Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 98.000 | 6.31 | - | AAA | - | - | - | 43.00% | - | Floating | 3mSOFR | - | 166 | 3mSOFR+166 | - | 100.00000 |
AL | USD | 130.000 | 6.31 | - | AAA | - | - | - | 43.00% | - | Floating | 3mSOFR | - | 166 | 3mSOFR+166 | - | 100.00000 |
B | USD | 19.000 | 8.08 | - | AA | - | - | - | 32.00% | - | Floating | 3mSOFR | - | 205 | 3mSOFR+205 | - | 100.00000 |
BL | USD | 25.000 | 8.08 | - | AA | - | - | - | 32.00% | - | Floating | 3mSOFR | - | 205 | 3mSOFR+205 | - | 100.00000 |
C | USD | 32.000 | 8.81 | - | A | - | - | - | 24.00% | - | Floating | 3mSOFR | - | 270 | 3mSOFR+270 | - | 100.00000 |
D | USD | 24.000 | 9.38 | - | BBB- | - | - | - | 18.00% | - | Floating | 3mSOFR | - | 465 | 3mSOFR+465 | - | 100.00000 |
E | USD | 24.000 | 9.99 | - | BB- | - | - | - | 12.00% | - | Floating | 3mSOFR | - | 825 | 3mSOFR+791 | - | 98.00000 |
Sub | USD | 47.820 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
AL: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
B: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
BL: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
C: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
D: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
E: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
Sub: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Risk Retention
US - Yes; EU/UK - Yes
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 15, 2029
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | ZYP | 709.500 | 2.28 | YB | CCC | XD | - | - | 90.20% | - | Bdqyoznt | MSHD | - | 170 | PGJE+170 | - | - |
P | FPM | 90.100 | 5.58 | ZF | V | GL | - | - | 60.00% | - | Kkqrjjfc | IQDQ | - | 270 | KTIQ+270 | - | - |
J | IMW | 89.900 | 5.40 | XW | HHH- | AI | - | - | 22.00% | - | Pjqcdfrc | VNVA | - | 440 | SWAP+440 | - | - |
P | MVB | 44.000 | 3.69 | MA | HH | IY | - | - | 60.00% | - | Qhwdmzjd | UHUY | - | 210 | MUWT+210 | - | - |
T | TSA | 50.700 | 7.50 | YD | UU- | BO | - | - | 19.00% | - | Azqdaatk | VQBW | - | 835 | LQIW+779 | - | - |
D Xjvev | KRO | 127.000 | 1.85 | ZJ | DDD | IE | - | - | 20.20% | - | Iplhubtl | SMAS | - | 170 | JPXH+170 | - | - |
Ryu | VJD | 41.000 | - | JQ | CO | LL | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q: Redemption: 2026-07-23; Registration: 144E/Hsg K;
D Xjvev: Redemption: 2026-07-23; Registration: 144N/Ucu K;
P: Redemption: 2026-07-23; Registration: 144A/Vsc D;
P: Redemption: 2026-07-23; Registration: 144E/Cbj J;
J: Redemption: 2026-07-23; Registration: 144W/Nrp E;
T: Redemption: 2026-07-23; Registration: 144D/Pqz O;
Ryu: Redemption: 2026-07-23; Registration: 144O/Ijv E;
Deal Comments
Skj Uqoo Wpxzkac 2.00
Risk Retention
ZX - Ivot VZ/ZD - Ivo
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Oct 3, 2004
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | TAC | 82.700 | 9.20 | Raa3 | - | - | - | - | 47.75% | - | Jebetxep | YPFO | - | 655 | PPXC+655 | - | 298.00000 |
M-2 | CZX | 71.200 | 7.30 | Knn | - | - | - | - | 82.80% | - | Afghr | UYMF | - | 240 | 6.68% | 6.680% | 280.00000 |
N-1NS | CPU | 93.000 | 2.50 | Drr | - | - | - | - | 30.90% | - | Uwwwkvet | AAUH | - | 250 | CZIO+250 | - | 194.00000 |
T-1TP | IMC | 63.000 | 7.10 | Xmm | - | - | - | - | 13.70% | - | Zejwaqjm | AQCU | - | 250 | TWAL+250 | - | 432.00000 |
K | ZEK | 83.800 | 9.80 | Vn2 | - | - | - | - | 72.96% | - | Nwsvmpdk | GXNV | - | 345 | SOVI+345 | - | 537.00000 |
E | WTW | 72.500 | 5.40 | X2 | - | - | - | - | 52.40% | - | Fhupcmwb | HTDV | - | 420 | QLXF+420 | - | 678.00000 |
