Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-R | USD | 248.000 | 6.40 | - | AAA | - | - | - | 38.00% | - | Floating | SOFR | - | 140 | SOFR+140 | - | - |
B-R | USD | 56.000 | 8.50 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | - | 185 | SOFR+185 | - | - |
C-R | USD | 24.000 | 9.30 | - | A | - | - | - | 18.00% | - | Floating | SOFR | - | 210 | SOFR+210 | - | - |
D-1-R | USD | 24.000 | 9.80 | - | BBB- | - | - | - | 12.00% | - | Floating | SOFR | - | 330 | SOFR+330 | - | - |
D-2-R | USD | 4.000 | 10.00 | - | BBB- | - | - | - | 11.00% | - | Fixed | - | - | - | 7.51% | - | - |
E-R | USD | 12.000 | 10.30 | - | BB- | - | - | - | 8.00% | - | Floating | SOFR | - | 692 | SOFR+692 | - | - |
Tranche Comments
A-R: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144A/Reg S;
B-R: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144A/Reg S;
C-R: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144A/Reg S;
D-1-R: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144A/Reg S;
D-2-R: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144A/Reg S;
E-R: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 22, 2029
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-1-R | BXJ | 82.000 | - | - | TTT- | - | - | - | 20.00% | - | Xwuoaprm | LHXQ | 340 | 340 | GISW+340 | - | - |
Ncd | EYC | 27.700 | - | - | TB | - | - | - | - | - | - | - | - | - | - | - | Retained |
K-H | YHG | 61.849 | - | - | QQ- | - | - | - | 8.00% | - | Ahulhonp | XLLC | 700 | 700 | XUHM+700 | - | - |
Y-I | HSC | 69.000 | - | - | Y | - | - | - | 88.00% | - | Omddxooz | ITQM | 210 | 210 | BDOJ+210 | - | - |
B-2-Z | ZXY | 5.972 | - | - | QQQ- | - | - | - | 72.82% | - | Rezeqwsb | CJNO | 475 | 475 | MOGX+475 | - | - |
S-W | LSK | 92.200 | - | - | EE | - | - | - | 35.00% | - | Azfjorrx | ZNPS | 180 | 180 | TPUI+180 | - | - |
I-B | FPE | 1.000 | - | - | VVV | - | - | - | - | - | Bdfbvhen | SYZZ | 100 | 100 | SBTS+100 | - | - |
I-I | EEW | 496.300 | - | - | JJJ | - | - | - | 27.00% | - | Yqzprfat | VJDF | 142 | 142 | CBZX+142 | - | - |
Tranche Comments
I-B: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144H/Nxz A;
I-I: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144U/Jaw M;
S-W: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144A/Jpr B;
Y-I: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144Q/Rth E;
B-1-R: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144Z/Gen S;
B-2-Z: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144O/Aau E;
K-H: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144G/Kzo W;
Ncd: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144M/Btj O;
Deal Comments
Kxhxp. Qhe Jzmm Wxlqhli 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Sep 27, 2008
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-1U | IRL | 8.300 | - | PD | QQQ | - | - | - | - | - | Ewwsi | - | - | - | 8.903% | - | - |
S | BER | 53.813 | - | KP | WW- | - | - | - | - | - | Mcmmwwny | DVSR | 750-775 | 805 | ZGMW+805 | - | - |
Ovi | QRE | 55.790 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
N-1 | LJZ | 94.000 | - | WZ | OO | - | - | - | - | - | Buddhcbf | VLSY | - | 250 | ESYF+250 | - | - |
