Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | USD | 2.000 | 2.10 | Aaa | - | NR | - | - | - | - | Floating | SOFR | - | 122 | SOFR+122 | - | - |
A-1R | USD | 248.000 | 6.50 | Aaa | - | AAA | - | - | 38.00% | - | Floating | SOFR | - | 142 | SOFR+142 | - | - |
A-2R | USD | 8.000 | 8.10 | NR | - | AAA | - | - | 36.00% | - | Floating | SOFR | - | 162 | SOFR+162 | - | - |
B-R | USD | 48.000 | 8.60 | NR | - | AA | - | - | 24.00% | - | Floating | SOFR | - | 180 | SOFR+180 | - | - |
C-R | USD | 23.000 | 9.40 | NR | - | A | - | - | 18.25% | - | Floating | SOFR | - | 215 | SOFR+215 | - | - |
D-R | USD | 24.000 | 9.90 | NR | - | BBB- | - | - | 12.25% | - | Floating | SOFR | - | 315 | SOFR+315 | - | - |
E-R | USD | 17.000 | 10.40 | Ba3 | - | NR | - | - | 8.00% | - | Floating | SOFR | - | 675 | SOFR+675 | - | - |
Sub | USD | 43.500 | - | NR | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Redemption: 2026-07-20; Registration: 144A/Reg S;
A-1R: Redemption: 2026-07-20; Registration: 144A/Reg S;
A-2R: Redemption: 2026-07-20; Registration: 144A/Reg S;
B-R: Redemption: 2026-07-20; Registration: 144A/Reg S;
C-R: Redemption: 2026-07-20; Registration: 144A/Reg S;
D-R: Redemption: 2026-07-20; Registration: 144A/Reg S;
E-R: Redemption: 2026-07-20; Registration: 144A/Reg S;
Sub: Redemption: 2026-07-20; Registration: 144A/Reg S;
Deal Comments
Reset. 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 |
---|
PL | GLK | 19.000 | 9.56 | GR | - | XXX | - | - | 31.00% | - | Yvjxv | Xutzf | - | 170 | 5.85% | 5.850% | 728.00000 |
G | FZZ | 57.000 | 5.38 | AZ | - | W | - | - | 74.00% | - | Elfmmjji | LGXL | - | 220 | DHZX+220 | - | 932.00000 |
I | LNJ | 81.000 | 23.60 | CA | - | UUU- | - | - | 76.00% | - | Uuuemedp | VNGV | - | 320 | DCTB+320 | - | 920.00000 |
K | LGG | 34.000 | 7.56 | CV | - | UU | - | - | 99.00% | - | Glxfoxqz | VBNP | - | 180 | HGWU+180 | - | 683.00000 |
Ker | BWS | 60.900 | - | UR | - | KE | - | - | - | - | - | - | - | - | - | - | Retained |
M1 | MTS | 155.000 | 5.28 | Pee | - | ZZZ | - | - | 87.00% | - | Kzulfsuv | TPPQ | - | 148 | GXPA+148 | - | 141.00000 |
Q | XOT | 20.000 | 46.50 | Mo3 | - | NC | - | - | 4.00% | - | Pdhdcbxs | QNOP | - | 620 | ZSZI+620 | - | 728.00000 |
Tranche Comments
M1: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144L/Eew I;
PL: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144U/Wmw D;
K: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144T/Mdf S;
G: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144C/Ajc X;
I: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144P/Bnz C;
Q: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144Q/Omu S;
Ker: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144H/Dwx K;
Deal Comments
Bug Vcpp Sypwutb 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Aug 2, 2008
WAL Test Period End Date
Apr 22, 2006
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-1 | JQW | 94.800 | - | DM | - | CCC- | - | - | - | - | Sjkxbjbj | WCHU | - | 540 | WNHY+540 | - | - |
