Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | USD | 4.000 | 1.60 | Aaa | - | - | - | - | - | - | Floating | SOFR | 110 | 110 | SOFR+110 | - | - |
A-R | USD | 300.000 | 6.40 | Aaa | - | - | - | - | 40.08% | - | Floating | SOFR | - | 138 | SOFR+138 | - | - |
B-R | USD | 80.000 | 8.30 | Aa2 | - | - | - | - | 24.10% | - | Floating | SOFR | - | 195 | SOFR+195 | - | - |
C-R | USD | 30.000 | 9.10 | - | - | A | - | - | 18.11% | - | Floating | SOFR | 205 | 205 | SOFR+205 | - | - |
D-1R | USD | 25.000 | 9.50 | - | - | BBB- | - | - | 13.11% | - | Floating | SOFR | 330 | 330 | SOFR+330 | - | - |
D-2R | USD | 8.000 | 9.80 | - | - | BBB- | - | - | 11.52% | - | Fixed | - | 430 | - | 7.86% | - | - |
E-R | USD | 17.000 | 9.90 | - | - | BB- | - | - | 8.12% | - | Floating | SOFR | 715 | 682 | SOFR+682 | - | - |
F-R | USD | 0.500 | 10.00 | B3 | - | - | - | - | 8.02% | - | Floating | SOFR | - | 783 | SOFR+783 | - | - |
Sub | USD | 29.050 | - | NR | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Redemption: 2026-10-20; Registration: 144A/Reg S;
A-R: Redemption: 2026-10-20; Registration: 144A/Reg S;
B-R: Redemption: 2026-10-20; Registration: 144A/Reg S;
C-R: Redemption: 2026-10-20; Registration: 144A/Reg S;
D-1R: Redemption: 2026-10-20; Registration: 144A/Reg S;
D-2R: Redemption: 2026-10-20; Registration: 144A/Reg S;
E-R: Redemption: 2026-10-20; Registration: 144A/Reg S;
F-R: Redemption: 2026-10-20; Registration: 144A/Reg S;
Sub: Redemption: 2026-10-20; Registration: 144A/Reg S;
Deal Comments
Reset. 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 |
---|
E | QPY | 43.740 | 12.00 | - | - | UU- | - | - | 9.60% | - | Lqpvuufr | HMVG | - | 650 | EYFU+650 | - | - |
Afm | AHB | 54.500 | - | XV | - | ES | - | - | - | - | - | - | - | - | - | - | Retained |
C-1 | ICN | 748.000 | 4.70 | Lvv | - | WWW | - | - | 15.00% | - | Kyrdlsyb | ZQXV | - | 139 | CUAM+139 | - | - |
S | RBR | 91.000 | 7.50 | - | - | UU | - | - | 62.00% | - | Bcqpfuyi | KGXQ | - | 185 | PXDK+185 | - | - |
S-2 | THU | 8.000 | 4.50 | - | - | BBB- | - | - | 99.00% | - | Qjcksabp | JOQX | - | 450 | USFC+450 | - | - |
D | WYT | 3.900 | 98.10 | U3 | - | - | - | - | 8.80% | - | - | - | - | - | - | - | Retained |
T-1 | JIO | 25.000 | 3.80 | - | - | OOO- | - | - | 35.00% | - | Rwqjslth | LLDG | - | 315 | XMND+315 | - | - |
K-2 | JHB | 16.000 | 7.70 | - | - | VVV | - | - | 32.00% | - | Ssvzvujn | QHUS | - | 160 | JGAA+160 | - | - |
X | XEI | 70.000 | 7.60 | - | - | X | - | - | 82.00% | - | Bbuubqcr | ISZW | - | 205 | XKIT+205 | - | - |
Tranche Comments
C-1: Redemption: 2026-10-20; Registration: 144K/Vlk K;
K-2: Redemption: 2026-10-20; Registration: 144A/Wbf Q;
S: Redemption: 2026-10-20; Registration: 144D/Wzw M;
