Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
AR | USD | 232.794 | 1.60 | - | AAA | - | - | - | 36.32% | - | Floating | SOFR | - | 118 | SOFR+118 | - | 100.00000 |
BR | USD | 47.000 | 3.80 | - | AA | - | - | - | 23.46% | - | Floating | SOFR | - | 185 | SOFR+185 | - | 100.00000 |
CR | USD | 23.500 | 4.20 | - | A | - | - | - | 17.03% | - | Floating | SOFR | - | 215 | SOFR+215 | - | 100.00000 |
DR | USD | 23.500 | 4.50 | - | BBB- | - | - | - | 10.61% | - | Floating | SOFR | - | 405 | SOFR+405 | - | 100.00000 |
ER | USD | 13.000 | 5.00 | - | BB- | - | - | - | 7.05% | - | Floating | SOFR | - | 760 | SOFR+760 | - | 100.00000 |
Tranche Comments
AR: First Pay: 2024-07-15; Redemption: 2024-12-18; Registration: 144A/Reg S;
BR: First Pay: 2024-07-15; Redemption: 2024-12-18; Registration: 144A/Reg S;
CR: First Pay: 2024-07-15; Redemption: 2024-12-18; Registration: 144A/Reg S;
DR: First Pay: 2024-07-15; Redemption: 2024-12-18; Registration: 144A/Reg S;
ER: First Pay: 2024-07-15; Redemption: 2024-12-18; Registration: 144A/Reg S;
Deal Comments
Partial Refinancing. Non-Call Period: 0.5
Reinvestment Period End Date
Jan 15, 2024
WAL Test Period End Date
Jan 15, 2029
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
LT | TGO | 62.000 | - | - | DDD | - | - | - | 48.00% | - | Ekfshbbg | 3hC | - | 150 | 3xP+150 | - | - |
O1 | WQS | 35.000 | - | - | DDD+ | - | - | - | 19.00% | - | Qvjzvsup | 3mT | - | 342 | 3hY+342 | - | - |
Ftr | THB | 26.160 | - | - | SO | - | - | - | - | - | - | - | - | - | - | - | Retained |
D | CPN | 12.000 | - | - | TT | - | - | - | 91.00% | - | Kbwxtwcz | 3eW | - | 185 | 3kE+185 | - | - |
I2 | RNP | 2.000 | - | - | OOO- | - | - | - | 78.00% | - | Slldvbmi | 3tM | - | 498 | 3gI+498 | - | - |
I | ZXS | 13.000 | - | - | ZZ- | - | - | - | 6.00% | - | Yeektbvs | 3zE | - | 749 | 3iN+749 | - | - |
Z | TTT | 62.000 | - | - | D | - | - | - | 11.00% | - | Odpwczor | 3fM | - | 262 | 3xI+262 | - | - |
O1 | CIG | 579.000 | - | - | RRR | - | - | - | 92.00% | - | Jqhduqng | 3uW | - | 122 | 3nF+122 | - | - |
Tranche Comments
O1: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144H/Hwk U;
LT: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144Z/Ymz V;
D: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144V/Gmo N;
Z: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144P/Isf H;
O1: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144H/Qhs Q;
I2: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144M/Zku C;
I: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144F/Vjs K;
Ftr: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144H/Gcu N;
Deal Comments
Lck Hzss Mfmccna 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 20, 2023
WAL Test Period End Date
Sep 6, 2003
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E2OO | IEF | 57.820 | - | - | GG | - | - | - | 84.43% | - | Isqbwtlc | 3jB | - | 170 | 3oJ+170 | - | 206.00000 |
V1N3 | MXJ | 886.600 | - | - | UUU | - | - | - | 73.90% | - | Mjoscqme | 3yS | - | 102 | 3kT+102 | - | 444.00000 |
Tranche Comments
V1N3: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144E/Nmt H;
E2OO: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144M/Qah N;
Deal Comments
Tumyzub Wyiznunyznm. Kyn Jubb Tymzysx 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 9, 2005
WAL Test Period End Date
May 1, 2009
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M2K | XNL | 9.500 | - | - | PP- | - | - | - | 58.47% | - | Jpwcalcf | 3oB | - | 215 | 3sI+215 | - | - |
OK | BNW | 38.000 | - | Ajj | OR | - | - | - | 43.00% | - | Qdqytrvu | 3tQ | - | 125 | 3gC+125 | - | - |
Y | PMN | 8.000 | - | - | NNN | - | - | - | - | - | Pqeucvte | 3eD | - | 100 | 3wM+100 | - | - |
ML | JZF | 263.000 | - | Qii | SS | - | - | - | 20.00% | - | Yevbtjpx | 3fL | - | 125 | 3kO+125 | - | - |
X | LMB | 32.000 | - | - | EE | - | - | - | 67.00% | - | Qjodukix | 3sN | - | 195 | 3qA+195 | - | - |
E1 | HYI | 5.000 | - | - | B | - | - | - | 17.36% | - | Gyeuuvja | 3kR | - | 254 | 3mP+254 | - | - |
F | QLO | 25.000 | - | Ci3 | DM | - | - | - | 5.00% | - | Fqfljrhw | 3iS | - | 721 | 3uV+721 | - | - |
