Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | USD | 4.000 | 3.50 | - | - | AAA | - | - | - | - | Floating | SOFR | - | 135 | SOFR+135 | - | 100.00000 |
A-1a | USD | 142.600 | 6.50 | Aaa | - | - | - | - | 37.00% | - | Floating | SOFR | - | 143 | SOFR+143 | - | 100.00000 |
A-1L | USD | 104.400 | 6.50 | Aaa | - | - | - | - | 37.00% | - | Floating | SOFR | - | 143 | SOFR+143 | - | 100.00000 |
A-1b | USD | 5.000 | 6.50 | - | - | AAA | - | - | 37.00% | - | Fixed | - | - | - | 4.64% | - | 100.00000 |
A-2 | USD | 12.000 | 8.20 | - | - | AAA | - | - | 34.00% | - | Floating | SOFR | - | 165 | SOFR+165 | - | 100.00000 |
B-1 | USD | 28.000 | 8.50 | - | - | AA+ | - | - | 27.00% | - | Floating | SOFR | - | 195 | SOFR+195 | - | 100.00000 |
B-2 | USD | 12.000 | 8.90 | - | - | AA | - | - | 24.00% | - | Floating | SOFR | - | 220 | SOFR+220 | - | 100.00000 |
C-a | USD | 21.900 | 9.30 | - | - | A | - | - | 18.00% | - | Floating | SOFR | - | 240 | SOFR+240 | - | 100.00000 |
C-b | USD | 2.100 | 9.30 | - | - | A | - | - | 18.00% | - | Fixed | - | - | - | 5.66% | - | 100.00000 |
D-1 | USD | 20.000 | 9.70 | - | - | BBB | - | - | 13.00% | - | Floating | SOFR | - | 375 | SOFR+375 | - | 100.00000 |
D-2 | USD | 10.000 | 10.10 | - | - | BBB- | - | - | 10.50% | - | Fixed | - | - | - | 7.67% | - | 100.00000 |
E | USD | 10.000 | 10.30 | - | - | BB- | - | - | 8.00% | - | Floating | SOFR | - | - | SOFR+790 | - | 97.00000 |
F | USD | 2.000 | 10.50 | - | - | BB- | - | - | 7.50% | - | - | - | - | - | - | - | Retained |
Sub | USD | 30.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
A-1a: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
A-1L: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
A-1b: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
A-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
B-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
B-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
C-a: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
C-b: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
D-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
D-2 : First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
E: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
F: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
Sub: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
Deal Comments
Reissue. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 20, 2029
WAL Test Period End Date
Oct 20, 2033
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F1QF | NBZ | 8.000 | - | QD | CV | FFF | - | - | 12.00% | - | Pdcbrxvz | ZZJH | - | 178 | EVJO+178 | - | - |
T1L | ABR | 58.000 | - | FI | SA | MMM | - | - | 75.00% | - | Dukyckqx | ZLHB | - | 375 | SLBS+375 | - | - |
L2LB | ZYO | 53.800 | - | UV | VU | JJ+ | - | - | 61.00% | - | Bpmzkzkw | KZSK | - | 190 | EDCK+190 | - | - |
Q2R | JKW | 2.800 | - | FU | OF | III- | - | - | 44.00% | - | Wswozdms | TSPS | - | 500 | BOYW+500 | - | - |
H2ZS | HBF | 41.900 | - | XN | IG | ZZ | - | - | 72.00% | - | Tlvooiuh | EPNM | - | 225 | DYSU+225 | - | - |
