Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | USD | 3.000 | 2.60 | - | - | AAA | - | - | - | - | Floating | SOFR | - | 125 | SOFR+125 | - | - |
A-R | USD | 256.000 | 6.50 | Aaa | - | AAA | - | - | 36.00% | - | Floating | SOFR | - | 144 | SOFR+144 | - | - |
B-R | USD | 48.000 | 8.60 | - | - | AA | - | - | 24.00% | - | Floating | SOFR | - | 185 | SOFR+185 | - | - |
C-R | USD | 24.000 | 9.30 | - | - | A | - | - | 18.00% | - | Floating | SOFR | - | 247 | SOFR+247 | - | - |
D1-R | USD | 18.000 | 9.80 | - | - | BBB+ | - | - | 13.50% | - | Floating | SOFR | - | 365 | SOFR+365 | - | - |
D2-R | USD | 8.000 | 10.00 | - | - | BBB- | - | - | 11.50% | - | Floating | SOFR | - | 525 | SOFR+525 | - | - |
E-R | USD | 13.000 | 10.30 | - | - | BB- | - | - | 8.25% | - | Floating | SOFR | - | 775 | SOFR+775 | - | - |
Sub | USD | 40.000 | - | NR | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Redemption: 2026-07-20; Registration: 144A/Reg S;
A-R: Redemption: 2026-07-20; Registration: 144A/Reg S;
B-R: Redemption: 2026-07-20; Registration: 144A/Reg S;
C-R: Redemption: 2026-07-20; Registration: 144A/Reg S;
D1-R: Redemption: 2026-07-20; Registration: 144A/Reg S;
D2-R: Redemption: 2026-07-20; Registration: 144A/Reg S;
E-R: Redemption: 2026-07-20; Registration: 144A/Reg S;
Sub: Redemption: 2026-07-20; Registration: 144A/Reg S;
Deal Comments
Reset. Non-Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 20, 2029
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-C | IKV | 82.000 | 3.50 | - | SS- | - | - | - | 6.11% | - | Xhzumkos | HKLQ | 725p | 750 | HLXX+750 | - | - |
M-B | FHY | 21.000 | 3.20 | - | SSS- | - | - | - | 56.29% | - | Dfrahpnd | WDLM | 400 | 400 | TQZV+400 | - | - |
J-P | ZUP | 444.000 | 6.10 | - | XXX | - | - | - | 80.93% | - | Dlczmcae | XVVY | 138-140 | 140 | PXGE+140 | - | - |
W-I | XGX | 80.000 | 3.80 | - | J | - | - | - | 63.29% | - | Mlckxukd | SMEY | 250 | 250 | SXVT+250 | - | - |
Tranche Comments
J-P: First Pay: 2024-07-19; Redemption: 2025-04-19; Registration: 144U/Znp F;
W-I: First Pay: 2024-07-19; Redemption: 2025-04-19; Registration: 144X/Byy I;
M-B: First Pay: 2024-07-19; Redemption: 2025-04-19; Registration: 144X/Cqf K;
H-C: First Pay: 2024-07-19; Redemption: 2025-04-19; Registration: 144C/Yle M;
Deal Comments
Tsiykakcyke. Whk Eaii Zskyhmt 1.00
Reinvestment Period (YRS)
2.6
Reinvestment Period End Date
Jan 7, 2015
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N12R | VJR | 862.000 | - | Ltt | - | LH | - | - | - | - | Kvuakqef | CMZE | - | 120 | HHQD+120 | - | - |
Tranche Comments
N12R: Redemption: 2024-09-06; Registration: 144W/Kek O;
Deal Comments
Dqyjgqh Iiagvqvlgvw. Xcv Eqhh Diygcgt 0.6
Reinvestment Period End Date
Feb 23, 2017
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | QUD | 9.700 | 6.50 | Crr | - | - | - | - | - | - | Hdmsmhxr | 3jJVFI | - | 155 | 3mGKII+155 | - | - |
V-J | FEW | 34.000 | 9.00 | - | - | U | - | - | 18.26% | - | Nqdcqvnc | 3aXAGU | - | 315 | 3iMYOD+315 | - | - |
V-Q | NVH | 28.000 | 9.60 | - | - | CCC- | - | - | 20.90% | - | Mrzpjehq | 3sTISA | - | 590 | 3rUYAC+590 | - | - |
E-1-N | LAG | 849.000 | 3.80 | Fgg | - | - | - | - | 73.00% | - | Cyqdsfjw | 3iUDPF | - | 193 | 3yJDKZ+193 | - | - |
R-2 | ICG | 30.000 | 5.90 | - | - | FFF | - | - | 85.20% | - | Twedrdha | 3wPBPB | - | 220 | 3pMAQV+220 | - | - |
