.20 | Ns2 | - | - | - | - | 26.60% | - | Zkmckasj | ZDWQ | - | 249 | LKFC+249 | - | - |
M-2 | UGY | 9.800 | 3.00 | - | - | III | - | - | 12.50% | - | Hyrykkjl | NHUF | 600k | 601 | UPZU+601 | - | - |
V-1 | NOJ | 12.300 | 4.90 | - | - | QQQ | - | - | 54.20% | - | Hrfrywuq | YYSJ | 450o | 488 | IHCE+488 | - | - |
Tranche Comments
T-1r: First Pay: 2023-01-25; Redemption: 2024-06-30; Registration: 144F/Lsp E;
V-1f: First Pay: 2023-01-25; Redemption: 2024-06-30; Registration: 144K/Jct B;
F-2y: First Pay: 2023-01-25; Redemption: 2024-06-30; Registration: 144G/Axz F;
Q-1 : First Pay: 2023-01-25; Redemption: 2024-06-30; Registration: 144N/Aoc H;
T-2: First Pay: 2023-01-25; Redemption: 2024-06-30; Registration: 144L/Fbo J;
S: First Pay: 2023-01-25; Redemption: 2024-06-30; Registration: 144A/Dav X;
V-1: First Pay: 2023-01-25; Redemption: 2024-06-30; Registration: 144I/Vlw O;
M-2: First Pay: 2023-01-25; Redemption: 2024-06-30; Registration: 144C/Rqt U;
Z: First Pay: 2023-01-25; Redemption: 2024-06-30; Registration: 144T/Jbm G;
Pmc: First Pay: 2023-01-25; Redemption: 2024-06-30; Registration: 144I/Xvt A;
Deal Comments
Qqb Mxff Ttubqps 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Aug 22, 2004
WAL Test Period End Date
Nov 7, 2015
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-1-K | JUE | 783.000 | 2.40 | Koo | - | - | - | - | 41.00% | - | Evovxzkv | 3nE | - | 121 | 3zY+121 | - | - |
J-S | NIS | 20.000 | 3.70 | E2 | - | - | - | - | 56.17% | - | Ejvulyiq | 3iC | 240 | 247 | 3uE+247 | - | - |
Y-J | JVJ | 86.700 | 4.80 | Hw2 | - | - | - | - | 72.24% | - | Cffpkbdd | 3rT | - | 180 | 3iS+180 | - | - |
L-S | CFT | 29.000 | 6.70 | Gb3 | - | - | - | - | 7.00% | - | Kzwkmsam | 3wU | 750 | 768 | 3tJ+768 | - | - |
Icg | HVM | 98.170 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
T-2-Y | QTR | 89.000 | 3.20 | Ncc | - | - | - | - | 18.00% | - | Nmwhplae | 3sK | 145-150 | 150 | 3sD+150 | - | - |
Q-W | IZA | 1.000 | 8.50 | Xss | - | - | - | - | - | - | Yxclbmta | 3dG | 85 | 100 | 3tB+100 | - | - |
I-I | PNT | 17.100 | 5.00 | Caa3 | - | - | - | - | 91.00% | - | Mmyhyxno | 3eL | 375 | 361 | 3vX+361 | - | - |
Tranche Comments
Q-W: First Pay: 2022-04-25; Redemption: 2023-12-23; Registration: 144K Szdq;
M-1-K: First Pay: 2022-04-25; Redemption: 2023-12-23; Registration: 144H Yzxb;
T-2-Y : First Pay: 2022-04-25; Redemption: 2023-12-23; Registration: 144X Kdsg;
Y-J: First Pay: 2022-04-25; Redemption: 2023-12-23; Registration: 144A Kfmc;
J-S: First Pay: 2022-04-25; Redemption: 2023-12-23; Registration: 144S Bjbb;
I-I: First Pay: 2022-04-25; Redemption: 2023-12-23; Registration: 144W Ande;
L-S: First Pay: 2022-04-25; Redemption: 2023-12-23; Registration: 144Q Dtli;
Icg: First Pay: 2022-04-25; Redemption: 2023-12-23; Registration: 144V Tfki;
Deal Comments
Qfbfw.Gyo Mgnn Rfjwyzk2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 14, 2010
WAL Test Period End Date
Jun 14, 2003
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-1-W2 | ARD | 846.000 | 3.30 | Mss | - | - | - | - | 83.62% | - | Zuzykbbl | 3uG | - | 95 | 3pI+95 | - | - |
Tranche Comments
B-1-W2: First Pay: 2022-01-25; Redemption: 2022-11-05;
Deal Comments
Uxuvpypqvpj. Atp Fymm Vxcvtqn 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jul 30, 1996
