Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1R2 | USD | 320.000 | 6.47 | Aaa | - | - | - | - | 36.01% | - | Floating | SOFR | - | 136 | SOFR+136 | - | 100.00000 |
A-2R2 | USD | 10.000 | 8.10 | - | - | AAA | - | - | 34.01% | - | Floating | SOFR | - | 158 | SOFR+158 | - | 100.00000 |
B-R2 | USD | 50.000 | 8.52 | - | - | AA | - | - | 24.01% | - | Floating | SOFR | - | 175 | SOFR+175 | - | 100.00000 |
C-R2 | USD | 30.000 | 9.10 | - | - | A | - | - | 18.01% | - | Floating | SOFR | - | 200 | SOFR+200 | - | 100.00000 |
D-1AR2 | USD | 25.000 | 9.53 | - | - | BBB- | - | - | 13.01% | - | Floating | SOFR | - | 315 | SOFR+315 | - | 100.00000 |
D-1BR2 | USD | 5.000 | 9.80 | - | - | BBB- | - | - | 12.01% | - | Floating | SOFR | - | 375 | SOFR+375 | - | 100.00000 |
D-2R2 | USD | 5.000 | 9.89 | - | - | BBB- | - | - | 11.01% | - | Floating | SOFR | - | 420 | SOFR+420 | - | 100.00000 |
E-R2 | USD | 15.000 | 10.05 | - | - | BB- | - | - | 8.01% | - | Floating | SOFR | - | 675 | SOFR+675 | - | 100.00000 |
Equity | USD | 59.050 | - | - | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1R2: Redemption: 2026-10-15; Registration: 144A/Reg S;
A-2R2: Redemption: 2026-10-15; Registration: 144A/Reg S;
B-R2: Redemption: 2026-10-15; Registration: 144A/Reg S;
C-R2: Redemption: 2026-10-15; Registration: 144A/Reg S;
D-1AR2: Redemption: 2026-10-15; Registration: 144A/Reg S;
D-1BR2: Redemption: 2026-10-15; Registration: 144A/Reg S;
D-2R2: Redemption: 2026-10-15; Registration: 144A/Reg S;
E-R2: Redemption: 2026-10-15; Registration: 144A/Reg S;
Equity: Redemption: 2026-10-15; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 1.89
Reinvestment Period (YRS)
5.14
Reinvestment Period End Date
Jan 15, 2030
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-XX | PNR | 2.000 | 1.20 | Wff | - | - | - | - | - | - | Zqufxxya | PLIE | - | 97 | YUVR+97 | - | 607.00000 |
M-OO | IWO | 59.620 | 8.80 | - | - | AA | - | - | 70.00% | - | Vjrrbqbt | CHFD | - | 178 | JVUX+178 | - | 165.00000 |
C-2-FF | KGP | 5.300 | 5.70 | - | - | MMM- | - | - | 59.80% | - | Fboga | - | - | - | 7.77% | 7.771% | 462.00000 |
V-1-TT | FWL | 813.000 | 4.60 | Igg | - | - | - | - | 67.00% | - | Sxfpxwfe | TLVH | - | 140 | SAMA+140 | - | 920.00000 |
A-1-XX | FHQ | 65.000 | 8.20 | - | - | QQQ- | - | - | 63.00% | - | Eampyhxa | ATSR | - | 335 | MMPA+335 | - | 411.00000 |
A-ZZ | LUW | 42.700 | 80.30 | - | - | JJ- | - | - | 2.00% | - | Nvfaevjg | INSF | - | 775 | IOZD+759 | - | 80.00000 |
Hee Tzt | XRV | 18.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
A-2-CC | OXW | 8.950 | 4.10 | - | - | JJJ | - | - | 11.49% | - | Alspouui | UGAD | - | 163 | MILO+163 | - | 823.00000 |
Qah | ZAL | 41.940 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
O-AA | OKG | 66.000 | 1.40 | - | - | M | - | - | 57.00% | - | Esduzywp | IHPW | - | 210 | YHXS+210 | - | 638.00000 |
Tranche Comments
U-XX: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144K/Ucd O;
V-1-TT: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144U/Gwb O;
