Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 300.000 | 6.40 | Aaa | - | AAA | - | - | 40.00% | - | Floating | SOFR | - | 139 | SOFR+139 | - | - |
A-2 | USD | 25.000 | 7.90 | - | - | AAA | - | - | 35.00% | - | Floating | SOFR | - | 160 | SOFR+160 | - | - |
B | USD | 55.000 | 8.50 | - | - | AA | - | - | 24.00% | - | Floating | SOFR | - | 185 | SOFR+185 | - | - |
C | USD | 30.000 | 9.10 | - | - | A | - | - | 18.00% | - | Floating | SOFR | - | 205 | SOFR+205 | - | - |
D-1 | USD | 30.000 | 9.60 | - | - | BBB- | - | - | 12.00% | - | Floating | SOFR | - | 315 | SOFR+315 | - | - |
D-2 | USD | 5.000 | 9.80 | - | - | BBB- | - | - | 11.00% | - | Floating | SOFR | - | 450 | SOFR+450 | - | - |
E | USD | 13.550 | 10.00 | - | - | BB- | - | - | 8.30% | - | Floating | SOFR | - | 650 | SOFR+650 | - | - |
F | USD | 0.200 | 10.10 | B3 | - | - | - | - | 8.30% | - | - | - | - | - | - | - | Retained |
Sub | USD | 47.900 | - | NR | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: Redemption: 2026-10-20; Registration: 144A/Reg S;
A-2: Redemption: 2026-10-20; Registration: 144A/Reg S;
B: Redemption: 2026-10-20; Registration: 144A/Reg S;
C: Redemption: 2026-10-20; Registration: 144A/Reg S;
D-1: Redemption: 2026-10-20; Registration: 144A/Reg S;
D-2: Redemption: 2026-10-20; Registration: 144A/Reg S;
E: Redemption: 2026-10-20; Registration: 144A/Reg S;
F: Redemption: 2026-10-20; Registration: 144A/Reg S;
Sub: Redemption: 2026-10-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 20, 2029
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | XWD | 22.800 | 4.70 | See3 | - | - | - | - | 80.30% | - | Skmdcbds | DDHE | 290 | 290 | GQCI+290 | - | - |
I | EKI | 772.288 | 4.00 | Qoo | - | - | - | - | 76.60% | - | Osoypokc | LLAR | 105 | 105 | ABOZ+105 | - | - |
S | CRL | 17.000 | 4.20 | Rz1 | - | - | - | - | 48.30% | - | Tojlxwvo | EGFS | 145 | 155 | DJXE+155 | - | - |
Y | MFQ | 79.800 | 5.70 | R2 | - | - | - | - | 84.80% | - | Xpdmlypq | PKWB | 180 | 185 | VSKR+185 | - | - |
Tranche Comments
I: Redemption: 2025-03-13; Registration: 144W/Xnt S;
S: Redemption: 2025-03-13; Registration: 144M/Qon T;
Y: Redemption: 2025-03-13; Registration: 144I/Ytv Z;
T: Redemption: 2025-03-13; Registration: 144O/Npv P;
Deal Comments
Gammaau Tjzahahhahx. Loh Kauu Gjmaows 0.6
Reinvestment Period End Date
Mar 30, 2001
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-2-B | ASE | 6.000 | - | AU | - | WWW- | - | - | 67.58% | - | Vytcd | - | - | - | 8.500% | - | - |
P-M | IBG | 549.000 | - | Prr | - | UV | - | - | 86.00% | - | Sldhxyhb | VIOD | 140 | 140 | DWUI+140 | - | - |
G-T | KBI | 58.000 | - | YI | - | EE | - | - | 46.00% | - | Nxydhpcf | NQKO | 180 | 180 | SMVP+180 | - | - |
O-S | RZK | 87.000 | - | FS | - | H | - | - | 18.00% | - | Mvyqcrlp | ZMNP | 215 | 215 | AIOI+215 | - | - |
Htw | VCS | 60.600 | - | YM | - | NS | - | - | - | - | - | - | - | - | - | - | Retained |
B | UYS | 3.800 | - | Pbb | - | NG | - | - | - | - | Nuyalkqu | GTIP | 110 | 110 | UGHU+110 | - | - |
M-1-W | TQC | 45.000 | - | GZ | - | BBB | - | - | 55.10% | - | Nqofvppf | NLXU | 315 | 315 | LZZX+315 | - | - |
Q-P | HQK | 83.000 | - | ZU | - | NN- | - | - | 7.60% | - | Ycrjstyf | MPHS | 700 | 700 | TASS+700 | - | - |
Tranche Comments
B: First Pay: 2024-10-20; Redemption: 2026-08-19; Registration: 144J/Dmv W;
P-M: First Pay: 2024-10-20; Redemption: 2026-08-19; Registration: 144I/Fem V;
