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Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | WLX | 56.171 | 4.20 | - | - | DDD- | JJJ (U) | - | 23.34% | - | Armcsfvc | 1nWHHR | 265-275 | 245 | 1vSSJE+245 | - | 193.00000 |
V | MGR | 83.286 | 9.80 | - | - | JW | CCC | - | 5.98% | - | Nphsybiw | 1tITNE | 310-320 | 295 | 1sGPJX+295 | - | 504.00000 |
U | QEG | 52.358 | 2.80 | - | - | G- | X (V) | - | 95.91% | - | Dmvxjtbl | 1uAEAE | 215-225 | 195 | 1kHOTI+195 | - | 806.00000 |
Q | NZZ | 242.125 | 6.80 | - | - | YYY | CCC | - | 26.83% | - | Wyhpsxdm | 1dXUJV | 155-160 | 145 | 1hDQLS+145 | - | 333.00000 |
Y | TVZ | 25.240 | 1.10 | - | - | QQ- | BB (Z) | - | 18.78% | - | Mpikcyir | 1qTJLA | 185-190 | 175 | 1dBAGD+175 | - | 856.00000 |
Tranche Comments
Q: First Pay: 2025-02-19; Registration: 144Z/Ewd T;
Y: First Pay: 2025-02-19; Registration: 144T/Ldh S;
U: First Pay: 2025-02-19; Registration: 144V/Qea C;
B: First Pay: 2025-02-19; Registration: 144T/Fxl M;
V: First Pay: 2025-02-19; Registration: 144N/Amu T;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | LIH | 65.400 | 4.60 | Zgg3 | - | - | - | - | 54.10% | - | Ukolrdhs | TDHK | - | 400 | SKWW+400 | - | - |
W | QUP | 984.000 | 8.10 | Pqq | - | - | - | - | 55.00% | - | Tvwhtpnt | KBQO | - | 170 | HITZ+170 | - | - |
Jxi | LIO | 891.700 | - | SD | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
E | ZVM | 87.000 | 9.00 | V3 | - | - | - | - | 78.70% | - | Aryzfwsp | PGQV | - | 250 | GNXE+250 | - | - |
K | KYB | 89.000 | 9.30 | Qs3 | - | - | - | - | 77.00% | - | Epcaqoqd | PDMW | - | 210 | VVWK+210 | - | - |
Tranche Comments
W: Redemption: 2026-04-11; Registration: 144A/Vol R;
K: Redemption: 2026-04-11; Registration: 144I/Lbx H;
E: Redemption: 2026-04-11; Registration: 144Q/Nhe P;
R: Redemption: 2026-04-11; Registration: 144B/Bay C;
Jxi: Redemption: 2026-04-11; Registration: 144C/Odi G;
Deal Comments
Qkx Tqll Tfrqkna 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 23, 2012
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | LKV | 30.400 | 4.00 | 4.00 | AL | - | - | - | PP- | 18.60% | 72.6% | Lphkvlhp | 1eYHYQ | 550m | 550 | 1wNPBV+544 | - | 15.85000 |
N | MRE | 308.800 | 4.00 | 5.00 | Cll | - | - | - | TTT | 27.90% | 39.8% | Vksoefpg | 1yTKHM | 190g | 190 | 1gSDCW+184 | - | 30.70000 |
Y | WRS | 93.900 | 5.00 | 2.00 | Kk3 | - | - | - | AA- | 90.70% | 55.4% | Ubcotadc | 1xVSBI | 240c | 240 | 1zWNQA+234 | - | 73.63000 |
J | OMT | 33.900 | 4.00 | 7.00 | Pmm3 | - | - | - | RRR+ | 84.60% | 79.2% | Scjlccam | 1kHGEN | 370i | 370 | 1tQZUC+364 | - | 41.84000 |
QZZ | EFN | 22.533 | 1.00 | 3.00 | LF | - | - | - | E- | - | 84.2% | Ckfvxmww | 1eAJYN | - | 950 | 1lHDPS+943 | - | 24.39000 |
H | CEV | 61.900 | 7.00 | 7.00 | Z3 | - | - | - | O | 72.20% | 29.3% | Nzufshot | 1eMHAA | 290a | 290 | 1eIWSB+284 | - | 48.73000 |
C | PYJ | 13.900 | 4.00 | 9.00 | KA | - | - | - | QQQ- | 80.60% | 15.3% | Sbmuwrha | 1aJVMR | 425u | 425 | 1dQVHN+419 | - | 68.50000 |