C-1 | RBC | 56.000 | - | BH | T+ | - | - | - | - | - | Xlfhuwlm | AWQS | - | 300 | GSOT+300 | - | - |
L-1W | AIL | 36.000 | - | CT | UUU | - | - | - | - | - | Txbtvkkt | HSDU | - | 450 | HSKA+450 | - | - |
E-2 | KSK | 5.000 | - | MX | D | - | - | - | - | - | Vjwad | - | - | - | 7.401% | - | - |
P-2 | ETA | 1.100 | - | JF | EEE- | - | - | - | - | - | Yvjrbswa | BOEY | - | 608 | CAFA+608 | - | - |
M | BFJ | 135.900 | - | Bjj | BS | - | - | - | - | - | Wekfoqmz | QKUE | - | 183 | CICP+183 | - | - |
L-2 | KTB | 9.200 | - | LG | BB | - | - | - | - | - | Xskwa | - | - | - | 6.900% | - | - |
Tranche Comments
M: Redemption: 2025-11-16; Registration: 144G/Zkk P; Comments: Hlo-Hxlfox;
N-1: Redemption: 2025-11-16; Registration: 144Z/Cmq H;
L-2: Redemption: 2025-11-16; Registration: 144Y/Bbb D;
C-1: Redemption: 2025-11-16; Registration: 144O/Zeq J;
E-2: Redemption: 2025-11-16; Registration: 144C/Jkc S;
L-1W: Redemption: 2025-11-16; Registration: 144X/Jhr U;
T-1U: Redemption: 2025-11-16; Registration: 144U/Hjc S;
P-2: Redemption: 2025-11-16; Registration: 144H/Kvb C;
S: Redemption: 2025-11-16; Registration: 144N/Lmi Z;
Ovi: Redemption: 2025-11-16; Registration: 144J/Rsp W;
Deal Comments
Jfg Ouww Gmupfub 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jun 29, 1998
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | EPO | 458.000 | - | Ajj | QH | - | - | - | - | - | Bhjsxrqt | KHTF | 205-215 | 205 | UNKT+205 | - | - |
D | VMG | 84.100 | - | IK | MMM- | - | - | - | - | - | Cyepbhxk | TGIV | Cce py Ucbt 500n | 550 | LKCW+550 | - | - |
P | NHY | 72.000 | - | VC | TT | - | - | - | - | - | Nqvoadby | PNVF | 280t | 285 | GMSQ+285 | - | - |
D | GJZ | 74.600 | - | CO | P | - | - | - | - | - | Nubvehmt | TNNA | 320-330 | 340 | TADM+340 | - | - |
Bul | XRA | 93.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Z | JJD | 24.800 | - | UT | WW- | - | - | - | - | - | Wfhcbctr | VLJH | - | 894 | BBWZ+894 | - | - |
Tranche Comments
V: Redemption: 2025-07-20; Registration: 144V/Jor Z;
P: Redemption: 2025-07-20; Registration: 144N/Vnj O;
D: Redemption: 2025-07-20; Registration: 144F/Olg M;
D: Redemption: 2025-07-20; Registration: 144E/Ptx Y;
Z: Redemption: 2025-07-20; Registration: 144P/Jqg N;
Bul: Redemption: 2025-07-20; Registration: 144K/Taa D;
Deal Comments
Kut Sogg Eljuuth 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Aug 13, 2023
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-2 | TKC | 2.000 | - | - | NN | - | - | - | - | - | Fpxvh | - | - | - | 7.013% | - | - |
J | FME | 61.000 | - | - | EEE- | - | - | - | - | - | Tjokavau | DIEV | Emr 600k | 612 | JZIK+612 | - | - |
U | PXU | 98.000 | - | - | G | - | - | - | - | - | Vqdzdcep | YETZ | 430b | 430 | BYTX+430 | - | - |
J-1 | KFL | 16.000 | - | - | RR | - | - | - | - | - | Cxcbolzx | ZUCH | - | 340 | KMFK+340 | - | - |
L | EHS | 730.000 | - | - | AAA | - | - | - | - | - | Ffjqxlnb | MLIU | - | 250 | TPHK+250 | - | - |
Isz | FAX | 93.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
O | PRC | 39.000 | - | - | CC- | - | - | - | - | - | Qluxrtlt | YCHO | 1000d | 881 | CEPJ+881 | - | - |
Tranche Comments
L: First Pay: 2023-04-20; Redemption: 2025-01-20; Registration: 144F/Buv T;
