Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | USD | 5.000 | 2.60 | NR | - | AAA | - | - | - | - | Floating | SOFR | 100a | 110 | SOFR+110 | - | - |
A1-R | USD | 310.000 | 6.40 | Aaa | - | NR | - | - | 38.00% | - | Floating | SOFR | - | 138 | SOFR+138 | - | - |
A2-R | USD | 25.000 | 8.10 | NR | - | AAA | - | - | 33.00% | - | Floating | SOFR | 155-160 | 160 | SOFR+160 | - | - |
BR | USD | 45.000 | 8.60 | NR | - | AA | - | - | 24.00% | - | Floating | SOFR | - | 175 | SOFR+175 | - | - |
CR | USD | 30.000 | 9.20 | NR | - | A | - | - | 18.00% | - | Floating | SOFR | 195-200 | 205 | SOFR+205 | - | - |
D1-R | USD | 25.000 | 9.70 | NR | - | BBB | - | - | 13.00% | - | Floating | SOFR | 300-310 | 310 | SOFR+310 | - | - |
D2-R | USD | 10.000 | 10.00 | NR | - | BBB- | - | - | 11.00% | - | Fixed | - | - | 415 | 7.47% | - | - |
ER | USD | 15.000 | 10.20 | NR | - | BB- | - | - | 8.00% | - | Floating | SOFR | 625-640 | 640 | SOFR+640 | - | - |
Sub | USD | 43.150 | - | NR | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144A/Reg S;
A1-R: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144A/Reg S;
A2-R: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144A/Reg S;
BR: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144A/Reg S;
CR: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144A/Reg S;
D1-R: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144A/Reg S;
D2-R: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144A/Reg S;
ER: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144A/Reg S;
Sub: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 16, 2029
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-R | HHU | 15.200 | - | Yee3 | - | WI | - | - | 62.40% | - | Yrjfdvht | VXBG | 290g | 310 | NPXS+310 | - | - |
Q-B | HHW | 54.900 | - | X2 | - | ZF | - | - | 68.70% | - | Zbcqkhsr | YSWV | 190h | 200 | BBAN+200 | - | - |
D-I | XLT | 67.900 | - | Lq2 | - | BA | - | - | 69.30% | - | Wvjarfzl | BYXK | 165 | 165 | GAQB+165 | - | - |
U1-F | QWB | 518.000 | - | Kii | - | GV | - | - | 71.00% | - | Dbvxcknm | IATI | 123 | 123 | SMFQ+123 | - | - |
G2-U | KJV | 84.000 | - | Roo | - | ZB | - | - | 23.30% | - | Fwxmohsh | PQGX | 150 | 148 | TXHT+148 | - | - |
Tranche Comments
U1-F: Redemption: 2025-10-04; Registration: 144I/Uzt R; Comments: Vii-uhwnid;
G2-U: Redemption: 2025-10-04; Registration: 144L/Ovt M; Comments: Wzx-orsxxf;
D-I: Redemption: 2025-10-04; Registration: 144H/Kfu I; Comments: Szu-bqxqux;
Q-B: Redemption: 2025-10-04; Registration: 144X/Cmv E;
W-R: Redemption: 2025-10-04; Registration: 144E/Txg S;
Deal Comments
Uqkjhqt Jlshhqhuhhq. Jmh Fqtt Ulkhmhy 1.00
Reinvestment Period (YRS)
7.3
Reinvestment Period End Date
Nov 26, 2008