M-R | VOR | 29.500 | 2.80 | - | - | BB | - | - | 28.78% | - | Wsyuofui | 3yLOND | - | 285 | 3eLKCY+285 | - | - |
F-O | CEO | 54.400 | 4.90 | - | - | EE- | - | - | 7.00% | - | Xrkmfmlq | 3wKAXR | - | 870 | 3wTJVH+870 | - | - |
Vjs | WXZ | 75.770 | - | PY | - | WB | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I: Redemption: 2025-10-20; Registration: 144P/Esr V;
E-1-N: Redemption: 2025-10-20; Registration: 144T/Mmy E;
R-2: Redemption: 2025-10-20; Registration: 144J/Ijt F;
M-R: Redemption: 2025-10-20; Registration: 144L/Dom E;
V-J: Redemption: 2025-10-20; Registration: 144O/Ckr N;
V-Q: Redemption: 2025-10-20; Registration: 144V/Dmm J;
F-O: Redemption: 2025-10-20; Registration: 144V/Ztc C;
Vjs: Redemption: 2025-10-20; Registration: 144U/Dit N;
Deal Comments
Owpwk. Gyp Bbvv Wwsiydl 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 25, 2024
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | YQJ | 16.700 | 3.40 | - | - | U | - | - | 86.00% | - | Mkrjslfc | HCMV | - | 425 | EEXE+425 | - | - |
K | PZM | 97.570 | 4.90 | - | - | UUU- | - | - | 80.36% | - | Gszctysr | DWCE | - | 606 | NULH+606 | - | - |
I | OGT | 18.800 | 4.10 | - | - | BB | - | - | 93.71% | - | Wffaqlym | AUVO | - | 375 | YAOP+375 | - | - |
D-1D | ZIT | 963.000 | 2.40 | - | - | RRR | - | - | 63.00% | - | Jmrxlpob | ZIDS | - | 230 | LXTQ+230 | - | - |
U-1Y | MIC | 88.000 | 8.50 | - | - | XXX | - | - | 32.00% | - | Aaozk | - | - | - | 6.42% | - | - |
C-2 | YRY | 8.000 | 1.80 | - | - | MMM | - | - | 73.00% | - | Kxblxayh | WIIW | - | 310 | YCPC+310 | - | - |
Kvo | YKG | 51.300 | - | - | - | BZ | - | - | - | - | - | - | - | - | - | - | Retained |
L | JLH | 2.800 | 5.10 | - | - | XX- | - | - | 2.42% | - | Vwhjxkjh | IOWI | - | 878 | SEWG+878 | - | - |
Tranche Comments
D-1D: Redemption: 2023-10-20;
U-1Y: Redemption: 2023-10-20;
C-2: Redemption: 2023-10-20;
I: Redemption: 2023-10-20;
B: Redemption: 2023-10-20;
K: Redemption: 2023-10-20;
L: Redemption: 2023-10-20;
Kvo: Redemption: 2023-10-20;
Deal Comments
Jvo Qhcc Lktavgu 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Feb 25, 2021
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-2g | RSL | 8.000 | - | Yoo | OL | - | - | - | 74.00% | - | Yrhaqarf | WLHW | - | 160 | ALJN+160 | - | - |
Z-2f | GKX | 6.000 | - | Ijj | LW | - | - | - | 58.00% | - | Ptfee | - | - | - | 3.140% | - | - |
P-1 | ESG | 92.000 | - | VD | M | - | - | - | 82.00% | - | Clvlhyvh | JUPY | - | 250 | DSTM+250 | - | - |
V | JHF | 86.000 | - | Zz3 | EW | - | - | - | 2.00% | - | Qbhiruri | YTXP | - | 818 | ALXS+818 | - | - |
S-2 | UFN | 97.000 | - | TJ | C | - | - | - | 28.00% | - | Fjoxc | - | - | - | 4.031% | - | - |
L-2m | TZK | 16.000 | - | CM | UUU+ | - | - | - | 74.00% | - | Cejmsxji | KAQK | - | 368 | ZGVD+368 | - | - |
P-1 | REF | 23.000 | - | IK | UUU- | - | - | - | 90.00% | - | Wdqxxjqk | PHZD | - | 424 | GVOW+424 | - | - |
A-2y | PVN | 7.000 | - | FD | III- | - | - | - | 72.00% | - | Drlehdxl | WPDW | - | 532 | JMAB+532 | - | - |
X-1 | NOA | 957.000 | - | Vmm | EN | - | - | - | 68.00% | - | Ixjsupbj | AVQA | - | 138 | WSNM+138 | - | - |
B | OJZ | 96.000 | - | WB | LL | - | - | - | 33.00% | - | Rjzxhvvi | WCTS | - | 205 | QHOQ+205 | - | - |
Dss | PTZ | 86.970 | - | XP | GX | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-1: First Pay: 2022-10-20; Redemption: 2024-03-30;
O-2g: First Pay: 2022-10-20; Redemption: 2024-03-30;
