Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 240.000 | - | - | AAA | - | - | - | 40.00% | - | Floating | SOFR | 140 | 140 | SOFR+140 | - | - |
A-2 | USD | 22.000 | - | - | AAA | - | - | - | 34.50% | - | Floating | SOFR | - | 160 | SOFR+160 | - | - |
B | USD | 42.000 | - | - | AA | - | - | - | 24.00% | - | Floating | SOFR | 165 | 165 | SOFR+165 | - | - |
C | USD | 24.000 | - | - | A | - | - | - | 18.00% | - | Floating | SOFR | 195 | 195 | SOFR+195 | - | - |
D-1 | USD | 24.000 | - | - | BBB | - | - | - | 12.00% | - | Floating | SOFR | 320 | 320 | SOFR+320 | - | - |
D-2 | USD | 4.000 | - | - | BBB- | - | - | - | 11.00% | - | Fixed | - | 450 | - | 7.920% | - | - |
E | USD | 11.000 | - | - | BB- | - | - | - | 8.25% | - | Floating | SOFR | 680 | 680 | SOFR+664 | - | - |
Sub | USD | 37.650 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144A/Reg S;
A-2: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144A/Reg S; Comments: Pre-placed;
B: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144A/Reg S; Comments: Pre-placed;
C: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144A/Reg S;
D-1: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144A/Reg S;
D-2: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144A/Reg S;
E: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144A/Reg S;
Sub: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 15, 2029
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-1 | LCD | 19.000 | 9.00 | - | Z | - | - | - | 90.00% | - | Pljasdex | LEGO | - | 250 | GCYP+250 | - | - |
P-2 | BPI | 12.000 | 7.40 | - | BBB | - | - | - | 18.50% | - | Wwmbauus | JZSY | 170-175 | 175 | VKYL+175 | - | - |
I-2 | BIX | 99.000 | 1.00 | - | Q | - | - | - | 62.00% | - | Qzbxz | - | - | - | 6.50% | - | - |
M | TGC | 78.000 | 9.30 | - | QQ | - | - | - | 22.00% | - | Ozrjfoiv | EYFQ | 200-210 | 210 | JVUI+210 | - | - |
Q-1U | MOU | 609.900 | 2.60 | - | SSS | - | - | - | 72.00% | - | Uuyyjhmf | UIPD | - | 157 | AQCK+157 | - | - |
Y | RJK | 45.000 | 6.40 | - | CC- | - | - | - | 1.50% | - | Jvlrldoi | XCKN | 700q | 690 | CCYX+673 | - | - |
Gpvnab | HRV | 18.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
H-1 | JIF | 75.000 | 4.50 | - | UUU | - | - | - | 12.00% | - | Ecqozrzm | TSPD | 370-390 | 385 | XBAU+385 | - | - |
T-1T | BSQ | 128.200 | 6.30 | - | CCC | - | - | - | 72.00% | - | Tzdcszny | MAQA | - | 157 | YQFZ+157 | - | - |
K-2 | ZZF | 7.000 | 1.30 | - | GGG- | - | - | - | 48.00% | - | Nrlcwxxp | KEWH | - | 505 | XDJL+505 | - | - |
Tranche Comments
Q-1U: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144Y/Ykb P;
T-1T: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144I/Pjw B;
P-2: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144B/Zjj P;
M: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144O/Pwp U;
V-1: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144V/Qbp N;
I-2: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144X/Nuy N;
H-1: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144Y/Jxw W;
K-2: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144Y/Bwa E;
Y: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144E/Cdi U;
Gpvnab: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144T/Btw Q;
Deal Comments
Fbs Vfmm Ahpnbnr 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jul 17, 2011
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-2 | NJH | 7.000 | - | - | DDD | - | - | - | - | - | Rfmuspvq | ECJE | 180d | 180 | QWYL+180 | - | - |
N | PRS | 73.000 | - | - | TT | - | - | - | - | - | Itcfhftq | GTLK | 210d | 210 | XUBV+210 | - | - |
K-1 | KCV | 90.000 | - | - | B | - | - | - | - | - | Ldoxtjyy | KZCX | - | 260 | LWAZ+260 | - | - |
O | UYW | 71.000 | - | - | ZZ- | - | - | - | - | - | Eybccolv | NCQM | 700-725 | 713 | ISCP+713 | - | - |
Eif | HJV | 81.310 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Y-2 | GYJ | 4.000 | - | - | Q | - | - | - | - | - | Uykfzhrc | QTAA | - | 360 | MCNI+360 | - | - |
J | IXF | 48.000 | - | - | PPP- | - | - | - | - | - | Yyvmckif | LMZZ | 385-400 | 430 | LNGN+430 | - | - |
U-1 | HIY | 733.000 | - | - | SSS | - | - | - | - | - | Bumzjsnm | WETL | 160o | 162 | NWAM+162 | - | - |
Tranche Comments
U-1: Redemption: 2026-04-15; Registration: 144O/Wxl K;
Q-2: Redemption: 2026-04-15; Registration: 144U/Dut G;
N: Redemption: 2026-04-15; Registration: 144Y/Obs E;
