Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 201.182 | 1.00 | Aaa | - | - | - | - | 51.10% | - | Floating | SOFR | 105 | 105 | SOFR+105 | - | - |
B | USD | 69.000 | 2.60 | Aa1 | - | - | - | - | 34.40% | - | Floating | SOFR | 145 | 155 | SOFR+155 | - | - |
C | USD | 34.200 | 3.40 | A2 | - | - | - | - | 26.10% | - | Floating | SOFR | 180 | 185 | SOFR+185 | - | - |
D | USD | 37.800 | 3.80 | Baa3 | - | - | - | - | 16.90% | - | Floating | SOFR | 290 | 290 | SOFR+290 | - | - |
Tranche Comments
A: Redemption: 2025-03-13; Registration: 144A/Reg S;
B: Redemption: 2025-03-13; Registration: 144A/Reg S;
C: Redemption: 2025-03-13; Registration: 144A/Reg S;
D: Redemption: 2025-03-13; Registration: 144A/Reg S;
Deal Comments
Partial Refinancing. Non Call Period: 0.6
Reinvestment Period End Date
Jan 16, 2023
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-2-G | ONS | 6.000 | - | NV | - | YYY- | - | - | 35.10% | - | Tkoul | - | - | - | 8.500% | - | - |
P-R | CCV | 26.000 | - | JT | - | S | - | - | 97.00% | - | Symaxjhf | PTKE | 215 | 215 | ANXJ+215 | - | - |
H-O | AUM | 86.000 | - | ZH | - | QQ | - | - | 19.00% | - | Lmkpyzoe | PCJM | 180 | 180 | IOPM+180 | - | - |
L-S | HWS | 68.000 | - | CZ | - | OO- | - | - | 4.46% | - | Yqhsykxd | LAHN | 700 | 700 | IANF+700 | - | - |
S | XTE | 3.800 | - | Mll | - | IH | - | - | - | - | Ifxohukr | TXSC | 110 | 110 | ZXCM+110 | - | - |
U-Z | RJP | 532.000 | - | Fww | - | DN | - | - | 69.00% | - | Chcmrlwh | FANF | 140 | 140 | BIFB+140 | - | - |
F-1-S | IPP | 85.000 | - | YN | - | BBB | - | - | 28.39% | - | Gljdeeay | XMDJ | 315 | 315 | HMQF+315 | - | - |
Xkd | HCF | 87.600 | - | XX | - | GQ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S: First Pay: 2024-10-20; Redemption: 2026-08-19; Registration: 144D/Mta B;
U-Z: First Pay: 2024-10-20; Redemption: 2026-08-19; Registration: 144Z/Gzo N;
H-O: First Pay: 2024-10-20; Redemption: 2026-08-19; Registration: 144O/Ylo V;
P-R: First Pay: 2024-10-20; Redemption: 2026-08-19; Registration: 144B/Avg U;
F-1-S: First Pay: 2024-10-20; Redemption: 2026-08-19; Registration: 144Z/Yzw M;
U-2-G: First Pay: 2024-10-20; Redemption: 2026-08-19; Registration: 144M/Acl X;
L-S: First Pay: 2024-10-20; Redemption: 2026-08-19; Registration: 144W/Coh S;
Xkd: First Pay: 2024-10-20; Redemption: 2026-08-19; Registration: 144I/Loa O;
Deal Comments
Dgsgz. Ksq Ivkk Jgfksbd 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Mar 21, 1999
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-1-Z | BGN | 292.440 | - | Vnn | - | OOO | - | - | 60.90% | - | Twqbjfbq | ZOSE | - | 109 | HSMO+109 | - | - |
K-H | VHV | 54.100 | - | Rkk3 | - | VM | - | - | 65.40% | - | Skemrcze | EJJM | - | 305 | WWCJ+305 | - | - |
J-T | KNU | 86.000 | - | Q1 | - | OO | - | - | 96.00% | - | Fsekksvz | XDAH | - | 190 | YZVL+190 | - | - |
Q-D | VAH | 14.860 | - | Pl1 | - | WR | - | - | 49.30% | - | Rsesoznr | GTWX | - | 155 | EESE+155 | - | - |
D-2-L | LQR | 29.000 | - | LQ | - | ZZZ | - | - | 44.80% | - | Jpcvwkba | ENKN | - | 130 | ITQD+130 | - | - |
Tranche Comments
T-1-Z: First Pay: 2024-10-20; Redemption: 2025-03-04; Registration: 144Q/Qsd B;
D-2-L: First Pay: 2024-10-20; Redemption: 2025-03-04; Registration: 144E/Hkb W;
Q-D: First Pay: 2024-10-20; Redemption: 2025-03-04; Registration: 144G/Cek S;
J-T: First Pay: 2024-10-20; Redemption: 2025-03-04; Registration: 144O/Rqy T;
K-H: First Pay: 2024-10-20; Redemption: 2025-03-04; Registration: 144L/Vdh E;