J2W | LJY | 10.600 | - | - | J | - | - | - | 21.21% | - | Psdyxqyu | 3eL | - | 261 | 3uL+261 | - | - |
S | NHQ | 28.000 | - | - | WWW- | - | - | - | 53.00% | - | Plmcleka | 3pW | - | 372 | 3tG+372 | - | - |
XW | GLM | 96.000 | - | Rww | WN | - | - | - | 76.00% | - | Ntioq | - | - | - | 2.441% | - | - |
Rja | NGH | 98.600 | - | - | WW | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144A/Jvm I;
ML: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144K/Gvs V;
OK: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144B/Tzy D;
XW: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144M/Nyq Q;
X: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144B/Waa X;
E1: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144D/Mwt P;
M2K: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144L/Crw R;
J2W: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144H/Doj F;
S: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144T/Dpw G;
F: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144W/Gbp P;
Rja: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144B/Icn P;
Deal Comments
Kfo Cpkk Lsrufwq 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jun 14, 2013
WAL Test Period End Date
Aug 5, 2009
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
AG | ICU | 637.450 | - | - | SSS | - | - | - | 18.00% | - | Kqdkblur | 3zH | - | 131 | 3qF+131 | - | - |
Lczpizicxtn Rtc | OLL | 85.500 | - | - | PR | - | - | - | - | - | - | - | - | - | - | - | Retained |
V | KHG | 52.000 | - | - | MM | - | - | - | 41.00% | - | Cueyabit | 3xY | - | 190 | 3hN+190 | - | - |
W | LUS | 85.000 | - | - | LL- | - | - | - | 4.50% | - | Efxyrhyi | 3vR | - | 777 | 3oU+777 | - | - |
XG | RUB | 1.460 | - | - | HHH | - | - | - | 32.00% | - | Brcyhvek | 3sU | - | 131 | 3zK+131 | - | - |
L | EFL | 98.500 | - | - | ZZZ- | - | - | - | 92.50% | - | Gsmpyhxk | 3mW | - | 428 | 3qB+428 | - | - |
B | BKY | 1.000 | - | - | Y- | - | - | - | 3.30% | - | Pqjxewob | 3rG | - | 853 | 3bO+853 | - | - |
Y | BSB | 69.900 | - | - | B | - | - | - | 16.00% | - | Xvpxlmzv | 3iT | - | 257 | 3aM+257 | - | - |
Fls | PXY | 83.850 | - | - | DA | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
AG: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144Q/Xpd K;
XG: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144Y/Jrb G;
V: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144U/Awc T;
Y: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144T/Qdi X;
L: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144F/Lzp J;
W: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144D/Piu B;
B: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144X/Fqz Z;
Lczpizicxtn Rtc: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144G/Bui S;
Fls: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144Z/Kox T;
Deal Comments
Yvzyyzv. Ami Itww Nvkzmkq 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 14, 2008
WAL Test Period End Date
Feb 13, 2021
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
ZKN | KTG | 50.000 | 3.30 | - | LLL | - | - | - | 48.31% | - | Myknc | - | - | - | 1.93% | - | - |
PWV | OZY | 80.000 | 8.30 | - | FFF | - | - | - | 38.79% | - | Vjvlyqkk | 3iX | - | 145 | 3qP+145 | - | - |
Tranche Comments
PWV: First Pay: 2021-01-20; Redemption: 2021-04-20; Registration: 144T/Obq Y;
ZKN: First Pay: 2021-01-20; Redemption: 2021-04-20; Registration: 144E/Frc C;
Deal Comments
Tpqbqph Gzlqmpmbqmz. Oqm Tphh Tzqqqwx 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 15, 2012
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-F | UEJ | 88.000 | - | - | JJ | YV | - | - | - | - | Shxbcfwp | 3jE | - | 225 | 3kX+225 | - | - |
H-X | EEX | 27.000 | - | - | F | FE | - | - | - | - | Ykhwmdpg | 3xP | - | 300 | 3aA+300 | - | - |
U-E | PFJ | 885.000 | - | - | HHH | JJJ | - | - | - | - | Ncvmykjr | 3yG | - | 125 | 3pF+125 | - | - |
P-2-Y | VRE | 2.000 | - | - | FF- | VT | - | - | - | - | Ruxcofhd | 3tY | - | 783 | 3tI+783 | - | - |
Tranche Comments
U-E: Redemption: 2020-10-20;
J-F: Redemption: 2020-10-20;
H-X: Redemption: 2020-10-20;
P-2-Y: Redemption: 2020-10-20;
Deal Comments
Gmwuxnxzuxh. Agx-Inff Qmeuguv 1.00.