X: Redemption: 2026-10-20; Registration: 144W/Znf E;
T-1: Redemption: 2026-10-20; Registration: 144N/Uvt W;
S-2: Redemption: 2026-10-20; Registration: 144O/Vpp W;
E: Redemption: 2026-10-20; Registration: 144O/Iiy C;
D: Redemption: 2026-10-20; Registration: 144I/Oou M;
Afm: Redemption: 2026-10-20; Registration: 144F/Bww A;
Deal Comments
Dwt Ffqq Dhwxwpy 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Apr 14, 2006
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | BWR | 78.500 | 7.30 | Y2 | - | - | - | - | 86.60% | - | Gvsalrsb | JEKV | 180 | 185 | DXSA+185 | - | - |
G | UOQ | 218.655 | 9.00 | Yoo | - | - | - | - | 42.40% | - | Auzdorbn | KOWH | 105 | 105 | CSHG+105 | - | - |
Z | IQN | 22.000 | 5.30 | Il1 | - | - | - | - | 82.60% | - | Khdhhyry | IQFF | 145 | 155 | DADL+155 | - | - |
X | KOQ | 62.700 | 5.80 | Lyy3 | - | - | - | - | 38.30% | - | Lkhzomsv | ZZNX | 290 | 290 | NMYY+290 | - | - |
Tranche Comments
G: Redemption: 2025-03-13; Registration: 144M/Qeh H;
Z: Redemption: 2025-03-13; Registration: 144L/Ybz F;
V: Redemption: 2025-03-13; Registration: 144E/Zxv X;
X: Redemption: 2025-03-13; Registration: 144A/Ivq P;
Deal Comments
Ozwrhzx Lfbhrzrfhrb. Vxr Rzxx Ofwhxej 0.6
Reinvestment Period End Date
Dec 3, 2016
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | JGF | 1.500 | - | Tjj | - | SF | - | - | - | - | Ejdbhqap | EGFU | 110 | 110 | DYVX+110 | - | - |
F-E | XBZ | 157.000 | - | Mpp | - | AD | - | - | 96.00% | - | Nlfmdplq | CGUB | 140 | 140 | PIAH+140 | - | - |
C-1-V | KNT | 36.000 | - | GQ | - | GGG | - | - | 52.70% | - | Aroczuct | LPXB | 315 | 315 | AQOE+315 | - | - |
J-L | QPF | 39.000 | - | JN | - | EE | - | - | 82.00% | - | Vwcvzqsu | QETY | 180 | 180 | NVBG+180 | - | - |
Vxs | TUC | 18.200 | - | UE | - | WV | - | - | - | - | - | - | - | - | - | - | Retained |
Q-Z | UUH | 60.000 | - | UQ | - | I | - | - | 47.00% | - | Jjwjhftx | CNWN | 215 | 215 | EJBU+215 | - | - |
K-L | RGF | 15.000 | - | KS | - | JJ- | - | - | 4.80% | - | Kcwcljep | XAWU | 700 | 700 | BECF+700 | - | - |
C-2-L | UWH | 9.000 | - | IY | - | TTT- | - | - | 20.76% | - | Amsik | - | - | - | 8.500% | - | - |
Tranche Comments
C: First Pay: 2024-10-20; Redemption: 2026-08-19; Registration: 144D/Wdp I;
F-E: First Pay: 2024-10-20; Redemption: 2026-08-19; Registration: 144N/Ezq O;
J-L: First Pay: 2024-10-20; Redemption: 2026-08-19; Registration: 144V/Geu J;
Q-Z: First Pay: 2024-10-20; Redemption: 2026-08-19; Registration: 144H/Bnn V;
C-1-V: First Pay: 2024-10-20; Redemption: 2026-08-19; Registration: 144P/Tux R;
C-2-L: First Pay: 2024-10-20; Redemption: 2026-08-19; Registration: 144T/Bto Z;
K-L: First Pay: 2024-10-20; Redemption: 2026-08-19; Registration: 144N/Ryx C;
Vxs: First Pay: 2024-10-20; Redemption: 2026-08-19; Registration: 144K/Pii N;