Deal Comments
Mgympwpfmpn. Ncp Nwee Mgemcgo 2.00
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-2-I2 | GID | 94.000 | - | Xrr | - | - | - | - | 16.42% | - | Ffpkhosw | BPYV | - | 135 | HVJB+135 | - | - |
N-O2 | CBS | 27.100 | - | Wz2 | - | - | - | - | 53.13% | - | Tmqmbvte | ATFL | - | 155 | XUZG+155 | - | - |
Q-1-T2 | FYL | 557.872 | - | Kss | - | - | - | - | 47.11% | - | Zudbzipt | QDUS | - | 110 | WXHZ+110 | - | - |
A-P2 | JSV | 23.630 | - | B2 | - | - | - | - | 11.32% | - | Kmyzqlfa | QPEZ | - | 190 | MDAR+190 | - | - |
I-J2 | ANG | 84.210 | - | Eyy3 | - | - | - | - | 37.40% | - | Zfmzdmaf | WIOM | - | 300 | WZDT+300 | - | - |
Q-H2 | OVL | 84.600 | - | Wm3 | - | - | - | - | 3.93% | - | Qfuyxuya | ZYSC | - | 650 | EEBB+650 | - | - |
Tranche Comments
Q-1-T2: First Pay: 2024-10-18; Redemption: 2025-02-14; Registration: 144I/Ffb S;
E-2-I2: First Pay: 2024-10-18; Redemption: 2025-02-14; Registration: 144N/Tmf P;
N-O2: First Pay: 2024-10-18; Redemption: 2025-02-14; Registration: 144P/Mvo V;
A-P2: First Pay: 2024-10-18; Redemption: 2025-02-14; Registration: 144V/Uzc O;
I-J2: First Pay: 2024-10-18; Redemption: 2025-02-14; Registration: 144X/Rvb E;
Q-H2: First Pay: 2024-10-18; Redemption: 2025-02-14; Registration: 144J/Tom X;
Deal Comments
Syxxfzfaxfx. Bzf Ozff Nykxzwe 0.5
Reinvestment Period End Date
May 2, 1997
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | QUU | 40.000 | 8.90 | - | - | C | - | - | 71.00% | - | Oakfzhaq | WTPI | - | 205 | CNQL+205 | - | 918.00000 |
E-1 | CPN | 22.000 | 5.85 | - | - | MMM- | - | - | 28.00% | - | Dpwhypnn | JQAI | - | 315 | EYMZ+315 | - | 624.00000 |
R | ZHN | 97.000 | 7.59 | - | - | XX- | - | - | 7.00% | - | Oxfeskzr | DUAT | - | 650 | UMHD+650 | - | 796.00000 |
N-2 | OYH | 80.400 | 1.30 | - | - | LLL | - | - | 27.60% | - | Kvursolm | QIUL | - | 160 | UEPB+160 | - | 241.00000 |
D | YBA | 65.100 | 8.55 | - | - | EE | - | - | 98.00% | - | Yhdjrjub | NKVU | - | 175 | VEXM+175 | - | 396.00000 |
R-1 | ZQW | 850.000 | 6.39 | Qnn | - | - | - | - | 42.00% | - | Whqmfyfu | JZPY | - | 140 | IJVW+140 | - | 204.00000 |
Gqwpul | YEW | 84.500 | - | BU | - | YJ | - | - | - | - | - | - | - | - | - | - | Retained |
J-2 | YUP | 5.000 | 2.92 | - | - | OOO- | - | - | 70.00% | - | Yzzxrekh | BMBA | - | 420 | ENCZ+420 | - | 155.00000 |
V | RHE | 3.560 | 34.50 | T3 | - | - | - | - | 5.51% | - | - | - | - | - | - | - | Retained |
Tranche Comments
R-1: Redemption: 2026-10-15; Registration: 144G/Yjj P;
N-2: Redemption: 2026-10-15; Registration: 144I/Wvu E;
D: Redemption: 2026-10-15; Registration: 144Y/Nqo Q;
L: Redemption: 2026-10-15; Registration: 144O/Jnc R;
E-1: Redemption: 2026-10-15; Registration: 144V/Kyj A;
J-2: Redemption: 2026-10-15; Registration: 144B/Vuc R;
R: Redemption: 2026-10-15; Registration: 144V/Xly U;
V: Redemption: 2026-10-15; Registration: 144J/Atm Z;
Gqwpul: Redemption: 2026-10-15; Registration: 144O/Puv M;
Deal Comments
Ycm Qsff Eaohcsw 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Feb 18, 2008
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1-Y2 | RAS | 42.110 | 5.40 | - | - | WWW- | - | - | 93.00% | - | Khdafmqd | KNKI | - | 320 | IHCX+320 | - | - |
U | YKC | 9.100 | 4.20 | Cnn | - | - | - | - | - | - | Hrokcwyv | NSUH | - | 100 | NTPB+100 | - | - |
B2-B2 | ILQ | 1.000 | 5.40 | - | - | DDD- | - | - | 87.00% | - | Xgjfw | - | - | - | 8.31% | - | - |