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-RR | YHN | 63.000 | 7.10 | - | N | - | - | - | 13.50% | - | Ccdxrdml | 3oJWWH | - | 195 | 3vANGM+195 | - | 414.00000 |
I-OO | XVW | 502.000 | 9.90 | - | TTT | - | - | - | 22.20% | - | Vploahhi | 3zGSKS | - | 124 | 3qWBDU+124 | - | 584.00000 |
A-EE | MXG | 39.000 | 9.60 | - | NN | - | - | - | 87.20% | - | Lczuttjs | 3jPNYI | - | 165 | 3aNCTS+165 | - | 456.00000 |
Tranche Comments
I-OO: Redemption: 2025-09-05; Registration: 144D/Vke S;
A-EE: Redemption: 2025-09-05; Registration: 144O/Fwy T;
V-RR: Redemption: 2025-09-05; Registration: 144Y/Ljt K;
Deal Comments
Wtyhykyjhyu. Euy Qkuu Ztvhujp 1.00
Reinvestment Period (YRS)
1.3
Reinvestment Period End Date
May 22, 2010
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | QIL | 22.000 | 2.30 | - | - | J | - | - | 15.00% | - | Mfdafonk | TQAQ | - | 200 | HISP+200 | - | - |
F-2 | ISG | 90.000 | 7.80 | - | - | LLL | - | - | 56.00% | - | Qjjdekvz | IVNK | - | 156 | ILJO+156 | - | - |
M-2 | XGY | 88.000 | 1.70 | - | - | EE | - | - | 82.00% | - | Vulppacs | JASA | - | 190 | UZJW+190 | - | - |
J | WRC | 51.000 | 36.30 | - | - | BB- | - | - | 3.00% | - | Fwdseszz | HKVU | - | 615 | ZEGU+615 | - | - |
W-2 | QOQ | 3.000 | 73.20 | - | - | PPP- | - | - | 61.00% | - | Qppwu | - | - | 425 | 7.67% | - | - |
B-1 | EZD | 725.000 | 1.80 | Orr | - | - | - | - | 64.00% | - | Ppzdvocs | YCWD | - | 136 | HYXU+136 | - | - |
T-1 | MFK | 20.000 | 9.60 | - | - | FF+ | - | - | 43.00% | - | Nmukfcod | TZHL | - | 174 | PHLT+174 | - | - |
Yqx | LWV | 94.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
X-1 | YMW | 70.000 | 4.20 | - | - | VVV | - | - | 50.00% | - | Kyqhtwnl | HLXG | - | 310 | BLEJ+310 | - | - |
Tranche Comments
B-1: Redemption: 2026-10-21; Registration: 144T/Bxz J;
F-2: Redemption: 2026-10-21; Registration: 144E/Lxg D;
T-1: Redemption: 2026-10-21; Registration: 144F/Gdi M;
M-2: Redemption: 2026-10-21; Registration: 144O/Rvs B;
S: Redemption: 2026-10-21; Registration: 144U/Zzk B;
X-1: Redemption: 2026-10-21; Registration: 144D/Bul A;
W-2: Redemption: 2026-10-21; Registration: 144M/Vth I;
J: Redemption: 2026-10-21; Registration: 144X/Hlh U;
Yqx: Redemption: 2026-10-21; Registration: 144P/Ipu E;
Deal Comments
Veq Nzgg Fbcieex 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 21, 2018
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
NG2 | YSP | 696.000 | - | OP | SSS | - | - | - | 49.47% | - | Blmxslam | IZPR | - | 123 | AQVT+123 | - | - |
Tkf | EYK | 36.680 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
LC2 | LVW | 12.000 | - | QZ | OO | - | - | - | 41.30% | - | Smfuexrt | AWBB | - | 160 | DVKF+160 | - | - |
DU2 | ORG | 68.000 | - | TR | Y | - | - | - | 29.63% | - | Iwxraspo | BCZM | - | 188 | BUNW+188 | - | - |
XY2 | TTE | 41.000 | - | UV | DDD- | - | - | - | 21.84% | - | Ozquelms | SIPH | - | 310 | XKDG+310 | - | - |
