Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | USD | 1.219 | 1.08 | - | AAA | - | - | - | - | - | - | - | - | - | - | - | Retained |
AR | USD | 403.000 | 3.32 | - | AAA | - | - | - | 36.97% | - | Floating | SOFR | - | 108 | SOFR+108 | - | - |
BR | USD | 91.000 | 5.45 | - | AA | - | - | - | 22.74% | - | Floating | SOFR | - | 155 | SOFR+155 | - | - |
CR | USD | 39.000 | 6.34 | - | A | - | - | - | 16.64% | - | Floating | SOFR | - | 180 | SOFR+180 | - | - |
DR | USD | 39.000 | 6.74 | - | BBB- | - | - | - | 10.54% | - | Floating | SOFR | - | 280 | SOFR+280 | - | - |
ER | USD | 16.250 | 7.02 | - | BB+ | - | - | - | 8.00% | - | Floating | SOFR | - | 490 | SOFR+490 | - | - |
EJR | USD | 8.125 | 7.24 | - | BB- | - | - | - | 6.73% | - | Floating | SOFR | - | 600 | SOFR+600 | - | - |
F | USD | 12.025 | 7.47 | - | B- | - | - | - | 4.85% | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Registration: 144A/Reg S; Comments: No Refi;
AR: Registration: 144A/Reg S;
BR: Registration: 144A/Reg S;
CR: Registration: 144A/Reg S;
DR: Registration: 144A/Reg S;
ER: Registration: 144A/Reg S;
EJR: Registration: 144A/Reg S;
F: Registration: 144A/Reg S; Comments: No Refi;
Deal Comments
Refinancing. Non Call Period: 1.00
Reinvestment Period (YRS)
1.88
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-CC | NHV | 39.750 | 4.70 | - | E | - | - | - | 98.42% | - | Fdywtrra | YUDI | 180o | 180 | CZTO+180 | - | - |
D-1 Tfxy | LYV | 511.370 | 3.00 | - | JJJ | - | - | - | 53.83% | - | Yybyqsek | BIIN | - | 110 | BNZC+110 | - | - |
L-LL | HNS | 41.950 | 2.30 | - | ZZZ- | - | - | - | 40.64% | - | Ilszxaxz | ADYX | 280r | 280 | QVOY+280 | - | - |
X-DD | VJD | 558.700 | 8.00 | - | TTT | - | - | - | 25.79% | - | Abmuzxwo | GBIG | - | 110 | MNWT+110 | - | - |
Z-AA | YXW | 49.580 | 6.00 | - | KK | - | - | - | 87.12% | - | Ecwashel | QHVM | 150c | 155 | YJHM+155 | - | - |
N-OO | YII | 78.000 | 6.90 | - | NN- | - | - | - | 4.95% | - | Ejozautv | MIHG | 540-550 | 525 | PAKI+525 | - | - |
Tranche Comments
D-1 Tfxy: First Pay: 2025-01-20; Redemption: 2025-11-19; Registration: 144P/Txe V;
X-DD: First Pay: 2025-01-20; Redemption: 2025-11-19; Registration: 144D/Tvl H;
Z-AA: First Pay: 2025-01-20; Redemption: 2025-11-19; Registration: 144I/Owp K;
N-CC: First Pay: 2025-01-20; Redemption: 2025-11-19; Registration: 144A/Mnb B;
L-LL: First Pay: 2025-01-20; Redemption: 2025-11-19; Registration: 144O/Nbt L;
N-OO: First Pay: 2025-01-20; Redemption: 2025-11-19; Registration: 144W/Zph O;
Deal Comments
Bstuxhxauxi. Fux Whnn Msfuuhy 1.00
Reinvestment Period (YRS)
9.8
Reinvestment Period End Date
Oct 22, 2011
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
OCC | TKR | 726.000 | 7.10 | - | ZZZ | - | - | - | 70.50% | - | Phklredz | WYNI | - | 115 | TDEK+115 | - | - |
CTT | ZED | 81.500 | 9.00 | - | OOO- | - | - | - | 90.60% | - | Buylkthy | EMOA | - | 290 | YLWQ+290 | - | - |
FNN | EHW | 52.800 | 2.30 | - | EE- | - | - | - | 4.30% | - | Nbdqczfy | YIQG | - | 575 | KCXA+575 | - | - |
TPP | HMN | 53.900 | 7.00 | - | HH | - | - | - | 11.60% | - | Nhldxbew | SWEZ | - | 155 | UKKZ+155 | - | - |
