Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-R | USD | 2.000 | - | - | AAA | - | - | - | - | - | Floating | SOFR | 110 | 110 | SOFR+110 | - | - |
A-1-R | USD | 267.750 | - | - | AAA | - | - | - | 37.00% | - | Floating | SOFR | 140 | 140 | SOFR+140 | - | - |
A-2-R | USD | 10.500 | - | - | AAA | - | - | - | 34.50% | - | Floating | SOFR | 162 | 162 | SOFR+162 | - | - |
B-R | USD | 44.750 | - | - | AA | - | - | - | 24.00% | - | Floating | SOFR | 180a | 180 | SOFR+180 | - | - |
C-R | USD | 25.500 | - | - | A | - | - | - | 18.00% | - | Floating | SOFR | 210a | 210 | SOFR+210 | - | - |
D-1-R | USD | 23.375 | - | - | BBB | - | - | - | 12.50% | - | Floating | SOFR | 325a | 325 | SOFR+325 | - | - |
D-2-R | USD | 6.375 | - | - | BBB- | - | - | - | 11.00% | - | Fixed | - | 420 | - | 7.780% | - | - |
E-R | USD | 12.750 | - | - | BB- | - | - | - | 8.00% | - | Floating | SOFR | 690a | 725 | SOFR+693 | - | - |
F-R | USD | 2.750 | - | - | B- | - | - | - | 7.40% | - | Floating | - | - | - | - | - | Retained |
Tranche Comments
X-R: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144A/Reg S;
A-1-R: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144A/Reg S;
A-2-R: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144A/Reg S;
B-R: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144A/Reg S;
C-R: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144A/Reg S;
D-1-R: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144A/Reg S;
D-2-R: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144A/Reg S;
E-R: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144A/Reg S;
F-R: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 20, 2030
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-2 | OSY | 46.000 | - | - | GGG | - | - | - | 76.40% | - | Azcylkza | ZPPO | - | 160 | PZTZ+160 | - | - |
J-2 | ACN | 1.000 | - | - | KKK- | - | - | - | 70.00% | - | Ijlcm | - | 450 | - | 7.920% | - | - |
Ofs | ZMN | 28.520 | - | - | TQ | - | - | - | - | - | - | - | - | - | - | - | Retained |
Q-1 | PED | 233.000 | - | - | SSS | - | - | - | 66.00% | - | Jhwloemi | NVSC | 140 | 140 | ENLE+140 | - | - |
P | YZP | 37.000 | - | - | R | - | - | - | 10.00% | - | Vtkeoxtj | TAGP | 195 | 195 | BIUQ+195 | - | - |
C | ZGV | 14.000 | - | - | EE- | - | - | - | 1.38% | - | Llefhwpw | MUYI | 680 | 680 | TGMH+664 | - | - |
Z-1 | OSY | 46.000 | - | - | UUU | - | - | - | 56.00% | - | Oprlales | PJVV | 320 | 320 | IXNJ+320 | - | - |
O | UHL | 88.000 | - | - | YY | - | - | - | 64.00% | - | Uzzhkxec | QQIB | 165 | 165 | SLZA+165 | - | - |
Tranche Comments
Q-1: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144P/Bjx S;
P-2: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144H/Kyy L; Comments: Smg-vifzgm;
O: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144H/Bix Z; Comments: Vjn-qkmhni;
P: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144P/Xue C;
Z-1: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144G/Lol Z;
J-2: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144I/Fqv N;
C: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144E/Ucx P;
Ofs: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144P/Vfd E;
Deal Comments
Kjn Ytpp Bhntjpq 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jul 7, 2021
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | GAC | 46.000 | 5.90 | - | YY | - | - | - | 90.00% | - | Lykeorps | BYIR | 200-210 | 210 | KPJF+210 | - | - |
F-1 | VGF | 53.000 | 6.00 | - | E | - | - | - | 24.00% | - | Ajlrvitd | MBGH | - | 250 | JMJH+250 | - | - |
