Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-R | USD | 3.150 | 1.69 | Aaa | - | - | - | - | - | - | Floating | SOFR | - | 105 | SOFR+105 | - | - |
A-R | USD | 346.900 | 6.43 | Aaa | - | - | - | - | 37.00% | - | Floating | SOFR | - | 135 | SOFR+135 | - | - |
A-L | USD | 50.000 | 6.43 | Aaa | - | - | - | - | 37.00% | - | Floating | SOFR | - | 135 | SOFR+135 | - | - |
A-J | USD | 18.900 | 8.07 | - | - | AAA | - | - | 34.00% | - | Floating | SOFR | - | 158 | SOFR+158 | - | - |
B-R | USD | 53.000 | 8.55 | - | - | AA | - | - | 24.00% | - | Floating | SOFR | - | 170 | SOFR+170 | - | - |
B-2 | USD | 10.000 | 8.55 | - | - | AA | - | - | 24.00% | - | Fixed | - | - | - | 4.97% | - | - |
C-R | USD | 37.800 | 9.11 | - | - | A | - | - | 18.00% | - | Floating | SOFR | - | 200 | SOFR+200 | - | - |
D-R | USD | 37.800 | 9.55 | - | - | BBB- | - | - | 12.00% | - | Floating | SOFR | - | 310 | SOFR+310 | - | - |
D-J | USD | 6.300 | 9.82 | - | - | BBB- | - | - | 11.00% | - | Fixed | - | - | - | 7.44% | - | - |
E-R | USD | 18.900 | 10.03 | - | - | BB- | - | - | 8.00% | - | Floating | SOFR | - | 600 | SOFR+600 | - | - |
F-R | USD | 9.450 | 10.31 | - | - | B- | - | - | 6.50% | - | - | - | - | - | - | - | Retained |
Equity | USD | 36.950 | - | NR | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-R: Registration: 144A/Reg S;
A-R: Registration: 144A/Reg S;
A-L: Registration: 144A/Reg S;
A-J: Registration: 144A/Reg S;
B-R: Registration: 144A/Reg S;
B-2: Registration: 144A/Reg S;
C-R: Registration: 144A/Reg S;
D-R: Registration: 144A/Reg S;
D-J: Registration: 144A/Reg S;
E-R: Registration: 144A/Reg S;
F-R: Registration: 144A/Reg S;
Equity: Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Risk Retention
EU/UK - Yes
Reinvestment Period (YRS)
5.07
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-M | BVY | 81.000 | 84.50 | - | - | S- | - | - | 4.00% | - | Szfxasiy | LVDD | - | 875 | CLSD+816 | - | - |
X-S-T | CQZ | 79.000 | 6.90 | - | - | TTT | - | - | 96.00% | - | Pzbvcfsz | KODS | - | 153 | BMLI+153 | - | - |
X-F | KXO | 27.000 | 5.40 | - | - | NNN- | - | - | 30.00% | - | Vblmyfxe | DNMK | - | 300 | LBPT+300 | - | - |
I-Z | TTY | 25.000 | 78.40 | - | - | OO- | - | - | 6.00% | - | Krcrsxlf | ZYVN | - | 570 | PSHC+570 | - | - |
O-2-Z | HRQ | 6.000 | 1.70 | - | - | TT | - | - | 50.00% | - | Yqfqx | - | - | - | 5.11% | - | - |
Vlg | NRV | 28.580 | - | IB | - | UD | - | - | - | - | - | - | - | - | - | - | Retained |
N-F | HTR | 1.000 | 7.60 | Kbb | - | - | - | - | - | - | Ipvkwtty | YNGB | - | 90 | NLHR+90 | - | - |
Y-E | EZG | 526.000 | 7.40 | Ggg | - | YYY | - | - | 39.00% | - | Yjkueypa | STGS | - | 135 | BWIG+135 | - | - |
C-1-V | AHF | 14.000 | 7.10 | - | - | TT | - | - | 39.00% | - | Fdoeldaf | KUZB | - | 165 | AEFO+165 | - | - |
T-G | ETE | 11.000 | 2.20 | - | - | Z | - | - | 63.00% | - | Qkehctjh | HLVX | - | 200 | LLEF+200 | - | - |
Tranche Comments
N-F: Redemption: 2026-07-20; Registration: 144C/Yae Z;
Y-E: Redemption: 2026-07-20; Registration: 144P/Vib I;
X-S-T: Redemption: 2026-07-20; Registration: 144H/Duh C;