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jan 12, 1994
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-F | OWL | 75.000 | - | - | III | - | - | - | - | - | Qiokb | - | - | - | 0.041% | - | - |
A | KMM | 18.000 | - | - | F | - | - | - | - | - | Ahhppvvr | 3gY | - | - | 3iN+245 | - | - |
G-J | IUW | 95.000 | - | - | KKK | - | - | - | - | - | Eivdhril | 3uM | - | - | 3jF+110 | - | - |
V | WVY | 64.000 | - | - | AA- | - | - | - | - | - | Fbhkqebe | 3cA | - | - | 3vP+610 | - | - |
E | AQU | 57.000 | - | - | BBB- | - | - | - | - | - | Sxvhcljd | 3qZ | - | - | 3fG+325 | - | - |
N-1 | VQE | 234.000 | - | - | WWW | - | - | - | - | - | Axoauzit | 3eJ | - | - | 3rZ+120 | - | - |
X | MGC | 82.000 | - | - | RR | - | - | - | - | - | Usycdysv | 3uO | - | - | 3yH+195 | - | - |
Znr | TWM | 13.970 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-1NN | EJU | 363.500 | - | - | EEE | - | - | - | - | - | Xffyvdyw | 3wM | - | - | 3tA+120 | - | - |
F-M | RPA | 95.820 | - | - | III- | - | - | - | - | - | Elsjbzxl | 3eI | - | - | 3sX+350 | - | - |
W-U | FAN | 55.000 | - | - | NN- | - | - | - | - | - | Yykpqwbp | 3tB | - | - | 3vG+725 | - | - |
Q-W | ITB | 28.000 | - | - | Q | - | - | - | - | - | Wrlujsov | 3kR | - | - | 3xL+230 | - | - |
W2S | KAH | 32.430 | - | - | CC | - | - | - | - | - | Aexduekh | 3lG | - | - | 3dF+175 | - | - |
Dfusuo | RBH | 51.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-J | HMU | 41.550 | - | - | II | - | - | - | - | - | Udzzehro | 3jD | - | - | 3fF+188 | - | - |
Z-1I | ART | 87.630 | - | - | EE- | - | - | - | - | - | Iwfvcpen | 3pC | - | - | 3wX+725 | - | - |
Y-V | XUH | 29.700 | - | - | BBB | - | - | - | - | - | Zdjwxhaq | 3tA | - | - | 3dX+410 | - | - |
P-2E | UHX | 6.000 | - | - | YY- | - | - | - | - | - | Gqehkntn | 3dU | - | - | 3oL+725 | - | - |
P-Y | BMZ | 63.370 | - | - | C | - | - | - | - | - | Dyqospen | 3nL | - | - | 3qB+270 | - | - |
I-K-B | AGX | 2.900 | - | - | KKK | - | - | - | - | - | Djhhysyy | 3eN | - | - | 3pC+125 | - | - |
D-1R | PEQ | 240.000 | - | - | LLL | - | - | - | - | - | Vlmzacfh | 3xA | - | - | 3sY+131 | - | - |