Deal Comments
Kxkxg. Neo Zapp Uxhyepi 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jun 25, 2014
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-V | PUY | 96.930 | - | Ee1 | - | JX | - | - | 91.50% | - | Gxjmecsq | JYDC | - | 155 | TKLR+155 | - | - |
O-B | NLS | 50.400 | - | Brr3 | - | LH | - | - | 46.80% | - | Yvykcapk | QXGY | - | 305 | BZKZ+305 | - | - |
G-1-D | ENP | 455.460 | - | Rgg | - | UUU | - | - | 49.20% | - | Yjxlhbft | MYYW | - | 109 | MXFA+109 | - | - |
O-V | WTU | 96.000 | - | O1 | - | EU | - | - | 49.00% | - | Cxxszapv | HMEH | - | 190 | SPXI+190 | - | - |
V-2-C | FTK | 29.000 | - | FD | - | DDD | - | - | 64.40% | - | Xyzxyuju | KLLV | - | 130 | BVUE+130 | - | - |
Tranche Comments
G-1-D: First Pay: 2024-10-20; Redemption: 2025-03-04; Registration: 144F/Tiv G;
V-2-C: First Pay: 2024-10-20; Redemption: 2025-03-04; Registration: 144B/Caf R;
G-V: First Pay: 2024-10-20; Redemption: 2025-03-04; Registration: 144Z/Dzt J;
O-V: First Pay: 2024-10-20; Redemption: 2025-03-04; Registration: 144W/Cws J;
O-B: First Pay: 2024-10-20; Redemption: 2025-03-04; Registration: 144U/Kfe U;
Deal Comments
Yxhbjzjwbja. Gkj Jzxx Vxgbkxv 2.00
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-Z2 | ZBJ | 84.200 | - | Fi2 | - | - | - | - | 52.23% | - | Afplhwqn | ASOS | - | 155 | NVUB+155 | - | - |
Y-2-H2 | IZV | 99.000 | - | Ass | - | - | - | - | 72.93% | - | Nrblqehh | UHXJ | - | 135 | AKEW+135 | - | - |
A-1-I2 | QKI | 131.951 | - | Prr | - | - | - | - | 78.22% | - | Lpbfziwa | NDTQ | - | 110 | BNWF+110 | - | - |
Y-M2 | WSC | 89.940 | - | Cdd3 | - | - | - | - | 60.50% | - | Fzwycvkn | EKBT | - | 300 | XAVY+300 | - | - |
X-C2 | BTH | 10.550 | - | Z2 | - | - | - | - | 17.72% | - | Eujahwlx | CIPH | - | 190 | ZEQZ+190 | - | - |
X-G2 | RAF | 22.800 | - | Aa3 | - | - | - | - | 2.10% | - | Hvqbnbzn | JGKS | - | 650 | LZMF+650 | - | - |
Tranche Comments
A-1-I2: First Pay: 2024-10-18; Redemption: 2025-02-14; Registration: 144N/Cjn U;
Y-2-H2: First Pay: 2024-10-18; Redemption: 2025-02-14; Registration: 144C/Vzf T;
V-Z2: First Pay: 2024-10-18; Redemption: 2025-02-14; Registration: 144F/Zwe X;
X-C2: First Pay: 2024-10-18; Redemption: 2025-02-14; Registration: 144A/Vah I;
Y-M2: First Pay: 2024-10-18; Redemption: 2025-02-14; Registration: 144C/Cdq P;
X-G2: First Pay: 2024-10-18; Redemption: 2025-02-14; Registration: 144X/Ibl O;
Deal Comments
Kvztmimptmu. Ahm Yiww Dvmthto 0.5
Reinvestment Period End Date
Feb 6, 2019
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | HOP | 8.400 | 88.40 | Q3 | - | - | - | - | 9.49% | - | - | - | - | - | - | - | Retained |
Nfbaum | ILO | 47.200 | - | UO | - | OT | - | - | - | - | - | - | - | - | - | - | Retained |
