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 |
---|
C-AA | RAG | 340.300 | 9.00 | - | YYY | - | - | - | 31.72% | - | Wymlrway | TMWQ | - | 110 | AXUU+110 | - | - |
U-FF | RSK | 13.790 | 2.70 | - | YYY- | - | - | - | 91.59% | - | Xwbzjlrk | EUFE | 280l | 280 | GLGY+280 | - | - |
S-NN | HWC | 25.000 | 4.10 | - | RR- | - | - | - | 8.27% | - | Rkwpaemo | GPWT | 540-550 | 525 | HOIG+525 | - | - |
X-NN | WOW | 34.330 | 6.50 | - | V | - | - | - | 76.60% | - | Cdsfwrjz | WOMM | 180w | 180 | LVWS+180 | - | - |
C-OO | OMB | 94.210 | 7.00 | - | HH | - | - | - | 10.76% | - | Fzvrfcon | JKKK | 150v | 155 | KNHD+155 | - | - |
X-1 Pgik | CXJ | 154.100 | 3.00 | - | RRR | - | - | - | 99.34% | - | Tkqvrwfz | TIYS | - | 110 | LILC+110 | - | - |
Tranche Comments
X-1 Pgik: First Pay: 2025-01-20; Redemption: 2025-11-19; Registration: 144N/Zsu U;
C-AA: First Pay: 2025-01-20; Redemption: 2025-11-19; Registration: 144P/Nzi A;
C-OO: First Pay: 2025-01-20; Redemption: 2025-11-19; Registration: 144A/Rxg V;
X-NN: First Pay: 2025-01-20; Redemption: 2025-11-19; Registration: 144L/Cdh P;
U-FF: First Pay: 2025-01-20; Redemption: 2025-11-19; Registration: 144C/Xsd D;
S-NN: First Pay: 2025-01-20; Redemption: 2025-11-19; Registration: 144H/Jht Q;
Deal Comments
Swbysfsxysw. Gps Hftt Owryplm 1.00
Reinvestment Period (YRS)
8.2
Reinvestment Period End Date
Mar 16, 2010
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
PSS | KQX | 122.000 | 7.80 | - | EEE | - | - | - | 95.10% | - | Bfrxldhy | SAHZ | - | 115 | UMTS+115 | - | - |
UVV | PUX | 15.300 | 7.00 | - | UU | - | - | - | 17.40% | - | Ihradusu | AYWN | - | 155 | EABM+155 | - | - |
OGG | GSX | 89.500 | 5.00 | - | LLL- | - | - | - | 14.60% | - | Aeuerxeo | GOPY | - | 290 | TAHI+290 | - | - |
HZZ | TCP | 81.200 | 1.20 | - | Y | - | - | - | 74.60% | - | Imzkdrko | NQYR | - | 185 | DTMQ+185 | - | - |
UCC | JZH | 38.200 | 2.10 | - | ZZ- | - | - | - | 6.40% | - | Adcuedjt | DKYX | - | 575 | WPDV+575 | - | - |
Tranche Comments
PSS: Redemption: 2025-10-31; Registration: 144O/Ore N;
UVV: Redemption: 2025-10-31; Registration: 144E/Jqo G;
HZZ: Redemption: 2025-10-31; Registration: 144N/Cmt I;
OGG: Redemption: 2025-10-31; Registration: 144Q/Rwu G;
UCC: Redemption: 2025-10-31; Registration: 144I/Yco Q;
Deal Comments
Qwsevjvheva. Ruv Wjee Lwbeucp 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Mar 16, 2006
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Ews | ERF | 36.400 | - | ES | UW | OV | - | - | - | - | - | - | - | - | - | - | Retained |
M | YBO | 6.000 | 4.88 | Ooo | GY | MJ | - | - | - | - | Tdyvqwbq | PWYQ | - | 95 | CILD+95 | - | - |
N | COU | 967.000 | 2.93 | Njj | PO | FK | - | - | 36.00% | - | Mcukpkvp | JCFQ | - | 133 | CXJT+133 | - | - |
K-R | GBA | 59.000 | 3.98 | TF | DA | EEE | - | - | 86.00% | - | Csshvtme | POAM | - | 145 | XVTY+145 | - | - |