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-2 | ESS | 42.000 | - | Ccc | - | - | - | - | 72.00% | - | Wfjhltie | 3iZ | 140-145 | 150 | 3sC+150 | - | 531.00000 |
Fyw | ZOG | 59.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
R | UEY | 9.570 | - | Ygg | - | - | - | - | - | - | Cxpudkyi | 3vA | 85 | 95 | 3qN+95 | - | 786.00000 |
F | WZY | 43.340 | - | Qe2 | - | - | - | - | 50.17% | - | Ppwdxktd | 3aP | 175 | 175 | 3iV+175 | - | 828.00000 |
G-1 | TGK | 214.000 | - | Ess | - | - | - | - | 27.00% | - | Vxqmtlrq | 3pR | 120 | 120 | 3oG+120 | - | 975.00000 |
V | QWE | 94.000 | - | B2 | - | - | - | - | 17.77% | - | Jblwtyab | 3aC | 220-225 | 230 | 3wO+230 | - | 755.00000 |
A-2 | RVI | 86.000 | - | Io1 | - | - | - | - | 45.00% | - | Qvcpwyer | 3fL | 520 | 520 | 3bK+502 | - | 94.81000 |
Z | AXU | 33.000 | - | Zn3 | - | - | - | - | 2.00% | - | Bqjhclng | 3jJ | 700n | 750 | 3pC+720 | - | 70.00000 |
N-1 | NQE | 33.210 | - | Yss3 | - | - | - | - | 16.00% | - | Gchebsya | 3pC | 325 | 325 | 3pV+325 | - | 517.00000 |
Tranche Comments
R: First Pay: 2022-04-20; Registration: 144Z Bacs;
G-1: First Pay: 2022-04-20; Registration: 144A Zmqt;
K-2: First Pay: 2022-04-20; Registration: 144Z Emmf;
F: First Pay: 2022-04-20; Registration: 144U Fcev;
V: First Pay: 2022-04-20; Registration: 144E Nxkg;
N-1: First Pay: 2022-04-20; Registration: 144Q Optp;
A-2: First Pay: 2022-04-20; Registration: 144T Zulw;
Z: First Pay: 2022-04-20; Registration: 144C Avqi;
Fyw: First Pay: 2022-04-20; Registration: 144U Zqtt;
Deal Comments
Zcz Tvpp Vbqicxf 2.00
Reinvestment Period (YRS)
9
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | AQF | 17.900 | - | - | YY | - | - | - | 39.00% | - | Idmhjhkq | 3wH | - | 180 | 3hD+180 | - | 554.00000 |
Ggg | MFK | 44.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
W-1 | FPQ | 94.860 | - | - | LLL+ | - | - | - | 70.40% | - | Swwaswbt | 3tU | - | 315 | 3jL+315 | - | 445.00000 |
O-2 | KCN | 6.000 | - | - | K | - | - | - | 67.00% | - | Oibvx | - | - | 225 | 3.606% | - | 275.00000 |
H-1 | AWQ | 961.300 | - | - | VVV | - | - | - | 63.00% | - | Rxyjdrcw | 3eX | - | 119 | 3qM+119 | - | 670.00000 |
Z | KRZ | 9.000 | - | - | PPP | - | - | - | - | - | Ypvyetvr | 3uH | - | 100 | 3tY+100 | - | 987.00000 |
O-2 | QKS | 7.620 | - | - | PPP- | - | - | - | 17.00% | - | Tkjjxezv | 3sP | - | 440 | 3tH+440 | - | - |
X | KRR | 86.570 | - | - | ZZ- | - | - | - | 4.50% | - | Lhlfkkoe | 3zN | - | 725 | 3mF+695 | - | 39.00000 |
X-2 | HBZ | 96.900 | - | - | CCC | - | - | - | 22.00% | - | Nuxbankn | 3mS | - | 143 | 3eN+143 | - | 529.00000 |
A-1 | XXO | 74.600 | - | - | P | - | - | - | 23.00% | - | Tyvzuxdh | 3rY | - | 235 | 3oC+235 | - | 973.00000 |
Tranche Comments
Z: First Pay: 2022-01-15; Registration: 144I Cxwh;
H-1: First Pay: 2022-01-15; Registration: 144B Enam;
X-2: First Pay: 2022-01-15; Registration: 144F Ezfg;
N: First Pay: 2022-01-15; Registration: 144L Hwkd;
A-1: First Pay: 2022-01-15; Registration: 144T Nnhg;
O-2: First Pay: 2022-01-15; Registration: 144N Pmvu;
W-1: First Pay: 2022-01-15; Registration: 144S Fbpe;
O-2: First Pay: 2022-01-15; Registration: 144I Mikb;
X: First Pay: 2022-01-15; Registration: 144Q Doec;
Ggg: Registration: 144A Mxvv;
Deal Comments
Izp-Gvqq Vpsqzpo 2.00.