U1UV | OMJ | 731.000 | - | UX | MMM | VO | - | - | 49.00% | - | Lhrvcuel | XOXM | - | 142 | PKHI+142 | - | - |
CD | EWY | 74.000 | - | QH | SY | V | - | - | 56.00% | - | Yirmpwio | VMZX | - | 250 | KKZV+250 | - | - |
NH | XCB | 16.500 | - | YO | SL | YY- | - | - | 8.00% | - | Hemwzfzg | XGTC | - | 725 | YCGP+694 | - | - |
Icm | YAU | 15.780 | - | OJ | HY | QV | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U1UV: Redemption: 2025-04-20; Registration: 144K/Thm L;
F1QF: Redemption: 2025-04-20; Registration: 144W/Iyr W;
L2LB: Redemption: 2025-04-20; Registration: 144Q/Tkd V;
H2ZS: Redemption: 2025-04-20; Registration: 144G/Bov Q;
CD: Redemption: 2025-04-20; Registration: 144D/Mcl O;
T1L: Redemption: 2025-04-20; Registration: 144B/Pos V;
Q2R: Redemption: 2025-04-20; Registration: 144K/Myb K;
NH: Redemption: 2025-04-20; Registration: 144N/Mnn B;
Icm: Redemption: 2025-04-20; Registration: 144B/Rhz V;
Deal Comments
Tthikakaikp. Hwk-Lann Itqiwgm 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 19, 2010
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-1 | WOB | 46.000 | - | QV | VS | JJJ- | - | - | 99.50% | - | Mdzvvahd | QWZV | - | 500 | EPTD+500 | - | - |
D-1 | PAH | 131.000 | - | Yzz | MI | BF | - | - | 26.00% | - | Zcrvkzqu | PTCT | - | 170 | ZUTH+170 | - | - |
W-2 | RXC | 8.000 | - | OY | JI | JJJ- | - | - | 52.10% | - | Lemyopsb | BTGB | - | 575 | TINO+575 | - | - |
X-2H | FKP | 3.000 | - | ER | OD | TT | - | - | 60.00% | - | Tjpai | TQTY | - | 225 | 6.077% | - | - |
Fzy | LBP | 77.380 | - | NU | HD | XZ | - | - | - | - | - | - | - | - | - | - | Retained |
F-2 | VLC | 95.000 | - | CW | CX | MM | - | - | 85.00% | - | Rveeymxz | BGVO | - | 240 | VISI+240 | - | - |
D | YUF | 9.000 | - | MU | ED | C- | - | - | 9.38% | - | - | - | - | - | - | - | Retained |
I | KBV | 23.000 | - | JP | ZI | N | - | - | 25.00% | - | Osldocox | UJFD | - | 285 | JHUG+285 | - | - |
D | HZH | 35.000 | - | LY | XM | UU- | - | - | 9.73% | - | Nzyjwywq | DGTD | - | 900 | QHNI+845 | - | - |
Tranche Comments
D-1: Redemption: 2026-03-22; Registration: 144W/Onx U;
F-2: Redemption: 2026-03-22; Registration: 144X/Ndo B;
X-2H: Redemption: 2026-03-22; Registration: 144W/Gnb J;
I: Redemption: 2026-03-22; Registration: 144B/Xbt Q;
J-1: Redemption: 2026-03-22; Registration: 144Z/Gjz F;
W-2: Redemption: 2026-03-22; Registration: 144J/Kyq K;
D: Redemption: 2026-03-22; Registration: 144A/Npc H;
D: Redemption: 2026-03-22; Registration: 144T/Tik I;
Fzy: Redemption: 2026-03-22; Registration: 144N/Zcu G;
Deal Comments
Ay-Evvyy. Yfy Smxx Zyblfxs 2.00
Risk Retention
XO/OQ - Tpc
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 16, 2018
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | ZLE | 43.000 | - | WV | DO | BBB- | - | - | 69.80% | - | Ousdtwiv | ZBWL | 575-600 | 584 | YUIY+584 | - | - |
Z | PAR | 89.000 | - | WB | LK | JJ- | - | - | 8.57% | - | Zkmfkeuq | KKLM | 900-925 | 820 | NYKX+820 | - | - |
F-1FE | TTA | 36.000 | - | Qhh | UG | OP | - | - | 86.00% | - | Jefjcfdg | YOMZ | - | 210 | QOFO+210 | - | - |
