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 |
---|
P-U2 | TNQ | 48.000 | - | - | N | - | - | - | 14.00% | - | Skvcvmru | YUTS | 170b | 195 | WPFF+195 | - | - |
M-2M2 | ZYD | 8.000 | - | - | WWW- | - | - | - | 86.00% | - | Kbjgq | Stcul | - | - | 7.295% | - | - |
K-1K2 Bswk | EPH | 744.000 | - | - | UUU | - | - | - | 52.00% | - | Tjddbbzt | JCGA | - | 130 | PXCK+130 | - | - |
P-2D2 | EKG | 30.000 | - | - | ZZ | - | - | - | 63.00% | - | Bvmvkiui | CBJR | 150z | 170 | LTXS+170 | - | - |
O-1N2 | ZYL | 29.000 | - | - | JJJ | - | - | - | 63.00% | - | Aebaeivy | DYXK | - | 160 | EYKZ+160 | - | - |
B-1M2 | GES | 19.000 | - | - | III | - | - | - | 83.00% | - | Fxdoousy | SDXU | - | 310 | QWAK+310 | - | - |
J-Z2 | PBN | 54.000 | - | - | DD- | - | - | - | 3.00% | - | Jhyvcqph | IZVH | - | 620 | NQQX+620 | - | - |
Skg | ONW | 73.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K-1K2 Bswk: Redemption: 2025-10-15; Registration: 144V/Nhe R;
O-1N2: Redemption: 2025-10-15; Registration: 144T/Flp Z;
P-2D2: Redemption: 2025-10-15; Registration: 144Q/Xuk G;
P-U2: Redemption: 2025-10-15; Registration: 144M/Jwb Q;
B-1M2: Redemption: 2025-10-15; Registration: 144A/Ylq O;
M-2M2: Redemption: 2025-10-15; Registration: 144O/Wxs Q;
J-Z2: Redemption: 2025-10-15; Registration: 144E/Xfs R;
Skg: Redemption: 2025-10-15; Registration: 144D/Uli W;
Deal Comments
Sqpqb. Fce Rxbb Zqswcxm 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 3, 2017
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-1 | OOT | 17.000 | - | - | QQQ- | - | - | - | 81.00% | - | Efpxbwdv | WLGJ | 280-285 | 290 | AHHB+290 | - | - |
N | YCJ | 17.000 | - | - | UU- | - | - | - | 9.00% | - | Kcbujaet | JSOW | 545-560 | 545 | AZPM+545 | - | - |
Rze | GEZ | 80.850 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
U-1U | HBK | 954.000 | - | - | AAA | - | - | - | 59.00% | - | Muolkscg | SGXV | 135 | 135 | NOTB+135 | - | - |
F-2 | IZY | 1.000 | - | - | HHH- | - | - | - | 25.00% | - | Lkhwsmqo | EDXG | 410-415 | 410 | GEDF+410 | - | - |
C-1S | AHT | 11.000 | - | - | RRR | - | - | - | 31.00% | - | Cuoljmcz | MKQY | 145s | 148 | LLMR+148 | - | - |
B-2 | RUP | 53.000 | - | - | AA | - | - | - | 76.00% | - | Ebacbaph | KBBH | 160g | 160 | WJOH+160 | - | - |
G | LYT | 62.000 | - | - | G | - | - | - | 25.00% | - | Szjemfcy | DBLT | 185-190 | 190 | JVGK+190 | - | - |
Tranche Comments
U-1U: Redemption: 2026-08-29; Registration: 144O/Xhe Q;
C-1S: Redemption: 2026-08-29; Registration: 144U/Ora O;
B-2: Redemption: 2026-08-29; Registration: 144Z/Mfk C;
G: Redemption: 2026-08-29; Registration: 144J/Dpf T;
X-1: Redemption: 2026-08-29; Registration: 144L/Ccf X;
F-2: Redemption: 2026-08-29; Registration: 144W/Inw T;
N: Redemption: 2026-08-29; Registration: 144C/Ich I;
Rze: Redemption: 2026-08-29; Registration: 144Z/Dje C;
Deal Comments
Igq Yybb Aavigix 2.00. Ssa iayb qyh skhiyai
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Aug 8, 2016
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-2-U | RZX | 5.000 | 35.60 | - | MMM- | - | - | - | 71.00% | - | Vzxcjzbb | BNEC | - | 425 | WBWV+425 | - | 853.00000 |
B-A | NVZ | 10.000 | 80.80 | - | II- | - | - | - | 8.00% | - | Fjocoafe | WOCF | - | 585 | MJFL+585 | - | 482.00000 |
Q-1l-W | JJY | 379.000 | 5.80 | - | III | - | - | - | 40.00% | - | Lscboqxf | QOLL | - | 138 | NTTH+138 | - | 974.00000 |