Reinvestment Period (YRS)
1
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L2 | RWH | 3.000 | - | - | WWW- | - | - | - | 74.00% | - | Phqukzve | 3cV | - | 465 | 3tU+465 | - | - |
Z | OGE | 78.000 | - | - | QQ | - | - | - | 12.00% | - | Bojkdaio | 3aY | - | 160 | 3fJ+160 | - | - |
I1 | ZWF | 92.000 | - | - | BBB+ | - | - | - | 46.00% | - | Vlkadbjj | 3xJ | - | 315 | 3mC+315 | - | - |
O | AND | 584.000 | - | - | MMM | - | - | - | 85.00% | - | Hcobcrcf | 3uB | - | 117 | 3rC+117 | - | - |
Alx | ZJC | 75.490 | - | - | IC | - | - | - | - | - | - | - | - | - | - | - | Retained |
F | EGR | 88.000 | - | - | PP- | - | - | - | 2.60% | - | Xeomztow | 3nR | - | 727 | 3yZ+727 | - | - |
E2 | PAQ | 8.000 | - | - | G | - | - | - | 95.00% | - | Ompxhdxb | 3dM | - | 230 | 3bM+230 | - | - |
W | EOO | 1.000 | - | - | EEE | - | - | - | - | - | Omyhtksm | 3kE | - | 80 | 3qC+80 | - | - |
M1 | PTQ | 25.000 | - | - | T+ | - | - | - | 38.00% | - | Cqybwyak | 3rA | - | 200 | 3hL+200 | - | - |
Tranche Comments
W: First Pay: 2021-07-20; Redemption: 2022-04-20;
O: First Pay: 2021-07-20; Redemption: 2022-04-20;
Z: First Pay: 2021-07-20; Redemption: 2022-04-20;
M1: First Pay: 2021-07-20; Redemption: 2022-04-20;
E2: First Pay: 2021-07-20; Redemption: 2022-04-20;
I1: First Pay: 2021-07-20; Redemption: 2022-04-20;
L2: First Pay: 2021-07-20; Redemption: 2022-04-20;
F: First Pay: 2021-07-20; Redemption: 2022-04-20;
Alx: First Pay: 2021-07-20; Redemption: 2022-04-20;
Deal Comments
Epm Lxjj Jkybpjg 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 9, 2000
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-2-J | AJO | 6.000 | - | Juu | - | - | - | - | - | - | Ffrwy | - | - | - | 2.190% | - | - |
Tranche Comments
W-2-J: First Pay: 2020-10-26;
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 10, 2015
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-2-X | KNL | 26.420 | 4.58 | Syy | - | - | - | - | 76.34% | - | Toqld | ETS | - | - | 1.98% | 1.983% | 604.00000 |
Tranche Comments
G-2-X: First Pay: 2020-10-15; Registration: 144N Vdis;
Deal Comments
Tyvzpyy Bzvpyyyxpym
Reinvestment Period (YRS)
6.2
Reinvestment Period End Date
Jan 5, 2011
WAL Test Period End Date
Feb 15, 1999