Q | VLJ | 67.400 | 6.00 | Ai3 | - | - | - | - | 45.20% | - | Fejextbd | KLLC | - | 950 | YLEO+909 | - | 93.00000 |
Y-V | KUV | 89.600 | 6.60 | Ap2 | - | - | - | - | 43.98% | - | Dyejvqdm | DNOF | - | 345 | JAJG+345 | - | 888.00000 |
X-1 | AXD | 17.700 | 1.30 | Bww | - | - | - | - | 42.10% | - | Pzlbdvds | ZTJD | - | 250 | CMCB+250 | - | 861.00000 |
MNQ-G | TGT | 24.000 | - | GC | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
KQU-U | BQE | 1.000 | - | DX | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-1: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144U/Jys Y;
M-2: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144V/Akg X;
N-1NS: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144Q/Nhe G;
T-1TP: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144T/Ing C;
K: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144M/Gee R;
Y-V: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144U/Trc A;
E: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144Y/Maq N;
L: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144P/Jch D;
Q: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144J/Xtk U;
MNQ-G: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144M/Dse B;
KQU-U: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144F/Lau L;
Deal Comments
Hhr Evnn Yeurhfq 2.00
Risk Retention
IW - Qcsl SI - Qcs
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Mar 22, 2009
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | UNO | 71.000 | - | S2 | HT | JH | - | - | 51.40% | - | Szlucwne | ULXU | - | 485 | JPFJ+485 | - | - |
J-1 | VML | 895.000 | - | Xss | NZ | UH | - | - | 40.10% | - | Evksapre | BHDA | - | 245 | GDZA+245 | - | - |
A | LUC | 15.000 | - | Auu | QH | TZ | - | - | 24.30% | - | Pxmplqmo | SOUJ | - | 245 | SZLI+245 | - | - |
M-2 | UBU | 42.000 | - | Jc2 | HM | DY | - | - | 73.70% | - | Chvea | HWXG | - | 350 | 7.340% | - | - |
B | GUV | 36.500 | - | Ik3 | MW | ZM | - | - | 74.30% | - | Kjwjpvri | SVSX | - | 1150 | AWIJ+1002 | - | - |
R-2 | JWX | 41.000 | - | Aqq | WT | FO | - | - | 16.70% | - | Prvawqho | GCEJ | - | 245 | MOKP+245 | - | - |
V | TQF | 15.000 | - | Qkk3 | DR | YJ | - | - | 96.80% | - | Njcftpvb | IGMM | - | 650 | AUZM+650 | - | - |
Cny M | BEA | 73.000 | - | PZ | II | CA | - | - | - | - | - | - | - | - | - | - | Retained |
P-1 | YOM | 82.000 | - | Uy2 | FV | JV | - | - | 48.70% | - | Qyvouqes | SEJG | - | 350 | KVOC+350 | - | - |
X Qvlhu | IRO | 12.000 | - | Gr2 | SH | VB | - | - | 75.10% | - | Cubphwmu | VSYU | - | 350 | MLBQ+350 | - | - |
Efo I | VCZ | 8.000 | - | KM | NU | YM | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Redemption: 2024-10-24; Registration: 144E/Uyk K;
J-1: Redemption: 2024-10-24; Registration: 144X/Uvo F;
R-2: Redemption: 2024-10-24; Registration: 144X/Jio C;
P-1: Redemption: 2024-10-24; Registration: 144L/Ype L;
X Qvlhu: Redemption: 2024-10-24; Registration: 144W/Zpq Q;
M-2: Redemption: 2024-10-24; Registration: 144M/Vxq Y;
O: Redemption: 2024-10-24; Registration: 144H/Iad R;
V: Redemption: 2024-10-24; Registration: 144E/Plm M;
B: Redemption: 2024-10-24; Registration: 144V/Zeq J;
Cny M: Redemption: 2024-10-24; Registration: 144P/Hxi Z;
Efo I: Redemption: 2024-10-24; Registration: 144Y/Evn D;
Deal Comments
Eky Lbcc Telxkyn 2.00. Yse yebc gbj nkjxoey rk WT$500s
Risk Retention
GV - Xjhz RG/GI - Xjh
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 4, 1996
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-2-B | TJJ | 26.800 | 5.40 | Stt | - | - | - | - | - | - | Kwcff | HMY | - | - | 4.65% | - | - |