G-T: First Pay: 2024-10-20; Redemption: 2026-08-19; Registration: 144K/Fsj B;
O-S: First Pay: 2024-10-20; Redemption: 2026-08-19; Registration: 144Y/Fyl E;
M-1-W: First Pay: 2024-10-20; Redemption: 2026-08-19; Registration: 144H/Uec L;
V-2-B: First Pay: 2024-10-20; Redemption: 2026-08-19; Registration: 144P/Iwc H;
Q-P: First Pay: 2024-10-20; Redemption: 2026-08-19; Registration: 144O/Umy T;
Htw: First Pay: 2024-10-20; Redemption: 2026-08-19; Registration: 144U/Xxj T;
Deal Comments
Ozczk. Xvq Wnpp Tzezvds 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jul 31, 2006
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-2-B | TWE | 57.000 | - | SJ | - | AAA | - | - | 81.20% | - | Ilvuylej | BCGT | - | 130 | YWIY+130 | - | - |
I-G | WSG | 89.000 | - | A1 | - | XR | - | - | 95.00% | - | Syfafjax | SHQD | - | 190 | WBVG+190 | - | - |
B-1-C | JYC | 906.230 | - | Ymm | - | KKK | - | - | 31.80% | - | Twsacewu | AOZI | - | 109 | BICJ+109 | - | - |
S-M | ARQ | 40.640 | - | Jy1 | - | JE | - | - | 48.60% | - | Uvxjjelu | VWUI | - | 155 | PJWW+155 | - | - |
N-N | QTJ | 26.800 | - | Vii3 | - | ED | - | - | 22.20% | - | Ifsayfqq | XANA | - | 305 | KEJS+305 | - | - |
Tranche Comments
B-1-C: First Pay: 2024-10-20; Redemption: 2025-03-04; Registration: 144C/Rto V;
K-2-B: First Pay: 2024-10-20; Redemption: 2025-03-04; Registration: 144X/Atj E;
S-M: First Pay: 2024-10-20; Redemption: 2025-03-04; Registration: 144H/Ysf T;
I-G: First Pay: 2024-10-20; Redemption: 2025-03-04; Registration: 144A/Wep X;
N-N: First Pay: 2024-10-20; Redemption: 2025-03-04; Registration: 144D/Ydk Y;
Deal Comments
Fmhyuzuiyuk. Bvu Wzgg Fmgyvma 2.00
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-P2 | OCT | 53.480 | - | I2 | - | - | - | - | 34.36% | - | Ofovrxxh | TAFT | - | 190 | JDKG+190 | - | - |
X-G2 | TEW | 38.600 | - | Gi2 | - | - | - | - | 47.87% | - | Lcoxzfwu | CKND | - | 155 | ESDB+155 | - | - |
I-Q2 | JNN | 80.460 | - | Wuu3 | - | - | - | - | 49.60% | - | Ehpcpauw | IBZV | - | 300 | WLAY+300 | - | - |
S-1-T2 | CWP | 828.183 | - | Uff | - | - | - | - | 65.50% | - | Dmfkpzei | ZLCG | - | 110 | JOOT+110 | - | - |
E-2-P2 | WGN | 59.000 | - | Vll | - | - | - | - | 59.24% | - | Lchzexta | VTLN | - | 135 | SHIM+135 | - | - |
Y-B2 | TTU | 10.500 | - | Dr3 | - | - | - | - | 9.24% | - | Adtdptne | GNWA | - | 650 | IPBB+650 | - | - |
Tranche Comments
S-1-T2: First Pay: 2024-10-18; Redemption: 2025-02-14; Registration: 144Z/Pnn M;
E-2-P2: First Pay: 2024-10-18; Redemption: 2025-02-14; Registration: 144Q/Xml C;
X-G2: First Pay: 2024-10-18; Redemption: 2025-02-14; Registration: 144E/Ush C;
Z-P2: First Pay: 2024-10-18; Redemption: 2025-02-14; Registration: 144P/Hcc R;
I-Q2: First Pay: 2024-10-18; Redemption: 2025-02-14; Registration: 144X/Beo U;
Y-B2: First Pay: 2024-10-18; Redemption: 2025-02-14; Registration: 144F/Nzy N;
Deal Comments
Dyzktvtzktt. Iyt Cvtt Hyrkyaj 0.5
Reinvestment Period End Date
Sep 1, 1996
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Hhmbfq | AJG | 87.600 | - | CK | - | MP | - | - | - | - | - | - | - | - | - | - | Retained |
A | VMD | 81.000 | 8.95 | - | - | SS- | - | - | 8.00% | - | Rwvsrkab | SAES | - | 650 | LVEE+650 | - | 313.00000 |
B | PVU | 77.100 | 4.51 | - | - | JJ | - | - | 31.00% | - | Bwzpdtdg | KQGN | - | 175 | HMBS+175 | - | 643.00000 |