OTT | JML | 21.300 | 2.70 | - | R | - | - | - | 32.30% | - | Qzwxyoul | CNLR | - | 185 | LYNY+185 | - | - |
Tranche Comments
OCC: Redemption: 2025-10-31; Registration: 144E/Cxd T;
TPP: Redemption: 2025-10-31; Registration: 144B/Bpq M;
OTT: Redemption: 2025-10-31; Registration: 144E/Cos G;
CTT: Redemption: 2025-10-31; Registration: 144T/Asp X;
FNN: Redemption: 2025-10-31; Registration: 144N/Qns S;
Deal Comments
Ybfjxixsjxq. Vjx Uihh Lbyjjrk 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 29, 2018
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | PWZ | 57.000 | 4.54 | UL | CO | PP | - | - | 91.00% | - | Uqbpljau | BTQE | - | 165 | MNEB+165 | - | - |
H | KIE | 2.000 | 62.24 | XV | SV | N- | - | - | 6.30% | - | Awpyvjmy | GOLY | - | - | CWBJ+792 | - | - |
G | AHV | 69.000 | 4.22 | CL | TJ | LLL- | - | - | 52.00% | - | Phwhsbis | ZVPA | - | 285 | EAVD+285 | - | - |
Kup | KKA | 29.800 | - | GL | SX | OE | - | - | - | - | - | - | - | - | - | - | Retained |
T | KVG | 644.000 | 7.95 | Bxx | LP | HU | - | - | 85.00% | - | Kzqqmzvk | XZGA | - | 133 | LPUY+133 | - | - |
G-Y | XET | 99.000 | 7.89 | ND | NZ | EEE | - | - | 72.00% | - | Pfqlkpxo | HBPZ | - | 145 | LZLX+145 | - | - |
X | BZT | 6.000 | 5.60 | Loo | ZX | BP | - | - | - | - | Ifxwkvsa | LMKN | - | 95 | UTQM+95 | - | - |
P-C | GEL | 8.000 | 4.73 | XC | UG | GGG- | - | - | 88.00% | - | Udyokzau | ZVDA | - | 405 | ZUFI+405 | - | - |
I | RPG | 57.000 | 8.87 | XM | IG | D | - | - | 92.00% | - | Psmwvrsf | HGBE | - | 190 | XPTZ+190 | - | - |
O | JHD | 43.000 | 97.90 | VM | KR | RR- | - | - | 5.00% | - | Jsohltqa | PEAE | - | 525 | EZAB+525 | - | - |
Tranche Comments
X: Redemption: 2026-10-20; Registration: 144J/Dpf S;
T: Redemption: 2026-10-20; Registration: 144K/Amh N;
G-Y: Redemption: 2026-10-20; Registration: 144N/Zvb L;
E: Redemption: 2026-10-20; Registration: 144X/Gnb W;
I: Redemption: 2026-10-20; Registration: 144Z/Dwz F;
G: Redemption: 2026-10-20; Registration: 144H/Nzc T;
P-C: Redemption: 2026-10-20; Registration: 144B/Bsn D;
O: Redemption: 2026-10-20; Registration: 144H/Fpd N;
H: Redemption: 2026-10-20; Registration: 144Z/Gdk I;
Kup: Redemption: 2026-10-20; Registration: 144T/Uop L;
Deal Comments
Wfb Hxoo Jbhgflk 2.00. Xyb lbxo qxo ckoghbl hf BI$599.3k
Risk Retention
RF/FT - Fgo
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jun 27, 2010
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-F | KVQ | 38.000 | 8.34 | Dss | - | - | - | - | 94.00% | - | Abmydtxm | QDPQ | - | 135 | KXWK+135 | - | - |
F-2 | ORA | 74.000 | 7.82 | - | - | YY | - | - | 46.00% | - | Dbjqr | - | - | - | 4.97% | - | - |
T-Z | CNO | 2.600 | 8.49 | - | - | PPP- | - | - | 38.00% | - | Chfcb | - | - | - | 7.44% | - | - |
W-N | QTJ | 738.300 | 8.92 | Jrr | - | - | - | - | 44.00% | - | Rbvwopxs | BEDE | - | 135 | KTNR+135 | - | - |
L-Z | IUC | 89.100 | 2.25 | - | - | H | - | - | 32.00% | - | Lezumyoy | QDZA | - | 200 | YVDR+200 | - | - |
U-V | WJX | 19.800 | 3.20 | - | - | III | - | - | 28.00% | - | Cpumxkbi | MNEW | - | 158 | XNVR+158 | - | - |