I | WNW | 20.700 | - | IF | - | VV | - | - | - | - | Cypbhkwn | GYNB | 265-275 | 270 | NHNY+270 | - | - |
H | RFL | 5.900 | - | S3 | - | UQ | - | - | - | - | - | - | - | - | - | - | Retained |
X-1 | PZV | 543.900 | - | Rnn | - | SS | - | - | - | - | Xejvlzpv | AWCD | - | 185 | YQQR+185 | - | - |
Jmn | GBY | 62.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
F-1 | IFP | 28.600 | - | HN | - | E | - | - | - | - | Scbrhzug | DVLU | - | 310 | IGGJ+310 | - | - |
P-2 | KBO | 7.000 | - | KJ | - | PPP- | - | - | - | - | Flvyk | - | - | - | 9.406% | - | - |
U | FFF | 55.724 | - | ZE | - | EE- | - | - | - | - | - | - | - | - | - | - | Retained |
R-2 | YPL | 3.000 | - | TS | - | TTT | - | - | - | - | Mwydeztb | UAXR | - | 200 | WIUQ+200 | - | - |
X-2 | WPH | 40.000 | - | MD | - | G | - | - | - | - | Ymjkb | - | - | - | 7.105% | - | - |
Tranche Comments
X-1: Redemption: 2025-12-21; Registration: 144O/Mjy G;
R-2: Redemption: 2025-12-21; Registration: 144E/Pwy L;
I: Redemption: 2025-12-21; Registration: 144H/Izm J;
F-1: Redemption: 2025-12-21; Registration: 144B/Luf A;
X-2: Redemption: 2025-12-21; Registration: 144U/Rri A;
O-1: Redemption: 2025-12-21; Registration: 144U/Ixq G;
P-2: Redemption: 2025-12-21; Registration: 144T/Ccq M;
U: Redemption: 2025-12-21; Registration: 144W/Axy T;
H: Redemption: 2025-12-21; Registration: 144P/Amt M;
Jmn: Redemption: 2025-12-21; Registration: 144H/Pyp D;
Deal Comments
Wxy Sbbb Ccbtxgk 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Apr 22, 2014
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | IQW | 16.000 | - | JB | - | Y | - | - | - | - | Oejhsczn | XVJQ | 310-315 | 315 | MNWY+315 | - | 599.00000 |
M-1 | OOO | 89.000 | - | HX | - | YY | - | - | - | - | Wwhorwbp | TLKM | - | 260 | UQME+260 | - | 135.00000 |
Awn | SMS | 87.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
T | IWH | 7.000 | - | N3 | - | LA | - | - | - | - | - | - | - | - | - | - | Retained |
S-2 | PLY | 9.000 | - | YP | - | PP | - | - | - | - | Hvyor | - | - | - | 6.319% | 6.319% | 531.00000 |
V | QCP | 87.900 | - | FK | - | CCC- | - | - | - | - | Jrwbchpv | SCLX | 525u | 540 | THQT+540 | - | 192.00000 |
M-2 | WIJ | 9.000 | - | ZD | - | SSS | - | - | - | - | Ircydybw | EZBY | - | 220 | INUW+220 | - | 542.00000 |
G-1 | BEK | 598.000 | - | Yhh | - | SY | - | - | - | - | Mqzypsuo | QNIY | 200-205 | 200 | UVUG+200 | - | 243.00000 |
S | VFC | 91.200 | - | DX | - | JJ- | - | - | - | - | - | - | 825 | - | - | - | Retained |
Tranche Comments
G-1: Redemption: 2025-04-12;
M-2: Redemption: 2025-04-12;
M-1: Redemption: 2025-04-12;
S-2: Redemption: 2025-04-12;
I: Redemption: 2025-04-12;
V: Redemption: 2025-04-12;
S: Redemption: 2025-04-12;
T: Redemption: 2025-04-12;
Awn: Redemption: 2025-04-12;
Deal Comments
Aft Yajj Dzfgfjl 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 11, 2022
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | GZX | 30.000 | 3.30 | HF | - | LLL+ | - | - | 39.70% | - | Milzdbij | QYVJ | - | 560 | LSVT+560 | - | - |
K1 | OST | 38.000 | 5.40 | FR | - | LL | - | - | 67.00% | - | Xfobvric | IDTU | - | 325 | XMQK+325 | - | - |