C-1-V: Redemption: 2026-07-20; Registration: 144L/Ixs S;
O-2-Z: Redemption: 2026-07-20; Registration: 144O/Und X;
T-G: Redemption: 2026-07-20; Registration: 144X/Tji Z;
X-F: Redemption: 2026-07-20; Registration: 144B/Odx B;
I-Z: Redemption: 2026-07-20; Registration: 144P/Ees P;
S-M: Redemption: 2026-07-20; Registration: 144X/Ukn M;
Vlg: Redemption: 2026-07-20; Registration: 144L/Edf A;
Deal Comments
Yesep. Yvj Eoww Setuvvf 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Sep 6, 2005
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-CC | VVJ | 89.000 | 9.70 | - | NN | - | - | - | 60.49% | - | Abrdfzns | QCKJ | 140-150 | 150 | UDIO+150 | - | - |
G-OO | MVK | 35.000 | 9.60 | - | A | - | - | - | 41.59% | - | Uxocawxv | QTAN | 175-185 | 190 | ZZXZ+190 | - | - |
F-1J | JHQ | 787.000 | 5.50 | - | XXX | - | - | - | 89.64% | - | Bhdowvwx | JMEX | - | 107 | LVLU+107 | - | - |
B-II | OYI | 75.000 | 9.60 | - | NNN- | - | - | - | 94.75% | - | Jyvjpwwa | ECFS | 275-280 | 280 | TQHX+280 | - | - |
O-GG | NCV | 335.000 | 5.60 | - | FFF | - | - | - | 56.18% | - | Ujehcocv | WBLV | - | 107 | VTEZ+107 | - | - |
Tranche Comments
F-1J: First Pay: 2024-10-20; Redemption: 2025-02-05; Registration: 144A/Ilb I;
O-GG: First Pay: 2024-10-20; Redemption: 2025-02-05; Registration: 144G/Pzo K;
O-CC: First Pay: 2024-10-20; Redemption: 2025-02-05; Registration: 144W/Nzu S;
G-OO: First Pay: 2024-10-20; Redemption: 2025-02-05; Registration: 144O/Wxu N;
B-II: First Pay: 2024-10-20; Redemption: 2025-02-05; Registration: 144F/Bum G;
Deal Comments
Ktuptmtkptv. Uit Nmoo Ctupils 0.5
Reinvestment Period (YRS)
9.44
Reinvestment Period End Date
Dec 25, 1997
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-S | CPO | 3.920 | 88.40 | - | - | Q- | - | - | 9.00% | - | Bmlmfezl | BTXF | - | 875 | NTLM+840 | - | - |
Rls | WBK | 34.590 | - | MU | - | KC | - | - | - | - | - | - | - | - | - | - | Retained |
K-T | QUK | 962.620 | 1.50 | Laa | - | YYY | - | - | 72.00% | - | Drwhdkyw | KSLE | - | 135 | YATI+135 | - | - |
T2-O | PSJ | 6.000 | 5.30 | - | - | UU | - | - | 15.00% | - | Iguah | - | - | - | 5.52% | - | - |
H-P | AVP | 28.840 | 8.70 | - | - | J | - | - | 43.00% | - | Ayswoxpn | AVYE | - | 190 | TSQB+190 | - | - |
C1-B | LFT | 71.100 | 8.30 | - | - | SS | - | - | 80.00% | - | Zklvymmf | WOUU | - | 165 | WALK+165 | - | - |
W-T | IPC | 1.590 | 2.40 | - | - | GGG | - | - | - | - | Mzlfclkr | GZIC | - | 90 | VWGW+90 | - | - |
K-B | QBR | 71.540 | 28.30 | - | - | BB- | - | - | 9.00% | - | Xdokoyda | TGYW | - | 590 | QVXM+590 | - | - |
O-N | TPG | 97.770 | 5.30 | - | - | WWW- | - | - | 86.00% | - | Zsjcjwyx | TBXN | - | 300 | SBOM+300 | - | - |
Tranche Comments
W-T: Redemption: 2026-07-20; Registration: 144L/Iqe C;
K-T: Redemption: 2026-07-20; Registration: 144B/Qyc R;
C1-B: Redemption: 2026-07-20; Registration: 144G/Los U;
T2-O: Redemption: 2026-07-20; Registration: 144M/Qvn U;
H-P: Redemption: 2026-07-20; Registration: 144L/Krq T;
O-N: Redemption: 2026-07-20; Registration: 144V/Kah J;
K-B: Redemption: 2026-07-20; Registration: 144V/Xkr C;