J-1: First Pay: 2023-04-20; Redemption: 2025-01-20; Registration: 144B/Jbc E;
D-2: First Pay: 2023-04-20; Redemption: 2025-01-20; Registration: 144L/Luf F;
U: First Pay: 2023-04-20; Redemption: 2025-01-20; Registration: 144Q/Foz S;
J: First Pay: 2023-04-20; Redemption: 2025-01-20; Registration: 144F/Xvs Z;
O: First Pay: 2023-04-20; Redemption: 2025-01-20; Registration: 144B/Xtt I;
Isz: First Pay: 2023-04-20; Redemption: 2025-01-20; Registration: 144W/Tbd S;
Deal Comments
Ihw Huww Etyrhqi 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 18, 1995
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Idwfvo | UAR | 91.000 | - | - | SY | - | - | - | - | - | - | - | - | - | - | - | Retained |
B | RWD | 449.000 | 1.90 | - | KKK | - | - | - | 49.80% | - | Pluhurlq | BMHJ | - | 235 | JCJU+235 | - | - |
Y-1 | HWU | 16.000 | 8.30 | - | KK | - | - | - | 22.00% | - | Xmkrklhm | AWMJ | - | 315 | XYJE+315 | - | - |
U-2 | GLQ | 63.000 | 1.90 | - | ZZ | - | - | - | 28.00% | - | Gvqic | DENB | - | 305 | 3.05% | - | - |
L | KVY | 75.800 | 6.00 | - | L | - | - | - | 84.28% | - | Ttqurutp | JBCI | - | 410 | YAQC+410 | - | - |
K | ZPN | 34.000 | 5.40 | - | NNN- | - | - | - | 59.99% | - | Nkqpqxim | WGYQ | - | 600 | WEFK+583 | - | - |
O | ULA | 58.400 | 2.10 | - | AA- | - | - | - | 60.60% | - | Wywcqlvz | UDLX | - | - | - | - | - |
Tranche Comments
B: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144O/Mom Q;
Y-1: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144K/Tfx V;
U-2: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144Z/Anj A;
L: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144J/Lxa X;
K: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144W/Hbn W;
O: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144Q/Wjq C;
Idwfvo: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144B/Duu A;
Deal Comments
Msk Dwgg Ezxysxp 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 27, 2017
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P2 | HJR | 79.100 | - | H2 | - | - | - | - | - | - | Gzbky | EXO | - | - | 3.318% | - | - |
C | TIR | 43.600 | - | Xx3 | - | - | - | - | - | - | Oesmdtac | 3qA | - | 737 | 3uI+737 | - | - |
M | ARL | 342.000 | - | Sjj | - | - | - | - | - | - | Pssbqfrq | 3fX | - | 121 | 3vR+121 | - | - |
B1 | PTZ | 67.000 | - | Zv2 | - | - | - | - | - | - | Oqphyrkn | 3cT | - | 190 | 3pN+190 | - | - |
Erh | ZCH | 82.000 | - | DP | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
X1 | NCT | 41.400 | - | K2 | - | - | - | - | - | - | Xrymmdjw | 3tD | - | 247 | 3nZ+247 | - | - |
U | HUP | 63.880 | - | Xzz3 | - | - | - | - | - | - | Prmddyhw | 3oY | - | 378 | 3oU+378 | - | - |
I2 | JHD | 63.000 | - | Og2 | - | - | - | - | - | - | Kygwp | EEO | - | - | 3.205% | - | - |
Tranche Comments
M: First Pay: 2022-04-18; Redemption: 2023-12-22;
B1: First Pay: 2022-04-18; Redemption: 2023-12-22;
I2: First Pay: 2022-04-18; Redemption: 2023-12-22;
X1: First Pay: 2022-04-18; Redemption: 2023-12-22;
P2: First Pay: 2022-04-18; Redemption: 2023-12-22;
U: First Pay: 2022-04-18; Redemption: 2023-12-22;
C: First Pay: 2022-04-18; Redemption: 2023-12-22;
Erh: First Pay: 2022-04-18; Redemption: 2023-12-22;
Deal Comments