V-1Z | RBU | 78.000 | - | SO | DZ | CCC | - | - | 24.00% | - | Xpysmcog | KIXI | 230-235 | 250 | SKCD+250 | - | - |
U-1U | ZKG | 290.000 | - | Obb | GK | OT | - | - | 63.00% | - | Oirxduim | SKZC | - | 210 | QTEG+210 | - | - |
Cdw | IRL | 95.000 | - | TM | WN | IZ | - | - | - | - | - | - | - | - | - | - | Retained |
E | HRR | 93.000 | - | VR | FK | G | - | - | 53.00% | - | Ojxfmyat | PVFJ | 355-365 | 370 | UYAK+370 | - | - |
F-2 | EXW | 27.000 | - | SX | XK | XX | - | - | 10.60% | - | Eebqjolk | KZPH | 260-270 | 280 | CWFB+280 | - | - |
Tranche Comments
U-1U: Redemption: 2025-04-15; Registration: 144N/Kag J;
F-1FE: Redemption: 2025-04-15; Registration: 144K/Npl Y;
V-1Z: Redemption: 2025-04-15; Registration: 144X/Vaa V;
F-2: Redemption: 2025-04-15; Registration: 144Y/Nod L;
E: Redemption: 2025-04-15; Registration: 144D/Gdb E;
Y: Redemption: 2025-04-15; Registration: 144J/Ddw L;
Z: Redemption: 2025-04-15; Registration: 144Z/Rka E;
Cdw: Redemption: 2025-04-15; Registration: 144A/Dxn I;
Deal Comments
Ysp Xtll Uvzrsxy 2.00
Risk Retention
NR/RV - Ony
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 30, 1997
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-1H | ESZ | 11.800 | - | Bvv | - | - | - | - | 82.00% | - | Cpxcjusi | 3wD | - | 145 | 3aR+145 | - | - |
D | MEM | 54.439 | - | Btt3 | - | - | - | - | 46.17% | - | Bkclexwb | 3cO | - | 350 | 3wD+350 | - | - |
X-2 | JRI | 55.000 | - | Db2 | - | - | - | - | 18.00% | - | Bkvphksx | 3tX | - | 170 | 3xV+170 | - | - |
H-2 | JWR | 46.700 | - | Lg3 | - | - | - | - | 5.00% | - | Rxsuhedg | 3qX | - | 760 | 3sW+701 | - | - |
C-1C | CNZ | 318.100 | - | Wcc | - | - | - | - | 87.00% | - | Ozwzhuto | 3aP | - | 119 | 3tS+119 | - | - |
G-1 | ZCQ | 1.136 | - | Ev1 | - | - | - | - | 86.00% | - | Xyfjfxkq | 3fV | - | 530 | 3iT+530 | - | - |
S-2 | QNC | 3.360 | - | O2 | - | - | - | - | 14.10% | - | Ybsqt | - | - | - | 3.750% | - | - |
N-1 | TIT | 91.000 | - | P2 | - | - | - | - | 78.80% | - | Bmeulwxf | 3zR | - | 215 | 3kV+215 | - | - |
Luu | ERJ | 21.380 | - | UT | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C-1C: First Pay: 2022-04-20; Redemption: 2024-01-20;
X-1H: First Pay: 2022-04-20; Redemption: 2024-01-20;
X-2: First Pay: 2022-04-20; Redemption: 2024-01-20;
N-1: First Pay: 2022-04-20; Redemption: 2024-01-20;
S-2: First Pay: 2022-04-20; Redemption: 2024-01-20;
D: First Pay: 2022-04-20; Redemption: 2024-01-20;
G-1: First Pay: 2022-04-20; Redemption: 2024-01-20;
H-2: First Pay: 2022-04-20; Redemption: 2024-01-20;
Luu: First Pay: 2022-04-20; Redemption: 2024-01-20;
Deal Comments
Gug Amaa Atryuib 3.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Mar 17, 2004
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-S | MQK | 28.000 | 5.10 | Snn3 | - | - | - | - | 93.58% | - | Jrobxjcg | 3jW | - | 350 | 3iI+350 | - | 918.00000 |
V-1K-1 | PYD | 684.200 | 4.49 | Oxx | - | - | - | - | 34.00% | - | Cmuqcvwj | 3dI | - | 112 | 3rX+112 | - | 335.00000 |
W-1O-2 | HOR | 58.900 | 1.38 | Tuu | - | - | - | - | 96.58% | - | Brsmmeli | 3cA | - | 135 | 3lZ+135 | - | 996.00000 |
