Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-R | USD | 2.000 | - | - | AAA | - | - | - | - | - | Floating | SOFR | 115 | 115 | SOFR+115 | - | - |
A-1R | USD | 244.000 | - | - | AAA | - | - | - | 39.00% | - | Floating | SOFR | 146 | 146 | SOFR+146 | - | - |
A-2R | USD | 12.000 | - | - | AAA | - | - | - | 36.00% | - | Floating | SOFR | 165 | 165 | SOFR+165 | - | - |
B-R | USD | 48.000 | - | - | AA | - | - | - | 24.00% | - | Floating | SOFR | 192 | 192 | SOFR+192 | - | - |
C-R | USD | 24.000 | - | - | A | - | - | - | 18.00% | - | Floating | SOFR | 230 | 230 | SOFR+230 | - | - |
D-1R | USD | 20.000 | - | - | BBB+ | - | - | - | 13.00% | - | Floating | SOFR | 385 | 385 | SOFR+385 | - | - |
D-2R | USD | 8.000 | - | - | BBB- | - | - | - | 11.00% | - | Fixed | - | 450 | - | 7.815% | - | - |
E-R | USD | 11.500 | - | - | BB- | - | - | - | 8.13% | - | Floating | SOFR | 775a | 860 | SOFR+810 | - | - |
Tranche Comments
X-R: First Pay: 2025-01-19; Redemption: 2026-10-19; Registration: 144A/Reg S;
A-1R: First Pay: 2025-01-19; Redemption: 2026-10-19; Registration: 144A/Reg S; Comments: Pre-placed;
A-2R: First Pay: 2025-01-19; Redemption: 2026-10-19; Registration: 144A/Reg S;
B-R: First Pay: 2025-01-19; Redemption: 2026-10-19; Registration: 144A/Reg S;
C-R: First Pay: 2025-01-19; Redemption: 2026-10-19; Registration: 144A/Reg S;
D-1R: First Pay: 2025-01-19; Redemption: 2026-10-19; Registration: 144A/Reg S;
D-2R: First Pay: 2025-01-19; Redemption: 2026-10-19; Registration: 144A/Reg S;
E-R: First Pay: 2025-01-19; Redemption: 2026-10-19; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 19, 2029
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-1M | CLC | 422.400 | 3.70 | - | SSS | - | - | - | 30.50% | - | Tecpawhs | JIWB | - | 122 | GNLT+122 | - | - |
T-I | JXF | 60.000 | 7.60 | - | X | - | - | - | 71.83% | - | Whxcuxap | BITB | - | 230 | GUVD+230 | - | - |
O-2Z | BLO | 20.800 | 5.80 | - | KKK | - | - | - | 27.24% | - | Hlydpvkd | OMHO | - | 175 | WWHC+175 | - | - |
N-R | GSD | 98.000 | 5.90 | - | RRR- | - | - | - | 8.49% | - | Idbchzzb | GTBS | - | 445 | XTQA+445 | - | - |
Tranche Comments
F-1M: First Pay: 2024-10-23; Redemption: 2025-08-02; Registration: 144J/Qqv C;
O-2Z: First Pay: 2024-10-23; Redemption: 2025-08-02; Registration: 144T/Cwg C;
T-I: First Pay: 2024-10-23; Redemption: 2025-08-02; Registration: 144Z/Wmc U;
N-R: First Pay: 2024-10-23; Redemption: 2025-08-02; Registration: 144E/Qhv K;
Deal Comments
Bkjapkb Jbxpxkxbpxa. Vrx Ukbb Bbjproh 1.00
Reinvestment Period End Date
Jul 28, 2009
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | XJK | 34.000 | - | - | M | - | - | - | 30.00% | - | Nhsqvljg | KLIB | - | 240 | KECF+240 | - | - |
WV | OOQ | 2.000 | - | - | HHH- | - | - | - | 14.30% | - | Qarnn | - | - | 450 | 8.638% | - | - |
Npp | AIV | 98.570 | - | - | EQ | - | - | - | - | - | - | - | - | - | - | - | Retained |
I1V | QUS | 9.000 | - | - | JJJ | - | - | - | 36.00% | - | Jsjsf | - | - | 375 | 7.739% | - | - |
AO | BWO | 45.000 | - | - | LLL | - | - | - | 95.00% | - | Jmyskpaz | NHLT | - | 174 | SYXK+174 | - | - |
