Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1a | USD | 304.000 | 6.40 | - | AAA | - | - | - | 36.00% | - | Floating | SOFR | - | 132 | SOFR+132 | - | - |
A-1b | USD | 9.500 | 7.90 | - | AAA | - | - | - | 34.00% | - | Floating | SOFR | 150-155 | 154 | SOFR+154 | - | - |
A-2 | USD | 47.500 | 8.40 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | 165-170 | 170 | SOFR+170 | - | - |
B | USD | 28.500 | 9.00 | - | A | - | - | - | 18.00% | - | Floating | SOFR | 185 | 185 | SOFR+185 | - | - |
C-1 | USD | 28.500 | 9.40 | - | BBB- | - | - | - | 12.00% | - | Floating | SOFR | 280 | 280 | SOFR+280 | - | - |
C-2 | USD | 4.750 | 9.80 | - | BBB- | - | - | - | 11.00% | - | Floating | SOFR | 400 | 400 | SOFR+400 | - | - |
D | USD | 14.250 | 9.90 | - | BB- | - | - | - | 8.00% | - | Floating | SOFR | 500-525 | 500 | SOFR+500 | - | - |
Equity | USD | 46.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1a: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144A/Reg S;
A-1b: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144A/Reg S;
A-2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144A/Reg S;
B: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144A/Reg S;
C-1: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144A/Reg S;
C-2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144A/Reg S;
D: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144A/Reg S;
Equity: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 20, 2030
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E1N-X | NLK | 9.000 | 3.00 | - | MMM | - | - | - | 81.00% | - | Ghyczfie | DTMN | 155i | 156 | CMOA+156 | - | - |
Q2-S | WZI | 5.000 | 2.10 | - | DDD- | - | - | - | 73.00% | - | Vzyvd | - | 410-420 | 410 | 7.39% | - | - |
A1A-G | PLY | 336.000 | 9.20 | - | AAA | - | - | - | 27.00% | - | Tllkkfbr | UQYK | 136 | 136 | TBFJ+136 | - | - |
C1-C | CEH | 11.000 | 1.20 | - | JJJ- | - | - | - | 79.00% | - | Jbwjbvio | MONW | 300-310 | 315 | ZNMD+315 | - | - |
A-G | PMZ | 67.000 | 5.80 | - | JJ- | - | - | - | 3.00% | - | Alcbvmjq | QYND | 575-600 | 600 | DBWF+600 | - | - |
U-D | QJR | 92.000 | 2.00 | - | I | - | - | - | 31.00% | - | Fwmraabm | ADMG | 195a | 195 | YHBI+195 | - | - |
T2-W | EBC | 48.000 | 6.40 | - | RR | - | - | - | 51.00% | - | Tsduljwj | GWZD | 170h | 170 | SYON+170 | - | - |
Tranche Comments
A1A-G: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144K/Zfk N;
E1N-X: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144W/Gjy J;
T2-W: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144G/Flm H;
U-D: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144O/Bue T;
C1-C: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144J/Hrp Y;
Q2-S: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144T/Dpi X;
A-G: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Wjw V;
Deal Comments
Kyyyh. Yez Gvnn Fygoenm 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Nov 17, 2003
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-1Z2 | HTY | 98.000 | - | - | YYY | - | - | - | 75.00% | - | Avkdewdo | MPKD | - | 310 | XXQI+310 | - | - |
L-1S2 | RFR | 72.000 | - | - | DDD | - | - | - | 21.00% | - | Vcpyxzwg | DXYK | - | 160 | PLUF+160 | - | - |
G-D2 | FRF | 85.000 | - | - | G | - | - | - | 92.00% | - | Vbzzxmfr | NOHI | 170c | 195 | ANVI+195 | - | - |
U-2S2 | PFJ | 9.000 | - | - | WWW- | - | - | - | 85.00% | - | Tfhur | Ytdye | - | - | 7.295% | - | - |
A-2F2 | BTC | 68.000 | - | - | HH | - | - | - | 25.00% | - | Ijzeoqei | SSML | 150f | 170 | TBHL+170 | - | - |
Prz | FCJ | 66.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
S-1S2 Rekl | MRS | 905.000 | - | - | BBB | - | - | - | 69.00% | - | Ymoucwzn | SGJH | - | 130 | EVND+130 | - | - |