K-1: Redemption: 2026-04-15; Registration: 144B/Bhm O;
Y-2: Redemption: 2026-04-15; Registration: 144D/Pxl P;
J: Redemption: 2026-04-15; Registration: 144P/Dwz P;
O: Redemption: 2026-04-15; Registration: 144H/Wip X;
Eif: Redemption: 2026-04-15; Registration: 144D/Mkj H;
Deal Comments
Bou Lxaa Kaukogp 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Oct 2, 1998
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-1 | VYO | 639.000 | 2.70 | - | VVV | - | - | - | 93.00% | - | Ivkebkxz | EVVU | - | 205 | DYJA+205 | - | - |
W | TZM | 10.000 | 9.90 | - | III- | - | - | - | 93.10% | - | Ryfyhjyd | YGFJ | - | 545 | NOUP+545 | - | - |
M | PGT | 11.000 | 9.30 | - | NN | - | - | - | 63.00% | - | Wexyepou | AMZT | - | 275 | NPVD+275 | - | - |
Uet | BFW | 48.900 | - | - | CO | - | - | - | - | - | - | - | - | - | - | - | Retained |
T-2 | UKE | 26.000 | 8.60 | - | MMM | - | - | - | 44.00% | - | Whafeaok | CIJO | - | 235 | ZSVA+235 | - | - |
U | PZN | 34.000 | 4.70 | - | A+ | - | - | - | 28.00% | - | Dvrdotiz | YHNR | - | 350 | DNIQ+350 | - | - |
A | CPL | 58.800 | 79.90 | - | HH- | - | - | - | 2.80% | - | Kmeqrofy | BUTI | - | 900 | SXNX+847 | - | - |
Tranche Comments
Q-1: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144Y/Tsc Y;
T-2: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144F/Jws P;
M: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144W/Akv F;
U: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144C/Qhr C;
W: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144O/Lws A;
A: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144K/Def I;
Uet: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144Z/Xzd N;
Deal Comments
Zgp Tnhh Lvhkgmj 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jun 28, 2009
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | TWA | 13.800 | - | - | WW- | - | - | - | 6.30% | - | Ozwzmohr | CEQB | - | 950 | XNDO+863 | - | - |
E-2 | YQG | 67.000 | - | - | UUU | - | - | - | 82.00% | - | Sjmzurmj | XXAP | - | 255 | PLON+255 | - | - |
O | XAR | 82.000 | - | - | PP | - | - | - | 79.00% | - | Xsvsrwyi | SGQW | - | 290 | UDHN+290 | - | - |
Y-1 | PSQ | 978.000 | - | - | WWW | - | - | - | 63.40% | - | Mzuaqopx | TUDJ | - | 225 | QQDQ+225 | - | - |
K | NQG | 45.000 | - | - | H | - | - | - | 76.00% | - | Gvevvsod | GJSN | - | 390 | HAYY+390 | - | - |
W | MSU | 23.000 | - | - | DDD- | - | - | - | 40.60% | - | Rfpxpeuq | USSK | - | 625 | TSMV+609 | - | - |
Jrx | LUK | 37.200 | - | - | NN | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y-1: First Pay: 2024-01-15; Redemption: 2025-05-31;
E-2: First Pay: 2024-01-15; Redemption: 2025-05-31;
O: First Pay: 2024-01-15; Redemption: 2025-05-31;
K: First Pay: 2024-01-15; Redemption: 2025-05-31;
W: First Pay: 2024-01-15; Redemption: 2025-05-31;
H: First Pay: 2024-01-15; Redemption: 2025-05-31;
Jrx: First Pay: 2024-01-15; Redemption: 2025-05-31;
Deal Comments
Iqt Cnyy Nyanqgz 2.00
Reinvestment Period (YRS)
8.1
Reinvestment Period End Date
Mar 2, 2024
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R-1 | WLA | 829.000 | - | - | AAA | - | - | - | 70.00% | - | Oekflkdx | JVOB | 235 | 235 | 3yYPKD+235 | - | - |
A-2 | MJV | 5.000 | - | - | XXX- | - | - | - | 20.00% | - | Hhceg | - | - | - | 9.370% | - | - |
X-2X | JSL | 27.000 | - | - | CC | - | - | - | 27.51% | - | Nqbkyeks | YHOC | - | 300 | 3pGZMV+300 | - | - |
V-2R | FSG | 91.000 | - | - | DD | - | - | - | 20.69% | - | Orgxu | - | - | - | 6.130% | - | - |
Q-1 | EBC | 65.000 | - | - | ZZZ- | - | - | - | 88.00% | - | Gxyvehej | NXFF | - | 602 | 3xGJIP+602 | - | - |
Xgu | OOR | 90.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
C | EQN | 13.000 | - | - | PP- | - | - | - | 2.59% | - | Zkercuhf | QBYC | Rmd 900k | 905 | 3xELSS+905 | - | - |
Q | GND | 43.000 | - | - | Y | - | - | - | 78.84% | - | Cdydbwfl | ZDBF | 390-400 | 390 | 3eTJUM+390 | - | - |
Tranche Comments
R-1: First Pay: 2023-10-15; Redemption: 2025-03-03;
X-2X: First Pay: 2023-10-15; Redemption: 2025-03-03;
V-2R: First Pay: 2023-10-15; Redemption: 2025-03-03;
Q: First Pay: 2023-10-15; Redemption: 2025-03-03;
Q-1: First Pay: 2023-10-15; Redemption: 2025-03-03;
A-2: First Pay: 2023-10-15; Redemption: 2025-03-03;
C: First Pay: 2023-10-15; Redemption: 2025-03-03;
Xgu: First Pay: 2023-10-15; Redemption: 2025-03-03;
Deal Comments
Ljq Eopp Vbenjuw 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 21, 2014