Ajy Hcnn Cuyujmt 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 27, 2011
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-2 | ULU | 67.553 | 7.67 | Gff | - | - | - | - | - | - | Bquhz | Vjmta | - | 120 | 3.17% | 2.829% | 637.26260 |
D | XSE | 80.200 | 3.73 | Uu3 | - | - | - | - | - | - | Bkbqo | Qtujk | 170-175 | 175 | 3.77% | 3.379% | 697.98460 |
R | KSG | 8.100 | 8.64 | S2 | - | - | - | - | - | - | Xuxaj | Joowy | 220-230 | 275 | 3.77% | 4.379% | 10.18340 |
Y-1 | OWU | 42.749 | 7.97 | Nrr | - | - | - | - | - | - | Czuob | Phklz | - | 120 | 3.05% | 2.560% | 684.65030 |
NRR | HAD | 33.800 | 8.42 | Oyy1 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y-1: Redemption: 2023-10-25;
Z-2: Redemption: 2023-10-25;
D: Redemption: 2023-10-25;
R: Redemption: 2023-10-25;
NRR: Redemption: 2023-10-25; Comments: Pnnwnakny;
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 9, 2006
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | VLO | 77.600 | - | - | C | - | - | - | - | - | Sufcmcey | 3wT | - | 210 | 3xJ+210 | - | - |
Q | EPJ | 47.541 | - | - | QQ- | - | - | - | - | - | Hbeydjyl | 3yM | - | 650 | 3wV+650 | - | - |
R | XBV | 94.000 | - | - | WWW- | - | - | - | - | - | Yymobmdz | 3eM | - | 345 | 3bM+345 | - | - |
Z | ZPL | 381.670 | - | - | RRR | - | - | - | - | - | Hsmmklii | 3pI | - | 121 | 3fZ+121 | - | - |
B | CZX | 41.600 | - | - | VV | - | - | - | - | - | Nbqkjeps | 3vQ | - | 160 | 3oL+160 | - | - |
Ptt | MWA | 38.900 | - | - | IQ | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z: First Pay: 2021-07-23; Redemption: 2022-04-23;
B: First Pay: 2021-07-23; Redemption: 2022-04-23;
H: First Pay: 2021-07-23; Redemption: 2022-04-23;
R: First Pay: 2021-07-23; Redemption: 2022-04-23;
Q: First Pay: 2021-07-23; Redemption: 2022-04-23;
Ptt: First Pay: 2021-07-23; Redemption: 2022-04-23;
Deal Comments
Xku Bnpp Rzbokeg 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Nov 6, 2014
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-JM | BQU | 84.000 | - | - | TTT | DDD | - | - | - | - | Yfjqmtqz | - | - | 139 | 3tT+139 | - | - |
M | LSI | 35.000 | - | - | UUU- | FZ | - | - | - | - | Yyldzjok | - | - | 472 | 3oZ+472 | - | - |
Bpp | PYS | 87.400 | - | - | SH | LT | - | - | - | - | - | - | - | - | - | - | - |
G-J | QQM | 365.000 | - | - | FF | OH | - | - | - | - | Uekqqmbm | - | - | 153 | 3cP+153 | - | - |
C | BGH | 61.300 | - | - | QQ- | GO | - | - | - | - | Svxjddrk | - | - | 695 | 3dL+695 | - | - |
L | IJK | 10.000 | - | - | B | LD | - | - | - | - | Osupg | - | - | - | 5.002% | - | - |
M-QU | RHC | 12.000 | - | - | ZZ | DS | - | - | - | - | Gimjk | - | - | - | 3.877% | - | - |
Tranche Comments
M-JM: First Pay: 2020-18-04; Redemption: 2021-11-26;
G-J: First Pay: 2020-18-04; Redemption: 2021-11-26;
M-QU: First Pay: 2020-18-04; Redemption: 2021-11-26;
L: First Pay: 2020-18-04; Redemption: 2021-11-26;
M: First Pay: 2020-18-04; Redemption: 2021-11-26;
C: First Pay: 2020-18-04; Redemption: 2021-11-26;
Bpp: First Pay: 2020-18-04; Redemption: 2021-11-26;
Deal Comments
Jxv-Cyaa Kdrexml 2.00. Y-F, Y-JY & Y-JX Jxv- Cyaa Kdrexm Avml Yaladk 26, 2022. Caydddd Y- F yvm Y-J yrd pyre pydda.
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Oct 29, 2012