T | POD | 47.000 | 3.51 | KC | SY | Y | - | - | 17.00% | - | Gufeztho | HGMN | - | 190 | SBES+190 | - | - |
N-D | ARF | 1.000 | 3.31 | SN | PS | MMM- | - | - | 90.00% | - | Grcweyil | DINL | - | 405 | THDE+405 | - | - |
Q | MNK | 57.000 | 3.61 | VH | FP | UUU- | - | - | 72.00% | - | Ivdzhhbg | CJWE | - | 285 | DDTY+285 | - | - |
I | RFU | 30.000 | 5.57 | BM | WX | NN | - | - | 58.00% | - | Ibwffdzz | TDDP | - | 165 | BGAP+165 | - | - |
S | OZQ | 1.000 | 72.44 | EM | VI | J- | - | - | 7.50% | - | Xvsqwhzn | YUYD | - | - | JMPL+792 | - | - |
E | MHG | 70.000 | 70.54 | VB | HX | NN- | - | - | 5.00% | - | Ylqxhbmo | EEEL | - | 525 | KSEM+525 | - | - |
Tranche Comments
M: Redemption: 2026-10-20; Registration: 144G/Aye J;
N: Redemption: 2026-10-20; Registration: 144D/Xed F;
K-R: Redemption: 2026-10-20; Registration: 144W/Luq Z;
I: Redemption: 2026-10-20; Registration: 144F/Brx J;
T: Redemption: 2026-10-20; Registration: 144H/Dkr S;
Q: Redemption: 2026-10-20; Registration: 144N/Ljz K;
N-D: Redemption: 2026-10-20; Registration: 144E/Udv B;
E: Redemption: 2026-10-20; Registration: 144H/Vhf R;
S: Redemption: 2026-10-20; Registration: 144G/Oow Z;
Ews: Redemption: 2026-10-20; Registration: 144W/Hjd Q;
Deal Comments
Eqn Xfll Glxyqod 2.00. Gkl olfl afo vdoyglo qq QL$599.3q
Risk Retention
ZA/AP - Qrh
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Feb 14, 2022
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-U | TQY | 95.000 | 7.33 | - | - | YY | - | - | 76.00% | - | Dxvxuyxw | PLMU | - | 170 | KNCU+170 | - | - |
Z-Q | NQK | 76.200 | 97.10 | - | - | WW- | - | - | 1.00% | - | Gjxzfyic | AHCX | - | 600 | NHWF+600 | - | - |
P-S | JHX | 65.500 | 9.67 | - | - | GGG- | - | - | 89.00% | - | Oymmmpqi | NBBR | - | 310 | AJQJ+310 | - | - |
A-Z | WZU | 1.550 | 1.15 | Abb | - | - | - | - | - | - | Bpdraruf | SYBF | - | 105 | XIDO+105 | - | - |
X-D | FYS | 10.600 | 8.10 | - | - | NNN | - | - | 17.00% | - | Ymmckjeu | MLZI | - | 158 | NQBP+158 | - | - |
X-D | CXU | 769.500 | 9.41 | Lnn | - | - | - | - | 93.00% | - | Xxucsjnb | YEZL | - | 135 | PITN+135 | - | - |
M-U | FHV | 8.900 | 5.67 | - | - | NNN- | - | - | 61.00% | - | Dpqjx | - | - | - | 7.44% | - | - |
O-L | HBV | 98.000 | 1.33 | Rzz | - | - | - | - | 42.00% | - | Cyfeeypd | LWDA | - | 135 | AGTV+135 | - | - |
M-2 | LEA | 87.000 | 3.22 | - | - | QQ | - | - | 59.00% | - | Asykq | - | - | - | 4.97% | - | - |
F-F | VHR | 27.600 | 2.20 | - | - | E | - | - | 50.00% | - | Avpfdinp | BWTD | - | 200 | BMTL+200 | - | - |
P-N | ZHZ | 6.510 | 24.13 | - | - | L- | - | - | 2.60% | - | - | - | - | - | - | - | Retained |
Wclzek | XYK | 55.670 | - | BG | - | FE | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-Z: Registration: 144M/Czy J;
X-D: Registration: 144I/Fiw M;
O-L: Registration: 144Y/Pmh Y;
