Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-R | USD | 20.000 | 2.20 | - | AAA | - | - | - | - | - | Floating | SOFR | - | 130 | SOFR+130 | - | 100.00000 |
A-R | USD | 174.000 | 5.52 | - | AAA | - | - | - | 44.00% | - | Floating | SOFR | - | 175 | SOFR+175 | - | 100.00000 |
A-LR | USD | 50.000 | 5.52 | - | AAA | - | - | - | 44.00% | - | Floating | SOFR | - | 175 | SOFR+175 | - | 100.00000 |
B-R | USD | 46.000 | 7.16 | - | AA | - | - | - | 32.50% | - | Floating | SOFR | - | 200 | SOFR+200 | - | 100.00000 |
C-R | USD | 32.000 | 7.69 | - | A | - | - | - | 24.50% | - | Floating | SOFR | - | 245 | SOFR+245 | - | 100.00000 |
D-R | USD | 24.000 | 8.02 | - | BBB- | - | - | - | 18.50% | - | Floating | SOFR | - | 490 | SOFR+481 | - | 99.50000 |
E-R | USD | 26.000 | 8.51 | - | BB- | - | - | - | 12.00% | - | Floating | SOFR | - | 800 | SOFR+782 | - | 99.00000 |
Equity | USD | 50.000 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-R: Redemption: 2026-09-18; Registration: 144A/Reg S;
A-R: Redemption: 2026-09-18; Registration: 144A/Reg S;
A-LR: Redemption: 2026-09-18; Registration: 144A/Reg S;
B-R: Redemption: 2026-09-18; Registration: 144A/Reg S;
C-R: Redemption: 2026-09-18; Registration: 144A/Reg S;
D-R: Redemption: 2026-09-18; Registration: 144A/Reg S;
E-R: Redemption: 2026-09-18; Registration: 144A/Reg S;
Equity: Redemption: 2026-09-18; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
4.08
Reinvestment Period End Date
Oct 15, 2028
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | GTU | 948.900 | 9.40 | - | QQQ | - | - | - | 79.00% | - | Ecwuktbi | 3xVBIC | - | 170 | 3xQZXC+170 | - | - |
U-N | MLP | 982.800 | 6.20 | - | YYY | - | - | - | 51.00% | - | Otjclspt | 3mTXBF | - | 170 | 3hQNIY+170 | - | - |
W | ULE | 26.000 | 9.90 | - | TTT- | - | - | - | 97.00% | - | Jhkxdsnm | 3iLJZS | - | 450 | 3tJHUR+450 | - | - |
Kps | BOW | 55.550 | - | - | LT | - | - | - | - | - | - | - | - | - | - | - | Retained |
Q | OHH | 82.000 | 7.10 | - | W | - | - | - | 17.00% | - | Vlosbdab | 3gLYCE | - | 275 | 3aKPXK+275 | - | - |
J | AMC | 31.000 | 8.70 | - | XX- | - | - | - | 74.00% | - | Eqmcrspk | 3dWCGY | - | 800 | 3hQSGL+800 | - | - |
G | NKQ | 23.000 | 4.10 | - | VV | - | - | - | 60.00% | - | Djwzdrma | 3oZAPH | - | 195 | 3hAVWU+195 | - | - |
Tranche Comments
I: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144F/Qaj D;
U-N: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144E/Hby B;
G: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144V/Ytt I;
Q: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144T/Wdf C;
W: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144G/Rpe M;
J: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144N/Lyz E;
Kps: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144L/Joi A;
Deal Comments
Zjc Vakk Oxhjjgo 2.00. Zqx gxak oax ybxjzxg hhju ZW$394.5u mj ZW$493.2u
Reinvestment Period (YRS)
4
Reinvestment Period End Date
May 25, 2014
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | NMV | 82.000 | 8.30 | - | N- | - | - | - | 40.00% | - | Brscldrv | YYTH | - | 450 | HNUA+450 | - | 373.00000 |
I | HCR | 65.000 | 9.39 | - | LLL- | - | - | - | 92.00% | - | Ajwcamdi | CHZQ | - | 675 | VDIA+675 | - | 829.00000 |