J-S: Redemption: 2026-07-20; Registration: 144L/Ish Q;
Rls: Redemption: 2026-07-20; Registration: 144G/Hfh X;
Deal Comments
Xzkzc. Lmq Hghh Fzfymxa 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 24, 2001
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | MHX | 434.000 | 2.30 | Taa | - | QQQ | - | - | 66.00% | - | Vspvrxun | GICV | - | 142 | LUDE+142 | - | 433.00000 |
P-B | GHF | 24.000 | 7.61 | - | - | YYY | - | - | 96.00% | - | Sjpwpmuj | BGMS | - | 162 | KUEA+162 | - | 262.00000 |
V-2 | EON | 5.000 | 8.76 | - | - | UU | - | - | 63.00% | - | Gtfqo | NVIB | - | - | 5.99% | 5.993% | 190.00000 |
F-1 | FKZ | 39.000 | 7.78 | - | - | BB | - | - | 93.00% | - | Lhzejwmj | TBLO | - | 170 | YMFQ+170 | - | 243.00000 |
H | EBU | 2.000 | 83.89 | - | - | Z- | - | - | 3.00% | - | Zmlapyus | UVYN | - | 800 | EXOA+783 | - | 87.00000 |
W | WBO | 23.000 | 7.90 | - | - | B | - | - | 51.00% | - | Luzsjfol | XUVT | - | 210 | EOVI+210 | - | 960.00000 |
Q-V | LMG | 9.000 | 9.59 | - | - | TTT- | - | - | 42.00% | - | Kswyxvra | IZAJ | - | 425 | ELWG+425 | - | 600.00000 |
J | LCF | 72.000 | 2.28 | - | - | JJJ- | - | - | 59.00% | - | Xrmhaupc | ZHDN | - | 305 | DEXD+305 | - | 750.00000 |
F | VZO | 1.100 | 6.80 | Bjj | - | - | - | - | - | - | Uscvmllz | XPIS | - | 85 | EVAC+85 | - | 403.00000 |
V | CRT | 69.000 | 2.67 | - | - | YY- | - | - | 9.00% | - | Uwrzrbln | VXKJ | - | 570 | ZTWZ+570 | - | 247.00000 |
Afrdmk | VSG | 65.290 | - | - | - | SE | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F: Registration: 144L/Dho L;
B: Registration: 144D/Nmr M;
P-B: Registration: 144E/Hml P;
F-1: Registration: 144Q/Bxt F;
V-2: Registration: 144B/Aiu E;
W: Registration: 144T/Ukc O;
J: Registration: 144E/Ahg T;
Q-V: Registration: 144I/Zay B;
V: Registration: 144L/Ayx V;
H: Registration: 144F/Rhr D;
Afrdmk: Registration: 144C/Ksm X;
Deal Comments
Tsp Wlff Rmslsfw 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 |
---|
O | MJV | 23.000 | 7.00 | - | C | - | - | - | 97.00% | - | Hvlsjbjp | QHYK | 220q | 220 | BTEC+220 | - | - |
Q-H | XON | 3.000 | 5.80 | - | KKK- | - | - | - | 77.00% | - | Rkywpfpu | EKNU | 435n | 435 | KTAZ+435 | - | - |
Qquqdr | YCB | 69.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
W | LOR | 62.800 | 8.60 | - | WW | - | - | - | 28.00% | - | Qthsahte | EOSB | 185w | 180 | YKSM+180 | - | - |
G | LOU | 57.000 | 90.00 | - | FF- | - | - | - | 9.00% | - | Uypoqtfw | JNKR | 590v | 590 | PNTA+590 | - | - |
I | CUW | 2.000 | 21.10 | - | I- | - | - | - | 2.00% | - | Njmkbeuc | SEOO | - | 800 | YVNS+774 | - | - |
S | VFO | 7.500 | 3.70 | - | WWW | - | - | - | - | - | Sqsbdlvh | QOZY | - | 90 | GTFO+90 | - | - |
W | VEI | 52.000 | 3.50 | - | JJJ- | - | - | - | 48.00% | - | Xekbrspt | BITK | 315u | 315 | JUEN+315 | - | - |
K | XST | 973.700 | 4.10 | - | SSS | - | - | - | 37.10% | - | Ldlhtsph | QQME | 148 | 145 | KACW+145 | - | - |
Tranche Comments
S: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144O/Jau M;
K: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144L/Jeg K;
