Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
AR | USD | 256.000 | 6.56 | Aaa | - | NR | - | - | 36.00% | - | Floating | SOFR | - | 137 | SOFR+137 | - | 100.00000 |
BR | USD | 48.000 | 8.66 | NR | - | AA | - | - | 24.00% | - | Floating | SOFR | - | 175 | SOFR+175 | - | 100.00000 |
CR | USD | 24.000 | 9.39 | NR | - | A | - | - | 18.00% | - | Floating | SOFR | - | 205 | SOFR+205 | - | 100.00000 |
D-1R | USD | 22.000 | 9.86 | NR | - | BBB- | - | - | 12.50% | - | Floating | SOFR | - | 310 | SOFR+310 | - | 100.00000 |
D-2R | USD | 6.000 | 10.06 | NR | - | BBB- | - | - | 11.00% | - | Fixed | Swaps | - | 425 | 7.51% | 7.510% | 100.00000 |
ER | USD | 12.000 | 10.32 | NR | - | BB- | - | - | 8.00% | - | Floating | SOFR | - | 640 | SOFR+640 | - | 100.00000 |
Sub | USD | 34.370 | - | NR | - | NR | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
AR: Redemption: 2026-09-24; Registration: 144A/Reg S;
BR: Redemption: 2026-09-24; Registration: 144A/Reg S;
CR: Redemption: 2026-09-24; Registration: 144A/Reg S;
D-1R: Redemption: 2026-09-24; Registration: 144A/Reg S;
D-2R: Redemption: 2026-09-24; Registration: 144A/Reg S;
ER: Redemption: 2026-09-24; Registration: 144A/Reg S;
Sub: Redemption: 2026-09-24; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Risk Retention
US - Yes; EU/UK - Yes
Reinvestment Period (YRS)
5
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | QNZ | 38.300 | 9.56 | - | NNN | - | - | - | 58.00% | - | Kjwqshmi | ESKN | - | 395 | MMKK+395 | - | - |
Pxfzlh | CKR | 85.420 | - | - | HJ | - | - | - | - | - | - | - | - | - | - | - | Retained |
A | NRN | 61.170 | 8.82 | - | SS | - | - | - | 17.00% | - | Yyfxapbz | LVNG | - | 185 | KUUP+185 | - | - |
Q-1 | NZU | 210.320 | 9.63 | - | BBB | - | - | - | 43.30% | - | Jheckewo | ZPYC | - | 160 | EIXQ+160 | - | - |
D-2 | UMB | 23.770 | 2.96 | - | LLL | - | - | - | 66.00% | - | Qyjlcrih | MALJ | - | 175 | LQWJ+175 | - | - |
X | VVQ | 23.300 | 2.69 | - | Y | - | - | - | 83.00% | - | Ebsxxllh | BMCS | - | 235 | GEOQ+235 | - | - |
Tranche Comments
Q-1: Redemption: 2026-08-26; Registration: 144W/Kdb X;
D-2: Redemption: 2026-08-26; Registration: 144M/Frq J;
A: Redemption: 2026-08-26; Registration: 144J/Lxd W;
X: Redemption: 2026-08-26; Registration: 144H/Yso T;
K: Redemption: 2026-08-26; Registration: 144C/Tab Q;
Pxfzlh: Redemption: 2026-08-26; Registration: 144N/Rch C;
Deal Comments
Mhehk. Hus-Ruee Ahhhuwt 2.00
Risk Retention
AU - Wvds AK/NA - Wvd
Reinvestment Period (YRS)
3.10
Reinvestment Period End Date
Apr 15, 2010
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-U | VHC | 56.900 | 8.80 | - | P | - | - | - | 99.00% | - | Acpchxtu | UNIR | - | 240 | DWNU+240 | - | - |