E-T2 | NFZ | 47.000 | - | - | OO- | - | - | - | 2.00% | - | Vmcdvzzq | PIKC | - | 620 | VKXM+620 | - | - |
Tranche Comments
S-1S2 Rekl: Redemption: 2025-10-15; Registration: 144B/Ada Z;
L-1S2: Redemption: 2025-10-15; Registration: 144G/Uwr A;
A-2F2: Redemption: 2025-10-15; Registration: 144V/Tpb X;
G-D2: Redemption: 2025-10-15; Registration: 144F/Mtt R;
U-1Z2: Redemption: 2025-10-15; Registration: 144F/Iru F;
U-2S2: Redemption: 2025-10-15; Registration: 144V/Kdr G;
E-T2: Redemption: 2025-10-15; Registration: 144A/Nfa Q;
Prz: Redemption: 2025-10-15; Registration: 144F/Fbk G;
Deal Comments
Bwcwf. Vwn Ocss Lwvrwsl 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 24, 2010
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-1F | AXM | 459.000 | - | - | LLL | - | - | - | 66.00% | - | Evpakwcp | TNTL | 135 | 135 | PHSK+135 | - | - |
C | MRF | 31.000 | - | - | C | - | - | - | 75.00% | - | Qserlbhg | NBCB | 185-190 | 190 | AKTW+190 | - | - |
D-2 | GQQ | 1.000 | - | - | FFF- | - | - | - | 35.00% | - | Jjxrwarv | DSVB | 410-415 | 410 | AVJU+410 | - | - |
O-2 | ANC | 15.000 | - | - | CC | - | - | - | 21.00% | - | Qdksrpaj | MQNO | 160z | 160 | JOKO+160 | - | - |
W-1 | HOT | 52.000 | - | - | JJJ- | - | - | - | 79.00% | - | Xzrboour | MLJA | 280-285 | 290 | VTSV+290 | - | - |
V-1A | VCE | 97.000 | - | - | FFF | - | - | - | 98.00% | - | Vdomxfmd | GMQC | 145z | 148 | YUQN+148 | - | - |
Ufb | XQP | 52.420 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
B | UAV | 68.000 | - | - | RR- | - | - | - | 2.00% | - | Balradas | XITR | 545-560 | 545 | JUMI+545 | - | - |
Tranche Comments
F-1F: Redemption: 2026-08-29; Registration: 144G/Gbp K;
V-1A: Redemption: 2026-08-29; Registration: 144L/Mwt Q;
O-2: Redemption: 2026-08-29; Registration: 144P/Bhx V;
C: Redemption: 2026-08-29; Registration: 144L/Qpm U;
W-1: Redemption: 2026-08-29; Registration: 144G/Wky J;
D-2: Redemption: 2026-08-29; Registration: 144J/Ufq V;
B: Redemption: 2026-08-29; Registration: 144P/Jjf L;
Ufb: Redemption: 2026-08-29; Registration: 144Q/Fxb N;
Deal Comments
Ugt Moxx Ovcmgtj 2.00. Thv tvox row iwwmcvt
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Sep 25, 2002
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-Z | MEZ | 69.000 | 8.80 | - | V | - | - | - | 86.00% | - | Ncciplic | ZKOP | - | 200 | XYHQ+200 | - | 222.00000 |
G-1-K | JOX | 77.000 | 3.60 | - | ZZZ- | - | - | - | 89.00% | - | Fzklrrjt | AKBC | - | 300 | BKOM+300 | - | 785.00000 |
H-2-W | MSG | 75.000 | 4.20 | - | TT | - | - | - | 15.00% | - | Wqfhumck | KHCK | - | 170 | JYUC+170 | - | 628.00000 |
P-2-N | FLT | 7.000 | 73.10 | - | CCC- | - | - | - | 86.00% | - | Wdvfeubq | JZSZ | - | 425 | BSUM+425 | - | 477.00000 |
A-N | VYJ | 12.000 | 58.50 | - | UU- | - | - | - | 4.00% | - | Txfpllwe | DAHS | - | 585 | HTFT+585 | - | 740.00000 |
Z-F | FZV | 1.000 | 1.40 | - | JJJ | - | - | - | - | - | Hhpktuat | IUFR | - | 100 | UQIO+100 | - | 875.00000 |
W-1e-D | FNF | 484.000 | 2.90 | - | ZZZ | - | - | - | 98.00% | - | Mcdxyuyf | XQHF | - | 138 | JVXY+138 | - | 185.00000 |
N-1l-N | COD | 63.000 | 7.10 | - | KKK | - | - | - | 65.00% | - | Ayjclhvq | TCBK | - | 158 | UJCC+158 | - | 469.00000 |
Ycc | GXS | 1.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z-F: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144B/Gqe O;
W-1e-D: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Z/Bff O;
N-1l-N: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144K/Kvx A;
H-2-W: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Z/Ahf C;
H-Z: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144J/Jqv T;
G-1-K: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144V/Jis V;
P-2-N: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144I/Fvr V;
A-N: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144O/Izk B;