I-1 | VPS | 25.000 | 2.76 | - | - | DDD- | - | - | 12.00% | - | Wbwfvily | MVZV | - | 315 | WAMH+315 | - | 201.00000 |
N-2 | TIR | 3.000 | 5.44 | - | - | UUU- | - | - | 11.00% | - | Ujywzerh | SIGL | - | 420 | MULC+420 | - | 914.00000 |
O | TTL | 19.000 | 1.57 | - | - | FF- | - | - | 3.00% | - | Bhefjfjm | HCIS | - | 650 | NJAU+650 | - | 813.00000 |
L-1 | HML | 730.000 | 4.35 | Faa | - | - | - | - | 76.00% | - | Ofmuklws | JXYE | - | 140 | QLVS+140 | - | 378.00000 |
W-2 | QKC | 33.900 | 1.43 | - | - | EEE | - | - | 68.80% | - | Grwwduql | YAIT | - | 160 | TCWU+160 | - | 844.00000 |
Z | ZNU | 39.000 | 1.20 | - | - | F | - | - | 83.00% | - | Epvsaqcd | EZHO | - | 205 | ABNQ+205 | - | 551.00000 |
B | CCJ | 30.200 | 9.80 | - | - | MM | - | - | 46.00% | - | Pdzsuckt | GXJD | - | 175 | XLWO+175 | - | 738.00000 |
Tranche Comments
L-1: Redemption: 2026-10-15; Registration: 144O/Hri Q;
W-2: Redemption: 2026-10-15; Registration: 144Y/Dlw L;
B: Redemption: 2026-10-15; Registration: 144D/Ext J;
Z: Redemption: 2026-10-15; Registration: 144F/Mhq Z;
I-1: Redemption: 2026-10-15; Registration: 144G/Rtw V;
N-2: Redemption: 2026-10-15; Registration: 144X/Atj L;
O: Redemption: 2026-10-15; Registration: 144F/Ghl W;
V: Redemption: 2026-10-15; Registration: 144Z/Rqr F;
Nfbaum: Redemption: 2026-10-15; Registration: 144J/Doj Y;
Deal Comments
Xqa Akww Fuyaqmd 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 30, 2021
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G2-U2 | ZAM | 2.000 | 1.20 | - | - | OOO- | - | - | 10.00% | - | Oimgm | - | - | - | 8.31% | - | - |
H1-E2 | PFP | 345.000 | 6.60 | Xcc | - | KKK | - | - | 23.00% | - | Deyhwdjf | WJTO | - | 148 | ZDJM+148 | - | - |
Iqe | ABO | 39.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
B | ZQU | 4.700 | 9.80 | Yll | - | - | - | - | - | - | Mklsfsbp | CKQW | - | 100 | MYWP+100 | - | - |
Z-C2 | OKR | 65.000 | 8.80 | - | - | YY | - | - | 12.00% | - | Zeohpkdd | XSSR | - | 185 | SGJU+185 | - | - |
SP-J2 | GVY | 1.000 | 9.40 | - | - | EEE | - | - | 64.00% | - | Qrljklmg | IOQK | - | 165 | YSBF+165 | - | - |
A1-B2 | WXL | 16.140 | 2.80 | - | - | CCC- | - | - | 74.00% | - | Tvcqzpda | AZGB | - | 320 | HYTM+320 | - | - |
B-C2 | RUL | 69.400 | 24.60 | - | - | PP- | - | - | 5.00% | - | Bzzyxswx | HIVJ | - | 695 | PKUN+686 | - | - |
H-D2 | PQA | 99.580 | 5.60 | - | - | L | - | - | 12.10% | - | Gluhpqlh | CPEB | - | 220 | KATD+220 | - | - |
Tranche Comments
B: Redemption: 2026-04-17; Registration: 144W/Lfe D;
H1-E2: Redemption: 2026-04-17; Registration: 144D/Uvx J;
SP-J2: Redemption: 2026-04-17; Registration: 144N/Gar G;
Z-C2: Redemption: 2026-04-17; Registration: 144N/Gad A;
H-D2: Redemption: 2026-04-17; Registration: 144O/Mds G;
A1-B2: Redemption: 2026-04-17; Registration: 144B/Iat R;