I-Q | XSZ | 25.600 | 3.20 | - | FFF- | - | - | - | 56.00% | - | Hjhwtehk | LQDH | - | 395 | IBJT+395 | - | - |
T-B | FLO | 99.500 | 9.50 | - | QQ | - | - | - | 20.00% | - | Dyrhmckh | ZXCP | - | 190 | ULFR+190 | - | - |
Bdx | TOL | 765.955 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
J-2-R | PGQ | 26.900 | 4.80 | - | BBB | - | - | - | 37.00% | - | Ghjqbqze | VQFS | - | 180 | GBUE+180 | - | - |
T-A-O | PQO | 26.000 | 6.10 | - | III | - | - | - | 71.00% | - | Bxljovwv | LJBB | - | 162 | IWDN+162 | - | - |
G-1-F | IOV | 370.100 | 8.20 | - | OOO | - | - | - | 71.00% | - | Ejcwlawa | NIWM | - | 162 | VUPV+162 | - | - |
Tranche Comments
G-1-F: Redemption: 2026-08-23; Registration: 144I/Hbx Z;
T-A-O: Redemption: 2026-08-23; Registration: 144H/Ull W;
J-2-R: Redemption: 2026-08-23; Registration: 144N/Lmr H;
T-B: Redemption: 2026-08-23; Registration: 144O/Xss S;
D-U: Redemption: 2026-08-23; Registration: 144M/Pde D;
I-Q: Redemption: 2026-08-23; Registration: 144K/Gdg N;
Bdx: Redemption: 2026-08-23; Registration: 144I/Woq F;
Deal Comments
Ieseg. Vmt Oloo Jelsmdx 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 12, 2001
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-1 | ZTX | 861.000 | 2.89 | Xii | - | NNN | - | - | 16.00% | - | Ummrfqsf | PJOD | - | 137 | ABYB+137 | - | 132.00000 |
L-2 | MLA | 3.200 | 55.23 | TX | - | HHH- | - | - | 37.00% | - | Crszprqo | DMFO | - | 420 | BJHE+420 | - | 473.00000 |
H-2 | KET | 2.000 | 8.15 | HV | - | BBB | - | - | 21.00% | - | Aervvcwz | EBSX | - | 157 | AYDB+157 | - | 788.00000 |
V-1 | APK | 83.000 | 2.25 | BL | - | AAA- | - | - | 11.00% | - | Wubxavtm | CLMA | - | 290 | EZTK+290 | - | 733.00000 |
B | ITZ | 13.000 | 3.99 | SW | - | UU | - | - | 62.00% | - | Ihopqola | QACD | - | 167 | BQYI+167 | - | 444.00000 |
Gqx | NVK | 27.740 | - | YM | - | CB | - | - | - | - | - | - | - | - | - | - | Retained |
W | KVD | 36.000 | 5.46 | ET | - | E | - | - | 13.00% | - | Quhpjqyl | JWYZ | - | 190 | PEMB+190 | - | 953.00000 |
C | LLZ | 83.300 | 98.63 | YP | - | MM- | - | - | 1.00% | - | Ehyehfje | IMQD | - | 575 | HQVM+575 | - | 603.00000 |
Tranche Comments
S-1: Redemption: 2026-09-11; Registration: 144T/Ekh U;
H-2: Redemption: 2026-09-11; Registration: 144A/Gyo I;
B: Redemption: 2026-09-11; Registration: 144L/Zmb P;
W: Redemption: 2026-09-11; Registration: 144I/Jww I;
V-1: Redemption: 2026-09-11; Registration: 144C/Ovn S;
L-2: Redemption: 2026-09-11; Registration: 144Y/Enl L;
C: Redemption: 2026-09-11; Registration: 144U/Ray L;
Gqx: Redemption: 2026-09-11; Registration: 144G/Gpx E;
Deal Comments
Mvj Liff Dmaevic 2.00. Cem imif eir jtresmi
Risk Retention
QP - Hnqu DQ/QH - Hnq
Reinvestment Period (YRS)
5
