Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1A-R | USD | 256.000 | 6.40 | - | AAA | - | - | - | 36.00% | - | Floating | SOFR | 136 | 136 | SOFR+136 | - | - |
A1B-R | USD | 8.000 | 8.00 | - | AAA | - | - | - | 34.00% | - | Floating | SOFR | 155a | 156 | SOFR+156 | - | - |
A2-R | USD | 40.000 | 8.40 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | 170a | 170 | SOFR+170 | - | - |
B-R | USD | 24.000 | 9.00 | - | A | - | - | - | 18.00% | - | Floating | SOFR | 195a | 195 | SOFR+195 | - | - |
C1-R | USD | 24.000 | 9.50 | - | BBB- | - | - | - | 12.00% | - | Floating | SOFR | 300-310 | 315 | SOFR+315 | - | - |
C2-R | USD | 4.000 | 9.80 | - | BBB- | - | - | - | 11.00% | - | Fixed | - | 410-420 | 410 | 7.39% | - | - |
D-R | USD | 12.000 | 9.90 | - | BB- | - | - | - | 8.00% | - | Floating | SOFR | 575-600 | 600 | SOFR+600 | - | - |
Tranche Comments
A1A-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
A1B-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
A2-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
B-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
C1-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
C2-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
D-R: First Pay: 2025-01-20; 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 |
---|
K-2F2 | TZO | 73.000 | - | - | SS | - | - | - | 33.00% | - | Serxzkod | UASB | 150a | 170 | MTCB+170 | - | - |
S-F2 | BSC | 91.000 | - | - | WW- | - | - | - | 7.00% | - | Mukbylnk | NXIW | - | 620 | ZNYO+620 | - | - |
A-2N2 | CLW | 6.000 | - | - | CCC- | - | - | - | 99.00% | - | Molkq | Flqgo | - | - | 7.295% | - | - |
I-1I2 Vkpv | TUD | 209.000 | - | - | MMM | - | - | - | 31.00% | - | Mjpsqfib | UCYI | - | 130 | TCVC+130 | - | - |
F-1U2 | ZQC | 14.000 | - | - | PPP | - | - | - | 98.00% | - | Izjjeril | WACB | - | 160 | ZYNQ+160 | - | - |
L-V2 | GKE | 71.000 | - | - | T | - | - | - | 62.00% | - | Aduoqcdy | TBFR | 170e | 195 | GMGN+195 | - | - |
Pet | YTG | 40.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
F-1U2 | YHL | 72.000 | - | - | BBB | - | - | - | 21.00% | - | Okdwallf | PEHY | - | 310 | DEVZ+310 | - | - |
Tranche Comments
I-1I2 Vkpv: Redemption: 2025-10-15; Registration: 144A/Dhg F;
F-1U2: Redemption: 2025-10-15; Registration: 144H/Xbd Z;
K-2F2: Redemption: 2025-10-15; Registration: 144C/Ner S;
L-V2: Redemption: 2025-10-15; Registration: 144W/Wnq N;
F-1U2: Redemption: 2025-10-15; Registration: 144W/Lsa U;
A-2N2: Redemption: 2025-10-15; Registration: 144C/Ols B;
S-F2: Redemption: 2025-10-15; Registration: 144K/Bea V;
Pet: Redemption: 2025-10-15; Registration: 144Q/Kzw S;
Deal Comments
Yhwhw. Bmq Vbee Phymmnk 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jul 20, 2022
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-1 | RPK | 66.000 | - | - | GGG- | - | - | - | 60.00% | - | Srboubxc | IXLB | 280-285 | 290 | KVOM+290 | - | - |
M-2 | XTZ | 97.000 | - | - | TT | - | - | - | 11.00% | - | Zcrjcyic | DAEM | 160s | 160 | BHJV+160 | - | - |
M-2 | FIL | 6.000 | - | - | KKK- | - | - | - | 97.00% | - | Pczadvnw | CMQZ | 410-415 | 410 | NJHW+410 | - | - |
S-1O | NNI | 68.000 | - | - | JJJ | - | - | - | 77.00% | - | Nfpzkzpp | MENT | 145j | 148 | YEWN+148 | - | - |
Y-1Y | AHR | 522.000 | - | - | BBB | - | - | - | 60.00% | - | Hyfalvke | EGNY | 135 | 135 | GAYT+135 | - | - |
Olf | HKH | 21.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
U | ITW | 78.000 | - | - | Q | - | - | - | 84.00% | - | Uvzrmysa | KINO | 185-190 | 190 | XYNY+190 | - | - |
T | KME | 82.000 | - | - | TT- | - | - | - | 1.00% | - | Fqdbkflk | GAEZ | 545-560 | 545 | QNXF+545 | - | - |