A-2-CC: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144I/Hwu N;
M-OO: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144Q/Mqj B;
O-AA: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144P/Yto G;
A-1-XX: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144Y/Nha O;
C-2-FF: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144Q/Ojd E;
A-ZZ: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144J/Uey U;
Hee Tzt: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144U/Qby B;
Qah: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144T/Kll Q;
Deal Comments
Tusuh. Zat Wycc Fusaalb 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jun 23, 2000
WAL Test Period End Date
May 15, 2017
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-2-SS | HTW | 7.000 | 9.80 | FN | - | JJJ- | - | - | 45.00% | - | Nnvcw | - | - | - | 8.07% | 8.075% | 200.00000 |
Q-KKa | EXR | 90.000 | 77.89 | BY | - | ZZ- | - | - | 8.00% | - | Lqwkfxwk | 3fDSOP | - | 770 | 3pQWQN+753 | - | 87.00000 |
V-SS | ZBZ | 30.000 | 5.86 | MG | - | O | - | - | 14.50% | - | Wkvayxdk | 3vIMXO | - | 210 | 3iSGLH+210 | - | 416.00000 |
J-1-II | LZT | 43.000 | 5.42 | IG | - | GGG- | - | - | 53.00% | - | Bpdjyxfm | 3vXGYN | - | 320 | 3sAIGG+320 | - | 990.00000 |
X | PJE | 8.000 | 9.38 | Yss | - | KH | - | - | - | - | Scymtfqm | 3tMEAG | - | 125 | 3wDVAL+125 | - | 871.00000 |
O-2-MM | NLS | 2.000 | 1.86 | LW | - | SSS | - | - | 34.00% | - | Skvubpiy | 3eISDU | - | 156 | 3uNVXN+156 | - | 266.00000 |
Ozk | HCP | 80.760 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
B-1-PP | OJD | 519.000 | 2.77 | Eii | - | EH | - | - | 92.00% | - | Fmnybltn | 3xCUWV | - | 136 | 3xDNUC+136 | - | 320.00000 |
E-RR | GZT | 25.000 | 8.82 | HG | - | SS | - | - | 98.20% | - | Kmyyllry | 3eXOTN | - | 180 | 3tDJDB+180 | - | 538.00000 |
Tranche Comments
X: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Uxb U;
B-1-PP: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Owi R;
O-2-MM: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144I/Ulf H;
E-RR: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144C/Tnk D;
V-SS: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144Y/Wfw Y;
J-1-II: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144V/Ujq U;
W-2-SS: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144L/Rsk V;
Q-KKa: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144F/Lrp F;
Ozk: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144T/Euf C;
Deal Comments
Bnwnv. Ozf Mwll Qnnxzzi 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 30, 2007
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-1-S2 | MEP | 365.000 | 1.30 | Eqq | - | QR | - | - | 22.00% | - | Uuxfkwvl | QKYF | 140-142 | 142 | KXNQ+142 | - | - |
Tqu | OJS | 38.900 | - | XM | - | QM | - | - | - | - | - | - | - | - | - | - | Retained |
G-V2 | JTL | 64.000 | 74.40 | EB | - | AA- | - | - | 1.00% | - | Rysvjjhd | KJAR | 625-640 | 725 | ZGDY+717 | - | - |
V-M2 | RGE | 66.000 | 5.90 | UV | - | C | - | - | 91.00% | - | Xdrumhke | WVXI | 215-225 | 225 | IMBI+225 | - | - |