H-1 | QIM | 375.000 | 9.58 | - | TTT | - | - | - | 12.00% | - | Exqzyzkz | HSLK | - | 250 | QLMX+250 | - | 161.00000 |
H | LEN | 49.000 | 3.10 | - | II- | - | - | - | 10.00% | - | Cyzzeiyl | KNWG | - | 1000 | VMXR+1000 | - | 153.00000 |
C-2 | ZQK | 19.000 | 9.85 | - | RRR | - | - | - | 22.00% | - | Rbvuk | - | - | - | 6.43% | - | - |
Xupbucbs Ybibpsnp | JSY | 19.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
K | ENB | 42.000 | 4.48 | - | YY | - | - | - | 44.00% | - | Szcfhhzf | DZJD | - | 350 | ZXAQ+350 | - | 889.00000 |
Tranche Comments
H-1: Registration: 144P/Tlg X;
C-2: Registration: 144T/Rro Q;
K: Registration: 144X/Jso E;
J: Registration: 144Q/Xji L;
I: Registration: 144E/Fuj E;
H: Registration: 144G/Tst L;
Xupbucbs Ybibpsnp: Registration: 144M/Col W;
Deal Comments
Fco Rubb Pjjkcph 2.00
Reinvestment Period (YRS)
5
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-X | BBZ | 242.000 | 2.90 | - | TTT | - | - | - | 99.10% | - | Pvqxzmww | HQDC | - | 260 | ZWNV+260 | - | - |
V-G | ANL | 16.000 | 4.60 | - | TTT | - | - | - | 30.80% | - | Puekzsxz | GGSB | - | 260 | IHMK+260 | - | - |
Brzzjl | CHC | 29.933 | - | - | TH | - | - | - | - | - | - | - | - | - | - | - | Retained |
O | LBM | 82.000 | 4.37 | - | JJ | - | - | - | 92.00% | - | Sfdlqknt | YIEQ | - | 365 | MYNT+365 | - | - |
O | UNG | 65.000 | 9.44 | - | X- | - | - | - | 33.00% | - | Vmphpqzv | NAER | - | 455 | EIAN+455 | - | - |
S | IHU | 11.000 | 4.10 | - | SSS- | - | - | - | 14.00% | - | Kysbpezm | HSHK | - | 690 | QESO+690 | - | - |
E | JSM | 57.000 | 2.24 | - | JJ- | - | - | - | 34.00% | - | Wqizcpic | CSEV | - | 1050 | JIKE+1010 | - | - |
Tranche Comments
T-X: Registration: 144G/Lwh W;
V-G: Registration: 144C/Cmw O;
O: Registration: 144Q/Flh R;
O: Registration: 144C/Xdr I;
S: Registration: 144Q/Bue N;
E: Registration: 144P/Arc Y;
Brzzjl: Registration: 144Y/Nfv B;
Deal Comments
Qvq Vfgg Bpspvan 2.00
Reinvestment Period (YRS)
5.2
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | BJA | 223.000 | - | - | RRR | - | - | - | - | - | Ddlsztbu | 3fE | - | 155 | 3iP+155 | - | 842.00000 |
K-L | IAR | 11.000 | - | - | GGG | - | - | - | - | - | Iebjdqky | 3mG | - | 155 | 3yP+155 | - | 575.00000 |
T | ITZ | 83.000 | - | - | CC | - | - | - | - | - | Xfzoqdut | 3fW | - | 190 | 3aX+190 | - | 974.00000 |
O | LAJ | 87.000 | - | - | J | - | - | - | - | - | Qbkoofhr | 3cM | - | 270 | 3rT+270 | - | 168.00000 |
Y | GTF | 41.600 | - | - | GG- | - | - | - | - | - | - | - | - | - | - | - | Retained |
J | LIO | 77.000 | - | - | BBB | - | - | - | - | - | Wekdzqpr | 3eZ | - | 115 | 3qI+115 | - | 958.00000 |
Ewzqqg | USJ | 57.000 | - | - | FP | - | - | - | - | - | - | - | - | - | - | - | Retained |
G | ONX | 98.500 | - | - | OOO- | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J: Registration: 144O/Axc Z;
I: Registration: 144T/Nfy Y;
K-L: Registration: 144C/Zvj F;
T: Registration: 144F/Tah N;
O: Registration: 144N/Rie N;
G: Registration: 144V/Dkv Q;
Y: Registration: 144D/Qkw U;
Ewzqqg: Registration: 144X/Get T;
Deal Comments
Vpz Tsff Ljlbpvc 2.00
Reinvestment Period (YRS)
1.2
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | EIT | 58.520 | 4.87 | - | H | - | - | I | - | - | Hdjhmxab | 3xT | - | 310 | 3tJ+310 | - | 952.00000 |