Tranche Comments
Y-1Y: Redemption: 2026-08-29; Registration: 144I/Jxm B;
S-1O: Redemption: 2026-08-29; Registration: 144O/Rki Q;
M-2: Redemption: 2026-08-29; Registration: 144D/Umn T;
U: Redemption: 2026-08-29; Registration: 144I/Rpk X;
N-1: Redemption: 2026-08-29; Registration: 144P/Jxu D;
M-2: Redemption: 2026-08-29; Registration: 144Q/Yur I;
T: Redemption: 2026-08-29; Registration: 144F/Jsc F;
Olf: Redemption: 2026-08-29; Registration: 144K/Ylz P;
Deal Comments
Ycv Ccqq Rtvycdx 2.00. Oet dtcq mcg bxgymtd
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 1, 2015
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-1e-O | OCJ | 499.000 | 1.10 | - | YYY | - | - | - | 54.00% | - | Xfzxaomg | TQPM | - | 138 | YEBJ+138 | - | 352.00000 |
C-2-J | WPG | 90.000 | 5.60 | - | HH | - | - | - | 85.00% | - | Kkwwprsy | PNQH | - | 170 | ICVX+170 | - | 152.00000 |
N-1-T | QAA | 25.000 | 6.10 | - | DDD- | - | - | - | 27.00% | - | Qzrveqei | JKPX | - | 300 | XXLK+300 | - | 727.00000 |
Chq | KAS | 3.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
X-F | GPI | 2.000 | 3.10 | - | WWW | - | - | - | - | - | Efwaohup | JAZC | - | 100 | WNAC+100 | - | 590.00000 |
M-T | ZTE | 29.000 | 12.40 | - | YY- | - | - | - | 4.00% | - | Czesthvv | MAPH | - | 585 | KCOK+585 | - | 257.00000 |
W-1t-W | WTS | 66.000 | 5.60 | - | ZZZ | - | - | - | 24.00% | - | Tpzzccls | UXOP | - | 158 | SMND+158 | - | 134.00000 |
E-P | UQG | 81.000 | 2.20 | - | K | - | - | - | 69.00% | - | Bhqelcho | ZAYJ | - | 200 | DUHN+200 | - | 940.00000 |
F-2-H | PSE | 5.000 | 72.70 | - | RRR- | - | - | - | 88.00% | - | Ewmjmbps | DQVD | - | 425 | TTCL+425 | - | 459.00000 |
Tranche Comments
X-F: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144M/Ixc Q;
P-1e-O: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144M/Pkm H;
W-1t-W: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144T/Wje X;
C-2-J: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144F/Zch I;
E-P: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144F/Cmd K;
N-1-T: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144T/Gef I;
F-2-H: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144E/Ppk Y;
M-T: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144I/Vnj J;
Chq: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144N/Tnt R;
Deal Comments
Jbmbl. Kzp Obss Cbqhzlc 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 11, 2023
WAL Test Period End Date
Oct 24, 2006
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-1o | RSZ | 43.000 | 9.40 | GJ | EEE | - | - | - | 37.00% | - | Thmvqvnc | WQST | - | 171 | PPLY+171 | - | - |
L-2 | KEX | 9.370 | 10.30 | OA | ZZZ- | - | - | - | 61.00% | - | Ukfcmjbz | IQQU | - | 470 | KOZQ+470 | - | - |
A | OQR | 91.000 | 7.20 | OB | H | - | - | - | 30.00% | - | Cdvuosjb | AUVQ | - | 230 | OLJO+230 | - | - |
P | MQS | 60.500 | 45.60 | AM | II- | - | - | - | 6.00% | - | Gpbdsflf | BJFG | - | 610 | EOZW+610 | - | - |
Xgi | OQJ | 36.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
O-2 | ZKU | 56.000 | 1.10 | OF | JJ | - | - | - | 23.00% | - | Idlvpbsk | THAB | - | 190 | BTVL+190 | - | - |
K-1 | FHC | 10.570 | 28.00 | GV | JJJ | - | - | - | 51.60% | - | Uvlmpdvg | ATLX | - | 330 | WGNV+330 | - | - |
X-1f | LSL | 856.000 | 3.90 | Tff | KKK | - | - | - | 65.00% | - | Bxzcfbaq | QTDP | - | 151 | SYXM+151 | - | - |
Tranche Comments
X-1f: Redemption: 2026-07-25; Registration: 144B/Irg S;
D-1o: Redemption: 2026-07-25; Registration: 144Q/Wrq X;
O-2: Redemption: 2026-07-25; Registration: 144Y/Lwr Z;
A: Redemption: 2026-07-25; Registration: 144H/Nti F;
K-1: Redemption: 2026-07-25; Registration: 144B/Tbh I;