X-D: Registration: 144C/Gwq B;
J-U: Registration: 144A/Ujk S;
M-2: Registration: 144V/Wrn R;
F-F: Registration: 144P/Msv P;
P-S: Registration: 144P/Vaj A;
M-U: Registration: 144D/Mwe F;
Z-Q: Registration: 144T/Qhx H;
P-N: Registration: 144L/Xlu P;
Wclzek: Registration: 144M/Iml S;
Deal Comments
Umqmw. Yzh Ngbb Smfmzwn 2.00
Risk Retention
LP/PO - Ipu
Reinvestment Period (YRS)
3.3
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-L | QEZ | 44.000 | 8.60 | - | - | B | - | - | 50.00% | - | Jrfxvthc | BVDM | - | 200 | XPBK+200 | - | - |
E-W | NOT | 49.000 | 3.50 | - | - | BBB- | - | - | 70.00% | - | Jjmfzdrn | HQST | - | 300 | BMSZ+300 | - | - |
S-H | MTO | 1.000 | 8.10 | Lkk | - | - | - | - | - | - | Yvwrommu | YEXF | - | 90 | TTQI+90 | - | - |
Wvm | EKA | 78.380 | - | GH | - | ND | - | - | - | - | - | - | - | - | - | - | Retained |
L-2-O | CKZ | 2.000 | 1.60 | - | - | TT | - | - | 80.00% | - | Nbznk | - | - | - | 5.11% | - | - |
B-K-C | KCL | 56.000 | 5.50 | - | - | HHH | - | - | 55.00% | - | Oewszfig | CUNE | - | 153 | IQMO+153 | - | - |
N-T | ANG | 42.000 | 24.60 | - | - | V- | - | - | 1.00% | - | Dvozqjdm | VOJM | - | 875 | ESWA+816 | - | - |
U-S | ZND | 25.000 | 29.90 | - | - | CC- | - | - | 2.00% | - | Pflzpaur | UCBZ | - | 570 | PILG+570 | - | - |
K-U | LCJ | 255.000 | 4.10 | Obb | - | DDD | - | - | 81.00% | - | Nsydbifc | KDGP | - | 135 | VSLN+135 | - | - |
F-1-T | VOE | 58.000 | 8.70 | - | - | BB | - | - | 84.00% | - | Dcccwxqd | MQQV | - | 165 | WSSK+165 | - | - |
Tranche Comments
S-H: Redemption: 2026-07-20; Registration: 144O/Opp A;
K-U: Redemption: 2026-07-20; Registration: 144D/Vso J;
B-K-C: Redemption: 2026-07-20; Registration: 144W/Uya W;
F-1-T: Redemption: 2026-07-20; Registration: 144Q/Jel S;
L-2-O: Redemption: 2026-07-20; Registration: 144T/Biq G;
S-L: Redemption: 2026-07-20; Registration: 144X/Qlc T;
E-W: Redemption: 2026-07-20; Registration: 144X/Rcb X;
U-S: Redemption: 2026-07-20; Registration: 144W/Xhc J;
N-T: Redemption: 2026-07-20; Registration: 144J/Ttw G;
Wvm: Redemption: 2026-07-20; Registration: 144H/Kqk S;
Deal Comments
Rghgh. Wwg Mmzz Jgavwrf 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 24, 2001
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-DD | YKW | 58.000 | 6.80 | - | H | - | - | - | 62.22% | - | Mwebjfvx | KIQP | 175-185 | 190 | CSPV+190 | - | - |
B-XX | GCG | 59.000 | 2.80 | - | PPP- | - | - | - | 40.75% | - | Wwvfpvwr | KWIE | 275-280 | 280 | WVWC+280 | - | - |
P-1S | TJM | 401.000 | 9.90 | - | ZZZ | - | - | - | 73.64% | - | Urcldzpv | XWVX | - | 107 | YSXV+107 | - | - |
Y-AA | ZVH | 72.000 | 1.90 | - | YY | - | - | - | 66.72% | - | Xbpmmumo | IUHS | 140-150 | 150 | NBVT+150 | - | - |
V-TT | VWW | 183.000 | 3.80 | - | FFF | - | - | - | 97.77% | - | Zsfmuazc | TXCC | - | 107 | ZYDJ+107 | - | - |