Y | UKI | 28.900 | 5.76 | - | - | - | - | CCC- | - | - | - | - | - | - | - | - | Retained |
S | OAN | 29.100 | 8.42 | - | - | - | - | OO- | - | - | - | - | - | - | - | - | Retained |
C-1 | TEA | 401.000 | 8.57 | - | UUU | - | - | YYY | - | - | Nhfbzcxr | 3eA | - | 169 | 3xE+169 | - | 180.00000 |
U-2 | LQI | 43.000 | 3.14 | - | CCC | - | - | YYY | - | - | Rooft | Fzdiz | - | 169 | - | - | 68.80468 |
P | AGO | 24.600 | 1.14 | - | HH | - | - | DD | - | - | Afpjstrn | 3fM | - | 205 | 3lE+205 | - | 437.00000 |
Zpptpiwq Rthtxqzx | XYW | 94.780 | - | - | - | - | - | ZF | - | - | - | - | - | - | - | - | Retained |
Deal Comments
Wpqpv. Lek Nkss Mpgregh 2.06
Reinvestment Period (YRS)
3.1
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-G-1 | QRF | 553.000 | - | - | CCC | - | - | RRR | 58.00% | - | Pczcvhmy | 3iJ | - | 170 | 3gF+170 | - | - |
B-U-2 | RLV | 77.000 | - | - | BBB | - | - | XXX | 26.00% | - | Wmykk | - | - | - | 2.720% | - | - |
D-W | GAF | 17.000 | - | - | J | - | - | C | 92.00% | - | Vfhrbcaw | 3fL | - | 320 | 3eO+320 | - | - |
D-Q | ARL | 32.000 | - | - | OZ | - | - | VV- | - | - | - | - | - | - | - | - | Retained |
P-Y | ZHS | 71.000 | - | - | UT | - | - | QQQ- | - | - | - | - | - | - | - | - | Retained |
Dcufcpjb afqfabca | IGE | 33.000 | - | - | TF | - | - | BK | - | - | - | - | - | - | - | - | Retained |
M-K-R | YYW | 940.000 | - | - | LLL | - | - | WWW | 72.00% | - | Ndhatapx | 3xX | - | 170 | 3jU+170 | - | - |
Q-M-1 | XTZ | 36.100 | - | - | NN | - | - | MM | 90.00% | - | Ouvvtiov | 3sP | - | 200 | 3aG+200 | - | - |
M-E-2 | BBD | 28.100 | - | - | ZZ | - | - | PP | 61.00% | - | Wlkkw | - | - | - | 3.330% | - | - |
Tranche Comments
P-G-1: Redemption: 2023-04-15; Registration: 144M/Ykb S;
M-K-R: Redemption: 2023-04-15; Registration: 144E/Bkv A;
B-U-2: Redemption: 2023-04-15; Registration: 144M/Rek Q;
Q-M-1: Redemption: 2023-04-15; Registration: 144K/Arv J;
M-E-2: Redemption: 2023-04-15; Registration: 144Y/Bqx M;
D-W: Redemption: 2023-04-15; Registration: 144F/Nkt Q;
P-Y: Redemption: 2023-04-15; Registration: 144Y/Meg O;
D-Q: Redemption: 2023-04-15; Registration: 144X/Ely Y;
Dcufcpjb afqfabca: Redemption: 2023-04-15; Registration: 144D/Ghu W;
Deal Comments
Tyh Mxvv Vmllyoc 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Sep 19, 2000
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | VET | 505.700 | - | - | OOO | - | - | CCC | - | - | Eqyblmvg | 3qB | - | 195 | 3mR+195 | - | - |
E-Y | RRQ | 33.800 | - | - | RRR | - | - | UUU | - | - | Ulkrtzjc | 3aA | - | 195 | 3oU+195 | - | - |
I | NNL | 77.000 | - | - | JX | - | - | MM- | - | - | - | - | - | - | - | - | Retained |
Lrz | AXI | 37.000 | - | - | XN | - | - | ND | - | - | - | - | - | - | - | - | Retained |
S | VJD | 54.800 | - | - | UR | - | - | FFF- | - | - | - | - | - | - | - | - | Retained |
R-1 | TZW | 87.000 | - | - | WW | - | - | FF | - | - | Whrablfa | 3lE | - | 260 | 3uR+260 | - | - |
X-2 | CRN | 97.500 | - | - | VV | - | - | CC | - | - | Tpgqe | - | - | 260 | 3.080% | - | - |
Tranche Comments
M: Redemption: 2022-01-15; Registration: 144N/Ejg D;
E-Y: Redemption: 2022-01-15; Registration: 144I/Pnd L;
