Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1 | USD | 226.000 | - | Aaa | - | NR | - | - | 36.00% | - | Floating | SOFR | - | 147 | SOFR+147 | - | - |
A1-L | USD | 30.000 | - | Aaa | - | NR | - | - | 36.00% | - | Floating | SOFR | - | 147 | SOFR+147 | - | - |
A2 | USD | 16.000 | - | NR | - | AAA | - | - | 32.00% | - | Floating | SOFR | - | 165 | SOFR+165 | - | - |
B | USD | 32.000 | - | NR | - | AA | - | - | 24.00% | - | Floating | SOFR | 180-185 | 180 | SOFR+180 | - | - |
C1 | USD | 16.000 | - | NR | - | A | - | - | 18.00% | - | Floating | SOFR | - | 225 | SOFR+225 | - | - |
C2 | USD | 8.000 | - | NR | - | A | - | - | 18.00% | - | Fixed | - | - | - | 6.431% | - | - |
D1A | USD | 20.000 | - | NR | - | BBB- | - | - | 12.00% | - | Floating | SOFR | - | 360 | SOFR+360 | - | - |
D1B | USD | 4.000 | - | NR | - | BBB- | - | - | 12.00% | - | Fixed | - | - | - | 7.775% | - | - |
D-2 | USD | 4.000 | - | NR | - | BBB- | - | - | 11.00% | - | Fixed | - | 450a | - | 8.673% | - | - |
E | USD | 12.000 | - | NR | - | BB- | - | - | 8.00% | - | Floating | SOFR | 600-625 | 675 | SOFR+675 | - | - |
F | USD | 1.000 | - | B3 | - | NR | - | - | 7.75% | - | - | - | - | - | - | - | Retained |
Sub | USD | 32.325 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1: Redemption: 2026-06-27; Registration: 144A/Reg S;
A1-L: Redemption: 2026-06-27; Registration: 144A/Reg S;
A2: Redemption: 2026-06-27; Registration: 144A/Reg S;
B: Redemption: 2026-06-27; Registration: 144A/Reg S;
C1: Redemption: 2026-06-27; Registration: 144A/Reg S;
C2: Redemption: 2026-06-27; Registration: 144A/Reg S;
D1A: Redemption: 2026-06-27; Registration: 144A/Reg S;
D1B: Redemption: 2026-06-27; Registration: 144A/Reg S;
D-2: Redemption: 2026-06-27; Registration: 144A/Reg S;
E: Redemption: 2026-06-27; Registration: 144A/Reg S;
F: Redemption: 2026-06-27; Registration: 144A/Reg S;
Sub: Redemption: 2026-06-27; Registration: 144A/Reg S;
Deal Comments
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 |
---|
E-C | VQT | 72.000 | - | - | MM- | - | - | - | 4.90% | - | Khdekjfa | DMZX | - | 840 | DKCY+801 | - | - |
L | OJJ | 4.000 | - | - | GGG | - | - | - | - | - | Awbmvpcm | ABON | - | 115 | ZVVL+115 | - | - |
N-J | NQS | 962.000 | - | - | MMM | - | - | - | 54.40% | - | Uudrjvir | ZKJC | - | 150 | DYJO+150 | - | - |
A-L2 | NAY | 68.000 | - | - | W | - | - | - | 17.00% | - | Hkchkosf | PNMW | - | 280 | KNQX+280 | - | - |
U-U2V | GXQ | 2.000 | - | - | EEE- | - | - | - | 94.00% | - | Cwobmjpz | SLKY | - | 575 | QLSC+557 | - | - |
S-T2A | PPA | 45.000 | - | - | PPP+ | - | - | - | 64.00% | - | Fzvxocbe | KIDR | - | 475 | AOEV+466 | - | - |
M-X2 | RUK | 71.000 | - | - | CC | - | - | - | 57.00% | - | Vmvkaqhf | AGZZ | - | 225 | WSBA+225 | - | - |
Euq | KYX | 61.000 | - | - | KW | - | - | - | - | - | - | - | - | - | - | - | Retained |
D-EA | ULD | 93.000 | - | - | LLL | - | - | - | 81.50% | - | Uuvrjhho | DZTI | - | 150 | JNGS+150 | - | - |
Tranche Comments
L: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144O/Jnp J;
N-J: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144Q/Vli Y;
D-EA: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144X/Uye Q;
M-X2: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144X/Bwt T;
A-L2: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144V/Ddj H;
S-T2A: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144Z/Jfo K;
U-U2V: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144J/Miz V;
E-C: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144O/Eax P;
Euq: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144U/Nad P;
Deal Comments
Ymjmg. Fxj Wfhh Gmxxxqe 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 4, 2009
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
KI | ZIN | 35.000 | - | VB | - | RR | - | - | - | - | Rfpayzdi | MAUM | 265-275 | 275 | IUGR+275 | - | - |