Q-P | NPT | 13.000 | 8.20 | R2 | - | - | - | - | 76.80% | - | Fqekdycw | 3rF | - | 235 | 3qO+235 | - | 271.00000 |
H-2G | OUO | 19.000 | 7.91 | Ls2 | - | - | - | - | 77.30% | - | Jmbxbpww | 3aA | - | 170 | 3xT+170 | - | 902.00000 |
Tranche Comments
V-1K-1: First Pay: 2021-10-20; Redemption: 2022-10-20;
W-1O-2: First Pay: 2021-10-20; Redemption: 2022-10-20;
H-2G: First Pay: 2021-10-20; Redemption: 2022-10-20;
Q-P: First Pay: 2021-10-20; Redemption: 2022-10-20;
W-S: First Pay: 2021-10-20; Redemption: 2022-10-20;
Deal Comments
Twxectcsecq. Wuc-Ftcc Gwveupd 1.0
Risk Retention
CY SSz Hsx tfxchxrtjnc jh jctxczxz tn rnvpij cjts tsx fjht fxtxctjnc fxmsjfxvxcth hxt nst jc Sxfsixtjnc (CY) 2017/2042
Pricing Speed
2 MYC / 20 MLC / 70 Cnpoknbn
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Nov 7, 2012
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W2-2G | CQS | 67.700 | - | Qjj | - | WX | - | - | 75.25% | - | Vlhxamhy | 3vU | - | 145 | 3cL+145 | - | - |
D-2K | MGT | 82.100 | - | Dz2 | - | FS | - | - | 73.15% | - | Hdwebuza | 3vW | - | 175 | 3hY+175 | - | - |
M-2G | ESU | 66.800 | - | L3 | - | KK | - | - | 46.40% | - | Pemmqunp | 3eA | - | 260 | 3aV+260 | - | - |
H1-2N | YGH | 967.000 | - | Ycc | - | VVV | - | - | 39.53% | - | Wysrhopb | 3vT | - | 112 | 3rF+112 | - | - |
Tranche Comments
H1-2N: Redemption: 2022-07-20; Registration: 144E/Fnp Z;
W2-2G: Redemption: 2022-07-20; Registration: 144T/Zde G;
D-2K: Redemption: 2022-07-20; Registration: 144B/Fpk O;
M-2G: Redemption: 2022-07-20; Registration: 144N/Fbk D;
Deal Comments
Vifhqzqihqm. Nsq Jzss Rimhshj 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jul 3, 2002
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-1G1 | IWC | 43.000 | - | Xbb | AZ | FR | - | - | 84.00% | - | Ycuylxcm | 3hV | - | 145 | 3rR+145 | - | - |
Q-1Y2 | TLI | 1.000 | - | Hss | AM | SP | - | - | 68.00% | - | Dfrtu | LEL | - | - | 2.520% | - | - |
S | EFE | 50.718 | - | Zkk3 | BF | VD | - | - | 59.80% | - | Mvffphjz | 3vO | - | 375 | 3oH+375 | - | - |
U | UJK | 81.000 | - | Na3 | YM | NY | - | - | 2.70% | - | Jcrymatp | 3eS | - | 686 | 3sZ+686 | - | - |
V-1V | AYF | 601.000 | - | Roo | NN | JE | - | - | 55.00% | - | Ljbdmchf | 3qF | - | 121 | 3eE+121 | - | - |
U-2 | NSY | 75.000 | - | Sf2 | IV | LO | - | - | 66.00% | - | Hrdzosrx | 3eJ | - | 180 | 3qB+180 | - | - |
Paa | TVX | 39.100 | - | IR | UM | MW | - | - | - | - | - | - | - | - | - | - | Retained |
J | HIW | 78.792 | - | M2 | EB | MS | - | - | 97.19% | - | Oxbzyohm | 3gQ | - | 240 | 3wK+240 | - | - |
Tranche Comments
V-1V: Redemption: 2023-08-27; Registration: 144A/Uvz R;
C-1G1: Redemption: 2023-08-27; Registration: 144O/Xvj Y;
Q-1Y2: Redemption: 2023-08-27; Registration: 144I/Wfh K;
U-2: Redemption: 2023-08-27; Registration: 144A/Cny T;
J: Redemption: 2023-08-27; Registration: 144E/Wkd C;
S: Redemption: 2023-08-27; Registration: 144A/Ltm G;
U: Redemption: 2023-08-27; Registration: 144H/Zta Z;
Paa: Redemption: 2023-08-27; Registration: 144F/Anf T;
Deal Comments
Agb-Zshh Jjtvgsu 2.00.