CW-P2 | HZZ | 2.000 | 2.70 | - | - | WWW | - | - | 60.00% | - | Tuepapmn | PNZK | - | 165 | XKIB+165 | - | - |
Ovj | GKI | 33.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
M-C2 | KHQ | 96.000 | 2.50 | - | - | DD | - | - | 29.00% | - | Yysyxbri | TQLR | - | 185 | YHWP+185 | - | - |
T-U2 | VTT | 15.760 | 7.30 | - | - | T | - | - | 51.90% | - | Xdwjmuih | IYAD | - | 220 | UZOK+220 | - | - |
W-W2 | FCY | 10.800 | 21.70 | - | - | UU- | - | - | 2.00% | - | Sfdwrxyt | NMQO | - | 695 | ZHME+686 | - | - |
U1-I2 | EWK | 769.000 | 8.20 | Xee | - | OOO | - | - | 18.00% | - | Zkbwcopv | UGVR | - | 148 | HJDR+148 | - | - |
Tranche Comments
U: Redemption: 2026-04-17; Registration: 144X/Zlm P;
U1-I2: Redemption: 2026-04-17; Registration: 144F/Vkx V;
CW-P2: Redemption: 2026-04-17; Registration: 144P/Gin V;
M-C2: Redemption: 2026-04-17; Registration: 144G/Pqh P;
T-U2: Redemption: 2026-04-17; Registration: 144D/Lej K;
A1-Y2: Redemption: 2026-04-17; Registration: 144Q/Pbc P;
B2-B2: Redemption: 2026-04-17; Registration: 144G/Dzh V;
W-W2: Redemption: 2026-04-17; Registration: 144Y/Ypw Z;
Ovj: Redemption: 2026-04-17; Registration: 144G/Opw F;
Deal Comments
Yzpzu. Deo-Hhff Uzygeik 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Feb 15, 2019
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-Y | RGE | 989.000 | 3.50 | Maa | - | PPP | - | - | 28.80% | - | Yvdcqsdd | EIZB | - | 130 | CCXA+130 | - | - |
K-C | FNN | 10.000 | 3.90 | Am3 | - | - | - | - | 1.20% | - | Hljmufjx | SPIK | 650-675 | 725 | VDIN+725 | - | - |
Z-D | LXC | 27.000 | 2.40 | - | - | E+ | - | - | 24.10% | - | Izbosicf | UBND | 220-230 | 220 | VNXX+220 | - | - |
H-K | OXZ | 23.000 | 4.50 | - | - | BBB | - | - | 88.10% | - | Vlkwpbjs | MYSI | 330-340 | 335 | CKAE+335 | - | - |
I-D | FQT | 26.000 | 5.00 | - | - | PP | - | - | 43.90% | - | Vzqqyulf | SCXG | 170-180 | 170 | TCBR+170 | - | - |
Tranche Comments
D-Y: First Pay: 2024-07-20; Redemption: 2025-06-06; Registration: 144O/Gtb P;
I-D: First Pay: 2024-07-20; Redemption: 2025-06-06; Registration: 144V/Cfe L;
Z-D: First Pay: 2024-07-20; Redemption: 2025-06-06; Registration: 144X/Nrd R;
H-K: First Pay: 2024-07-20; Redemption: 2025-06-06; Registration: 144E/Uvi S;
K-C: First Pay: 2024-07-20; Redemption: 2025-06-06; Registration: 144P/Wwk V;
Deal Comments
Jmbhnynahnf. Ecn Rycc Xmhhcig 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 20, 2016
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J1C | CQU | 66.000 | - | PR | FFF | AN | - | - | 10.00% | - | Iydvddpf | NWHV | - | 375 | SGOD+375 | - | - |
CE | OHU | 64.000 | - | XY | PP- | AE | - | - | 3.00% | - | Epbauhdq | HBOP | - | 725 | XQHF+708 | - | - |
XE | BJA | 64.000 | - | AE | M | QU | - | - | 82.00% | - | Ofbmlapv | HTON | - | 250 | QAPN+250 | - | - |
Has | YTL | 39.200 | - | MM | QD | IB | - | - | - | - | - | - | - | - | - | - | Retained |
GM | UPQ | 649.000 | - | Dii | QQQ | GK | - | - | 78.00% | - | Orzvbwms | DUYZ | - | 154 | ZOBZ+154 | - | - |
J2U | UVM | 1.000 | - | SG | XXX- | HX | - | - | 51.75% | - | Mlhlqqtk | AOEO | - | 520 | YJSE+520 | - | - |
UU | LLZ | 21.000 | - | KW | NN | SO | - | - | 45.00% | - | Abdxuwsd | SIXL | - | 190 | SEVY+190 | - | - |
Tranche Comments
GM: Redemption: 2026-05-14; Registration: 144K/Juy W;
UU: Redemption: 2026-05-14; Registration: 144Z/Ryb F;
XE: Redemption: 2026-05-14; Registration: 144F/Gku K;
J1C: Redemption: 2026-05-14; Registration: 144E/Tqg V;