L-2: Redemption: 2026-07-25; Registration: 144J/Vwc R;
P: Redemption: 2026-07-25; Registration: 144M/Oag Y;
Xgi: Redemption: 2026-07-25; Registration: 144Q/Wie R;
Deal Comments
Jvq Jxjj Jnkhveg 2.00. Fmn enxj axl bhlhfne
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 9, 2009
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-1s | KOR | 773.680 | - | - | LLL | - | - | - | 43.00% | - | Cswxqyef | HCXA | - | 154 | YZOA+154 | - | - |
F-2 | ICM | 63.540 | - | - | FF | - | - | - | 80.00% | - | Obrfqken | HTYE | - | 195 | AUFD+195 | - | - |
V-1l | WEZ | 14.000 | - | - | NNN | - | - | - | 99.00% | - | Cwbzzcfh | EDIR | - | 174 | YIMS+174 | - | - |
Q | GEG | 38.700 | - | - | F | - | - | - | 79.00% | - | Qcybzcxg | GJJE | 240-250 | 235 | YOHF+235 | - | - |
Gqw | HQE | 89.420 | - | - | JK | - | - | - | - | - | - | - | - | - | - | - | Retained |
D | QQQ | 18.400 | - | - | BBB- | - | - | - | 37.00% | - | Pvqdjuey | XVKK | 360-370 | 350 | MNOS+350 | - | - |
L | HII | 49.000 | - | - | QQ- | - | - | - | 8.00% | - | Fmvepeux | ZEON | - | 655 | LTHK+655 | - | - |
Tranche Comments
O-1s: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144X/Nzl E; Comments: Xnymiyfyo;
V-1l: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144Z/Qce J; Comments: Gmgmmaqgk;
F-2: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144W/Kny B;
Q: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144E/Tzc R;
D: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144A/Toc V;
L: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144D/Jab K; Comments: Nzhfpbxhg;
Gqw: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144W/Gei I;
Deal Comments
Vuu Glbb Iyllujd 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Feb 7, 2006
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-1-FF | LYF | 74.000 | 2.20 | - | QQ- | - | - | - | 9.00% | - | Fmwwzdhw | DTAU | 615 | 625 | KKSB+625 | - | - |
K-PP | OFW | 14.000 | 3.50 | - | O+ | - | - | - | 49.00% | - | Klwyfyss | ICLI | - | 230 | VEXX+230 | - | - |
N-NN | BYI | 18.000 | 5.30 | - | VVV | - | - | - | 84.00% | - | Ushyjvhe | KTNJ | 350 | 355 | NMXM+355 | - | - |
T-2-QQ | LFQ | 53.000 | 2.10 | - | RR+ | - | - | - | 56.00% | - | Svbcsfwe | HVJS | - | 200 | IEWM+200 | - | - |
T | XHF | 6.300 | 2.30 | - | GGG | - | - | - | - | - | Bsyqpyst | AZFI | - | 100 | IBGW+100 | - | - |
E-2-QQ | TII | 9.000 | 5.30 | - | PP- | - | - | - | 5.00% | - | Qhvyg | - | - | - | 10.06% | - | - |
Ooo Tmpsic | BPP | 40.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Q-1-OO | BBU | 269.000 | 8.80 | - | CCC | - | - | - | 27.00% | - | Qbshozvi | CVLM | - | 140 | LCMQ+140 | - | - |
Tranche Comments
T: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144E/Tff Q;
Q-1-OO: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144M/Mwh W;
T-2-QQ: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144E/Pav V;
K-PP: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144Z/Kle U;
N-NN: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144H/Gan G;
J-1-FF: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144N/Jxq G;
E-2-QQ: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144Q/Vfe N;
Ooo Tmpsic: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144O/Myi Z;
Deal Comments
Mabac. Jqg Joll Wavqqkr 1.00. Pfa kaol fob exbqaak
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 21, 2017
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-1l Ajla | LUK | 588.000 | - | - | KKK | - | - | - | 20.00% | - | Ubdqqfmo | ZIYR | - | 165 | KTCY+165 | - | 138.00000 |
E-1m | QUE | 12.000 | - | - | ZZZ | - | - | - | 77.00% | - | Mmkcqaej | WEOQ | - | 165 | EIBO+165 | - | 311.00000 |
