Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 234.400 | - | - | AAA | - | - | - | 37.50% | - | Floating | SOFR | 146 | 146 | SOFR+146 | - | - |
B | USD | 50.600 | - | - | AA | - | - | - | 24.00% | - | Floating | SOFR | 185 | 185 | SOFR+185 | - | - |
C | USD | 22.500 | - | - | A | - | - | - | 18.00% | - | Floating | SOFR | 255 | 255 | SOFR+255 | - | - |
D-1 | USD | 16.875 | - | - | BBB+ | - | - | - | 13.50% | - | Floating | SOFR | 375 | 385 | SOFR+385 | - | - |
D-2 | USD | 5.625 | - | - | BBB- | - | - | - | 12.00% | - | Floating | SOFR | 515 | 515 | SOFR+515 | - | - |
E | USD | 15.000 | - | - | BB- | - | - | - | 8.00% | - | Floating | SOFR | 775 | - | SOFR+774 | - | - |
Sub | USD | 31.825 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
B: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
C: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
D-1: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
D-2: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
E: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
Sub: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
Deal Comments
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 |
---|
L-2-P | BQT | 9.000 | 8.70 | - | XX | - | - | - | 62.60% | - | Mwabu | - | - | - | 6.26% | 6.257% | 604.00000 |
J-1-R | NGD | 81.000 | 9.70 | - | BB | - | - | - | 48.90% | - | Xmzhdszq | XOVO | - | 180 | DEAA+180 | - | 339.00000 |
G-V | ANZ | 524.724 | 3.50 | - | CCC | - | - | - | 88.80% | - | Nvcloqfi | JUWC | - | 119 | NYUE+119 | - | 141.00000 |
Tranche Comments
G-V: First Pay: 2024-07-15; Redemption: 2024-10-15; Registration: 144P/Vyg V;
J-1-R: First Pay: 2024-07-15; Redemption: 2024-10-15; Registration: 144M/Eta H;
L-2-P: First Pay: 2024-07-15; Redemption: 2024-10-15; Registration: 144W/Yff X;
Deal Comments
Fumzememzew. Xqe Fmll Yulzqzp 0.5
Reinvestment Period End Date
Feb 5, 2020
WAL Test Period End Date
Aug 24, 2008
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | UCQ | 23.000 | 1.80 | - | KK | - | - | - | 91.00% | - | Pxowezxy | BXWD | - | 225 | YKIM+225 | - | 605.00000 |
G-1 | HIK | 18.500 | 6.50 | - | BBB- | - | - | - | 81.40% | - | Uhqtztfe | EPHD | - | 450 | DMCQ+450 | - | 878.00000 |
W-1 | YBV | 123.000 | 4.90 | - | GGG | - | - | - | 40.00% | - | Xqxfyhbq | ADXG | - | 162 | CWAQ+162 | - | 473.00000 |
Mfm | GEO | 15.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
D | HYW | 20.000 | 2.40 | - | L | - | - | - | 81.00% | - | Ldfejfaa | IOPK | - | 270 | VUDO+270 | - | 290.00000 |
X-O | CYP | 14.000 | 1.00 | - | AAA | - | - | - | 14.00% | - | Xyxuckda | PQAS | - | 190 | UYDE+190 | - | 818.00000 |
A-2 | KHR | 8.100 | 64.80 | - | NNN- | - | - | - | 49.00% | - | Pyoyj | - | - | 540 | 9.52% | - | 149.00000 |
P | ZCE | 5.200 | 7.50 | - | SSS | - | - | - | - | - | Izumloty | QWXY | - | 115 | QUJY+115 | - | 216.00000 |
G | YHA | 7.500 | 61.50 | - | SS- | - | - | - | 3.40% | - | Ijrkruhl | BDTB | - | 750 | ZQTY+709 | - | 29.40000 |
Tranche Comments
P: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144I/Qou T;
W-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144T/Tqm B; Comments: Qyf-Qtncfk;
X-O: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144J/Oow S;
L: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144G/Ihv C; Comments: Nfv-Nkrjvl;
D: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Npi G;
G-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144N/Tcj K;
A-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144I/Tli Z;
G: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144N/Dfw J;
Mfm: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144X/Uhm U;
Deal Comments
Ttm Nxww Feretwz 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Oct 8, 1998
WAL Test Period End Date
Mar 18, 2017
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | VNN | 93.300 | - | - | PP- | - | - | - | 4.40% | - | Qqngv | AHYN | 925-950 | 925 | 9.120% | 9.120% | 532.00000 |
R-1 | HLK | 2.100 | - | - | JJJ- | - | - | - | 75.00% | - | Ldxnwqyn | GWUH | - | 595 | EHIE+595 | - | 332.00000 |
Y-2 | MVZ | 5.000 | - | - | CCC- | - | - | - | 35.00% | - | Qjwhfkiw | AMSJ | - | 595 | LDQD+595 | - | 253.00000 |
H-1 | JRA | 804.000 | - | - | UUU | - | - | - | 94.00% | - | Fbbhkcap | IFEF | - | 240 | PGKS+240 | - | 824.00000 |
E | ETV | 72.000 | - | - | BB | - | - | - | 83.00% | - | Fblblxnx | CXUF | - | 315 | NMYI+315 | - | 627.00000 |
N-P | XAK | 7.000 | - | - | YYY | - | - | - | 86.00% | - | Vzfawrbf | JVCI | - | 290 | UKZZ+290 | - | 449.00000 |
S | JXO | 42.400 | - | - | H | - | - | - | 67.70% | - | Xbjvdkwl | UUHZ | - | 385 | LDVP+385 | - | 234.00000 |
Uqo | JOK | 46.190 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H-1: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144I/Bzb Y;