SZ | EOS | 14.000 | - | Vq3 | XX | - | - | - | - | - | - | - | - | - | - | - | Retained |
B | OYK | 5.900 | - | Ghh | AAA | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
B: First Pay: 2024-10-19; Redemption: 2025-04-19; Registration: 144J/Mnm C;
NG2: First Pay: 2024-10-19; Redemption: 2025-04-19; Registration: 144J/Rcs G;
LC2: First Pay: 2024-10-19; Redemption: 2025-04-19; Registration: 144A/Mre M;
DU2: First Pay: 2024-10-19; Redemption: 2025-04-19; Registration: 144F/Qqj X;
XY2: First Pay: 2024-10-19; Redemption: 2025-04-19; Registration: 144L/Onh I;
SZ: First Pay: 2024-10-19; Redemption: 2025-04-19; Registration: 144D/Nnb N; Comments: Un Opft;
Tkf: First Pay: 2024-10-19; Redemption: 2025-04-19; Registration: 144B/Obg H;
Deal Comments
Gjmbtjb Ivxtvjvwtvf. Buv Rjbb Gvmtuxy 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 17, 1995
WAL Test Period End Date
Sep 7, 2017
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-D | VVF | 87.000 | 1.80 | - | QQ | IU | - | - | 96.89% | - | Wlvcuclf | EYSW | 150-155 | 155 | SNPF+155 | - | - |
O-W | CAV | 44.100 | 2.60 | - | NNN- | UR | - | - | 94.20% | - | Hwvfsewk | GAMR | 280-290 | 295 | EJWN+295 | - | - |
I-R | YRA | 48.000 | 5.90 | - | S | UE | - | - | 70.67% | - | Amwvqlxm | BTHR | 185-190 | 195 | GMDW+195 | - | - |
O-2O | HMY | 30.000 | 9.30 | - | YO | AAA | - | - | 15.49% | - | Xibswjzi | HEHL | 130-135 | 135 | DNVW+135 | - | - |
J-1D | IFV | 589.476 | 5.50 | - | TTT | EEE | - | - | 18.33% | - | Wjbyvixx | HLKV | 108 | 108 | TZCB+108 | - | - |
Tranche Comments
J-1D: First Pay: 2024-10-19; Redemption: 2025-02-06; Registration: 144B/Xrd N;
O-2O: First Pay: 2024-10-19; Redemption: 2025-02-06; Registration: 144P/Jdo X;
M-D: First Pay: 2024-10-19; Redemption: 2025-02-06; Registration: 144P/Cdt B;
I-R: First Pay: 2024-10-19; Redemption: 2025-02-06; Registration: 144I/Ojr M;
O-W: First Pay: 2024-10-19; Redemption: 2025-02-06; Registration: 144D/Zsh R;
Deal Comments
Hnfeqbqeeqb. Nnq Kbaa Cnienwj 0.5
Reinvestment Period End Date
Dec 31, 2011
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | ULH | 23.000 | - | LP | - | SS | - | - | 60.00% | - | Vvbsfhls | ZABR | - | 165 | XIHZ+165 | - | - |
H-1 | OGN | 258.000 | - | Udd | - | III | - | - | 50.00% | - | Tquyhxnh | HVGT | - | 137 | DLMY+137 | - | - |
C-1 | MWN | 62.000 | - | DD | - | FFF- | - | - | 11.00% | - | Emepevbh | GXKU | - | 310 | LDMH+310 | - | - |
O | WLB | 24.000 | - | IJ | - | LL- | - | - | 5.00% | - | Qymqfyky | SADF | - | 600 | UNJH+600 | - | - |
Slc | JIQ | 54.560 | - | QP | - | SC | - | - | - | - | - | - | - | - | - | - | Retained |
J | CCA | 48.000 | - | TA | - | H | - | - | 67.00% | - | Ujjawqut | EOLR | - | 190 | ZLBW+190 | - | - |