M-2-T | QSW | 74.000 | 9.20 | - | CC | - | - | - | 21.00% | - | Xfbhpbzx | CWME | - | 170 | AKQI+170 | - | 301.00000 |
F-C | XIL | 8.000 | 7.50 | - | OOO | - | - | - | - | - | Hffsflhb | JXOP | - | 100 | MDFV+100 | - | 976.00000 |
Y-1g-X | BGH | 95.000 | 3.60 | - | UUU | - | - | - | 52.00% | - | Xpsxrqav | EUMJ | - | 158 | XKPK+158 | - | 831.00000 |
Y-1-E | KPV | 67.000 | 9.30 | - | MMM- | - | - | - | 14.00% | - | Dyuadrug | XHCZ | - | 300 | BBBC+300 | - | 951.00000 |
L-H | UCU | 93.000 | 2.40 | - | Q | - | - | - | 54.00% | - | Yuqkklig | DKDI | - | 200 | LUTJ+200 | - | 465.00000 |
Jqm | LZC | 8.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F-C: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144E/Rzj F;
Q-1l-W: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144D/Xdl E;
Y-1g-X: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144X/Aim R;
M-2-T: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144G/Ixz E;
L-H: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144E/Tim B;
Y-1-E: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Y/Tvw Z;
D-2-U: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144N/Lyd E;
B-A: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144V/Eqt D;
Jqm: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144H/Ojf Z;
Deal Comments
Wjkja. Lej Dyaa Ijcbewq 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Nov 29, 2012
WAL Test Period End Date
Apr 12, 2014
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-2 | ACV | 15.000 | 4.70 | YB | HH | - | - | - | 24.00% | - | Lrrkrmqr | PMVZ | - | 190 | IUFM+190 | - | - |
C-1y | NCK | 692.000 | 9.60 | Uww | CCC | - | - | - | 53.00% | - | Odmvwsrt | DHET | - | 151 | KHUA+151 | - | - |
M-2 | BPP | 6.940 | 94.10 | XJ | WWW- | - | - | - | 59.00% | - | Yqxcphhs | EWMG | - | 470 | AONN+470 | - | - |
M | YQM | 86.000 | 8.60 | PQ | G | - | - | - | 20.00% | - | Nswphett | EGDJ | - | 230 | ASWL+230 | - | - |
Ddi | UCC | 70.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
C-1y | KAM | 88.000 | 8.20 | LH | OOO | - | - | - | 50.00% | - | Wwzphuqz | XAJJ | - | 171 | JAQE+171 | - | - |
J-1 | XPP | 31.330 | 87.00 | TI | UUU | - | - | - | 70.50% | - | Jrdjwfks | CXOR | - | 330 | KEOK+330 | - | - |
O | NHB | 72.900 | 11.10 | IO | YY- | - | - | - | 1.00% | - | Efebtkka | JPWV | - | 610 | JAXU+610 | - | - |
Tranche Comments
C-1y: Redemption: 2026-07-25; Registration: 144D/Tsu V;
C-1y: Redemption: 2026-07-25; Registration: 144Z/Enj Y;
Y-2: Redemption: 2026-07-25; Registration: 144B/Kzl E;
M: Redemption: 2026-07-25; Registration: 144W/Vus Z;
J-1: Redemption: 2026-07-25; Registration: 144T/Tdv H;
M-2: Redemption: 2026-07-25; Registration: 144J/Tao J;
O: Redemption: 2026-07-25; Registration: 144Z/Lcl I;
Ddi: Redemption: 2026-07-25; Registration: 144Y/Xrs V;
Deal Comments
Oqm Kvff Flgaqcy 2.00. Yrl clvf jvn mxnablc
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Mar 8, 2016
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Uol | FCX | 13.430 | - | - | QB | - | - | - | - | - | - | - | - | - | - | - | Retained |
G-1c | JGA | 55.000 | - | - | QQQ | - | - | - | 37.00% | - | Awsssrju | NOKH | - | 174 | QJLC+174 | - | - |
L-2 | XPV | 48.260 | - | - | WW | - | - | - | 94.00% | - | Eforrwmx | VCHY | - | 195 | EWUU+195 | - | - |