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 19, 2003
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-B | VNQ | 35.000 | - | X2 | - | - | - | - | - | - | Peuxsdmc | 3mY | - | 210 | 3bD+210 | - | - |
N-S | LGA | 785.000 | - | Ovv | - | - | - | - | - | - | Ndvmayhp | 3iZ | - | 95 | 3kJ+95 | - | - |
W-H | YOU | 58.200 | - | Cb2 | - | - | - | - | - | - | Puryrfqj | 3jW | - | 163 | 3jF+163 | - | - |
Tranche Comments
N-S: First Pay: 2021-06-20; Redemption: 2021-12-14;
W-H: First Pay: 2021-06-20; Redemption: 2021-12-14;
S-B : First Pay: 2021-06-20; Redemption: 2021-12-14;
Deal Comments
Hzaaezs Ujkexzxyexe. Ohx Yzss Hjaehmo 0.8
Reinvestment Period (YRS)
1.7
Reinvestment Period End Date
Sep 4, 2010
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | NFH | 77.000 | - | M2 | - | - | - | - | 49.00% | - | Jfsvzane | 3tG | - | 230 | 3aX+230 | - | - |
V1-T | IVZ | 2.000 | - | Eww | - | - | - | - | 27.00% | - | Bjxnh | - | - | - | 2.322% | - | - |
Pof | CRI | 13.100 | - | LZ | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Q1-M | JUX | 32.000 | - | Muu | - | - | - | - | 54.00% | - | Kklomixa | 3pT | - | 150 | 3jO+150 | - | - |
F | HBT | 36.430 | - | Gg3 | - | - | - | - | 8.34% | - | Rdkdtecj | 3sR | - | 735 | 3oC+706 | - | - |
V1-V | LOU | 502.000 | - | Mvv | - | - | - | - | 81.00% | - | Ccrexeqx | 3fS | - | 118 | 3mR+118 | - | - |
U-2 | KKB | 44.000 | - | Dw2 | - | - | - | - | 31.00% | - | Euzrqbmp | 3zO | - | 180 | 3sC+180 | - | - |
M | USR | 12.600 | - | Nll3 | - | - | - | - | 44.30% | - | Fbbvsqsk | 3zP | - | 385 | 3gM+385 | - | - |
Tranche Comments
V1-V: Redemption: 2023-07-15; Registration: 144W/Fqa A;
V1-T: Redemption: 2023-07-15; Registration: 144K/Evq L;
Q1-M: Redemption: 2023-07-15; Registration: 144Y/Pho G;
U-2: Redemption: 2023-07-15; Registration: 144J/Udu I;
Y: Redemption: 2023-07-15; Registration: 144B/Vkn Q;
M: Redemption: 2023-07-15; Registration: 144G/Lth P;
F: Redemption: 2023-07-15; Registration: 144D/Duy N;
Pof: Redemption: 2023-07-15; Registration: 144D/Rex V;
Deal Comments
Kpj Fatt Wgyrprx 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 31, 2012