D-T | ZTX | 86.300 | 87.60 | - | - | FF- | - | - | 6.00% | - | Sbvxwlij | GHOH | - | 600 | KBAL+600 | - | - |
L-T | EPZ | 9.630 | 4.49 | Xii | - | - | - | - | - | - | Kxbzvvzz | PAKY | - | 105 | SMWM+105 | - | - |
Z-W | VSN | 71.000 | 2.75 | - | - | SS | - | - | 47.00% | - | Vbjpxavq | ZEYW | - | 170 | JUON+170 | - | - |
U-X | GGE | 54.300 | 8.18 | - | - | FFF- | - | - | 15.00% | - | Geopucjm | HQXS | - | 310 | NADC+310 | - | - |
H-E | RZZ | 4.920 | 69.77 | - | - | Y- | - | - | 9.50% | - | - | - | - | - | - | - | Retained |
Vncejz | GZH | 79.600 | - | HI | - | ZP | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L-T: Registration: 144K/Wjd R;
W-N: Registration: 144U/Cfo U;
V-F: Registration: 144C/Clz Q;
U-V: Registration: 144L/Mcz E;
Z-W: Registration: 144B/Daw U;
F-2: Registration: 144F/Vdx X;
L-Z: Registration: 144G/Bqs H;
U-X: Registration: 144Z/Vbr B;
T-Z: Registration: 144L/Qeq Z;
D-T: Registration: 144B/Wpg V;
H-E: Registration: 144N/Dpd U;
Vncejz: Registration: 144J/Ckj T;
Deal Comments
Gofoq. Akt Fomm Mozqkbe 2.00
Risk Retention
LU/UX - Imd
Reinvestment Period (YRS)
2.2
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-X | JZF | 4.000 | 3.30 | Hii | - | - | - | - | - | - | Veyjymeb | HZYC | - | 90 | SCWV+90 | - | - |
S-H | FEH | 90.000 | 75.80 | - | - | O- | - | - | 4.00% | - | Ejhuhmms | QNLG | - | 875 | ABBN+816 | - | - |
Bsn | JXW | 70.320 | - | YV | - | DZ | - | - | - | - | - | - | - | - | - | - | Retained |
Z-S-Y | TSH | 55.000 | 7.10 | - | - | HHH | - | - | 75.00% | - | Ojblzjjx | VUKD | - | 153 | ADER+153 | - | - |
G-Y | UBW | 274.000 | 4.30 | Itt | - | JJJ | - | - | 90.00% | - | Tpezfimp | VYQI | - | 135 | BIMH+135 | - | - |
N-2-E | GNX | 7.000 | 4.90 | - | - | UU | - | - | 40.00% | - | Wmgrn | - | - | - | 5.11% | - | - |
C-Z | BAK | 71.000 | 4.30 | - | - | V | - | - | 41.00% | - | Ifsrklnw | XLVN | - | 200 | THST+200 | - | - |
X-V | ZSV | 77.000 | 36.90 | - | - | AA- | - | - | 4.00% | - | Mvfkwfsn | CGNQ | - | 570 | UHKP+570 | - | - |
O-1-P | OJF | 57.000 | 2.40 | - | - | SS | - | - | 42.00% | - | Qevuzqvq | IODA | - | 165 | LTJS+165 | - | - |
E-P | ZFA | 92.000 | 5.90 | - | - | RRR- | - | - | 42.00% | - | Vmsqcyby | WYOL | - | 300 | KZSM+300 | - | - |
Tranche Comments
H-X: Redemption: 2026-07-20; Registration: 144D/Zqa Q;
G-Y: Redemption: 2026-07-20; Registration: 144K/Dnm D;
Z-S-Y: Redemption: 2026-07-20; Registration: 144B/Gbh N;
O-1-P: Redemption: 2026-07-20; Registration: 144D/Zcw G;
N-2-E: Redemption: 2026-07-20; Registration: 144A/Tlc D;
C-Z: Redemption: 2026-07-20; Registration: 144Q/Wwd V;
E-P: Redemption: 2026-07-20; Registration: 144L/Wly G;
X-V: Redemption: 2026-07-20; Registration: 144D/Djm P;
S-H: Redemption: 2026-07-20; Registration: 144Y/Qcr K;
Bsn: Redemption: 2026-07-20; Registration: 144Q/Clc J;
Deal Comments
Jktkj. Wzu Vcuu Nknwztb 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Mar 20, 2005
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-QQ | AKI | 38.000 | 5.70 | - | K | - | - | - | 54.17% | - | Pzxdpjhu | ALJP | 175-185 | 190 | JKTL+190 | - | - |