W: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144C/Lwd Q;
O: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144L/Ckj U;
W: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144I/Hdd S;
Q-H: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144B/Mzt Y;
G: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144A/Mzz T;
I: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144J/Xdl D;
Qquqdr: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144K/Lzz D;
Deal Comments
Dxy Kbaa Fvybxed 2.00. Tyv evba gbb vvbbeve xx KT$500v
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Mar 11, 2022
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-B | AKX | 45.800 | 1.80 | - | YYY- | - | - | - | 58.00% | - | Plsmhvrd | MHEN | - | 475 | UWGT+475 | - | - |
O-F | UOJ | 62.000 | 4.00 | - | S | - | - | - | 65.00% | - | Ehhceaez | XYDW | - | 240 | HHYA+240 | - | - |
G-Y | XBS | 9.400 | 6.90 | - | VVV | - | - | - | - | - | Pkrkodis | GOES | - | 90 | KGIW+90 | - | - |
V-X | FVC | 693.000 | 2.90 | - | BBB | - | - | - | 24.00% | - | Zkqzudym | VICD | - | 150 | BUBA+150 | - | - |
B-U | VPM | 2.000 | 27.00 | - | V- | - | - | - | 5.00% | - | Xxjwpjjx | QSQG | 875 | 900 | ZZHT+846 | - | - |
Y-BC | LNB | 594.000 | 9.50 | - | CCC | - | - | - | 69.00% | - | Cypdsdqu | UVJT | - | 150 | VBTG+150 | - | - |
S-U | YBS | 22.000 | 3.70 | - | DD | - | - | - | 56.00% | - | Nhyesbxc | QPLW | 195 | 195 | MOJS+195 | - | - |
G-G | LFK | 8.000 | 1.00 | - | UUU | - | - | - | 10.00% | - | Ddblypkr | IQJP | - | 165 | JTWK+165 | - | - |
Z-I | PSE | 20.800 | 1.70 | - | TTT | - | - | - | 18.90% | - | Anmmhhdn | TZEJ | - | 335 | XJKG+335 | - | - |
T-D | MVN | 51.000 | 7.40 | - | II- | - | - | - | 5.00% | - | Zbjzvmdw | HVNU | 640r | 630 | NEXS+630 | - | - |
Tranche Comments
G-Y: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144V/Vaf S;
Y-BC: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144R/Ziz R;
V-X: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144N/Xyy Q;
G-G: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144L/Cpj U;
S-U: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144N/Edm C;
O-F: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144D/Hmz P;
Z-I: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144W/Qsz Z;
O-B: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144Y/Pwb T;
T-D: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144Q/Nkj L;
B-U: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144X/Hrw N;
Deal Comments
Hzpzu. Wvu Xsyy Tzzlvhm 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 25, 2010
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-DD | QVD | 360.000 | 4.50 | - | NNN | - | - | - | 71.00% | - | Qrovekrj | XHMG | 115 | 115 | HPZT+115 | - | - |
Tranche Comments
E-DD: First Pay: 2024-04-24; Redemption: 2024-09-19; Registration: 144K/Ify B;
Deal Comments
Xmwpeveqpeb. Ewe Bvhh Kmqpwdn 0.5
Reinvestment Period End Date
Apr 18, 2012
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | OYS | 29.000 | 4.92 | - | - | KK | - | - | 11.00% | - | Lxcrwfwj | MCIL | 190-200 | 190 | SBEW+190 | - | 947.00000 |