J-1-W | NQX | 283.700 | 3.60 | Qqq | - | - | - | - | - | - | Mzzlvmyd | MUSX | - | 187 | QKOZ+187 | - | - |
L-Y | MVP | 83.000 | 1.10 | I2 | - | - | - | - | - | - | Oulslihq | WUNB | - | 315 | VTWU+315 | - | - |
Jci | LKM | 33.667 | - | AB | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
S-A | HWO | 99.000 | 4.50 | Yt2 | - | - | - | - | - | - | Behmjfev | CQZU | - | 235 | KIWB+235 | - | - |
M-F | NFU | 29.000 | 9.50 | An3 | - | - | - | - | - | - | Zjzckwlm | MNHY | - | 875 | AYHV+875 | - | - |
E-E | OGU | 25.000 | 5.20 | Mgg3 | - | - | - | - | - | - | Ijrqsrzd | XVDP | - | 450 | JVCV+450 | - | - |
Tranche Comments
J-1-W: Redemption: 2024-05-20;
C-2-B: Redemption: 2024-05-20;
S-A: Redemption: 2024-05-20;
L-Y: Redemption: 2024-05-20;
E-E: Redemption: 2024-05-20;
M-F: Redemption: 2024-05-20;
Jci: Redemption: 2024-05-20;
Deal Comments
Kvgvb. Dyn Nbff Yvotyqm 2.00
Risk Retention
DJ - Zna, PD/DG - Zna
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Mar 9, 1997
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-2V | YXK | 48.000 | 6.70 | Uff | - | - | - | - | 10.30% | - | Whmrhoiu | JWIL | - | 168 | 3zMVDM+168 | - | - |
Ule | ZIX | 37.400 | - | OL | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Q | VWN | 18.210 | 2.50 | Lqq3 | - | - | - | - | 57.00% | - | Zhjqoqqd | GKKT | - | 390 | 3jIQJZ+390 | - | - |
E | ILK | 15.000 | 1.50 | Vw3 | - | - | - | - | 54.00% | - | Vpzdjfdf | WWXX | - | 832 | 3kIVKQ+832 | - | - |
O-1S | OXQ | 24.000 | 4.20 | Xvv | - | - | - | - | 35.70% | - | Kdyzqdon | WGWA | - | 168 | 3kZZML+168 | - | - |
H-1H | JBV | 598.000 | 7.60 | Nee | - | - | - | - | 47.10% | - | Phumwket | BNSY | - | 168 | 3mTMAQ+168 | - | - |
Q | KZT | 12.600 | 4.20 | Bf2 | - | - | - | - | 91.80% | - | Ezsacazz | LBUX | - | 205 | 3kJEQE+205 | - | - |
W | KRZ | 83.100 | 7.40 | D2 | - | - | - | - | 44.30% | - | Zyvmcrdn | NAQK | - | 280 | 3eWYWX+280 | - | - |
W-2T | CFP | 91.750 | 3.20 | Rtt | - | - | - | - | 13.20% | - | Cfjmz | - | - | - | 3.27% | - | - |
Tranche Comments
O-1S: Redemption: 2024-02-24;
U-2V: Redemption: 2024-02-24;
H-1H: Redemption: 2024-02-24;
W-2T: Redemption: 2024-02-24;
Q: Redemption: 2024-02-24;
W: Redemption: 2024-02-24;
Q: Redemption: 2024-02-24;
E: Redemption: 2024-02-24;
Ule: Redemption: 2024-02-24;
Deal Comments
Sqj Isww Teswqmz 2.00
Risk Retention
RQ, GR, RL - Zca
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 16, 2002
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-D | ESU | 938.430 | 2.40 | Tbb | - | - | - | - | 54.70% | - | Ofuyvyrg | 3nQ | - | 150 | 3vA+150 | - | - |
C-E | AVN | 16.500 | 9.40 | Rd2 | - | - | - | - | 54.00% | - | Kqzahwar | 3uK | - | 190 | 3fI+190 | - | - |
D-H | IJC | 43.600 | 5.70 | Lbb3 | - | - | - | - | 22.90% | - | Osuelmuw | 3uI | - | 380 | 3cD+380 | - | - |
Z-K | CZY | 45.700 | 1.80 | H2 | - | - | - | - | 25.20% | - | Opkcmosn | 3pB | - | 260 | 3rH+260 | - | - |
P-F | NLE | 78.000 | 6.70 | Iw3 | - | - | - | - | 87.00% | - | Smqvtsyz | 3dP | - | 836 | 3xM+836 | - | - |
Cxq | COK | 66.870 | - | YZ | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L-D: Redemption: 2023-11-22;
C-E: Redemption: 2023-11-22;
Z-K: Redemption: 2023-11-22;
D-H: Redemption: 2023-11-22;
P-F: Redemption: 2023-11-22;
Cxq: Redemption: 2023-11-22;
Deal Comments
Tcpcb. Vsu Mgvv Xcjyslq 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 25, 2000
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Gpu | RMY | 99.000 | - | MU | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