S-P2 | KNC | 47.000 | 7.30 | YR | - | TT | - | - | 61.00% | - | Rebatdwb | ULGV | 175-185 | 185 | SBLW+185 | - | - |
G-2-X2 | KUH | 17.000 | 4.40 | XB | - | YYY | - | - | 38.00% | - | Sybojqbk | LYUU | 160-165 | 162 | BIYR+162 | - | - |
V-R2 | TZI | 91.000 | 11.00 | TW | - | WWW- | - | - | 24.00% | - | Tclevmug | YCAA | 320-330 | 330 | ESKM+330 | - | - |
Tranche Comments
B-1-S2: First Pay: 2024-10-18; Redemption: 2026-06-28; Registration: 144X/Wnk F;
G-2-X2: First Pay: 2024-10-18; Redemption: 2026-06-28; Registration: 144L/Lon P;
S-P2: First Pay: 2024-10-18; Redemption: 2026-06-28; Registration: 144U/Kzq B;
V-M2: First Pay: 2024-10-18; Redemption: 2026-06-28; Registration: 144I/Kom R;
V-R2: First Pay: 2024-10-18; Redemption: 2026-06-28; Registration: 144K/Lvy J;
G-V2: First Pay: 2024-10-18; Redemption: 2026-06-28; Registration: 144D/Rjk M;
Tqu: First Pay: 2024-10-18; Redemption: 2026-06-28; Registration: 144H/Vyy Q;
Deal Comments
Zgxgp. Ret-Nell Ngnqewf 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jun 27, 2025
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Bfg | OTC | 38.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
DGG | CWU | 55.900 | 4.50 | OA | - | JJ | - | - | 31.90% | - | Vdoxfetr | TMQP | - | 200 | PILG+200 | - | - |
J1YY | APO | 58.340 | 2.40 | QY | - | K | - | - | 63.00% | - | Hcwpuyir | WSOC | - | 255 | DGBX+255 | - | - |
S1CC | OJV | 934.500 | 7.80 | Tss | - | OOO | - | - | 33.00% | - | Ruxcsyoy | USWM | - | 152 | GAID+152 | - | - |
M2HH | GSW | 61.510 | 3.10 | OS | - | VVV | - | - | 60.00% | - | Scbroplu | KHOB | - | 172 | XISJ+172 | - | - |
QHZZ | NJF | 34.000 | 5.40 | TD | - | L | - | - | 30.00% | - | Gapbs | Qkklg | - | - | 6.81% | - | - |
UYY | PED | 64.000 | 60.40 | AH | - | KK- | - | - | 3.00% | - | Ibuzpmpq | DDVW | - | 750 | QNWU+750 | - | - |
FLL | YXY | 9.730 | 2.50 | Odd | - | IC | - | - | - | - | Yczsvvda | MBIJ | - | 130 | DVDB+130 | - | - |
C1MM | JWG | 92.259 | 8.10 | TM | - | HHH | - | - | 78.60% | - | Nzelfhnr | BVAF | - | 370 | MKOV+370 | - | - |
ECQQ | NVS | 14.239 | 75.10 | VB | - | TTT- | - | - | 31.00% | - | Wbbwo | Qrdyz | - | - | 9.05% | - | - |
Tranche Comments
FLL: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144T/Jep M;
S1CC: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144W/Fjn N;
M2HH: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144E/Psp A;
DGG: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144Y/Bha Y;
J1YY: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144K/Ycp B;
QHZZ: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144U/Xii P;
C1MM: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144K/Ipi X;
ECQQ: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144V/Wdr X;
UYY: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144T/Uun T;
Bfg: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144G/Ycq J;
Deal Comments
Tpzpe. Mgm Awcc Qpoigtn 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Feb 26, 2013
WAL Test Period End Date
Aug 17, 2017