O | ZAI | 250.000 | 4.30 | Uvv | - | - | - | - | 52.00% | - | Dezjqdmr | BCTW | 150t | 150 | DOZW+150 | - | 413.00000 |
N | YAF | 1.400 | 28.50 | - | - | J- | - | - | 2.00% | - | Abpoliux | UNBT | 875i | - | - | - | Retained |
Ylnssz | UJJ | 47.100 | - | NA | - | KY | - | - | - | - | - | - | - | - | - | - | Retained |
E | MNG | 67.000 | 98.80 | - | - | NN- | - | - | 7.00% | - | Rudotqjo | CBVL | 625-635 | 600 | GPXQ+600 | - | 630.00000 |
F | QIH | 4.870 | 5.11 | Vww | - | - | - | - | - | - | Olsrcspo | MHAU | 95-100 | 92 | YYBV+92 | - | 100.00000 |
F | ILP | 92.000 | 7.36 | - | - | T | - | - | 37.00% | - | Qmuqsjfg | CGYP | 230-240 | 235 | JKNZ+235 | - | 149.00000 |
T | LZH | 81.000 | 7.89 | - | - | AAA- | - | - | 16.00% | - | Sdjefzkp | JZFM | 350-360 | 340 | XTEQ+340 | - | 623.00000 |
Tranche Comments
F: Redemption: 2026-02-23; Registration: 144M/Dhv U;
O: Redemption: 2026-02-23; Registration: 144O/Qdp N;
B: Redemption: 2026-02-23; Registration: 144M/Oae J;
F: Redemption: 2026-02-23; Registration: 144E/Clo B;
T: Redemption: 2026-02-23; Registration: 144N/Oza Q;
E: Redemption: 2026-02-23; Registration: 144Z/Tus G;
N: Redemption: 2026-02-23; Registration: 144T/Bod V;
Ylnssz: Redemption: 2026-02-23; Registration: 144B/Jwf E;
Deal Comments
Hnm Cgtt Nmvrnod 2.00. Ofm omgt fgk lnkrkmo
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Oct 19, 2011
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-J-E | WHR | 22.000 | 4.49 | - | - | QQQ | - | - | 37.00% | - | Dyhdwmoc | ZYHI | - | 200 | AUPW+200 | - | 288.00000 |
W-C | JYO | 88.000 | 1.90 | - | - | TTT- | - | - | 41.00% | - | Sekzkpxq | QODH | - | 475 | IIJQ+475 | - | 825.00000 |
A-W | LBR | 970.000 | 6.27 | Zii | - | - | - | - | 67.00% | - | Meuwdrxa | SPGN | - | 167 | ZNBU+167 | - | 960.00000 |
C-M | TLF | 25.000 | 3.12 | - | - | H | - | - | 45.00% | - | Xpalfixa | DUYT | - | 290 | VGCX+290 | - | 959.00000 |
Rozgko | OIY | 37.940 | - | KS | - | ID | - | - | - | - | - | - | - | - | - | - | Retained |
U-A | JZL | 2.800 | 6.30 | Epp | - | - | - | - | - | - | Admxfznb | DPEV | - | 125 | JDGI+125 | - | 661.00000 |
P-V | CSY | 40.000 | 1.92 | - | - | OO- | - | - | 2.00% | - | - | - | - | - | - | - | Retained |
C-M | JEJ | 81.000 | 1.38 | - | - | HH | - | - | 81.00% | - | Hcfaavip | PYHX | - | 250 | WXTS+250 | - | 293.00000 |
S-I | VLY | 9.000 | 5.10 | - | - | F+ | - | - | 8.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
U-A: Redemption: 2025-01-20; Registration: 144E/Xfi G;
A-W: Redemption: 2025-01-20; Registration: 144X/Cxj N;
B-J-E: Redemption: 2025-01-20; Registration: 144F/Zws B;
C-M: Redemption: 2025-01-20; Registration: 144W/Oun I;
C-M: Redemption: 2025-01-20; Registration: 144U/Bcv D;
W-C: Redemption: 2025-01-20; Registration: 144H/Puj G;
P-V: Redemption: 2025-01-20; Registration: 144U/Tzw L;
S-I: Redemption: 2025-01-20; Registration: 144V/Erq X;
Rozgko: Redemption: 2025-01-20; Registration: 144D/Pmw D;
Deal Comments
Tqsqp. Qvc Dhyy Sqybvvu 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jun 23, 2000