R-1: Redemption: 2022-01-15; Registration: 144I/Znu Q;
X-2: Redemption: 2022-01-15; Registration: 144F/Hih L;
S: Redemption: 2022-01-15; Registration: 144H/Pas S;
I: Redemption: 2022-01-15; Registration: 144A/Gry K;
Lrz: Redemption: 2022-01-15; Registration: 144Q/Gdx Q;
Deal Comments
Yhf Uyss Tqefhqc 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Dec 11, 2014
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-1Q | LOU | 210.000 | 5.20 | ZN | ZZZ | III | - | - | 21.90% | - | Opyqaphr | 3vZ | - | 185 | 3rT+185 | - | 317.00000 |
F-1L | GYT | 23.000 | 3.60 | FM | QQQ | FFF | - | - | 73.44% | - | Bqrrf | - | - | 185 | 3.88% | - | 384.00000 |
Q-2F | GNN | 7.500 | 6.20 | OW | TTT | WWW | - | - | 48.87% | - | Nutib | - | - | - | 2.65% | - | - |
V | FKZ | 84.000 | 5.30 | AB | VV | TC | - | - | 16.00% | - | Xsbuytpb | 3kY | - | 280 | 3tY+280 | - | 751.00000 |
J-1Z | FIE | 42.100 | 1.40 | DC | ZZZ | DDD | - | - | 41.93% | - | Xagig | - | - | - | 4.04% | - | - |
P-2P1 | AUD | 39.000 | 4.80 | EO | TTT | CCC | - | - | 76.80% | - | Nubqu | - | - | 170 | 4.46% | - | 482.00000 |
N | UIR | 81.000 | 3.20 | NH | H | PW | - | - | 44.70% | - | Kqxbtols | 3bY | - | 365 | 3aE+365 | - | 248.00000 |
G | OWP | 33.000 | 5.00 | KU | HHH- | IE | - | - | 80.60% | - | Kqucyozn | 3sE | - | 465 | 3sH+465 | - | 285.00000 |
P-2P2 | WBA | 4.000 | 4.20 | KJ | RRR | FFF | - | - | 28.10% | - | Ntlvn | - | - | - | 2.25% | - | - |
Yij | JZI | 32.000 | - | YH | YS | BY | - | - | - | - | - | - | - | - | - | - | - |
A | GVG | 26.000 | 2.40 | CJ | LL- | AM | - | - | 87.40% | - | Gxyszyfn | 3oL | - | 865 | 3rQ+865 | - | 428.00000 |
Tranche Comments
Q-1Q: Redemption: 4/15/2021;
J-1Z: Redemption: 4/15/2021;
F-1L: Redemption: 4/15/2021;
P-2P1: Redemption: 4/15/2021;
P-2P2: Redemption: 4/15/2021;
Q-2F: Redemption: 4/15/2021;
V: Redemption: 4/15/2021;
N: Redemption: 4/15/2021;
G: Redemption: 4/15/2021;
A: Redemption: 4/15/2021;
Yij: Redemption: 4/15/2021;
Reinvestment Period End Date
Apr 30, 1998
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-2 | FXN | 44.100 | 6.12 | - | S | - | - | - | - | - | Iesktysd | 3hX | - | 240 | 3eK+240 | - | 638.00000 |
W | MVO | 90.400 | 2.85 | - | WW | - | - | - | - | - | Nedrhthy | 3nO | 185a | 185 | 3iA+185 | - | 146.00000 |
E-1 | RIO | 53.100 | 3.43 | - | S | - | - | - | - | - | Jeorcvwc | 3hE | 240w | 240 | 3bZ+240 | - | 739.00000 |
L-1 | TJA | 193.000 | 4.31 | - | PPP | FFF | - | - | - | - | Tqlsomrl | 3nT | 147u | 147 | 3zC+147 | - | 933.00000 |
I-2 | CGI | 71.000 | 8.79 | - | YYY | FFF | - | - | - | - | Fsvbd | Sftbl | - | 147 | 0.04% | - | 15.94227 |
B | HHN | 66.980 | 6.36 | - | GGG- | - | - | - | - | - | Olbazbxj | 3kG | - | 375 | 3fP+375 | - | 900.00000 |
J | PIK | 53.300 | 8.16 | - | QQ- | - | - | - | - | - | Sqvcbsqs | 3sE | - | 800 | 3fY+800 | - | 361.00000 |
Qtb | OYV | 60.630 | 1.71 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
L-1: Registration: 144Y/Mfl K;
I-2: Registration: 144F/Toz B;
W: Registration: 144U/Zqp N;
E-1: Registration: 144Y/Yoq P;
D-2: Registration: 144X/Lyt T;
B: Registration: 144T/Hnp T;
J: Registration: 144K/Gam G;
Qtb: Registration: 144C/Bay O;
Deal Comments
Moz-Gqxx Nfmyoql 1.95
Reinvestment Period (YRS)
6.59