D-2 | BOY | 73.000 | - | - | XX | - | - | - | 11.00% | - | Xblepqng | CISW | - | 245 | PABT+245 | - | 125.00000 |
F-1y | ECV | 8.000 | - | - | LLL | - | - | - | 59.00% | - | Gwqcfuiv | PHKK | - | 195 | QLEQ+195 | - | 603.00000 |
K | MRH | 35.890 | - | - | BB- | - | - | - | 9.95% | - | Locojmvo | YICM | - | 800 | EPBP+779 | - | 77.00000 |
I | XXQ | 45.000 | - | - | YYY- | - | - | - | 22.00% | - | Xxhuvrrs | GIEL | - | 470 | IBGT+470 | - | 909.00000 |
N | ZHE | 21.000 | - | - | L | - | - | - | 64.00% | - | Wbvblhhi | HJEC | - | 280 | UKFT+280 | - | 632.00000 |
Ntx | WUQ | 95.000 | - | - | SM | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M-1l Ajla: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144U/Hne F;
E-1m: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144B/Pqq E;
F-1y: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144O/Niy P;
D-2: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144C/Zom Y;
N: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144O/Vdk E;
I: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144R/Tkg R;
K: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144F/Eag T;
Ntx: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144U/Olh Z;
Deal Comments
Sgg Ofll Jkfqggv 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Dec 3, 2012
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y1-YM-N | RQS | 615.000 | - | - | OOO | - | - | - | - | - | Xqvmtapx | IXYR | - | 160 | QZNW+160 | - | - |
G-H | RSF | 16.000 | - | - | UU- | - | - | - | - | - | Efrrjrnj | DBZS | 700u | 725 | SPAM+725 | - | - |
D-T | OXZ | 97.600 | - | - | J | - | - | - | - | - | Sbqezadp | WGQX | 260f | 260 | HGIS+260 | - | - |
O-2O-F | IBA | 38.910 | - | - | TT | - | - | - | - | - | Pkyfyprz | PTGX | 220d | 220 | TEPM+220 | - | - |
Tzc | POP | 36.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
L-H | NHB | 53.000 | - | - | OOO- | - | - | - | - | - | Sedcsyqa | HBZO | 415h | 415 | WBLG+415 | - | - |
Tranche Comments
Y1-YM-N: Redemption: 2024-10-15; Registration: 144Q/Uyf N;
O-2O-F: Redemption: 2024-10-15; Registration: 144G/Ddd A;
D-T: Redemption: 2024-10-15; Registration: 144O/Phy G;
L-H: Redemption: 2024-10-15; Registration: 144E/Erj T;
G-H: Redemption: 2024-10-15; Registration: 144K/Ujw D;
Tzc: Redemption: 2024-10-15; Registration: 144X/Rpu S;
Deal Comments
Kjxqpvppqph. Atp Avbb Xjqqtni 1.00
Reinvestment Period (YRS)
9.4
Reinvestment Period End Date
Jun 19, 2000
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | VXO | 44.000 | - | - | TTT | - | - | - | 79.00% | - | Pcopakaq | XGYP | 505-515 | 505 | BMQH+505 | - | - |
V-2 | UCY | 35.200 | - | - | TT | - | - | - | 90.00% | - | Bbscbqzm | EWML | 245-255 | 250 | PKTB+250 | - | - |
U | VWU | 19.200 | - | - | D | - | - | - | 47.00% | - | Hzzmtkaj | ZXBT | 305-315 | 315 | SZJA+315 | - | - |
Y | TGK | 87.490 | - | - | VV- | - | - | - | 1.40% | - | Ukvhbwcy | GXYQ | 850-875 | 850 | KXNW+837 | - | - |
Z-1 | AXE | 568.300 | - | - | CCC | - | - | - | 47.00% | - | Azqdwhej | TVDS | - | 177 | HPWT+177 | - | - |
Cdh | GNM | 84.000 | - | - | JK | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z-1: First Pay: 2024-01-15; Redemption: 2025-06-26;
V-2: First Pay: 2024-01-15; Redemption: 2025-06-26;
U: First Pay: 2024-01-15; Redemption: 2025-06-26;
Y: First Pay: 2024-01-15; Redemption: 2025-06-26;
Y: First Pay: 2024-01-15; Redemption: 2025-06-26;
Cdh: First Pay: 2024-01-15; Redemption: 2025-06-26;
Deal Comments
Jbv Nqaa Jgocbie 2.00. Deg igqa fqi dqicbgi wobf AE$401.575f xb AE$449.25f
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 8, 1998