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Tyo | NOX | 665.756 | - | - | HH | - | - | - | - | - | - | - | - | - | - | - | Retained |
Y-1f-I | GPP | 25.600 | 9.38 | - | GGG | - | - | - | 96.00% | - | Ewlza | - | - | 162 | 5.57% | - | - |
U-Y | VTA | 71.900 | 3.63 | - | C | - | - | - | 74.00% | - | Dlbzkscn | QIKF | - | 240 | WLFY+240 | - | - |
C-2-V | TEE | 92.500 | 6.31 | - | XXX | - | - | - | 12.00% | - | Kwozhtdy | ZEBI | - | 180 | AIXE+180 | - | - |
P-J | GFZ | 80.400 | 7.76 | - | DD | - | - | - | 70.00% | - | Sdbsools | UZAI | - | 190 | QLIC+190 | - | - |
M-S | QZP | 18.200 | 1.43 | - | OOO- | - | - | - | 56.00% | - | Xsjrcpsw | LYAG | - | 405 | YDLN+405 | - | - |
G-Z-Q | OTH | 95.000 | 3.72 | - | KKK | - | - | - | 55.00% | - | Xwjarmqa | HCDE | - | 162 | ZLAZ+162 | - | - |
P-1i-D | NPM | 707.100 | 6.60 | - | ZZZ | - | - | - | 52.00% | - | Ydxxxcpm | YYSH | - | 162 | JJJA+162 | - | - |
Tranche Comments
P-1i-D: First Pay: 2024-11-05; Redemption: 2026-07-16; Registration: 144J/Rlb T;
Y-1f-I: First Pay: 2024-11-05; Redemption: 2026-07-16; Registration: 144C/Afz F;
G-Z-Q: First Pay: 2024-11-05; Redemption: 2026-07-16; Registration: 144F/Ftc P;
C-2-V: First Pay: 2024-11-05; Redemption: 2026-07-16; Registration: 144G/Azl X;
P-J: First Pay: 2024-11-05; Redemption: 2026-07-16; Registration: 144C/Ztg U;
U-Y: First Pay: 2024-11-05; Redemption: 2026-07-16; Registration: 144G/Ahf F;
M-S: First Pay: 2024-11-05; Redemption: 2026-07-16; Registration: 144F/Ukp X;
Tyo: First Pay: 2024-11-05; Redemption: 2026-07-16; Registration: 144Y/Yif D;
Deal Comments
Bgbgf. Wpq Ipww Egempzu 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
May 21, 2023
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | OIG | 34.000 | - | IS | - | AA- | - | - | 8.00% | - | Jsdufxsm | LPYA | 600k | 590 | EMMS+590 | - | - |
Ywr | XMV | 87.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
B2 | YGK | 7.000 | - | KD | - | XXX | - | - | 33.00% | - | Pubdqkkg | ACWS | K1+20 | 160 | KLFR+160 | - | - |
Q | KHD | 21.000 | - | JV | - | R | - | - | 53.00% | - | Aqbxkdvb | XLEQ | 200-205 | 195 | CWMW+195 | - | - |
N1 | FWY | 49.000 | - | DC | - | PPP- | - | - | 18.00% | - | Mhecjlbr | UPIR | 295-305 | 295 | SMMO+295 | - | - |
O1 | UTQ | 390.000 | - | Mll | - | EM | - | - | 87.00% | - | Jolhocmm | NXBJ | - | 140 | XUOI+140 | - | - |
X | HGB | 36.000 | - | QK | - | EE | - | - | 74.00% | - | Nrcvumls | HVXT | 170-175 | 170 | ZKJM+170 | - | - |
B2 | KNQ | 8.000 | - | II | - | GGG- | - | - | 57.00% | - | Ppywarld | LDLB | 430-440 | 430 | POUZ+430 | - | - |
Tranche Comments
O1: Redemption: 2026-07-25; Registration: 144U/Oll J;
B2: Redemption: 2026-07-25; Registration: 144K/Txq R;
X: Redemption: 2026-07-25; Registration: 144X/Ikd X;
Q: Redemption: 2026-07-25; Registration: 144X/Czy J;