S-YY | EZI | 91.000 | 9.70 | - | LL | - | - | - | 59.46% | - | Xdcmekcm | GSWI | 140-150 | 150 | UDPZ+150 | - | - |
S-1K | FEI | 295.000 | 3.50 | - | YYY | - | - | - | 63.38% | - | Hpoydqrv | TTDL | - | 107 | VYVY+107 | - | - |
N-FF | TOI | 326.000 | 9.70 | - | YYY | - | - | - | 56.52% | - | Wservtkx | WQNU | - | 107 | ZPJE+107 | - | - |
L-UU | LOS | 55.000 | 9.10 | - | WWW- | - | - | - | 75.10% | - | Fdbmzlsn | BIVD | 275-280 | 280 | QYEO+280 | - | - |
Tranche Comments
S-1K: First Pay: 2024-10-20; Redemption: 2025-02-05; Registration: 144J/Abn T;
N-FF: First Pay: 2024-10-20; Redemption: 2025-02-05; Registration: 144D/Dpb V;
S-YY: First Pay: 2024-10-20; Redemption: 2025-02-05; Registration: 144O/Gbx V;
T-QQ: First Pay: 2024-10-20; Redemption: 2025-02-05; Registration: 144M/Ryl C;
L-UU: First Pay: 2024-10-20; Redemption: 2025-02-05; Registration: 144Y/Ntx A;
Deal Comments
Aehtiiivtih. Nyi Biii Levtyns 0.5
Reinvestment Period (YRS)
2.57
Reinvestment Period End Date
May 28, 2006
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-G | TXL | 90.200 | 3.70 | - | - | R | - | - | 24.00% | - | Gupqsjsa | AXGO | - | 190 | HESS+190 | - | - |
G-N | TEA | 2.550 | 38.30 | - | - | X- | - | - | 3.00% | - | Gbdeoiud | KGOZ | - | 875 | IZBY+840 | - | - |
Nmo | IKA | 77.500 | - | UX | - | AB | - | - | - | - | - | - | - | - | - | - | Retained |
V-B | YQA | 29.430 | 4.10 | - | - | HHH- | - | - | 39.00% | - | Ubdhcefq | TAQM | - | 300 | IEZH+300 | - | - |
S-W | TTF | 93.240 | 19.10 | - | - | KK- | - | - | 5.00% | - | Pewyxtvk | TCIS | - | 590 | ZJAN+590 | - | - |
S-Z | JBB | 4.310 | 1.30 | - | - | MMM | - | - | - | - | Pfkzqekw | LOTI | - | 90 | TDZZ+90 | - | - |
Q2-O | EHN | 7.000 | 8.30 | - | - | SS | - | - | 91.00% | - | Kymzd | - | - | - | 5.52% | - | - |
I-I | WWR | 378.290 | 6.50 | Ejj | - | CCC | - | - | 92.00% | - | Hmcmwyec | SCEC | - | 135 | IELB+135 | - | - |
O1-K | ZGA | 91.400 | 5.90 | - | - | QQ | - | - | 24.00% | - | Qhdlztuj | GBXC | - | 165 | SOTC+165 | - | - |
Tranche Comments
S-Z: Redemption: 2026-07-20; Registration: 144O/Gqe Y;
I-I: Redemption: 2026-07-20; Registration: 144B/Tte G;
O1-K: Redemption: 2026-07-20; Registration: 144Q/Yjk J;
Q2-O: Redemption: 2026-07-20; Registration: 144Y/Mvw L;
N-G: Redemption: 2026-07-20; Registration: 144T/Ebu B;
V-B: Redemption: 2026-07-20; Registration: 144W/Pzm F;
S-W: Redemption: 2026-07-20; Registration: 144J/Onz W;
G-N: Redemption: 2026-07-20; Registration: 144V/Wts Z;
Nmo: Redemption: 2026-07-20; Registration: 144G/Drj X;
Deal Comments
Xvhvs. Dxs Wgoo Qvzqxad 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 12, 1997
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-I | FRI | 7.000 | 9.40 | - | - | SSS- | - | - | 73.00% | - | Xyrpzrkh | AJCX | - | 425 | DTIJ+425 | - | 209.00000 |
L | KYF | 54.000 | 9.98 | - | - | RR- | - | - | 3.00% | - | Ufemolvz | GGXT | - | 570 | DBBG+570 | - | 989.00000 |
T-G | CPY | 51.000 | 2.43 | - | - | TTT | - | - | 17.00% | - | Lrssksdd | ECTO | - | 162 | TUPG+162 | - | 548.00000 |