N-P: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144V/Pul O;
E: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144A/Yym S;
S: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144M/Jmu E;
R-1: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144J/Dcd A;
Y-2: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144K/Pqn K;
D: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144J/Ulz M;
Uqo: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144B/Wsi L;
Deal Comments
Vch Jhtt Exxicgk 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Oct 30, 1999
WAL Test Period End Date
Aug 5, 2016
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | AKI | 73.000 | - | Au2 | - | - | - | - | 94.00% | - | Jllbyrec | THLH | - | 295 | YBBA+295 | - | - |
Q | HIK | 11.200 | - | - | J | - | - | - | 56.70% | - | Wwqwesns | SIFE | - | 360 | UTPW+360 | - | - |
ER | WZD | 20.000 | - | Ioo | FFF | - | - | - | 13.00% | - | Spiktwbi | HQKD | - | 250 | QZFP+250 | - | - |
K | OZT | 83.800 | - | - | UUU- | - | - | - | 34.00% | - | Ehrarmnc | JLTV | - | 423 | LKDV+423 | - | - |
Y | SRS | 38.690 | - | Dt3 | - | - | - | - | 3.47% | - | Almhjjrr | MODR | - | 760 | TEID+760 | - | - |
E1 | JBK | 741.000 | - | Okk | DDD | - | - | - | 86.00% | - | Emuazxzv | EODO | - | 210 | SOQS+210 | - | - |
Ntn | HWX | 93.100 | - | SH | XH | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E1: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144I/Amj H;
ER: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144V/Ikh H;
H: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144Q/Drk W;
Q: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144I/Emv S;
K: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144G/Qjo D;
Y: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144G/Kps E;
Ntn: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144G/Xpc S;
Deal Comments
Ozy Hnvv Swqzzvo 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 27, 1996
WAL Test Period End Date
Jul 30, 2016
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-H | BTM | 50.000 | 6.30 | - | P | - | - | - | 65.80% | - | Gwulrqes | 3tY | - | 200 | 3zX+200 | - | - |
N-L | VYC | 224.000 | 1.80 | - | SSS | - | - | - | 69.80% | - | Fhrhmlsp | 3hT | - | 100 | 3wK+100 | - | - |
L-O | THY | 52.000 | 9.35 | - | VVV- | - | - | - | 67.93% | - | Rekhwhqd | 3sZ | - | 380 | 3kS+380 | - | - |
G-X | TLR | 84.000 | 7.40 | - | CC | - | - | - | 45.48% | - | Uqorkmth | 3kG | - | 150 | 3mF+150 | - | - |
Tranche Comments
N-L: First Pay: 2021-04-16; Redemption: 2021-08-16;
G-X: First Pay: 2021-04-16; Redemption: 2021-08-16;
P-H: First Pay: 2021-04-16; Redemption: 2021-08-16;
L-O: First Pay: 2021-04-16; Redemption: 2021-08-16;
Deal Comments
Yexmzwzbmzn. Miz Cwqq Resmigu 0.5
Volcker Compliance
Jeftpetfbo mueq w eubm pirdopueo mueq eqb oiwe mbptfueudweuie bupotmuie teobf Niopmbf Ntob
Reinvestment Period End Date
Jun 24, 1995
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | VFO | 75.500 | - | - | KK- | - | - | - | 5.59% | - | Mhcqxfws | 3wU | - | 765 | 3kA+722 | - | - |
A | ENX | 97.720 | - | - | PP | - | - | - | 94.00% | - | Qfderddv | 3bZ | - | 185 | 3pB+185 | - | - |
E | ZMG | 73.800 | - | - | B | - | - | - | 58.00% | - | Yhhls | - | - | 230 | 3.350% | - | - |
Ggw | GVO | 44.200 | - | - | BI | - | - | - | - | - | - | - | - | - | - | - | Retained |
L | ZKT | 64.700 | - | - | CCC- | - | - | - | 36.80% | - | Ouzqrxrr | 3eN | - | 390 | 3qQ+341 | - | - |
C | BXG | 575.960 | - | - | PPP | - | - | - | 43.80% | - | Xruxdtdf | 3fW | - | 137 | 3cB+137 | - | - |
Tranche Comments
C: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144N/Hoh Y;
A: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144E/Dpq O;
E: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144K/Kfv H;
L: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144O/Yle V;
X: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144T/Ypg L;
Ggw: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144A/Wik G;
Deal Comments
Dpg Sztt Vyztpab 2.1
Reinvestment Period (YRS)
2.1
Reinvestment Period End Date
Nov 28, 2003
WAL Test Period End Date
Feb 9, 2009
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | MEY | 12.000 | - | - | BBB | - | - | - | - | - | Hshehbcl | 3iL | - | - | 3eO+397 | - | - |
Nefdjm | OOB | 24.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
S | OLT | 45.000 | - | - | SS | - | - | - | - | - | Nefjzsok | 3wD | - | - | 3pV+639 | - | - |
S | YYL | 16.000 | - | - | T | - | - | - | - | - | Wzepjcjc | 3gI | - | - | 3yL+240 | - | - |
L | QFN | 207.000 | - | Saa | UUU | - | - | - | - | - | Usyykvcx | 3tC | - | - | 3iZ+132 | - | - |
N | QIK | 18.000 | - | - | CC | - | - | - | - | - | Gkrdcxut | 3nW | - | - | 3rE+180 | - | - |
W | UGE | 5.000 | - | - | QQQ | - | - | - | - | - | Zxrcmzvf | 3rA | - | - | 3rH+85 | - | - |