Tranche Comments
P-1S: First Pay: 2024-10-20; Redemption: 2025-02-05; Registration: 144K/Uau B;
V-TT: First Pay: 2024-10-20; Redemption: 2025-02-05; Registration: 144A/Wxb E;
Y-AA: First Pay: 2024-10-20; Redemption: 2025-02-05; Registration: 144D/Xkq S;
G-DD: First Pay: 2024-10-20; Redemption: 2025-02-05; Registration: 144Y/Ozt T;
B-XX: First Pay: 2024-10-20; Redemption: 2025-02-05; Registration: 144B/Gqe X;
Deal Comments
Zxyijxjxijp. Qfj Lxhh Lxlifin 0.5
Reinvestment Period (YRS)
8.76
Reinvestment Period End Date
Jul 27, 1993
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-Q | AUS | 61.710 | 53.80 | - | - | WW- | - | - | 7.00% | - | Gehmcpnj | XOPB | - | 590 | NYZG+590 | - | - |
J1-S | KRS | 14.400 | 5.70 | - | - | BB | - | - | 65.00% | - | Axjmmrib | NWWT | - | 165 | DCYK+165 | - | - |
J-I | NQM | 41.400 | 8.70 | - | - | NNN- | - | - | 25.00% | - | Wxfsfixb | XAIV | - | 300 | HELF+300 | - | - |
X-I | EQR | 3.800 | 4.50 | - | - | HHH | - | - | - | - | Klycetce | CEPA | - | 90 | JBYZ+90 | - | - |
H-T | AFJ | 836.770 | 4.70 | Zcc | - | OOO | - | - | 69.00% | - | Ovwjkxzk | LZDU | - | 135 | TUQC+135 | - | - |
P2-I | MKY | 7.000 | 8.60 | - | - | ZZ | - | - | 94.00% | - | Zsvwk | - | - | - | 5.52% | - | - |
S-H | GYZ | 9.420 | 66.50 | - | - | H- | - | - | 2.00% | - | Vxocttxr | DDEB | - | 875 | AUBO+840 | - | - |
Cgu | PRY | 52.820 | - | JP | - | HB | - | - | - | - | - | - | - | - | - | - | Retained |
Y-B | KRL | 26.910 | 4.70 | - | - | W | - | - | 57.00% | - | Ojllbciq | GBWK | - | 190 | DZPE+190 | - | - |
Tranche Comments
X-I: Redemption: 2026-07-20; Registration: 144C/Mce H;
H-T: Redemption: 2026-07-20; Registration: 144G/Zte O;
J1-S: Redemption: 2026-07-20; Registration: 144E/Ysi O;
P2-I: Redemption: 2026-07-20; Registration: 144J/Cdj N;
Y-B: Redemption: 2026-07-20; Registration: 144A/Jen F;
J-I: Redemption: 2026-07-20; Registration: 144P/Puj I;
D-Q: Redemption: 2026-07-20; Registration: 144O/Gcu I;
S-H: Redemption: 2026-07-20; Registration: 144A/Gxe R;
Cgu: Redemption: 2026-07-20; Registration: 144A/Lqa R;
Deal Comments
Yuhuy. She Xezz Euwxhjs 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Nov 30, 1997
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | OUK | 561.000 | 6.10 | Zjj | - | JJJ | - | - | 31.00% | - | Xmwawmck | JPCZ | - | 142 | PWWR+142 | - | 402.00000 |
E-U | AVF | 61.000 | 1.84 | - | - | ZZZ | - | - | 84.00% | - | Vrrqmucs | SEEC | - | 162 | WJPG+162 | - | 667.00000 |
C-1 | ZOR | 60.000 | 7.99 | - | - | FF | - | - | 27.00% | - | Cmlrljmb | XMFO | - | 170 | ZYAC+170 | - | 125.00000 |
I | LEN | 13.000 | 1.51 | - | - | AA- | - | - | 8.00% | - | Nseblpvl | VTZJ | - | 570 | MHVQ+570 | - | 380.00000 |
V | BMH | 30.000 | 2.90 | - | - | N | - | - | 34.00% | - | Ceomxjcn | VWEH | - | 210 | SEIN+210 | - | 997.00000 |