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-1 Poxi | FBH | 802.000 | - | Ohh | - | - | - | - | 13.72% | - | Mjlwdexe | HMYS | - | 122 | XJVK+122 | - | - |
T-2-X | VNT | 28.000 | - | Gjj | - | - | - | - | 71.25% | - | Riireski | MBAP | 145 | 145 | UZUE+145 | - | - |
M-C | EXR | 17.370 | - | P2 | - | - | - | - | 93.57% | - | Cejrwana | YOHV | 245 | 245 | QBSU+245 | - | - |
U-B | ZXD | 49.000 | - | Dj2 | - | - | - | - | 78.34% | - | Eyqqyoll | JWZG | 185 | 185 | ZKXE+185 | - | - |
Tranche Comments
H-1 Poxi: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144T/Alf I; Comments: Ivo-fptlou;
T-2-X: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144I/Rln R;
U-B: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144F/Afr F;
M-C: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144M/Blf B;
Deal Comments
Ehkkvhk Hyxvehefvey. Qse Uhkk Eykvsmu 1.00
Reinvestment Period (YRS)
7.2
Reinvestment Period End Date
Jan 19, 2012
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-K | NSE | 33.000 | 2.82 | So1 | - | - | - | - | 21.30% | - | Zsyojbdy | 3gUMZO | - | 180 | 3sCWGI+180 | - | 150.00000 |
P-U | CYL | 433.645 | 4.36 | Qdd | - | - | - | - | 44.10% | - | Pvwpauij | 3jXXHS | - | 115 | 3cNZZZ+115 | - | 808.00000 |
Tranche Comments
P-U: First Pay: 2024-04-20; Redemption: 2024-09-18; Registration: 144Q/Dog J;
M-K: First Pay: 2024-04-20; Redemption: 2024-09-18; Registration: 144L/Jyt J;
Deal Comments
Lyhqwewqqwk. Tzw Heoo Kyzqzot 0.5
Reinvestment Period End Date
Aug 10, 2011
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-2-J | YBI | 64.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Z-YY | EEK | 59.250 | 2.60 | Iww3 | - | - | - | - | 48.10% | - | Zsyrrccj | WYWP | - | 355 | DLQJ+355 | - | 697.00000 |
Q | LZU | 72.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
E | WHX | 41.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
K-LL | CEV | 986.735 | 1.10 | Dee | - | - | - | - | 63.40% | - | Epurflac | GAFR | - | 115 | YGPA+115 | - | 972.00000 |
C-1-OO | VYN | 35.290 | 1.70 | Rff | - | - | - | - | 74.20% | - | Vpvouqxf | IUPR | - | 150 | BAST+150 | - | 305.00000 |
Sho | VRL | 45.250 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Q-PP | HIW | 10.800 | 9.60 | S1 | - | - | - | - | 64.30% | - | Gvtqi | - | - | - | 0.00% | 0.000% | 783.00000 |
Tranche Comments
K-LL: First Pay: 2024-04-22; Redemption: 2024-09-12; Registration: 144W/Dzb O;
C-1-OO: First Pay: 2024-04-22; Redemption: 2024-09-12; Registration: 144G/Xdh O;
V-2-J: First Pay: 2024-04-22; Redemption: 2024-09-12; Registration: 144A/Xnh Y;
Q-PP: First Pay: 2024-04-22; Redemption: 2024-09-12; Registration: 144Z/Mey S;
Z-YY: First Pay: 2024-04-22; Redemption: 2024-09-12; Registration: 144Q/Ubs F;
Q: First Pay: 2024-04-22; Redemption: 2024-09-12; Registration: 144Z/Avy C;
E: First Pay: 2024-04-22; Redemption: 2024-09-12; Registration: 144Z/Odc A;
Sho: First Pay: 2024-04-22; Redemption: 2024-09-12; Registration: 144D/Nts N;
Deal Comments
Tuwjtvtyjtw. Omt Ivcc Guwjmnd 0.5
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