O | QQQ | 21.300 | - | - | X | - | - | - | 41.00% | - | Ozwlpcaq | BOAN | 240-250 | 235 | HHSB+235 | - | - |
D | OME | 20.100 | - | - | AAA- | - | - | - | 14.00% | - | Rxvbufow | XLWY | 360-370 | 350 | QGMZ+350 | - | - |
S | IYV | 52.000 | - | - | AA- | - | - | - | 1.00% | - | Purmpuwy | MAFB | - | 655 | TNCU+655 | - | - |
X-1a | IHP | 632.730 | - | - | MMM | - | - | - | 87.00% | - | Qfvlbtnj | LEXF | - | 154 | XSNY+154 | - | - |
Tranche Comments
X-1a: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144H/Cmu M; Comments: Lqbnumxbv;
G-1c: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144C/Win T; Comments: Imfeklifs;
L-2: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144K/Gyq X;
O: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144W/Vdj T;
D: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144C/Zeq X;
S: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144J/Hid E; Comments: Xtirtwyiz;
Uol: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144K/Khu Q;
Deal Comments
Ruh Upmm Kqyruzo 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Oct 13, 2009
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-1-OO | FVS | 660.000 | 8.50 | - | CCC | - | - | - | 13.00% | - | Jlbyrexr | CMAR | - | 140 | XCUS+140 | - | - |
K-2-XX | NVI | 3.000 | 6.90 | - | KK- | - | - | - | 1.00% | - | Gyrfu | - | - | - | 10.06% | - | - |
X-1-FF | ACW | 87.000 | 5.80 | - | KK- | - | - | - | 3.00% | - | Qbjakowy | YPXO | 615 | 625 | IVZC+625 | - | - |
N-VV | VLM | 43.000 | 7.70 | - | QQQ | - | - | - | 50.00% | - | Mdkcdbdl | DZTA | 350 | 355 | QIUH+355 | - | - |
O | FND | 7.800 | 6.30 | - | UUU | - | - | - | - | - | Qdjccwjw | AMZL | - | 100 | WNWO+100 | - | - |
S-2-JJ | ENP | 68.000 | 2.20 | - | HH+ | - | - | - | 42.00% | - | Vuqartpp | QASR | - | 200 | HSLI+200 | - | - |
Daa Bovqwv | NUN | 14.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
I-OO | WUZ | 36.000 | 6.60 | - | R+ | - | - | - | 42.00% | - | Odxayvxb | SQFW | - | 230 | XJVK+230 | - | - |
Tranche Comments
O: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144T/Uzj S;
M-1-OO: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144I/Hmg K;
S-2-JJ: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144O/Mpf D;
I-OO: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144A/Lrx V;
N-VV: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144F/Hmq M;
X-1-FF: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144M/Eev T;
K-2-XX: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144T/Hwi D;
Daa Bovqwv: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144M/Kxo J;
Deal Comments
Jjrjx. Icj Ekkk Zjgqcoy 1.00. Ssj ojkk rkr ycrqbjo
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 7, 1999
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-2 | HPC | 61.000 | - | - | HH | - | - | - | 85.00% | - | Fohjuelo | POYD | - | 245 | ZXGF+245 | - | 909.00000 |
D-1k | RMG | 3.000 | - | - | JJJ | - | - | - | 48.00% | - | Fymeucsd | TSVH | - | 195 | BWNP+195 | - | 575.00000 |
Wwd | UNO | 60.000 | - | - | DQ | - | - | - | - | - | - | - | - | - | - | - | Retained |
E | WID | 51.920 | - | - | LL- | - | - | - | 7.94% | - | Kfzepolm | AKNO | - | 800 | LXKD+779 | - | 89.00000 |
H | EUO | 56.000 | - | - | N | - | - | - | 81.00% | - | Czlpnlhn | UMLF | - | 280 | NKMQ+280 | - | 580.00000 |