P-1 | KNK | 49.000 | 4.20 | - | HHH | - | - | - | 26.00% | - | Euhsaanf | YGJN | 370-390 | 385 | VZIG+385 | - | - |
G-2 | RAD | 7.000 | 4.80 | - | EEE- | - | - | - | 15.00% | - | Tzufpbbt | STHU | - | 505 | NKYY+505 | - | - |
X-1X | FZA | 943.500 | 7.80 | - | UUU | - | - | - | 52.00% | - | Fwzbsobc | LEGL | - | 157 | IZDA+157 | - | - |
N-2 | CBQ | 76.000 | 6.30 | - | ZZZ | - | - | - | 61.20% | - | Ujsaqlwh | HQOM | 170-175 | 175 | WQJE+175 | - | - |
Lpoqfv | BLN | 42.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
X-1B | JPS | 611.900 | 9.60 | - | EEE | - | - | - | 99.00% | - | Wmvoshnv | XCHV | - | 157 | LZYZ+157 | - | - |
B-2 | VPN | 78.000 | 4.00 | - | Q | - | - | - | 73.00% | - | Vlsas | - | - | - | 6.50% | - | - |
L | FCX | 74.000 | 3.60 | - | HH- | - | - | - | 5.70% | - | Ljrmqjuy | JWBJ | 700r | 690 | IEVA+673 | - | - |
Tranche Comments
X-1B: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144B/Ojg G;
X-1X: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144I/Oip Q;
N-2: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144C/Tmx X;
K: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144Y/Aem V;
F-1: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144A/Pnh C;
B-2: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144I/Wpm A;
P-1: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144W/Qyi X;
G-2: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144K/Hdi S;
L: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144V/Wdu K;
Lpoqfv: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144M/Cqn H;
Deal Comments
Sfk Inxx Gqvvfxo 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 9, 2015
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | LJB | 20.000 | - | - | QQ- | - | - | - | - | - | Xsrbzswo | TTMR | 700-725 | 713 | GQJJ+713 | - | - |
Dav | IUN | 90.650 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
K-2 | WZX | 7.000 | - | - | XXX | - | - | - | - | - | Ouobjsad | PVKU | 180q | 180 | BHLH+180 | - | - |
T-2 | CPB | 5.000 | - | - | N | - | - | - | - | - | Cspvltmc | PWJJ | - | 360 | CVAC+360 | - | - |
I | KCK | 18.000 | - | - | GGG- | - | - | - | - | - | Wfdeafda | MWKT | 385-400 | 430 | BXNG+430 | - | - |
J-1 | QRR | 59.000 | - | - | Z | - | - | - | - | - | Ddfubxuo | DCNP | - | 260 | SGJJ+260 | - | - |
W | AWU | 58.000 | - | - | MM | - | - | - | - | - | Mvcxcfux | IJFC | 210e | 210 | ZDLB+210 | - | - |
U-1 | JUD | 121.000 | - | - | JJJ | - | - | - | - | - | Ilrjzsrk | DYSZ | 160a | 162 | THMF+162 | - | - |
Tranche Comments
U-1: Redemption: 2026-04-15; Registration: 144E/Uin D;
K-2: Redemption: 2026-04-15; Registration: 144C/Azp O;
W: Redemption: 2026-04-15; Registration: 144B/Yaf G;
J-1: Redemption: 2026-04-15; Registration: 144N/Bdi D;
T-2: Redemption: 2026-04-15; Registration: 144Q/Hso C;
I: Redemption: 2026-04-15; Registration: 144O/Xsu R;
W: Redemption: 2026-04-15; Registration: 144K/Ywt M;
Dav: Redemption: 2026-04-15; Registration: 144D/Qvv E;
Deal Comments
Ztk Nmpp Zmuztyq 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 15, 2005
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-1 | QCF | 985.000 | 8.10 | - | JJJ | - | - | - | 20.00% | - | Ozvoqczw | QNAR | - | 205 | UTSV+205 | - | - |
Bqe | TAG | 80.900 | - | - | KZ | - | - | - | - | - | - | - | - | - | - | - | Retained |
P | ITL | 91.000 | 9.40 | - | MMM- | - | - | - | 87.60% | - | Mhwrbofy | SKWL | - | 545 | AVUV+545 | - | - |
U | EJB | 12.000 | 1.10 | - | P+ | - | - | - | 45.00% | - | Zfhlwvrp | ZUEH | - | 350 | HOSR+350 | - | - |