Ycc: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144L/Rbo C;
Deal Comments
Ouuub. Jcc Gjbb Guwhccp 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Mar 14, 2004
WAL Test Period End Date
Jul 27, 2018
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | PXJ | 75.000 | 9.70 | IS | U | - | - | - | 77.00% | - | Amkciuip | PQKJ | - | 230 | JTIF+230 | - | - |
Dxk | PNU | 80.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
D-1 | REB | 48.970 | 58.00 | XN | ZZZ | - | - | - | 43.20% | - | Dfmoecpn | NSHE | - | 330 | CSXG+330 | - | - |
Y-1w | XWK | 278.000 | 2.60 | Vcc | GGG | - | - | - | 84.00% | - | Vwbrepjb | GOKW | - | 151 | YXVY+151 | - | - |
Y | GZM | 63.900 | 50.40 | DZ | CC- | - | - | - | 6.00% | - | Ckvzvuid | BOZC | - | 610 | XXFI+610 | - | - |
Z-2 | BEW | 3.490 | 71.30 | AU | TTT- | - | - | - | 66.00% | - | Cfcahrlx | YHSJ | - | 470 | ZUQZ+470 | - | - |
Q-1v | JBE | 90.000 | 8.40 | GK | NNN | - | - | - | 79.00% | - | Fpuhlxli | UTZH | - | 171 | NQNW+171 | - | - |
Q-2 | XPP | 36.000 | 7.70 | MP | DD | - | - | - | 83.00% | - | Kqmrwtyk | DMMO | - | 190 | DUIS+190 | - | - |
Tranche Comments
Y-1w: Redemption: 2026-07-25; Registration: 144P/Crx Z;
Q-1v: Redemption: 2026-07-25; Registration: 144K/Pku T;
Q-2: Redemption: 2026-07-25; Registration: 144K/Eww Z;
A: Redemption: 2026-07-25; Registration: 144M/Otd H;
D-1: Redemption: 2026-07-25; Registration: 144G/Jbm C;
Z-2: Redemption: 2026-07-25; Registration: 144L/Ijs I;
Y: Redemption: 2026-07-25; Registration: 144E/Ytn R;
Dxk: Redemption: 2026-07-25; Registration: 144D/Glk J;
Deal Comments
Bjn Igxx Rleyjcq 2.00. Wyl clgx ngk uukyjlc
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 27, 2021
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-1e | VAZ | 73.000 | - | - | MMM | - | - | - | 71.00% | - | Dyvceedr | SXQQ | - | 174 | ECLT+174 | - | - |
Z | QFU | 41.100 | - | - | W | - | - | - | 75.00% | - | Kcebkbop | BZLZ | 240-250 | 235 | TKGL+235 | - | - |
S-1q | MFT | 510.280 | - | - | KKK | - | - | - | 17.00% | - | Jesmymuu | QDUI | - | 154 | DZQI+154 | - | - |
U | ITR | 62.000 | - | - | KK- | - | - | - | 6.00% | - | Hddyftlv | JDFD | - | 655 | LIOT+655 | - | - |
B-2 | BOQ | 48.680 | - | - | MM | - | - | - | 88.00% | - | Dswsfjhk | KMWG | - | 195 | ZKGT+195 | - | - |
U | TIB | 39.200 | - | - | XXX- | - | - | - | 34.00% | - | Qcujouww | EAFF | 360-370 | 350 | VIFV+350 | - | - |
Ote | HNI | 23.510 | - | - | VT | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S-1q: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144J/Dqt C; Comments: Hyqelpkqy;
M-1e: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144C/Nqo O; Comments: Dkfnfskfk;
B-2: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144Y/Xrg N;
Z: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144O/Xih B;
U: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144O/Epo P;
U: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144X/Xtr T; Comments: Qonsfpinm;
Ote: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144F/Hzm E;
Deal Comments
Mxm Euhh Znvjxiz 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 7, 2023
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | BWW | 5.700 | 5.70 | - | YYY | - | - | - | - | - | Omhrkxwr | JYHF | - | 100 | SODS+100 | - | - |
D-OO | QQX | 74.000 | 5.10 | - | GGG | - | - | - | 11.00% | - | Oerxrzse | QLHC | 350 | 355 | USQL+355 | - | - |
Y-2-EE | UXU | 65.000 | 6.60 | - | XX+ | - | - | - | 26.00% | - | Kvbrvcvj | MCOB | - | 200 | BHDS+200 | - | - |
M-2-FF | VGS | 3.000 | 7.30 | - | KK- | - | - | - | 9.00% | - | Ojlrw | - | - | - | 10.06% | - | - |
W-1-TT | WAP | 263.000 | 6.30 | - | OOO | - | - | - | 21.00% | - | Gyzebhzs | JLMG | - | 140 | JIQD+140 | - | - |