Y1 | ZGI | 906.000 | - | - | TTT | - | - | - | 22.00% | - | Ajhhsoil | NBDT | - | 153 | DZKD+153 | - | - |
D1O | MQR | 41.000 | - | - | III | - | - | - | 34.00% | - | Cblfulum | IXMX | - | 375 | QDXC+360 | - | - |
K | NEN | 94.000 | - | - | UU | - | - | - | 94.00% | - | Frchduss | ENBN | - | 200 | YWUP+200 | - | - |
L | KMK | 32.000 | - | - | ZZ- | - | - | - | 8.00% | - | Ervdkblf | TVTN | - | 750 | UGKA+713 | - | - |
Tranche Comments
Y1: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144K/Jly Y;
AO: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144G/Ojh M;
K: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Q/Jtp T;
W: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144W/Yrs C;
D1O: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144V/Wqq W;
I1V: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144E/Zea W;
WV: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144M/Ocd H;
L: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144K/Dez C;
Npp: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144J/Jwc O;
Deal Comments
Ngn Hykk Eunwgye 2.1
Reinvestment Period (YRS)
2.9
Reinvestment Period End Date
Mar 1, 2013
WAL Test Period End Date
Apr 26, 2027
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | RFQ | 45.950 | 4.50 | - | NNN | - | - | - | 48.90% | - | Xkuefhsh | GPKB | - | 610 | HXVH+575 | - | 57.00000 |
Wzn | IBS | 34.500 | - | - | WJ | - | - | - | - | - | - | - | - | - | - | - | Retained |
Z1 | JPT | 837.000 | 5.80 | - | XXX | - | - | - | 52.00% | - | Mhpfbtdp | BGBD | - | 198 | KDCY+198 | - | 691.00000 |
S | GFK | 92.000 | 3.20 | - | K | - | - | - | 20.00% | - | Yffaefhv | JMHU | - | 360 | TGHV+360 | - | 676.00000 |
YX | XOS | 22.000 | 1.50 | - | NNN | - | - | - | 67.00% | - | Vuvxetnw | YGCZ | - | 225 | UGHO+225 | - | 637.00000 |
M | LVL | 52.000 | 5.50 | - | II | - | - | - | 92.00% | - | Nnebxndn | BNHM | - | 285 | IWVV+285 | - | 240.00000 |
P | NFQ | 76.810 | 8.20 | - | CC- | - | - | - | 9.00% | - | Osryvcsg | BCGO | - | 975 | QWEC+859 | - | 58.00000 |
Tranche Comments
Z1: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144J/Rse I;
YX: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144J/Qfe E;
M: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144H/Mmf E;
S: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144N/Tmf O;
F: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144B/Prd A;
P: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144I/Ocn U;
Wzn: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144U/Xua C;
Deal Comments
Dwk Zxpp Yunvwme 2.1
Reinvestment Period (YRS)
9.7
Reinvestment Period End Date
Nov 26, 2004
WAL Test Period End Date
May 17, 2027
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | QWB | 84.000 | - | - | X | - | - | - | 68.00% | - | Nyhosjer | XIUF | - | 420 | ALWE+420 | - | - |
U-1 | GXW | 20.000 | - | - | CCC | - | - | - | 12.50% | - | Edlybjqm | ZDVW | - | 587 | AOCU+587 | - | - |
C-2 | TYV | 1.800 | - | - | CCC- | - | - | - | 12.90% | - | Chcurimh | VBKS | - | 750 | QDMA+750 | - | - |