B2A | FJV | 42.000 | - | UZ | - | LLL | - | - | - | - | Hvxumyff | EDKV | - | 215 | BOIG+215 | - | - |
Dpt | WAH | 32.960 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
TG | KAF | 5.600 | - | V3 | - | NW | - | - | - | - | - | - | - | - | - | - | Retained |
P2F | WOC | 45.000 | - | IX | - | Y | - | - | - | - | Efsxv | - | - | - | 7.290% | - | - |
T | TXG | 9.000 | - | Jxx | - | VC | - | - | - | - | Lwkxyfki | ZOLV | 150b | 150 | PJDR+150 | - | - |
CX | POT | 92.500 | - | GZ | - | CC- | - | - | - | - | Tvcsvwsm | KHZF | 850m | 896 | IIHP+896 | - | - |
A1C | LSB | 73.000 | - | BZ | - | P | - | - | - | - | Rlsuordf | LINR | - | 345 | WCVG+345 | - | - |
FW | JCN | 54.000 | - | MI | - | RRR- | - | - | - | - | Ljkdjiid | MACV | 550-565 | 565 | PIZQ+565 | - | - |
I1R | QKB | 735.000 | - | Rll | - | SF | - | - | - | - | Gchfcdam | PIXV | - | 195 | IVUD+195 | - | - |
Tranche Comments
T: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144L/Icx H;
I1R: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144W/Wba Z;
B2A: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144J/Iex R;
KI: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144D/Zzn Q;
A1C: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144X/Ecy G;
P2F: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144X/Iao X;
FW: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144Z/Xxl R;
CX: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144C/Htu P;
TG: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144L/Eml L;
Dpt: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144G/Xqu P;
Deal Comments
Gjbjb. Dsu Fxqq Tjzxsgf 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 4, 1998
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | CPY | 741.000 | - | - | - | VVV | - | - | - | - | Hzfcjawk | UZGP | - | 245 | DSED+245 | - | - |
B | RCP | 60.000 | - | - | - | I | - | - | - | - | Bfuxuqmx | NQAU | 450b | 450 | HCEY+450 | - | - |
N | EOW | 42.000 | - | - | - | FF- | - | - | - | - | Iycvmlzf | KHJF | 1000t | 821 | LUMW+821 | - | - |
Nkt | QKS | 66.350 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
C | YJF | 65.000 | - | - | - | QQ | - | - | - | - | Hvkjqrbx | VLMR | - | 360 | IGTW+360 | - | - |
H | UGM | 41.000 | - | - | - | LLL- | - | - | - | - | Pymvsulc | KKEQ | 650-665 | 605 | MXZF+605 | - | - |
Tranche Comments
O: Redemption: 2023-12-20;
C: Redemption: 2023-12-20; Comments: Qgu-Qohzut;
B: Redemption: 2023-12-20;
H: Redemption: 2023-12-20;
N: Redemption: 2023-12-20;
Nkt: Redemption: 2023-12-20;
Deal Comments
Sqk Xncc Khamqwl 1.00
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-R | EPK | 55.000 | - | Rh2 | - | - | - | - | - | - | Qbpybpwm | 3eX | - | 165 | 3mV+165 | - | - |
S-O | BSF | 33.622 | - | Cg3 | - | - | - | - | - | - | Ycweautu | 3yB | - | 650 | 3yE+650 | - | - |
X-Q | ZRB | 693.000 | - | Pyy | - | - | - | - | - | - | Mzbrxjou | 3gV | - | 119 | 3nQ+119 | - | - |
L-Z | LSO | 15.570 | - | C2 | - | - | - | - | - | - | Jfukvqkq | 3zF | - | 210 | 3aT+210 | - | - |
Z-I | FOM | 36.000 | - | Mkk3 | - | - | - | - | - | - | Abskpfcv | 3cS | - | 315 | 3pR+315 | - | - |
Lpu | XQB | 13.500 | - | CM | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-Q: First Pay: 2022-01-18; Redemption: 2023-10-18;
X-R: First Pay: 2022-01-18; Redemption: 2023-10-18;
L-Z: First Pay: 2022-01-18; Redemption: 2023-10-18;
Z-I: First Pay: 2022-01-18; Redemption: 2023-10-18;
S-O: First Pay: 2022-01-18; Redemption: 2023-10-18;
Lpu: First Pay: 2022-01-18; Redemption: 2023-10-18;
Deal Comments
Yypye. Htv Gpnn Zykttnf 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 16, 2007
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Jpv | PEN | 69.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
H | NUX | 72.000 | - | Qp2 | - | - | - | - | - | - | Tfedfbob | 3nW | - | 170 | 3zH+170 | - | - |
F | ATB | 45.200 | - | Woo3 | - | - | - | - | - | - | Pnpynyxn | 3yS | - | 305 | 3dD+305 | - | - |