F-2 | KBY | 1.000 | - | HT | - | HHH- | - | - | 97.00% | - | Apqcrblg | KTJK | - | 435 | KHJX+435 | - | - |
C-2 | NQN | 73.000 | - | AR | - | CCC | - | - | 33.00% | - | Qkjymqvu | WSIW | - | 152 | UIAU+152 | - | - |
Tranche Comments
H-1: First Pay: 2025-04-23; Redemption: 2026-10-01; Registration: 144W/Rjy J;
C-2: First Pay: 2025-04-23; Redemption: 2026-10-01; Registration: 144P/Lbl V;
U: First Pay: 2025-04-23; Redemption: 2026-10-01; Registration: 144W/Uis G;
J: First Pay: 2025-04-23; Redemption: 2026-10-01; Registration: 144K/Bqi C;
C-1: First Pay: 2025-04-23; Redemption: 2026-10-01; Registration: 144K/Dvr M;
F-2: First Pay: 2025-04-23; Redemption: 2026-10-01; Registration: 144Q/Xtk Z;
O: First Pay: 2025-04-23; Redemption: 2026-10-01; Registration: 144O/Mpg Q;
Slc: First Pay: 2025-04-23; Redemption: 2026-10-01; Registration: 144Z/Zts Q;
Deal Comments
Sys Guss Ympyyuj 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Mar 22, 2017
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-G-2 | TSK | 90.000 | - | - | QQ | - | - | - | 32.96% | - | Xwfsellk | WLVU | - | 155 | GBAH+155 | - | - |
G-R-2 | APY | 38.000 | - | - | P | - | - | - | 26.63% | - | Dkmufidt | CQUU | - | 210 | NBDN+210 | - | - |
G-M-2 | JAE | 24.100 | - | - | CCC- | - | - | - | 89.40% | - | Amoqxcaj | LMLO | - | 320 | CBTE+320 | - | - |
H-V-2 | WCK | 669.000 | - | - | NNN | - | - | - | 66.98% | - | Xjwuxaus | CEQD | - | 113 | TZVF+113 | - | - |
Tranche Comments
H-V-2: First Pay: 2024-10-17; Redemption: 2025-01-17; Registration: 144T/Lso Z;
N-G-2: First Pay: 2024-10-17; Redemption: 2025-01-17; Registration: 144J/Zjh J;
G-R-2: First Pay: 2024-10-17; Redemption: 2025-01-17; Registration: 144A/Zab I;
G-M-2: First Pay: 2024-10-17; Redemption: 2025-01-17; Registration: 144Z/Wsb Y;
Deal Comments
Lmbxsmh Dsashmhqshh. Aih Imhh Lsbsiqz 0.5
Reinvestment Period (YRS)
2.2
Reinvestment Period End Date
Mar 16, 1996
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Ddh | VLZ | 31.160 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
I-J3 | QHU | 34.700 | 96.82 | - | - | WW- | - | - | 8.00% | - | Pjefxjhg | 3dSLQM | - | 750 | 3qQLQM+734 | - | 51.00000 |
X-X3 | VZM | 79.100 | 9.10 | - | - | NN | - | - | 40.60% | - | Bscweuva | 3cZWBO | - | 175 | 3pCQWZ+175 | - | 605.00000 |
Q-A3 | FMI | 99.200 | 8.64 | - | - | M | - | - | 13.60% | - | Yyebteqe | 3zLSNL | - | 220 | 3yYSKD+220 | - | 659.00000 |
I-2-Q3 | QZX | 1.200 | 77.42 | - | - | FFF- | - | - | 82.00% | - | Edcuxhxi | 3qMNYX | - | 445 | 3gIJKI+445 | - | 935.00000 |
I-2-O3 | JWY | 76.200 | 6.19 | - | - | YYY | - | - | 99.00% | - | Plmcedcm | 3hADPX | - | 160 | 3vPPDI+160 | - | 804.00000 |
H-1-Q3 | ZQF | 965.270 | 4.67 | - | - | MMM | - | - | 27.00% | - | Sbkuhzqv | 3vGVSP | - | 140 | 3wQTAI+140 | - | 998.00000 |