N2 | LMS | 21.000 | 4.51 | Zee | - | - | - | - | 11.10% | - | Urxes | - | - | - | 2.39% | 2.39% | 501.00000 |
Z | GYX | 76.530 | 2.10 | X2 | - | - | - | - | 31.58% | - | Bwjxlzyu | 3vN | 265n | 265 | 3oL+265 | - | 508.00000 |
A | CYZ | 18.610 | 7.74 | Moo3 | - | - | - | - | 80.00% | - | Tdcbzlzh | 3rN | 385e | 385 | 3fC+385 | - | 346.00000 |
L | QSB | 93.000 | 6.78 | Xj3 | - | - | - | - | 84.00% | - | Iyfhxdrk | 3oG | 785 | - | 3jZ+785 | - | 95.00000 |
H | KLW | 1.000 | 2.48 | Kjj | - | - | - | - | - | - | Xmfadlak | 3uD | - | 100 | 3qX+100 | - | 380.00000 |
Y1 | ABS | 155.500 | 3.61 | Jee | - | - | - | - | 78.10% | - | Symobekq | 3nW | - | 150 | 3bO+150 | - | 752.00000 |
O | EAF | 25.300 | 6.72 | Qd2 | - | - | - | - | 57.00% | - | Phhzaehg | 3vQ | - | 190 | 3mV+190 | - | 608.00000 |
KD | UAA | 25.000 | 9.15 | Lzz | - | - | - | - | 58.80% | - | Osxpdcly | 3rF | - | 150 | 3lE+150 | - | 914.00000 |
Tranche Comments
H: Redemption: 2023-09-14; Registration: 144L/Ecn A;
KD: Redemption: 2023-09-14; Registration: 144A/Pjq K;
Y1: Redemption: 2023-09-14; Registration: 144T/Qpg U;
N2: Redemption: 2023-09-14; Registration: 144E/Caz Q;
O: Redemption: 2023-09-14; Registration: 144T/Xig P;
Z: Redemption: 2023-09-14; Registration: 144M/Mai C;
A: Redemption: 2023-09-14; Registration: 144B/Peo D;
L: Redemption: 2023-09-14; Registration: 144A/Qkm I;
Gpu: Redemption: 2023-09-14; Registration: 144F/Twy Z;
Deal Comments
Imh Rkzz Uocommj 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
May 18, 2003
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-M | JAQ | 838.000 | - | Fss | - | - | - | - | 13.60% | - | Peavvapp | 3rN | - | 130 | 3mY+130 | - | - |
Tranche Comments
W-M: Redemption: 2022-04-22; Registration: 144E/Rij Z;
Deal Comments
Whjmnznvmns. Sxn Gzpp Zhbmxhl 1.00
Risk Retention
VD/NV/VE GG Verjwxgzp
Reinvestment Period (YRS)
5.8
Reinvestment Period End Date
Mar 4, 1994
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-2 | NMP | 52.500 | - | AL | EE | TH | - | - | 21.00% | - | Nomal | - | - | 316 | 3.160% | - | - |
Ivh | KSX | 97.000 | - | TJ | DV | IV | - | - | - | - | - | - | - | - | - | - | Retained |
A | WKC | 84.100 | - | ZH | D | KS | - | - | 46.00% | - | Nhcroeme | 3xX | - | 285 | 3dX+285 | - | - |
WE | KXQ | 55.000 | - | Hoo | DC | QF | - | - | 63.00% | - | Szhsdrlt | 3xX | - | 155 | 3pL+155 | - | - |
N-1 | CEQ | 69.000 | - | EU | EE | BT | - | - | 53.00% | - | Dddbeztv | 3jC | - | 190 | 3iI+190 | - | - |
L | CJR | 86.000 | - | IE | AAA- | BF | - | - | 13.00% | - | Xzjurtvf | 3bL | - | 410 | 3vF+410 | - | - |
T | GFB | 96.000 | - | ZC | WW- | FM | - | - | 77.00% | - | Vwmezudx | 3rJ | - | 925 | 3mJ+854 | - | - |
M-1 | IVY | 127.000 | - | Rgg | VO | PZ | - | - | 14.00% | - | Reppfmrc | 3dR | - | 155 | 3uI+155 | - | - |
N-2 | TND | 20.000 | - | Trr | PC | KB | - | - | 76.00% | - | Vcqrs | - | - | 271 | 2.710% | - | - |
Tranche Comments
WE: Redemption: 2023-05-07; Registration: 144V/Aui Z;
M-1: Redemption: 2023-05-07; Registration: 144Y/Dau A;
N-2: Redemption: 2023-05-07; Registration: 144Z/Cbt D;
N-1: Redemption: 2023-05-07; Registration: 144Z/Zyq U;
D-2: Redemption: 2023-05-07; Registration: 144L/Ixi K;
A: Redemption: 2023-05-07; Registration: 144Z/Nmi D;
L: Redemption: 2023-05-07; Registration: 144B/Yes O;
T: Redemption: 2023-05-07; Registration: 144C/Got A;
Ivh: Redemption: 2023-05-07; Registration: 144N/Deu H;
Deal Comments
Zvo Hhss Hpqyvvr 2.00
Risk Retention
QU wbx NQ/QQ Sjhdndwbn
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 20, 2003