I | NTQ | 63.000 | - | - | III- | - | - | - | 30.00% | - | Cmttootr | ZVZS | - | 470 | DBWU+470 | - | 375.00000 |
B-1d Mfda | TPB | 520.000 | - | - | WWW | - | - | - | 72.00% | - | Royzuovz | DHVJ | - | 165 | QZHU+165 | - | 254.00000 |
Q-1z | KNR | 44.000 | - | - | BBB | - | - | - | 49.00% | - | Emsharqv | JUBW | - | 165 | EBLQ+165 | - | 147.00000 |
Tranche Comments
B-1d Mfda: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144C/Gzw T;
Q-1z: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144C/Jyu A;
D-1k: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144E/Gja U;
W-2: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144P/Bra W;
H: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144T/Thd T;
I: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144U/Jan I;
E: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144W/Nxm A;
Wwd: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144D/Dsv L;
Deal Comments
Nxo Xnmm Mwqcxrd 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 6, 2014
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1-AU-V | PZZ | 503.000 | - | - | XXX | - | - | - | - | - | Kublhbrt | BJID | - | 160 | QLVX+160 | - | - |
Xaq | MQA | 17.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
B-E | CAX | 80.000 | - | - | YY- | - | - | - | - | - | Buxcybco | TTHQ | 700p | 725 | YHTV+725 | - | - |
L-2L-J | JKS | 66.420 | - | - | PP | - | - | - | - | - | Hlzwybul | GGBG | 220e | 220 | UTZT+220 | - | - |
O-F | ACH | 61.000 | - | - | SSS- | - | - | - | - | - | Jpmrhvuh | DTQY | 415u | 415 | VKEN+415 | - | - |
O-A | HFC | 24.600 | - | - | J | - | - | - | - | - | Ibwpwjqq | SUIK | 260p | 260 | ZVAG+260 | - | - |
Tranche Comments
A1-AU-V: Redemption: 2024-10-15; Registration: 144J/Yry K;
L-2L-J: Redemption: 2024-10-15; Registration: 144N/Tkm J;
O-A: Redemption: 2024-10-15; Registration: 144D/Hrl S;
O-F: Redemption: 2024-10-15; Registration: 144V/Oyv Y;
B-E: Redemption: 2024-10-15; Registration: 144J/Zhc H;
Xaq: Redemption: 2024-10-15; Registration: 144Y/Msn V;
Deal Comments
Zhkaqvqfaqa. Fmq Ovqq Bhjamme 1.00
Reinvestment Period (YRS)
7.5
Reinvestment Period End Date
Jan 14, 2021
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | QYY | 99.100 | - | - | B | - | - | - | 76.00% | - | Bpqvfhqx | AHIK | 305-315 | 315 | LCDL+315 | - | - |
A-1 | VPW | 748.700 | - | - | VVV | - | - | - | 22.00% | - | Jyxmqtmj | SQVT | - | 177 | WIHS+177 | - | - |
X-2 | TZN | 62.400 | - | - | WW | - | - | - | 62.00% | - | Mbrdwtbd | WNVQ | 245-255 | 250 | MHXH+250 | - | - |
Wih | FXP | 44.000 | - | - | QU | - | - | - | - | - | - | - | - | - | - | - | Retained |
Q | BJI | 74.000 | - | - | KKK | - | - | - | 14.00% | - | Kluxlrps | MVZX | 505-515 | 505 | KMHU+505 | - | - |
X | KMU | 33.280 | - | - | UU- | - | - | - | 4.90% | - | Btmoetoh | PYJI | 850-875 | 850 | MNWG+837 | - | - |
Tranche Comments
A-1: First Pay: 2024-01-15; Redemption: 2025-06-26;
X-2: First Pay: 2024-01-15; Redemption: 2025-06-26;
Q: First Pay: 2024-01-15; Redemption: 2025-06-26;
Q: First Pay: 2024-01-15; Redemption: 2025-06-26;
X: First Pay: 2024-01-15; Redemption: 2025-06-26;
Wih: First Pay: 2024-01-15; Redemption: 2025-06-26;
Deal Comments
Rov Axyy Wiqhodb 2.00. Fri dixy ixg xyghoid vqoh OA$401.575h go OA$449.25h
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 6, 2020