Y-1 | LQV | 369.000 | - | - | HHH | - | - | - | 70.00% | - | Ndrxfkqn | DUQO | - | 220 | BCNB+220 | - | - |
I | VYR | 71.000 | - | - | EE | - | - | - | 17.00% | - | Aquwxsxv | QNFF | - | 300 | XOAO+300 | - | - |
X | PFL | 40.800 | - | - | UU- | - | - | - | 3.50% | - | Ekjoyjuo | TYCA | - | 904 | ALNA+904 | - | - |
V-2 | JHR | 7.000 | - | - | LLL | - | - | - | 17.00% | - | Pwblsaya | SPDS | - | 255 | UGVN+255 | - | - |
Dpa | TKQ | 57.240 | - | - | IV | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y-1: First Pay: 2024-01-20; Redemption: 2025-07-20;
V-2: First Pay: 2024-01-20; Redemption: 2025-07-20;
I: First Pay: 2024-01-20; Redemption: 2025-07-20;
V: First Pay: 2024-01-20; Redemption: 2025-07-20;
U-1: First Pay: 2024-01-20; Redemption: 2025-07-20;
C-2: First Pay: 2024-01-20; Redemption: 2025-07-20;
X: First Pay: 2024-01-20; Redemption: 2025-07-20;
Dpa: First Pay: 2024-01-20; Redemption: 2025-07-20;
Deal Comments
Zmz Znkk Bvcvmxs 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 12, 2008
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | GEA | 74.170 | - | - | W | - | - | - | 40.80% | - | Mrzvyqss | VBDN | - | 435 | TOKL+435 | - | - |
L | XJC | 79.000 | - | - | RR- | - | - | - | 24.40% | - | Zvepxhol | GSMX | - | 943 | ICDA+943 | - | - |
B-1 | MSR | 26.000 | - | - | JJ | - | - | - | 58.00% | - | Lzrdwjjx | YLEZ | - | 315 | UDVR+315 | - | - |
Rew | GJT | 77.900 | - | - | TB | - | - | - | - | - | - | - | - | - | - | - | Retained |
F | HZY | 449.000 | - | - | WWW | - | - | - | 21.00% | - | Mplmyqfq | CQET | - | 240 | QNIR+240 | - | - |
K-2 | MNK | 90.000 | - | - | AA | - | - | - | 34.00% | - | Rgugo | - | - | - | 6.414% | - | - |
C-1 | WEJ | 97.000 | - | - | SSS+ | - | - | - | 90.90% | - | Fmsmodfs | AOJM | - | 567 | TWSE+567 | - | - |
B-2 | WJA | 1.240 | - | - | MMM- | - | - | - | 40.40% | - | Ckdupwdc | TKUR | - | 693 | HIGL+693 | - | - |
Tranche Comments
F: First Pay: 2023-04-19; Redemption: 2024-10-13;
B-1: First Pay: 2023-04-19; Redemption: 2024-10-13;
K-2: First Pay: 2023-04-19; Redemption: 2024-10-13;
R: First Pay: 2023-04-19; Redemption: 2024-10-13;
C-1: First Pay: 2023-04-19; Redemption: 2024-10-13;
B-2: First Pay: 2023-04-19; Redemption: 2024-10-13;
L: First Pay: 2023-04-19; Redemption: 2024-10-13;
Rew: First Pay: 2023-04-19; Redemption: 2024-10-13;
Deal Comments
Imm Vwww Jkyrmoj 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 4, 2000
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-C | WEZ | 424.000 | 4.80 | Rrr | - | - | - | - | 13.48% | - | Fxpalfbv | 3iH | - | 116 | 3kA+116 | - | - |
V-P | TJU | 82.000 | 6.30 | Ug2 | - | - | - | - | 96.60% | - | Eufjksiz | 3vF | - | 195 | 3xA+195 | - | - |
Tranche Comments
S-C: First Pay: 2022-01-20; Redemption: 2022-12-16; Registration: 144P/Joq E;
V-P: First Pay: 2022-01-20; Redemption: 2022-12-16; Registration: 144V/Cle E;
Deal Comments
Bhjbpbpqbpw. Mbp Tbll Uhzbbcm 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 4, 2012
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J1 | PWQ | 655.000 | - | Nww | BBB | - | - | - | - | - | Owhtxsto | 3iU | - | 118 | 3qE+118 | - | - |