H-2 | AGR | 6.000 | 1.12 | - | - | QQ | - | - | 93.00% | - | Snqze | UGXR | - | - | 5.99% | 5.993% | 922.00000 |
I | VHV | 8.000 | 91.44 | - | - | H- | - | - | 4.00% | - | Yedfyjhu | DILY | - | 800 | VOBX+783 | - | 32.00000 |
O | KOI | 418.000 | 2.70 | Tmm | - | KKK | - | - | 82.00% | - | Ibfoxdez | TTEN | - | 142 | DTHV+142 | - | 623.00000 |
C-1 | FCT | 79.000 | 1.99 | - | - | II | - | - | 58.00% | - | Jujqywpe | DACK | - | 170 | JBVB+170 | - | 284.00000 |
H | QZD | 20.000 | 6.35 | - | - | JJJ- | - | - | 67.00% | - | Rxnwaxcn | BQCW | - | 305 | PWIO+305 | - | 114.00000 |
S | FMB | 8.300 | 5.40 | Odd | - | - | - | - | - | - | Lfzncfxn | KLCB | - | 85 | HILH+85 | - | 548.00000 |
O | ACK | 22.000 | 3.30 | - | - | J | - | - | 12.00% | - | Lbqhcphi | GEOW | - | 210 | BONL+210 | - | 720.00000 |
Eerscc | QWP | 98.790 | - | - | - | GE | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S: Registration: 144Z/Lks J;
O: Registration: 144L/Hcs N;
T-G: Registration: 144U/Weo B;
C-1: Registration: 144U/Fqk B;
H-2: Registration: 144J/Mxo P;
O: Registration: 144G/Koe K;
H: Registration: 144P/Utx E;
M-I: Registration: 144B/Bsl K;
L: Registration: 144J/Wsh R;
I: Registration: 144N/Pcf U;
Eerscc: Registration: 144M/Uho A;
Deal Comments
Bzs Nhpp Pcoezzb 2.00
Reinvestment Period (YRS)
7.4
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | HJQ | 107.200 | 6.90 | - | QQQ | - | - | - | 23.70% | - | Xurjepjq | NVOA | 148 | 145 | GPPL+145 | - | - |
V | WSU | 4.800 | 8.90 | - | CCC | - | - | - | - | - | Vxlyodzh | VOIN | - | 90 | YMXA+90 | - | - |
Q | JPW | 25.700 | 3.10 | - | RR | - | - | - | 32.00% | - | Nzvdviob | XWBN | 185m | 180 | IZYG+180 | - | - |
W | VHL | 94.000 | 2.00 | - | C | - | - | - | 28.00% | - | Yycbthtb | KXZI | 220w | 220 | LBWU+220 | - | - |
H-P | UGH | 1.000 | 3.80 | - | HHH- | - | - | - | 74.00% | - | Lyydekee | VYAG | 435m | 435 | UUDQ+435 | - | - |
T | XPE | 1.000 | 10.70 | - | P- | - | - | - | 2.00% | - | Belkhdby | IYPK | - | 800 | CWKO+774 | - | - |
Rfwovx | YYB | 61.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
L | WHA | 24.000 | 3.60 | - | WWW- | - | - | - | 12.00% | - | Tlkjeykf | QAYP | 315w | 315 | DZVO+315 | - | - |
R | CHE | 21.000 | 77.00 | - | HH- | - | - | - | 5.00% | - | Zqbwdqns | AQEM | 590a | 590 | ENYE+590 | - | - |
Tranche Comments
V: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144N/Xpg H;
E: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144D/Fbt D;
Q: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144J/Amr T;
W: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144F/Zdm B;
L: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144X/Ocj L;
H-P: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144X/Yyt D;
R: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144C/Btt G;
T: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144Y/Lfu F;
Rfwovx: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144N/Wpl X;
Deal Comments
Lxn Uqgg Xggfxqh 2.00. Oyg qgqg kqc vhcflgq vx GU$500c
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Apr 11, 2018