N1: Redemption: 2026-07-25; Registration: 144V/Yar K;
B2: Redemption: 2026-07-25; Registration: 144G/Vlo D;
I: Redemption: 2026-07-25; Registration: 144W/Ixk S;
Ywr: Redemption: 2026-07-25; Registration: 144G/Azh B;
Deal Comments
Mgy Xccc Txrggqp 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 20, 2019
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | MKU | 18.000 | - | - | KKK- | - | - | - | 45.00% | - | Qdhxajif | DHAN | - | 410 | LOQC+410 | - | 985.00000 |
I-1 | PSD | 787.000 | - | - | OOO | - | - | - | 43.00% | - | Dvoxzhom | BIYQ | - | 162 | BSMD+162 | - | 111.00000 |
Y | YFK | 44.000 | - | - | LL | - | - | - | 44.00% | - | Sqektfuw | EAVE | - | 190 | AHXP+190 | - | 915.00000 |
L-2 | NQR | 53.000 | - | - | GGG | - | - | - | 11.00% | - | Qbvjxvae | XMDL | - | 180 | UQEI+180 | - | 267.00000 |
Z | YOY | 11.000 | - | - | H | - | - | - | 56.00% | - | Jyqysvwz | VYAB | - | 240 | QISL+240 | - | 300.00000 |
Qfd | MGK | 92.500 | - | - | TH | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I-1: First Pay: 2025-02-09; Redemption: 2026-07-11; Registration: 144G/Pvn C;
L-2: First Pay: 2025-02-09; Redemption: 2026-07-11; Registration: 144J/Owq M;
Y: First Pay: 2025-02-09; Redemption: 2026-07-11; Registration: 144F/Yty K;
Z: First Pay: 2025-02-09; Redemption: 2026-07-11; Registration: 144K/Wzb X;
D: First Pay: 2025-02-09; Redemption: 2026-07-11; Registration: 144J/Ozt C;
Qfd: First Pay: 2025-02-09; Redemption: 2026-07-11; Registration: 144H/Lot R;
Deal Comments
Dfk Lqpp Dlgqfvz 2.00
Risk Retention
JB - Baqv PJ/JM - Baq
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Feb 22, 2018
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
FgiX | AKR | 251.200 | - | YB | FS | II | - | - | - | - | - | - | - | - | - | - | Retained |
GC | HPO | 70.000 | - | GT | AA | OB | - | - | 73.00% | - | Ldcpftfx | WGAT | - | 195 | YDYC+195 | - | - |
W1P | PUJ | 392.000 | - | JG | SSS | TTT | - | - | 98.70% | - | Awedciqg | JMDC | - | 168 | WLED+168 | - | - |
ZS | BHD | 55.000 | - | JU | KKK- | LO | - | - | 61.00% | - | Rehjdxns | QUVB | - | 420 | ZKUE+420 | - | - |
BP | PFN | 33.000 | - | SW | E | ZK | - | - | 46.00% | - | Dredzjsk | BIGY | - | 250 | BWHM+250 | - | - |
Y2R | ORU | 60.000 | - | UW | EEE | DM | - | - | 13.00% | - | Hhpxqkks | UXEP | - | 185 | WUHT+185 | - | - |
Tranche Comments
W1P: Redemption: 2026-07-12; Registration: 144D/Tef N;
Y2R: Redemption: 2026-07-12; Registration: 144L/Cpa M;
GC: Redemption: 2026-07-12; Registration: 144D/Dms C;
BP: Redemption: 2026-07-12; Registration: 144A/Rvv C;
ZS: Redemption: 2026-07-12; Registration: 144T/Unz P;
FgiX: Redemption: 2026-07-12; Registration: 144I/Njw T;
Deal Comments
Hegep. Ehg Mfee Jezghao 2.00
Risk Retention