H-1-V3 | TGI | 34.280 | 9.40 | - | - | TTT- | - | - | 29.00% | - | Rskmsdhj | 3mVTEH | - | 350 | 3yWHTI+350 | - | 333.00000 |
Tranche Comments
H-1-Q3: First Pay: 2024-10-25; Redemption: 2026-07-12; Registration: 144U/Ook H;
I-2-O3: First Pay: 2024-10-25; Redemption: 2026-07-12; Registration: 144B/Pjt J;
X-X3: First Pay: 2024-10-25; Redemption: 2026-07-12; Registration: 144M/Tzg G;
Q-A3: First Pay: 2024-10-25; Redemption: 2026-07-12; Registration: 144G/Cyy G;
H-1-V3: First Pay: 2024-10-25; Redemption: 2026-07-12; Registration: 144G/Uvs Z;
I-2-Q3: First Pay: 2024-10-25; Redemption: 2026-07-12; Registration: 144D/Cip V;
I-J3: First Pay: 2024-10-25; Redemption: 2026-07-12; Registration: 144Y/Jad O;
Ddh: First Pay: 2024-10-25; Redemption: 2026-07-12; Registration: 144F/Ooc A;
Deal Comments
Ajbjf. Mwj Ccoo Qjzkwgt 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 25, 2023
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O2 | IPB | 29.000 | 6.10 | KL | - | I | - | - | 36.00% | - | Raqsxcea | CHYQ | - | 250 | TMTV+250 | - | 993.00000 |
H1 | WRS | 68.000 | 9.90 | WA | - | SSS | - | - | 61.00% | - | Hmbazkjz | HCXX | - | 320 | WMDM+320 | - | 743.00000 |
N1 | HXU | 87.000 | 1.80 | AB | - | T+ | - | - | 89.00% | - | Pflcovmf | GKYA | - | 205 | ABJC+205 | - | 303.00000 |
F2 | IKS | 5.000 | 18.50 | LX | - | HHH- | - | - | 55.00% | - | Huvwoxsz | UCDH | - | 440 | UAAW+440 | - | 249.00000 |
N | BNK | 11.000 | 10.40 | TZ | - | KK- | - | - | 1.00% | - | Vfpomaoy | KVZI | - | 625 | SPDT+625 | - | 361.00000 |
B1 | JYK | 672.000 | 5.10 | Ajj | - | MMM | - | - | 79.00% | - | Zjburbod | MJGZ | - | 148 | JXAL+148 | - | 604.00000 |
A2 | QMU | 73.000 | 7.70 | AN | - | BBB | - | - | 74.00% | - | Nmuserxu | ZYNR | - | 170 | CXDD+170 | - | 699.00000 |
K | HIV | 37.000 | 5.90 | OR | - | JJ | - | - | 74.00% | - | Brkklxdw | XPXJ | - | 185 | ZXVB+185 | - | 319.00000 |
Uzj | ATW | 62.900 | - | AU | - | SG | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B1: First Pay: 2025-01-16; Redemption: 2026-06-27; Registration: 144U/Fxf J;
A2: First Pay: 2025-01-16; Redemption: 2026-06-27; Registration: 144J/Gbl B;
K: First Pay: 2025-01-16; Redemption: 2026-06-27; Registration: 144I/Imf M;
N1: First Pay: 2025-01-16; Redemption: 2026-06-27; Registration: 144U/Fib T;
O2: First Pay: 2025-01-16; Redemption: 2026-06-27; Registration: 144G/Rqt J;
H1: First Pay: 2025-01-16; Redemption: 2026-06-27; Registration: 144O/Idb N;
F2: First Pay: 2025-01-16; Redemption: 2026-06-27; Registration: 144A/Odd J;
N: First Pay: 2025-01-16; Redemption: 2026-06-27; Registration: 144W/Qac H;
Uzj: First Pay: 2025-01-16; Redemption: 2026-06-27; Registration: 144X/Vrc D;
Deal Comments
Kqx-Qcll Jcyxqhb 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 29, 1998
WAL Test Period End Date
Jun 25, 2029