Z | KSI | 7.000 | 47.87 | - | - | C- | - | - | 2.00% | - | Mhxcvqyd | SPSR | - | 800 | YCZN+783 | - | 23.00000 |
N | XUA | 3.200 | 7.40 | Ctt | - | - | - | - | - | - | Rfmulvlg | JIEW | - | 85 | WZYT+85 | - | 104.00000 |
Q | UYU | 64.000 | 7.15 | - | - | DDD- | - | - | 27.00% | - | Wdwhdrvz | KNOI | - | 305 | ADAY+305 | - | 999.00000 |
K-I | KXS | 9.000 | 7.78 | - | - | XXX- | - | - | 16.00% | - | Omjhldxn | UQHK | - | 425 | NKKS+425 | - | 604.00000 |
L-2 | EJF | 3.000 | 5.44 | - | - | CC | - | - | 91.00% | - | Jmrym | GPTD | - | - | 5.99% | 5.993% | 968.00000 |
Iqsmsu | PMC | 14.710 | - | - | - | BL | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N: Registration: 144Q/Yps G;
N: Registration: 144E/Eor C;
E-U: Registration: 144G/Ylw K;
C-1: Registration: 144M/Dxa K;
L-2: Registration: 144B/Iyn K;
V: Registration: 144V/Dcx B;
Q: Registration: 144C/Ztv C;
K-I: Registration: 144B/Iup D;
I: Registration: 144A/Una O;
Z: Registration: 144M/Jfu L;
Iqsmsu: Registration: 144Z/Fhd J;
Deal Comments
Qhu Jott Cptbhie 2.00
Reinvestment Period (YRS)
5.1
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | YTM | 33.000 | 9.00 | - | Y | - | - | - | 38.00% | - | Owlafyqx | HWDA | 220z | 220 | GUPQ+220 | - | - |
S | JUW | 3.000 | 23.60 | - | Q- | - | - | - | 9.00% | - | Rccmvfby | XICU | - | 800 | KVXM+774 | - | - |
Pprhou | EKP | 29.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
W | MVM | 8.600 | 5.50 | - | FFF | - | - | - | - | - | Xjwmtpfs | KZMO | - | 90 | VCPU+90 | - | - |
H | OZJ | 156.400 | 2.40 | - | PPP | - | - | - | 41.20% | - | Qculoqam | HOZD | 148 | 145 | QKMS+145 | - | - |
Q | ZIM | 86.000 | 67.00 | - | MM- | - | - | - | 8.00% | - | Kkszyzml | PVTY | 590j | 590 | LNPK+590 | - | - |
P | KKL | 82.300 | 5.10 | - | QQ | - | - | - | 51.00% | - | Qbowqmnk | XAWS | 185d | 180 | IJFJ+180 | - | - |
J | OEB | 11.000 | 7.80 | - | RRR- | - | - | - | 78.00% | - | Rhmshufg | CKBZ | 315n | 315 | VFBF+315 | - | - |
B-X | OBB | 7.000 | 4.90 | - | AAA- | - | - | - | 80.00% | - | Sjclfifa | IMPJ | 435x | 435 | PUKV+435 | - | - |
Tranche Comments
W: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144N/Wdj U;
H: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144V/Lzq U;
P: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144H/Lmz K;
P: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144U/Yyf Q;
J: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144O/Jdw C;
B-X: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144M/Aqm T;
Q: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144E/Axc H;
S: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144U/Ldu Q;
Pprhou: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144G/Tks L;
Deal Comments
Ogc Zxll Obbfgdy 2.00. Wvb dbxl yxl yqlfdbd jg NL$500k
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 19, 2012