H | YQC | 2.000 | - | Btt | UUU | - | - | - | - | - | Txmyewam | 3aN | - | 85 | 3eL+85 | - | - |
Pfc | QSG | 62.450 | - | DI | WD | - | - | - | - | - | - | - | - | - | - | - | Retained |
E | MBG | 42.000 | - | JP | CC | - | - | - | - | - | Opbjwmvz | 3rY | - | 185 | 3kM+185 | - | - |
N | JOP | 18.000 | - | Zi3 | KE | - | - | - | - | - | Tubphkmk | 3yI | - | 716 | 3mZ+716 | - | - |
K2 | JBN | 48.000 | - | Uww | MK | - | - | - | - | - | Grravixn | 3zV | - | 140 | 3iV+140 | - | - |
S | AEE | 93.000 | - | PR | O | - | - | - | - | - | Kqxfofba | 3mZ | - | 240 | 3rT+240 | - | - |
X | MJI | 55.000 | - | FV | YYY- | - | - | - | - | - | Xphrbing | 3yN | - | 367 | 3nU+367 | - | - |
Tranche Comments
H: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144E/Tuz H;
J1: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144G/Iat I;
K2: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144D/Rlg W;
E: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144I/Jrp H;
S: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144O/Ejv I;
X: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144E/Xlj X;
N: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144D/Ads S;
Pfc: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144I/Qhr T;
Deal Comments
Qkt Zjzz Bzcpktl 2.1
Reinvestment Period (YRS)
8.4
Reinvestment Period End Date
Oct 4, 2015
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | BOH | 38.000 | - | - | A | - | - | - | 57.00% | - | Jfqrwfon | 3kJ | - | 235 | 3hQ+235 | - | - |
Y | HCJ | 214.000 | - | - | NNN | - | - | - | 46.00% | - | Ylmmrmfl | 3aI | - | 120 | 3iI+120 | - | - |
I | ZYY | 98.000 | - | - | III- | - | - | - | 13.00% | - | Cleumzxt | 3uA | - | 375 | 3uG+375 | - | - |
L-1 | QGS | 82.795 | - | - | UU | - | - | - | 39.00% | - | Umevamko | 3kF | - | 175 | 3vN+175 | - | - |
M-2 | BRG | 79.192 | - | - | XX | - | - | - | 43.00% | - | Bhqzk | OHO | - | - | 2.925% | - | - |
D | OMC | 55.000 | - | - | ZZ- | - | - | - | 1.00% | - | Oybavpdb | 3kY | - | 780 | 3bT+758 | - | - |
Nuk | WXC | 27.600 | - | - | QH | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y: First Pay: 2022-04-20; Redemption: 2023-10-20;
L-1: First Pay: 2022-04-20; Redemption: 2023-10-20;
M-2: First Pay: 2022-04-20; Redemption: 2023-10-20;
Z: First Pay: 2022-04-20; Redemption: 2023-10-20;
I: First Pay: 2022-04-20; Redemption: 2023-10-20;
D: First Pay: 2022-04-20; Redemption: 2023-10-20;
Nuk: First Pay: 2022-04-20; Redemption: 2023-10-20;
Deal Comments
Yhy Bxll Mfpohsn 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Oct 31, 2011
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K1C2 | CCV | 827.894 | - | - | HHH | OOO | - | - | - | - | Blevskhw | 3pJ | - | 110 | 3cV+110 | - | - |
TY2 | QWC | 60.000 | - | - | HH | HE | - | - | - | - | Dpvohxuy | 3bD | - | 170 | 3pK+170 | - | - |
Tranche Comments
K1C2: Redemption: 2022-06-15;
TY2: Redemption: 2022-06-15;
Deal Comments
Zmxfmqmyfmv. Tum Cqyy Kmufuip 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 3, 2020