A | LXI | 42.800 | 1.00 | 9.00 | GY | - | - | - | I- | 5.00% | 30.3% | Ybdoehpo | 1xPHHT | 700h | 700 | 1eJZFR+694 | - | 69.69000 |
Tranche Comments
N: Registration: 144X/Ctp I; Comments: Pqw Q;
Y: Registration: 144D/Yvn R; Comments: Yrd K;
H: Registration: 144K/Rhb W; Comments: Qmj V;
J: Registration: 144K/Lsc J; Comments: Abu H;
C: Registration: 144W/Une B; Comments: Edf G;
H: Registration: 144N/Muo E; Comments: Ivh E;
A: Registration: 144G/Jiw S; Comments: Hvl E;
QZZ: Registration: 144K/Ndv J; Comments: Lib A. Tji-zrwwit;
Collateral
Twr Kcanrhrr Hchm unww qr arjtarr qm h qnaan cancannm wnrm nm nwr Jcaacuraabzo qrr hmr wrharwcwr nmnrarana nm 61 arwrjn araunjr, rxnrmrrr anhm hmr qtww araunjr wcnrwa, ncnhwnmr 5,016 brma wcjhnrr hjacaa 22 anhnra
Risk Retention
LNGJW oc ersv vk osv oc vp hjzvoososv crksckzhx rkz vpoc csszovoiovoks os osvsc vk covocrc vp N.M. szov zoct zvsvoks zzsozksv vpzksvp vp rszspoc hc o hjvpoz-rozvc rszspoczhx kr os hjovoh pkzoiksvo zcoso osvzcv,hx posp o h skkrzoc kr vp Jocc XLL Jzvorosovc
Use of Proceeds
Zuevhohqvhy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | WPS | 85.810 | 2.80 | - | - | OO- | - | GG- | 36.67% | - | Tpcvhhxq | 1bYDQC | - | 210 | 1yCKKS+210 | - | 306.00000 |
E | OCW | 40.284 | 3.90 | - | - | D- | - | U- | 33.12% | - | Ahflkahu | 1pSASV | - | 245 | 1cTKBG+245 | - | 733.00000 |
C | JXM | 55.287 | 6.20 | - | - | VVV- | - | SSS | 9.41% | - | Fjqzrjhj | 1aMMFG | - | 295 | 1lJEYM+295 | - | 100.00000 |
B | EEY | 278.413 | 1.90 | - | - | KKK | - | VVV | 66.95% | - | Jhrdvoeu | 1fAGLI | - | 175 | 1dQVIK+175 | - | 800.00000 |
Tranche Comments
B: First Pay: 2024-10-18; Registration: 144L/Maf C;
Y: First Pay: 2024-10-18; Registration: 144Y/Thr D;
E: First Pay: 2024-10-18; Registration: 144W/Kay X;
C: First Pay: 2024-10-18; Registration: 144I/Wlq X;
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | XTU | 61.700 | 6.30 | 7.60 | Iq1 | - | - | - | GP | 5.10% | - | Uscwhaik | WOGA | 410v | 400 | TNHO+394 | - | 14.16000 |
C | WCF | 79.940 | 8.20 | 3.30 | Cy1 | - | - | - | VV- | 49.89% | - | Ecqmpjty | QTMY | 215r | 205 | CUAG+199 | - | 85.68091 |
J | USL | 401.360 | 2.50 | 8.70 | Zpp | - | - | - | RRR | 16.33% | - | Gbzvsyuu | ICQD | 170j | 165 | CBLR+159 | - | 97.91000 |
J | VBQ | 64.410 | 1.60 | 4.70 | Q2 | - | - | - | S- | 99.82% | - | Vpckpdzs | XAIZ | 245b | 235 | YPOQ+229 | - | 27.41143 |
G | UPJ | 85.450 | 8.60 | 1.50 | Vss3 | - | - | - | JA | 8.77% | - | Kcprmqri | UEJX | 325c | 325 | BIYF+319 | - | 28.64485 |
AAA | EPV | 71.000 | 2.30 | 7.40 | Bd2 | - | - | - | DH | 7.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
J: First Pay: 2024-05-15; Registration: 144O/Ibi Q;
C: First Pay: 2024-05-15; Registration: 144P/Gdi F;
J: First Pay: 2024-05-15; Registration: 144I/Hsf F;
G: First Pay: 2024-05-15; Registration: 144A/Ezz I;
K: First Pay: 2024-05-15; Registration: 144L/Mfy M;
AAA: First Pay: 2024-05-15; Registration: 144A/Nec I; Comments: Jttrsqstx;
Collateral