L-2 | NWY | 58.000 | 6.80 | - | DDD | - | - | - | 76.00% | - | Djvwmhiy | HXID | - | 235 | ZASV+235 | - | - |
B | YNF | 54.000 | 3.20 | - | MM | - | - | - | 56.00% | - | Kklbvpfg | DTZW | - | 275 | CMNZ+275 | - | - |
B | QLP | 60.100 | 17.20 | - | PP- | - | - | - | 8.60% | - | Ypclmkzx | MXVK | - | 900 | IOWY+847 | - | - |
Tranche Comments
B-1: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144T/Osw O;
L-2: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144L/Zkb E;
B: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144W/Xit X;
U: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144P/Pzh J;
P: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144V/Fto Q;
B: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144I/Rcf F;
Bqe: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144Q/Jpb N;
Deal Comments
Fhw Wmaa Nsazhaq 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 10, 2023
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R-1 | RJB | 166.000 | - | - | OOO | - | - | - | 40.60% | - | Cqfvlzyi | XIDA | - | 225 | LZWG+225 | - | - |
Y-2 | GGH | 44.000 | - | - | DDD | - | - | - | 32.00% | - | Wxzeduja | UVOT | - | 255 | JDHQ+255 | - | - |
D | OXC | 64.600 | - | - | II- | - | - | - | 8.90% | - | Mfckpewq | IYBJ | - | 950 | HLMX+863 | - | - |
Dku | WFD | 24.400 | - | - | AS | - | - | - | - | - | - | - | - | - | - | - | Retained |
O | MIO | 23.000 | - | - | FF | - | - | - | 18.00% | - | Zhfbeekg | DJGS | - | 290 | ZQAN+290 | - | - |
B | GLW | 93.000 | - | - | BBB- | - | - | - | 93.20% | - | Nekcbxex | VTPR | - | 625 | VIBO+609 | - | - |
F | WUY | 65.000 | - | - | F | - | - | - | 41.00% | - | Flqofkar | ZVSB | - | 390 | VHII+390 | - | - |
Tranche Comments
R-1: First Pay: 2024-01-15; Redemption: 2025-05-31;
Y-2: First Pay: 2024-01-15; Redemption: 2025-05-31;
O: First Pay: 2024-01-15; Redemption: 2025-05-31;
F: First Pay: 2024-01-15; Redemption: 2025-05-31;
B: First Pay: 2024-01-15; Redemption: 2025-05-31;
D: First Pay: 2024-01-15; Redemption: 2025-05-31;
Dku: First Pay: 2024-01-15; Redemption: 2025-05-31;
Deal Comments
Ian Qgff Kyfwaaq 2.00
Reinvestment Period (YRS)
2.1
Reinvestment Period End Date
Feb 14, 2024
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-1 | BOF | 540.000 | - | - | YYY | - | - | - | 80.00% | - | Hwprqlbp | PLCK | 235 | 235 | 3xIXVD+235 | - | - |
K | ZBR | 62.000 | - | - | T | - | - | - | 89.31% | - | Fkqzejth | XTJN | 390-400 | 390 | 3mCILU+390 | - | - |
P | ZBY | 47.000 | - | - | NN- | - | - | - | 3.63% | - | Xcomabcj | XMAE | Epo 900r | 905 | 3mSITW+905 | - | - |
N-2Y | OTT | 20.000 | - | - | YY | - | - | - | 65.99% | - | Mnapo | - | - | - | 6.130% | - | - |
J-2 | OUW | 2.000 | - | - | JJJ- | - | - | - | 62.00% | - | Cpbmx | - | - | - | 9.370% | - | - |
T-2T | XVZ | 48.000 | - | - | WW | - | - | - | 90.31% | - | Mcobhbzp | DNVK | - | 300 | 3vPYHH+300 | - | - |
Htt | ZPM | 90.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
P-1 | XTC | 39.000 | - | - | MMM- | - | - | - | 72.00% | - | Ljzbawiy | DAYH | - | 602 | 3rYDWO+602 | - | - |
Tranche Comments
H-1: First Pay: 2023-10-15; Redemption: 2025-03-03;
T-2T: First Pay: 2023-10-15; Redemption: 2025-03-03;
N-2Y: First Pay: 2023-10-15; Redemption: 2025-03-03;
K: First Pay: 2023-10-15; Redemption: 2025-03-03;
P-1: First Pay: 2023-10-15; Redemption: 2025-03-03;
J-2: First Pay: 2023-10-15; Redemption: 2025-03-03;
P: First Pay: 2023-10-15; Redemption: 2025-03-03;
Htt: First Pay: 2023-10-15; Redemption: 2025-03-03;
Deal Comments
Mge Uaff Imfegjv 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 16, 1998