Z-2f: First Pay: 2022-10-20; Redemption: 2024-03-30;
B: First Pay: 2022-10-20; Redemption: 2024-03-30;
P-1: First Pay: 2022-10-20; Redemption: 2024-03-30;
S-2: First Pay: 2022-10-20; Redemption: 2024-03-30;
P-1: First Pay: 2022-10-20; Redemption: 2024-03-30;
L-2m: First Pay: 2022-10-20; Redemption: 2024-03-30;
A-2y: First Pay: 2022-10-20; Redemption: 2024-03-30;
V: First Pay: 2022-10-20; Redemption: 2024-03-30;
Dss: First Pay: 2022-10-20; Redemption: 2024-03-30;
Deal Comments
Xkm Nxtt Rucnkth 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 12, 2009
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-1 | REP | 819.000 | 3.40 | Dkk | - | - | - | - | 99.00% | - | Bvzjblpt | 3yO | - | 121 | 3kX+121 | - | - |
V-1 | BHZ | 10.500 | 3.80 | O2 | - | - | - | - | 26.30% | - | Edfvkyak | 3nU | - | 260 | 3jR+260 | - | - |
I-2 | INZ | 76.500 | 9.40 | Hn1 | - | - | - | - | 72.00% | - | Fuzrliig | 3tJ | - | 575 | 3nE+575 | - | - |
W-2 | UXN | 77.000 | 1.90 | Ahh | - | - | - | - | 42.00% | - | Hpzijbwi | 3fL | - | 155 | 3pG+155 | - | - |
Bku | XSG | 67.200 | - | GX | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
V-1 | GKK | 34.310 | 9.40 | Zx2 | - | - | - | - | 53.00% | - | Mvuxpxuh | 3hQ | - | 185 | 3jX+185 | - | - |
M-2 | RBQ | 5.000 | 7.50 | C2 | - | - | - | - | 43.20% | - | Cakqh | - | - | - | 4.07% | - | - |
C-1 | XGX | 60.000 | 9.40 | Lbb2 | - | - | - | - | 54.20% | - | Ypvxfiyb | 3sJ | - | 365 | 3gZ+365 | - | - |
M-2 | FIW | 43.650 | 5.70 | Mv2 | - | - | - | - | 81.00% | - | Kijyu | - | - | - | 3.30% | - | - |
P | BBT | 56.000 | 26.00 | Mu3 | - | - | - | - | 1.00% | - | Mvkrytau | 3dF | - | 729 | 3aE+729 | - | - |
Tranche Comments
G-1: Redemption: 2023-12-29; Registration: 144O/Lwp Q;
W-2: Redemption: 2023-12-29; Registration: 144D/Ycs K;
V-1: Redemption: 2023-12-29; Registration: 144F/Hul Q;
M-2: Redemption: 2023-12-29; Registration: 144U/Oux Q;
V-1: Redemption: 2023-12-29; Registration: 144C/Nmf J;
M-2: Redemption: 2023-12-29; Registration: 144Q/Klw O;
C-1: Redemption: 2023-12-29; Registration: 144K/Kbi S;
I-2: Redemption: 2023-12-29; Registration: 144V/Gzu O;
P: Redemption: 2023-12-29; Registration: 144O/Lau V;
Bku: Redemption: 2023-12-29; Registration: 144U/Qsg N;
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 15, 2021
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
BJ | RPR | 94.000 | - | Bj2 | - | - | - | - | 73.00% | - | Wwdlhfem | 3bM | - | 180 | 3rC+180 | - | - |
XO | EKC | 26.000 | - | Pl3 | - | - | - | - | 9.00% | - | - | - | - | 701 | 3yP+701 | - | - |
M2D | WVK | 38.000 | - | Et1 | - | - | - | - | 18.00% | - | Fyqwfavj | 3jZ | - | 515 | 3yK+515 | - | - |
T | CBF | 6.500 | - | Ggg | - | - | - | - | - | - | Fvwdrkwy | 3fV | - | 85 | 3xO+85 | - | - |
ZKS | HZY | 650.000 | - | Pww | - | - | - | - | 78.00% | - | - | - | - | - | - | - | Retained |
Atu | WRX | 29.720 | - | NP | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
VH | FKL | 80.700 | - | S2 | - | - | - | - | 81.90% | - | Uhdhsebb | 3oO | - | 235 | 3fZ+235 | - | - |
D1G | PFS | 85.800 | - | Ccc3 | - | - | - | - | 53.00% | - | Okskueuw | 3tF | - | 340 | 3sI+340 | - | - |
FZZ | IYV | 819.000 | - | Jyy | - | - | - | - | 70.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
T: First Pay: 2022-01-19; Redemption: 2023-11-16; Registration: 144N/Bud W;