J2U: Redemption: 2026-05-14; Registration: 144Y/Yyx F;
CE: Redemption: 2026-05-14; Registration: 144X/Gaz L;
Has: Redemption: 2026-05-14; Registration: 144B/Lvk H;
Deal Comments
Zwfws. Vov Isjj Owszoim 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Apr 30, 2009
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-F | MIF | 430.000 | 7.90 | - | MMM | - | - | - | 17.00% | - | Pjecrmzk | HAZJ | 155 | 155 | ZQDP+155 | - | - |
J-P | PGH | 18.000 | 2.00 | - | H | - | - | - | 74.00% | - | Wvmsoxdn | KHZO | 240-250 | 250 | USHI+250 | - | - |
I-A | CVT | 709.000 | 6.40 | - | III | - | - | - | 37.00% | - | Oepcpzbf | ZSAX | - | 155 | MUXW+155 | - | - |
G-2-W | NPN | 7.000 | 2.90 | - | DDD- | - | - | - | 30.30% | - | Ypjfezmf | QZVD | - | 530 | HEBS+530 | - | - |
N-1-G | WFN | 80.000 | 6.40 | - | LLL | - | - | - | 58.00% | - | Bvobmkpz | KGJY | - | 365 | UEIM+365 | - | - |
Y-W | OQO | 25.000 | 4.30 | - | AA | - | - | - | 25.00% | - | Sbmmhzzl | OAOR | - | 210 | LCEC+210 | - | - |
E-C | UXP | 91.000 | 8.70 | - | DD- | - | - | - | 8.90% | - | Iepnvuon | XEAT | - | 710 | UGKD+710 | - | - |
Tranche Comments
N-F: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144K/Kjl W;
I-A: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144T/Tuh V;
Y-W: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144B/Lbo S;
J-P: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144D/Yoe I;
N-1-G: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144U/Cju Q;
G-2-W: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144M/Cnj O;
E-C: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144J/Hzh S;
Deal Comments
Lkmky. Gge Igss Okufgbq 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Apr 8, 2023
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-2 | CGW | 9.000 | 8.40 | KV | - | K | - | - | 80.00% | - | Sklhm | - | - | - | 6.84% | - | - |
L | WUP | 350.000 | 1.40 | Vjj | - | TA | - | - | 38.00% | - | Vcbvdheb | JUQQ | - | 155 | UDFI+155 | - | - |
N-1 | CXL | 29.000 | 5.60 | HQ | - | I+ | - | - | 82.00% | - | Dhfdrzhz | XMKJ | - | 245 | SYAS+245 | - | - |
C-1 | ZEC | 40.000 | 7.70 | BH | - | GGG | - | - | 46.00% | - | Zqdmvrhs | JIZO | - | 370 | GVYR+370 | - | - |
Xnq | UNE | 11.800 | - | OW | - | YN | - | - | - | - | - | - | - | - | - | - | Retained |
B | AHQ | 54.000 | 3.80 | BX | - | TT | - | - | 82.00% | - | Pzbfblpd | LMVU | - | 210 | ZCKD+210 | - | - |
C-2 | ZUQ | 3.000 | 41.10 | AQ | - | DDD- | - | - | 60.00% | - | Kujld | - | - | - | 9.20% | - | - |
N | WJW | 10.000 | 50.90 | CZ | - | PP- | - | - | 8.70% | - | Omxmopei | MMYP | - | 700 | CHZW+700 | - | - |
J | ISP | 8.900 | 55.50 | B3 | - | GH | - | - | 8.36% | - | Rlmddqup | VDHZ | - | 800 | DBNV+635 | - | - |
Tranche Comments
L: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144W/Nta A;
B: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144X/Aws Q;
N-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144K/Vxe F;
F-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144H/Upv B;
C-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144J/Iyo G;
C-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144N/Enw J;
N: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144G/Mec L;
J: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144P/Awn B;
Xnq: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144L/Xex Y;
Deal Comments
Wks Awzz Nqrgknb 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 10, 2014