P | QCZ | 4.000 | 3.20 | F3 | - | BJ | - | - | 75.67% | - | - | - | - | - | - | - | Retained |
Vqo | TKO | 81.100 | - | DX | - | YR | - | - | - | - | - | - | - | - | - | - | Retained |
B2 | RTD | 9.000 | 9.50 | LU | - | ZZ | - | - | 16.00% | - | Csuts | - | - | - | 6.47% | - | - |
S | EKV | 75.000 | 8.70 | SF | - | OO- | - | - | 19.10% | - | - | - | - | - | - | - | Retained |
J2 | LXH | 63.000 | 4.40 | Ikk | - | GH | - | - | 79.00% | - | Ghjayjkc | QGCW | - | 290 | ENHI+290 | - | - |
R1 | BLF | 703.000 | 2.20 | Xvv | - | OO | - | - | 99.00% | - | Lyedehwb | GDIN | - | 255 | WWEX+255 | - | - |
E | VXX | 16.000 | 7.10 | BU | - | Y | - | - | 11.40% | - | Iwyhuzxy | TQDK | - | 410 | AQAV+410 | - | - |
Tranche Comments
B2: Redemption: 2024-07-20; Registration: 144T/Dvt K;
A: Redemption: 2024-07-20; Registration: 144J/Gcw Z;
K1: Redemption: 2024-07-20; Registration: 144O/Aqo D;
S: Redemption: 2024-07-20; Registration: 144I/Cqg Z;
P: Redemption: 2024-07-20; Registration: 144X/Frx T;
E: Redemption: 2024-07-20; Registration: 144H/Dey C;
Vqo: Redemption: 2024-07-20; Registration: 144U/Zfd H;
J2: Redemption: 2024-07-20; Registration: 144Q/Vvk F;
R1: Redemption: 2024-07-20; Registration: 144A/Obs M;
Deal Comments
Vzq Hooo Jgxpzfb 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 27, 2005
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-1 | XRB | 17.000 | 7.10 | PQ | - | R | - | - | 37.00% | - | Pcbywryk | XWBA | - | 450 | ZATQ+450 | - | - |
O | XVX | 14.000 | 2.60 | GO | - | GG- | - | - | 61.20% | - | - | - | - | - | - | - | Retained |
N-1 | NMP | 77.000 | 5.50 | UM | - | KK | - | - | 66.60% | - | Vlkvdmtg | BBZM | - | 335 | CSZG+335 | - | - |
E-2 | BBL | 97.000 | 6.80 | HI | - | XX | - | - | 72.70% | - | Tynpj | - | - | - | 6.25% | - | - |
K-1 | NLD | 705.000 | 1.40 | Guu | - | NU | - | - | 17.00% | - | Mudzpunl | BJVB | - | 245 | NVVL+245 | - | - |
C-2 | NBY | 20.000 | 4.20 | BF | - | BBB | - | - | 62.00% | - | Gbeslcxe | AMEA | - | 285 | WHYK+285 | - | - |
N | UNG | 59.000 | 8.60 | PO | - | CCC- | - | - | 83.00% | - | Jdfqkwdi | SCNI | - | 640 | AUWI+588 | - | - |
P-2 | GPU | 1.000 | 4.50 | MI | - | K | - | - | 20.00% | - | Ntzhu | - | - | - | 7.11% | - | - |
P | LNF | 5.000 | 8.50 | C3 | - | DR | - | - | 28.31% | - | - | - | - | - | - | - | Retained |
Rir | PMY | 12.000 | - | AF | - | IT | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P: Redemption: 2024-10-20; Registration: 144L/Pue C;
Rir: Redemption: 2024-10-20; Registration: 144Y/Yxr T;
K-1: Redemption: 2024-10-20; Registration: 144A/Qew U;
C-2: Redemption: 2024-10-20; Registration: 144W/Xud H;
N-1: Redemption: 2024-10-20; Registration: 144C/Jfv H;
E-2: Redemption: 2024-10-20; Registration: 144K/Tms X;
P-1: Redemption: 2024-10-20; Registration: 144O/Wws S;
P-2: Redemption: 2024-10-20; Registration: 144L/Fjb C;
N: Redemption: 2024-10-20; Registration: 144Y/Mle M;
O: Redemption: 2024-10-20; Registration: 144V/Gag F;
Deal Comments
Hgf Kxss Syohggz 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 12, 2012