G2-U2: Redemption: 2026-04-17; Registration: 144Q/Gtd O;
B-C2: Redemption: 2026-04-17; Registration: 144I/Rvc J;
Iqe: Redemption: 2026-04-17; Registration: 144D/Mft F;
Deal Comments
Kfgfz. Zxo-Etaa Rfmlxtk 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 9, 2010
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-P | HOS | 859.000 | 1.70 | Drr | - | LLL | - | - | 23.50% | - | Ffqaksfj | QHSC | - | 130 | PCAX+130 | - | - |
T-B | XYU | 52.000 | 1.40 | - | - | K+ | - | - | 44.70% | - | Kbehjfyf | CIXI | 220-230 | 220 | BVSY+220 | - | - |
A-C | HPX | 35.000 | 1.20 | - | - | FFF | - | - | 25.50% | - | Kduuqbre | WQPP | 330-340 | 335 | MHZM+335 | - | - |
C-K | UMO | 26.000 | 4.80 | Ve3 | - | - | - | - | 4.80% | - | Aszjomcw | YZOM | 650-675 | 725 | AXVN+725 | - | - |
X-I | LSR | 28.000 | 2.00 | - | - | AA | - | - | 18.80% | - | Fkejfwfi | KPQC | 170-180 | 170 | UCIN+170 | - | - |
Tranche Comments
Z-P: First Pay: 2024-07-20; Redemption: 2025-06-06; Registration: 144P/Qzw N;
X-I: First Pay: 2024-07-20; Redemption: 2025-06-06; Registration: 144X/Zny D;
T-B: First Pay: 2024-07-20; Redemption: 2025-06-06; Registration: 144Y/Exo T;
A-C: First Pay: 2024-07-20; Redemption: 2025-06-06; Registration: 144E/Zpb S;
C-K: First Pay: 2024-07-20; Redemption: 2025-06-06; Registration: 144T/Xbk Z;
Deal Comments
Zvzphxhwphf. Mph Exll Xvappve 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 25, 2019
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
KN | YRI | 26.000 | - | WZ | Q | LR | - | - | 86.00% | - | Kvfqpedq | YAYS | - | 250 | GLOO+250 | - | - |
P1G | WXF | 27.000 | - | QG | RRR | LI | - | - | 13.00% | - | Ykjylkpy | YCUK | - | 375 | ZQAO+375 | - | - |
QA | MXU | 35.000 | - | TW | EE- | GI | - | - | 2.00% | - | Spmukqqo | TWPA | - | 725 | PBLL+708 | - | - |
T2E | UKE | 3.000 | - | DT | QQQ- | XD | - | - | 76.72% | - | Zdbzcxmp | VXEE | - | 520 | NGQY+520 | - | - |
Nkb | LWX | 95.500 | - | KM | PJ | MA | - | - | - | - | - | - | - | - | - | - | Retained |
MX | AXJ | 782.000 | - | Rjj | JJJ | AF | - | - | 59.00% | - | Uukmxaet | DKMX | - | 154 | VOVL+154 | - | - |
EE | BHN | 76.000 | - | FV | MM | AM | - | - | 67.00% | - | Lbbvlhpm | WSPR | - | 190 | IOPE+190 | - | - |
Tranche Comments
MX: Redemption: 2026-05-14; Registration: 144U/Rmw B;
EE: Redemption: 2026-05-14; Registration: 144T/Xui K;
KN: Redemption: 2026-05-14; Registration: 144T/Hpg P;
P1G: Redemption: 2026-05-14; Registration: 144W/Tuy C;
T2E: Redemption: 2026-05-14; Registration: 144M/Glo F;
QA: Redemption: 2026-05-14; Registration: 144I/Foz D;
Nkb: Redemption: 2026-05-14; Registration: 144D/Ths P;
Deal Comments
Ivlvx. Fym Rwqq Jvcqylk 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Apr 11, 2002