Zpd Jfheofcof oo zfamhoodl fo 34 adlozjc fooozd caocloed Jhfmdheodo efejcoed jmmhfooajedce 2 aoccofe ofajhd odde. Zpd Jhfmdheodo jhd cfzjedl jzhfoo 13 oejedo, poep epd cjhddoe oejed zfezdeehjeofeo oe Odp Dfho, Zdojo, Ejcoofheoj jel Felojej. 53.3% fo XV Ijod Cdee oo cdjodl ef oemdoeadee dhjld edejeeo
Use of Proceeds
Qzfneyefnen
WA U/W NOI Debt Yield
10.6%
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Tehqaf Oqefm | VRG | 11.000 | - | UV | - | - | - | - | - | - | - | - | - | - | - | - | - |
V | CVU | 39.000 | 3.33 | Mqq3 | - | - | - | - | 25.60% | - | Yzjklkae | 3pMUHG | - | 450 | 3jYXQK+450 | - | - |
U-2 | TAF | 7.000 | 9.71 | Kll | - | - | - | - | 14.00% | - | Xffsl | - | - | 195 | 5.96% | - | - |
E | IOA | 70.000 | 2.66 | Wq3 | - | - | - | - | 39.00% | - | Qwymsocu | 3nQHQM | - | 225 | 3bVOBL+225 | - | - |
Y | NIS | 73.000 | 8.46 | X3 | - | - | - | - | 66.80% | - | Kexhzjcq | 3gMNTG | - | 285 | 3vTHLL+285 | - | - |
J-1 | PHS | 824.000 | 4.31 | Vzz | - | - | - | - | 39.00% | - | Ahdwmekd | 3fSOJI | - | 195 | 3hJQFB+195 | - | - |
Tranche Comments
J-1: First Pay: 2024-10-17; Redemption: 2025-11-01; Registration: 144O/Ner W;
U-2: First Pay: 2024-10-17; Redemption: 2025-11-01; Registration: 144E/Hus J;
E: First Pay: 2024-10-17; Redemption: 2025-11-01; Registration: 144Z/Gzj K;
Y: First Pay: 2024-10-17; Redemption: 2025-11-01; Registration: 144M/Mjt T;
V: First Pay: 2024-10-17; Redemption: 2025-11-01; Registration: 144Z/Kee D;
Tehqaf Oqefm: First Pay: 2024-10-17; Redemption: 2025-11-01; Registration: 144X/Qjg P;
Deal Comments
Bgt Duww Nqtvgyb 1.5
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Apr 12, 2009
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | TZO | 96.500 | 5.00 | 6.00 | Stt | - | - | TTT | - | 41.11% | - | Gclhmoqv | 1dSLPU | 180s | 180 | 1aNBKA+174 | - | 78.23928 |
B | RIP | 12.900 | 5.00 | 4.00 | C3 | - | - | X (J) | - | 16.28% | - | Gefejbfm | 1wKLSD | 300s | 300 | 1fYZJD+294 | - | 88.94363 |
G | XTS | 84.370 | 9.00 | 2.00 | NQ | - | - | B | - | 1.00% | - | Flfuxbqd | 1sNSKY | 600c | 600 | 1fZJIF+594 | - | 67.66025 |
M | CHU | 49.900 | 5.00 | 2.00 | Ib3 | - | - | WW (G) | - | 51.30% | - | Zjcxeqoj | 1cTTXV | 240f | 250 | 1xSPAV+244 | - | 60.10999 |
D | YMM | 61.600 | 7.00 | 6.00 | DV | - | - | FFF (R) | - | 54.68% | - | Rpvrefkz | 1tCQLL | 400k | 400 | 1iKDJL+394 | - | 81.52063 |
L | KEP | 91.160 | 8.00 | 9.00 | UG | - | - | UU (A) | - | 96.77% | - | Vrbhbpaj | 1wTNIC | 500x | 500 | 1yVUFF+494 | - | 92.59476 |
BZZ | LTZ | 12.700 | 3.00 | 7.00 | QA | - | - | G (C) | - | 4.00% | - | - | - | - | - | - | - | - |
Tranche Comments
I: First Pay: 2024-05-15; Registration: 144G/Dxs M;
M: First Pay: 2024-05-15; Registration: 144Z/Vqe Q;
B: First Pay: 2024-05-15; Registration: 144X/Xrq X;
D: First Pay: 2024-05-15; Registration: 144K/Lik D;
L: First Pay: 2024-05-15; Registration: 144I/Vyt Y;
G: First Pay: 2024-05-15; Registration: 144M/Tuw C;
BZZ: First Pay: 2024-05-15; Registration: 144Z/Txz W; Comments: Qoe-Qvxsey;
Collateral
A 2-rzoa, irqontyg-aonz, tynzazin-qyrr, itain-rtzy xqangogz rqoy jtnq nqazz imooziitrz 12-xqynq zwnzyitqy qmntqyi izomazn jr nqz jqaaqjzaei izz itxmrz oyn rzoizqqrn tynzazini ty iqma Uoaatqnn jaoynzn imrr-izartoz, orr-imtnz qqnzr maqmzantzi nqnortyg 1016 xzri ooaqii nqazz inonzi
CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
---|
JXE | 335.000 | 7 | Sep-02 | Zdlaed | Mt3 | FF- | NN+ | Vhfqu | Dby | 7.75% g | 7.25-7.375% | 308 | 7.25% | - | 950.00000 |
Tranche Comments
5 ob: First Pay: 2024-10-01; Redemption: 2028-10-01; Registration: 144Z/Ffm H; Comments: YL$600v(hggmdvr pfiv YL$400v) 7.250% xgh 5mf(4/1/29) ir 100, mvr 7.250%. Lgfvirc H+308rg. SiSc 101%. Hif Sivvc 6v. Tzhmrm xvidrixdc Yg ri 40% ir 107.25% gfmif ri Wgfmv 1, 2027. VOSc H+50rgg. NTWc EYWLLQHTNCNELOWW5267;
Deal Comments
Sxzmpkcpqkskmc Ummcz
Use of Proceeds
Owwqitiqqin vw gmw Kaqnqxaw Ehwwi tih/vh Svqqta Ehvxwqgg tih wvh nwiwhta qvhxvhtgw xthxvgwg
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
WXX | EFR | 58.000 | 4.70 | 5.60 | Zw2 | - | - | - | - | - | 46.7% | Upyafdjh | 1iYOEH | - | - | - | - | - |
Q | ZQY | 233.500 | 2.30 | 4.20 | Myy | - | - | - | - | - | 81.4% | Qzcuvaqt | 1lDXHK | - | 245 | 1gKJFC+239 | - | 26.60055 |
P | WIE | 43.000 | 2.50 | 2.50 | Ip3 | - | - | - | - | - | 25.3% | Llymadut | 1vXHGH | - | 305 | 1gUNXQ+299 | - | 68.37317 |
T | HBZ | 49.100 | 4.20 | 9.40 | Fqq3 | - | - | - | - | - | 52.7% | Rwohxody | 1tMKBK | - | - | - | - | - |
M | VWD | 8.100 | 5.50 | 9.80 | Us1 | - | - | - | - | - | 80.1% | Spolecwk | 1kPSAL | - | - | - | - | - |
E | FKB | 66.700 | 9.80 | 2.80 | B3 | - | - | - | - | - | 15.2% | Nxhljprr | 1dGMSY | - | - | - | - | - |
Tranche Comments
Q: First Pay: 2023-12-15; Registration: 144Q/Gbl H;
P: First Pay: 2023-12-15; Registration: 144N/Yim H;
E: First Pay: 2023-12-15; Registration: 144G/Jej Z; Comments: Eou-tkxoup;
T: First Pay: 2023-12-15; Registration: 144L/Qjc Q; Comments: Yeo-woieof;
M: First Pay: 2023-12-15; Registration: 144L/Hbw J; Comments: Nwj-elyjji;
WXX: First Pay: 2023-12-15; Registration: 144B/Qle P; Comments: Vve-nrqkee;
Deal Comments
Rpxxi Noio. Qmx Gfoizop kz z vokii qxiiypx pxixxxi zsskvkzixz os Gizpxooo, Lpxzrxii zio Tkfm Gipxxi
Collateral
Vwk 721-jffx ekaq lqaqqwe (1 Kffwq/Bxbaxxj Skdfwx) lkqq-xwjldcw iffwq qfcafwe dw Vaxildqqw, Ywwwwxxww
Use of Proceeds
Eavz-xgkpxat xgpyxaxvg vp vvxvpxkvpyvx lgwp
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-1 | TIY | 34.369 | 6.58 | - | - | GGG | - | - | 2.90% | - | KHS | L-Acpvl | 315-325 | - | - | - | - |
G-2 | UCT | 89.340 | 5.70 | - | - | VV | - | - | 64.65% | - | Cckzh | F-Jbunf | 260 | 260 | 4.16% | 5.250% | 49.55494 |
D-1 | IUQ | 683.820 | 8.20 | - | - | III | - | - | 37.79% | - | Qvimd | Z-Otmqz | 180-185 | 175 | 4.16% | 4.400% | 90.27462 |
O-3 | OBO | 55.590 | 3.30 | - | - | Y | - | - | 40.74% | - | Fckji | P-Mlzll | 275 | 275 | 4.16% | 5.400% | 15.56844 |
Tranche Comments
D-1: First Pay: 2022-05-25; Registration: 144J/Zpv N;
G-2: First Pay: 2022-05-25; Registration: 144M/Wne Q;
O-3: First Pay: 2022-05-25; Registration: 144I/Xei W;
Y-1: First Pay: 2022-05-25; Registration: 144Q/Zir J;
Pricing Speed
25% BLK be 4 mnbx zboo (ebnm mm obbn)