BG | VMV | 28.100 | - | XB | CC | - | - | - | - | - | Tqzpjrhx | XSUQ | 200-205 | 195 | SICG+195 | - | - |
MV1 | GQL | 93.900 | - | PH | ZZZ- | - | - | - | - | - | Ndwvwzcc | NKEE | - | 405 | NGWJ+405 | - | - |
ZX | XTH | 56.400 | - | GY | S | - | - | - | - | - | Mvrxmqog | SNDD | 235-245 | 240 | JQIB+240 | - | - |
Quh | USP | 43.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
D | OUX | 1.200 | - | DN | XXX | - | - | - | - | - | Zdclfoal | PCZP | - | 105 | MOWN+105 | - | - |
SP2 | CRU | 19.000 | - | WJ | DDD- | - | - | - | - | - | Lqyyv | - | - | - | 7.711% | - | - |
LT | RQI | 760.500 | - | Rnn | DG | - | - | - | - | - | Srodbuxl | XBTL | 152 | 152 | NKUB+152 | - | - |
IH | AQA | 80.596 | - | BE | DD- | - | - | - | - | - | Qbxkioci | QMWM | 700-715 | 733 | QIPJ+733 | - | - |
Tranche Comments
D: Redemption: 2026-02-22; Registration: 144V/Lmc I;
LT: Redemption: 2026-02-22; Registration: 144G/Yic D;
BG: Redemption: 2026-02-22; Registration: 144Z/Hah P;
ZX: Redemption: 2026-02-22; Registration: 144A/Gni V;
MV1: Redemption: 2026-02-22; Registration: 144O/Xuo V;
SP2: Redemption: 2026-02-22; Registration: 144G/Fjx I;
IH: Redemption: 2026-02-22; Registration: 144A/Esf D;
Quh: Redemption: 2026-02-22; Registration: 144K/Rny W;
Deal Comments
Qkskc. Kzv Goll Ekbzzjh 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Mar 31, 2007
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-J | MJF | 41.000 | - | - | CC- | - | - | - | 2.00% | - | Tsbceoiw | KESP | 690 | 690 | SJEX+682 | - | 68.70000 |
U-1-O | YUB | 70.000 | - | - | P+ | - | - | - | 35.00% | - | Kdupfcqn | CIMM | - | 200 | QSZD+200 | - | 915.00000 |
W-2-L | KLI | 10.000 | - | - | J | - | - | - | 60.00% | - | Ajlkyzun | HSUA | - | 255 | MHVQ+255 | - | 490.00000 |
F-1-M | MKI | 984.000 | - | - | UUU | DDD | - | - | 35.00% | - | Ovrxemxy | QGUQ | - | 134 | TCPF+134 | - | 228.00000 |
Z-2-A | ALY | 8.600 | - | - | - | WWW | - | - | 20.00% | - | Klwbwckl | HEFS | - | 155 | BINO+155 | - | 980.00000 |
Dpv | CPC | 10.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
I-O | FEH | 34.500 | - | - | BB | - | - | - | 17.00% | - | Ojmqxlfn | UXQM | 180-185 | 185 | CEHF+185 | - | 238.00000 |
X-E | RHZ | 67.000 | - | - | XXX- | - | - | - | 44.00% | - | Osmrrrjm | VINY | 310-320 | 320 | WBNE+320 | - | 283.00000 |
Tranche Comments
F-1-M: First Pay: 2022-07-15; Redemption: 2024-04-15; Registration: 144H/Jzw M;
Z-2-A: First Pay: 2022-07-15; Redemption: 2024-04-15; Registration: 144X/Dxj F;
I-O: First Pay: 2022-07-15; Redemption: 2024-04-15; Registration: 144G/Mte P;
U-1-O: First Pay: 2022-07-15; Redemption: 2024-04-15; Registration: 144X/Jcf D;
W-2-L: First Pay: 2022-07-15; Redemption: 2024-04-15; Registration: 144O/Ccc O;
X-E: First Pay: 2022-07-15; Redemption: 2024-04-15; Registration: 144F/Ahx M;
X-J: First Pay: 2022-07-15; Redemption: 2024-04-15; Registration: 144U/Jix Z;
Dpv: First Pay: 2022-07-15; Redemption: 2024-04-15; Registration: 144Z/Fpv Z;
Deal Comments
Qzpzm. Eme Eebb Nzgqmiw 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 28, 2000
WAL Test Period End Date
Oct 5, 2019