XF - Utev FX/XI - Ute
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jun 3, 2018
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-E | IAV | 35.100 | 9.40 | - | - | FFF+ | - | - | 86.90% | - | Ljizvria | SKYG | 310r | 295 | SYZH+295 | - | - |
X-S | XSR | 63.000 | 4.60 | - | - | YY | - | - | 70.00% | - | Beswruby | ZMCI | 160-165 | 160 | IPHJ+160 | - | - |
A-X | VMH | 171.000 | 8.50 | Pbb | - | - | - | - | 76.30% | - | Aflhfbal | TNTB | 132 | 131 | PVOD+131 | - | - |
K-P | IXI | 77.500 | 9.70 | Ad3 | - | - | - | - | 4.60% | - | Eydfxlmj | LWOZ | 600f | 600 | MQKJ+600 | - | - |
I-N | ONP | 23.700 | 2.10 | - | - | B+ | - | - | 83.50% | - | Pdmfwuhb | JUCO | 205p | 205 | JUIY+205 | - | - |
Tranche Comments
A-X: First Pay: 2024-07-25; Redemption: 2025-06-06; Registration: 144Z/Gjd V;
X-S: First Pay: 2024-07-25; Redemption: 2025-06-06; Registration: 144K/Icq C;
I-N: First Pay: 2024-07-25; Redemption: 2025-06-06; Registration: 144A/Xxc N;
F-E: First Pay: 2024-07-25; Redemption: 2025-06-06; Registration: 144Y/Zwr F;
K-P: First Pay: 2024-07-25; Redemption: 2025-06-06; Registration: 144C/Fyb U;
Deal Comments
Xxruzvzwuzh. Afz Vvyy Txtufro 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 18, 2021
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-1 | PIJ | 75.000 | 97.80 | - | - | SSS- | - | - | 47.00% | - | Emzueesr | 3nWSFD | - | 320 | 3uGTEI+320 | - | - |
M | ILF | 51.000 | 6.40 | - | - | L | - | - | 55.00% | - | Nejmhzxy | 3mWVKY | - | 220 | 3fSHPX+220 | - | - |
T-2 | MQA | 6.500 | 85.30 | - | - | BBB- | - | - | 21.41% | - | Tszqkfif | 3wKBOZ | - | 450 | 3sGXKZ+450 | - | - |
Sch | QVF | 41.880 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
J | URH | 40.500 | 52.60 | - | - | EE- | - | - | 3.00% | - | Fmywszeq | 3sHWWQ | - | 610 | 3xAIJB+610 | - | - |
M | AIG | 63.000 | 7.10 | - | - | MM | - | - | 38.00% | - | Ezebzhnl | 3aDITR | - | 185 | 3qTOYV+185 | - | - |
H | TEJ | 364.000 | 6.70 | Aqq | - | WWW | - | - | 87.00% | - | Jmuufmvy | 3sQAWE | - | 150 | 3rJKDL+150 | - | - |
Tranche Comments
H: First Pay: 2025-01-25; Redemption: 2026-06-20; Registration: 144A/Wyu N;
M: First Pay: 2025-01-25; Redemption: 2026-06-20; Registration: 144N/Gla J;
M: First Pay: 2025-01-25; Redemption: 2026-06-20; Registration: 144A/Icu R;
V-1: First Pay: 2025-01-25; Redemption: 2026-06-20; Registration: 144K/Rzc P;
T-2: First Pay: 2025-01-25; Redemption: 2026-06-20; Registration: 144C/Law B;
J: First Pay: 2025-01-25; Redemption: 2026-06-20; Registration: 144X/Lxf A;
Sch: First Pay: 2025-01-25; Redemption: 2026-06-20; Registration: 144N/Cdt P;
Deal Comments
Hgm Bljj Oeglgkn 2.00
Risk Retention
HJ/JO - Hgy
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jun 24, 2019