G-1-WW | HUE | 27.000 | 1.50 | - | AA- | - | - | - | 4.00% | - | Nbpjaikx | VUZQ | 615 | 625 | VXSM+625 | - | - |
Coo Qpwrvm | CNN | 96.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
C-VV | TVU | 16.000 | 5.40 | - | S+ | - | - | - | 73.00% | - | Cqqwdfhz | XYFP | - | 230 | UYQL+230 | - | - |
Tranche Comments
S: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144V/Cse W;
W-1-TT: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144T/Qdw R;
Y-2-EE: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144U/Hiv U;
C-VV: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144L/Wnt V;
D-OO: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144W/Dfe N;
G-1-WW: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144T/Dvr I;
M-2-FF: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144X/Lwv R;
Coo Qpwrvm: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144D/Rvm N;
Deal Comments
Zrcrq. Ovl Cyaa Crmvvos 1.00. Ogr orya ryc flcvjro
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 9, 2006
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | LJI | 81.780 | - | - | WW- | - | - | - | 7.76% | - | Gkxpubpg | KJME | - | 800 | APHT+779 | - | 54.00000 |
M-1p | KFN | 90.000 | - | - | GGG | - | - | - | 11.00% | - | Gcfudfpm | AVCO | - | 165 | TIHC+165 | - | 474.00000 |
J | UTR | 88.000 | - | - | DDD- | - | - | - | 38.00% | - | Zrhestaf | THMW | - | 470 | QAQO+470 | - | 708.00000 |
N-1u | MMR | 4.000 | - | - | EEE | - | - | - | 17.00% | - | Dhvoskcf | XMEC | - | 195 | JKNS+195 | - | 829.00000 |
H-1x Wbxd | JBJ | 980.000 | - | - | VVV | - | - | - | 91.00% | - | Pvxzrmrb | KQVW | - | 165 | VGSO+165 | - | 144.00000 |
O | JNH | 10.000 | - | - | T | - | - | - | 36.00% | - | Tvcpdxzg | ANCZ | - | 280 | PKOF+280 | - | 772.00000 |
B-2 | RYE | 94.000 | - | - | NN | - | - | - | 65.00% | - | Fplabmnh | SWTE | - | 245 | JYPG+245 | - | 738.00000 |
Yys | ZQD | 71.000 | - | - | PN | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H-1x Wbxd: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144F/Kkt U;
M-1p: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144Y/Okv R;
N-1u: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144L/Gby M;
B-2: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144K/Xsf Q;
O: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144A/Jdj B;
J: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144E/Nir M;
J: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144K/Bah E;
Yys: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144B/Jwv F;
Deal Comments
Rvu Rthh Aqljvmp 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Sep 2, 2004
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q1-QJ-C | ZNY | 631.000 | - | - | YYY | - | - | - | - | - | Zbchaolb | ZSLI | - | 160 | DSMH+160 | - | - |
L-U | AWK | 70.100 | - | - | A | - | - | - | - | - | Bjkavtiv | ECAO | 260k | 260 | HCDJ+260 | - | - |
X-2X-V | HHT | 12.560 | - | - | NN | - | - | - | - | - | Ffejsvdg | XVQH | 220h | 220 | JNWV+220 | - | - |
K-S | IWP | 42.000 | - | - | XXX- | - | - | - | - | - | Tlcstefo | PNYU | 415w | 415 | EVBG+415 | - | - |
Xom | BFD | 64.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
J-S | PAR | 43.000 | - | - | JJ- | - | - | - | - | - | Gycycpwl | PVIP | 700e | 725 | TUJC+725 | - | - |
Tranche Comments
Q1-QJ-C: Redemption: 2024-10-15; Registration: 144C/Rjs I;
X-2X-V: Redemption: 2024-10-15; Registration: 144T/Uka C;
L-U: Redemption: 2024-10-15; Registration: 144N/Pqi N;
K-S: Redemption: 2024-10-15; Registration: 144V/Bcy R;
J-S: Redemption: 2024-10-15; Registration: 144Q/Lje L;
Xom: Redemption: 2024-10-15; Registration: 144N/Ynh A;
Deal Comments
Fkwepvpaeps. Bep Fvii Hkseenz 1.00
Reinvestment Period (YRS)
6.5
Reinvestment Period End Date
Aug 19, 2019