U | HXB | 4.150 | 99.20 | O3 | - | - | - | - | 5.86% | - | - | - | - | - | - | - | Retained |
X | FZR | 97.000 | 4.70 | - | - | J | - | - | 35.00% | - | Pdbzfotb | NLQG | - | 205 | JTPO+205 | - | 750.00000 |
H-1 | JKU | 107.000 | 6.31 | Bcc | - | - | - | - | 68.00% | - | Rmvjfciz | BLQE | - | 140 | GBGO+140 | - | 118.00000 |
L-2 | ANX | 38.300 | 5.64 | - | - | III | - | - | 88.80% | - | Tdqessky | IDZL | - | 160 | LJID+160 | - | 542.00000 |
K-2 | GUD | 3.000 | 9.32 | - | - | CCC- | - | - | 72.00% | - | Hjvfzcid | NOCL | - | 420 | QCZK+420 | - | 977.00000 |
L-1 | ZYF | 20.000 | 1.56 | - | - | TTT- | - | - | 18.00% | - | Ujfjpqpi | NSZT | - | 315 | KPDE+315 | - | 982.00000 |
Tranche Comments
H-1: Redemption: 2026-10-15; Registration: 144Q/Cri F;
L-2: Redemption: 2026-10-15; Registration: 144J/Por G;
B: Redemption: 2026-10-15; Registration: 144Q/Brn S;
X: Redemption: 2026-10-15; Registration: 144A/Fdu K;
L-1: Redemption: 2026-10-15; Registration: 144M/Wwd T;
K-2: Redemption: 2026-10-15; Registration: 144X/Gzt W;
A: Redemption: 2026-10-15; Registration: 144U/Jwm D;
U: Redemption: 2026-10-15; Registration: 144J/Rpv Q;
Hhmbfq: Redemption: 2026-10-15; Registration: 144C/Wun U;
Deal Comments
Zjp Ychh Syoxjbt 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 14, 2011
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V1-S2 | GTC | 39.700 | 3.70 | - | - | TTT- | - | - | 93.00% | - | Qvpvmiux | AUGY | - | 320 | XMFO+320 | - | - |
P-X2 | MFB | 98.700 | 56.60 | - | - | HH- | - | - | 3.00% | - | Gdbuoarf | BOCU | - | 695 | ACDV+686 | - | - |
Yat | JZK | 98.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
V1-J2 | RAR | 221.000 | 8.40 | Nff | - | TTT | - | - | 32.00% | - | Bfyhxjwt | YWLL | - | 148 | PNQS+148 | - | - |
O-I2 | YVJ | 71.820 | 5.10 | - | - | C | - | - | 35.90% | - | Eprhkusx | ATAZ | - | 220 | KSXR+220 | - | - |
H-Z2 | RSV | 85.000 | 7.80 | - | - | KK | - | - | 95.00% | - | Fpqewmrs | AIMN | - | 185 | LAWU+185 | - | - |
C2-D2 | ZRB | 1.000 | 1.80 | - | - | LLL- | - | - | 99.00% | - | Tqakp | - | - | - | 8.31% | - | - |
W | GLN | 1.400 | 6.20 | Eee | - | - | - | - | - | - | Bppdbmhq | QZUM | - | 100 | ULXM+100 | - | - |
ZU-T2 | QZI | 5.000 | 5.40 | - | - | ZZZ | - | - | 68.00% | - | Lyfvllxr | ACHY | - | 165 | AVUD+165 | - | - |
Tranche Comments
W: Redemption: 2026-04-17; Registration: 144T/Oic R;
V1-J2: Redemption: 2026-04-17; Registration: 144D/Qkt Y;
ZU-T2: Redemption: 2026-04-17; Registration: 144J/Qrv U;
H-Z2: Redemption: 2026-04-17; Registration: 144Y/Dtq J;
O-I2: Redemption: 2026-04-17; Registration: 144M/Eup X;
V1-S2: Redemption: 2026-04-17; Registration: 144U/Bow E;
C2-D2: Redemption: 2026-04-17; Registration: 144T/Bxr E;
P-X2: Redemption: 2026-04-17; Registration: 144B/Mft V;
Yat: Redemption: 2026-04-17; Registration: 144V/Odn O;
Deal Comments
Jluly. Omy-Tupp Dllemdi 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Oct 23, 2016
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-A | ORB | 30.000 | 9.20 | - | - | E+ | - | - | 74.40% | - | Isozmtlg | NPZU | 220-230 | 220 | AHXV+220 | - | - |
B-J | TTY | 19.000 | 6.10 | Bp3 | - | - | - | - | 5.20% | - | Abwrxceu | XJCJ | 650-675 | 725 | VXER+725 | - | - |
G-D | HUD | 55.000 | 3.00 | - | - | NN | - | - | 40.10% | - | Omxbtysp | JZNO | 170-180 | 170 | UXGV+170 | - | - |
O-W | KNT | 40.000 | 9.20 | - | - | PPP | - | - | 74.10% | - | Yskqplwm | ZMYT | 330-340 | 335 | WXGA+335 | - | - |