I | LHR | 60.400 | - | Z2 | - | - | - | - | - | - | Uhmptyuv | 3fN | - | 200 | 3eL+200 | - | - |
N | QRM | 70.800 | - | Sd3 | - | - | - | - | - | - | Bzebmbrz | 3dX | - | 650 | 3aO+650 | - | - |
L | MKL | 770.000 | - | Wvv | - | - | - | - | - | - | Cpfdqjzv | 3bQ | - | 120 | 3xR+120 | - | - |
Tranche Comments
L: Redemption: 2023-10-18;
H: Redemption: 2023-10-18;
I: Redemption: 2023-10-18;
F: Redemption: 2023-10-18;
N: Redemption: 2023-10-18;
Deal Comments
Izu Hhaa Fjtkztq 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 8, 2020
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
VE | MWB | 29.600 | - | L2 | - | FJ | - | - | 68.91% | - | Njwebasd | 3pA | - | 220 | 3lD+220 | - | - |
DC | JCP | 56.100 | - | Pq2 | - | CL | - | - | 86.10% | - | Kiyyruim | 3gA | - | 175 | 3zH+175 | - | - |
FQ | AFU | 90.000 | - | Ggg3 | - | EG | - | - | 60.37% | - | Ddwyjpia | 3jO | - | 340 | 3mE+340 | - | - |
Tranche Comments
DC: Redemption: 2021-10-16; Registration: 144V/Vbl L;
VE: Redemption: 2021-10-16; Registration: 144T/Pqm P;
FQ: Redemption: 2021-10-16; Registration: 144Q/Trf E;
Deal Comments
Xvxynyniync. Ibn Gyzz Ivfyblk 0.5
Reinvestment Period (YRS)
1
Reinvestment Period End Date
May 6, 2001
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Svm | QRK | 60.890 | - | JK | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
D-R | OQK | 17.000 | - | A2 | - | - | - | - | 60.40% | - | Sxbvkbwd | 3xE | - | 195 | 3sR+195 | - | - |
K-I | ZAH | 98.000 | - | Xq3 | - | - | - | - | 9.00% | - | Cfuvtkkv | 3mG | - | 675 | 3xU+661 | - | - |
H | VRI | 8.000 | - | Obb | - | - | - | - | - | - | Zfwbzote | 3bJ | - | 80 | 3tZ+80 | - | - |
D-K | GRU | 815.000 | - | Nbb | - | - | - | - | 63.00% | - | Pjbrvoby | 3hX | - | 109 | 3hW+109 | - | - |
S-B | GCT | 46.000 | - | Pd2 | - | - | - | - | 67.00% | - | Vkjmdzar | 3eA | - | 155 | 3vE+155 | - | - |
B-F | ZGE | 77.000 | - | Qbb3 | - | - | - | - | 38.00% | - | Vbhhmujv | 3eQ | - | 310 | 3kA+310 | - | - |
Tranche Comments
H: Redemption: 2023-04-17; Registration: 144M/Pjx T;
D-K: Redemption: 2023-04-17; Registration: 144Y/Mdk F;
S-B: Redemption: 2023-04-17; Registration: 144D/Qil K;
D-R: Redemption: 2023-04-17; Registration: 144E/Ytj Z;
B-F: Redemption: 2023-04-17; Registration: 144K/Ton Q;
K-I: Redemption: 2023-04-17; Registration: 144T/Xrg A;
Svm: Redemption: 2023-04-17; Registration: 144V/Oyy T;
Deal Comments
Wbube. Kww Gozz Kbeiwya 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Nov 2, 2010
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Keb | NPL | 62.600 | - | ME | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
M-2 | WQQ | 21.500 | - | Irr | - | - | - | - | - | - | Oxqyvmbq | 3mM | - | 177 | 3tK+177 | - | - |
C | XED | 36.500 | - | Hd2 | - | - | - | - | - | - | Qbwmxpxe | 3oW | - | 190 | 3eK+190 | - | - |
E | YZZ | 25.200 | - | Xu3 | - | - | - | - | - | - | Fbdqdboy | 3kJ | - | 804 | 3vJ+804 | - | - |
Z-1 | LFT | 909.000 | - | Scc | - | - | - | - | - | - | Gzcpkroi | 3hH | - | 142 | 3gS+142 | - | - |
A | BFA | 53.100 | - | M2 | - | - | - | - | - | - | Rhrxjeyg | 3mI | - | 265 | 3iD+265 | - | - |
O | HMT | 83.900 | - | Iff3 | - | - | - | - | - | - | Wmjptszb | 3eX | - | 410 | 3hC+410 | - | - |
Tranche Comments
Z-1: First Pay: 2021-04-18; Redemption: 2021-10-18;
M-2: First Pay: 2021-04-18; Redemption: 2021-10-18;
C: First Pay: 2021-04-18; Redemption: 2021-10-18;
A: First Pay: 2021-04-18; Redemption: 2021-10-18;
O: First Pay: 2021-04-18; Redemption: 2021-10-18;
E: First Pay: 2021-04-18; Redemption: 2021-10-18;
Keb: First Pay: 2021-04-18; Redemption: 2021-10-18;
Deal Comments
Zpx Ysvv Fogypui 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Sep 14, 2012
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-1 | AXF | 47.000 | 1.55 | Kn2 | - | BBB | - | - | 71.17% | - | Xtztf | - | - | - | 2.31% | - | - |
Tranche Comments
T-1: Registration: 144Y Ckon;
Reinvestment Period (YRS)
4.8