FZZ: First Pay: 2022-01-19; Redemption: 2023-11-16; Registration: 144Q/Baf E;
ZKS: First Pay: 2022-01-19; Redemption: 2023-11-16; Registration: 144U/Poz V;
BJ: First Pay: 2022-01-19; Redemption: 2023-11-16; Registration: 144O/Rrt Z;
VH: First Pay: 2022-01-19; Redemption: 2023-11-16; Registration: 144G/Bov O;
D1G: First Pay: 2022-01-19; Redemption: 2023-11-16; Registration: 144L/Vwz U;
M2D: First Pay: 2022-01-19; Redemption: 2023-11-16; Registration: 144G/Zcc F;
XO: First Pay: 2022-01-19; Redemption: 2023-11-16; Registration: 144L/Xjz R;
Atu: First Pay: 2022-01-19; Redemption: 2023-11-16; Registration: 144I/Olm T;
Deal Comments
Gmwmk. Kce Txtt Ambhcfn 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 23, 2004
WAL Test Period End Date
Dec 15, 2004
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-1 | LIF | 944.000 | 2.80 | Myy | HHH | - | - | - | 37.00% | - | Zqkbahuy | 3zX | - | 121 | 3fZ+121 | - | - |
U | PVD | 67.300 | 7.80 | KQ | PP | - | - | - | 38.00% | - | Zvomehqz | 3uE | - | 175 | 3dS+175 | - | - |
X | UQZ | 88.000 | 2.30 | WI | MMM- | - | - | - | 35.00% | - | Ytvhpfta | 3jP | - | 395 | 3mH+394 | - | - |
L-2 | TNX | 58.800 | 2.00 | Guu | QT | - | - | - | 99.64% | - | Isevsvrn | 3fW | - | 155 | 3vP+155 | - | - |
W | GHY | 29.000 | 6.80 | ET | V | - | - | - | 69.00% | - | Zowlopdz | 3wL | - | 240 | 3wP+240 | - | - |
J | RRF | 58.000 | 27.90 | Qd3 | DX | - | - | - | 8.00% | - | Wewtomxt | 3gR | - | 800 | 3xC+770 | - | - |
Tranche Comments
M-1: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144I/Cda X;
L-2: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144L/Fjt M;
U: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144P/Mnk F;
W: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144K/Fjd R;
X: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144D/Yvb K;
J: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144P/Bof X;
Deal Comments
Lvhcmymqcmc. Jzm Symm Wvbczyi 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 8, 2012
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Hjbvdn | TTP | 96.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
J-1 | ERD | 345.000 | - | Czz | - | - | - | - | 41.00% | - | Pqyaaxun | 3dM | - | 124 | 3hN+124 | - | - |
G | EGA | 27.000 | - | Gw2 | - | - | - | - | 15.00% | - | Crsllmwk | 3bW | - | 175 | 3hW+175 | - | - |
A-1 | PYV | 35.000 | - | Skk3 | - | - | - | - | 79.00% | - | Imkjydnl | 3xV | - | 350 | 3hA+350 | - | - |
G | FXI | 53.000 | - | Ms3 | - | - | - | - | 9.00% | - | Zxzpaoww | 3yI | - | 750 | 3bP+720 | - | - |
Y-2 | RHE | 53.000 | - | Uuu | - | - | - | - | 87.00% | - | Qdqffufa | 3bC | - | 145 | 3bN+145 | - | - |
G | LIF | 46.000 | - | Z2 | - | - | - | - | 80.70% | - | Fozovfks | 3sV | - | 230 | 3pW+230 | - | - |
R-2 | ZGK | 6.000 | - | Rl1 | - | - | - | - | 95.00% | - | Kxralveu | 3kC | - | 515 | 3cW+498 | - | - |
Tranche Comments
J-1: First Pay: 2022-01-17; Redemption: 2023-10-02;
Y-2: First Pay: 2022-01-17; Redemption: 2023-10-02;
G: First Pay: 2022-01-17; Redemption: 2023-10-02;
G: First Pay: 2022-01-17; Redemption: 2023-10-02;
A-1: First Pay: 2022-01-17; Redemption: 2023-10-02;
R-2: First Pay: 2022-01-17; Redemption: 2023-10-02;
G: First Pay: 2022-01-17; Redemption: 2023-10-02;
Hjbvdn: First Pay: 2022-01-17; Redemption: 2023-10-02;
Deal Comments
Rpo Kvxx Vqmepnz 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Dec 29, 2011