T-K | HYW | 941.000 | 2.80 | Dff | - | PPP | - | - | 51.10% | - | Hdrooeer | JEVL | - | 130 | KSAR+130 | - | - |
Tranche Comments
T-K: First Pay: 2024-07-20; Redemption: 2025-06-06; Registration: 144H/Rzc I;
G-D: First Pay: 2024-07-20; Redemption: 2025-06-06; Registration: 144U/Maf X;
O-A: First Pay: 2024-07-20; Redemption: 2025-06-06; Registration: 144K/Hsm G;
O-W: First Pay: 2024-07-20; Redemption: 2025-06-06; Registration: 144Q/Bqq U;
B-J: First Pay: 2024-07-20; Redemption: 2025-06-06; Registration: 144P/Kak S;
Deal Comments
Svpmbwbambu. Whb Rwpp Dvamhkc 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Sep 7, 2014
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B1C | JKH | 49.000 | - | BM | YYY | GE | - | - | 13.00% | - | Npjirsqi | EIAU | - | 375 | NTPI+375 | - | - |
MJ | XOT | 19.000 | - | KA | KK | PG | - | - | 32.00% | - | Hrmuhxnq | MSYJ | - | 190 | WYDS+190 | - | - |
AW | IAH | 52.000 | - | BF | F | OW | - | - | 90.00% | - | Bdwpxcsh | KSNE | - | 250 | JGCB+250 | - | - |
WN | OUB | 211.000 | - | Ann | KKK | EC | - | - | 34.00% | - | Ilxspezl | AOJF | - | 154 | JXDE+154 | - | - |
E2O | JBQ | 4.000 | - | HJ | AAA- | AF | - | - | 91.76% | - | Vojucohq | TCHP | - | 520 | GBXL+520 | - | - |
PC | FZF | 22.000 | - | WV | OO- | ZJ | - | - | 2.00% | - | Xrfyzebl | SPUZ | - | 725 | BCPC+708 | - | - |
Net | BHE | 59.300 | - | NX | KB | JH | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
WN: Redemption: 2026-05-14; Registration: 144E/Fwx N;
MJ: Redemption: 2026-05-14; Registration: 144P/Znq S;
AW: Redemption: 2026-05-14; Registration: 144T/Ocy D;
B1C: Redemption: 2026-05-14; Registration: 144C/Plv L;
E2O: Redemption: 2026-05-14; Registration: 144J/Uve X;
PC: Redemption: 2026-05-14; Registration: 144E/Vcj J;
Net: Redemption: 2026-05-14; Registration: 144F/Wru Z;
Deal Comments
Vwgws. Dho Ynss Pwnjhwz 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jun 1, 2025
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-L | RZI | 115.000 | 8.50 | - | XXX | - | - | - | 72.00% | - | Ayhrzbri | OGUO | - | 155 | UQBX+155 | - | - |
B-D | ENC | 77.000 | 9.70 | - | BB | - | - | - | 44.00% | - | Nbzwbemi | WNTJ | - | 210 | PXTB+210 | - | - |
D-U | ZKZ | 48.000 | 1.00 | - | Y | - | - | - | 43.00% | - | Sxoyclql | IPSJ | 240-250 | 250 | PCYO+250 | - | - |
U-2-G | IMW | 4.000 | 1.20 | - | VVV- | - | - | - | 33.10% | - | Fxrrffwo | SZNA | - | 530 | JPHJ+530 | - | - |
U-1-I | PRX | 80.000 | 4.60 | - | WWW | - | - | - | 32.00% | - | Tpxfhcqr | EYXN | - | 365 | WACK+365 | - | - |
R-J | HKS | 460.000 | 7.10 | - | LLL | - | - | - | 81.00% | - | Fdmjfbom | XEUM | 155 | 155 | QYKK+155 | - | - |
Z-W | WNZ | 66.000 | 9.70 | - | JJ- | - | - | - | 3.30% | - | Gfjlxxcs | HYKN | - | 710 | NVXI+710 | - | - |
Tranche Comments
R-J: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144T/Ejr A;
Y-L: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144X/Wby X;
B-D: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144C/Wne Q;
D-U: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144P/Mff M;
U-1-I: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144M/Rka R;
U-2-G: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144D/Abw W;
Z-W: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144U/Alf E;
Deal Comments
Luwuw. Dwe Aupp Cuswwpj 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Feb 6, 2021