| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 256.000 | 6.50 | Aaa | - | - | - | - | 36.00% | - | Floating | 3mL | - | 118 | 3mL+118 | - | - |
| B | USD | 48.000 | 8.50 | Aa2 | - | - | - | - | 24.00% | - | Floating | 3mL | - | 175 | 3mL+175 | - | - |
| C | USD | 22.000 | 9.20 | A2 | - | - | - | - | 18.50% | - | Floating | 3mL | - | 215 | 3mL+215 | - | - |
| D | USD | 24.000 | 9.70 | Baa3 | - | - | - | - | 12.50% | - | Floating | 3mL | - | 320 | 3mL+320 | - | - |
| E | USD | 18.000 | 10.30 | Ba3 | - | - | - | - | 8.00% | - | Floating | 3mL | - | 650 | 3mL+650 | - | - |
| Sub | USD | 38.950 | - | NR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Redemption: 2024-01-24; Registration: 144A/Reg S;
B: Redemption: 2024-01-24; Registration: 144A/Reg S;
C: Redemption: 2024-01-24; Registration: 144A/Reg S;
D: Redemption: 2024-01-24; Registration: 144A/Reg S;
E: Redemption: 2024-01-24; Registration: 144A/Reg S;
Sub: Redemption: 2024-01-24; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 24, 2027
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Aux | RUU | 48.160 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O-Z | KLH | 751.000 | - | - | WWW | - | - | - | - | - | Yrsrzswc | 3hZ | 118 | 118 | 3xV+118 | - | - |
| B-Z | ZPX | 1.000 | - | - | GGG | - | - | - | - | - | Yhjcbwzp | 3nK | 70e | 95 | 3xX+95 | - | - |
| Y-A | PBI | 65.200 | - | - | P- | - | - | - | - | - | Jwrkwavn | 3lU | - | 853 | 3tF+853 | - | - |
| W-P | QYY | 40.000 | - | - | DDD- | - | - | - | - | - | Yxztbjtl | 3kZ | 310-320 | 320 | 3wI+320 | - | - |
| G-S | VRR | 38.000 | - | - | H | - | - | - | - | - | Myyqvhfu | 3kX | 205-215 | 215 | 3nZ+215 | - | - |
| T-Q | QOI | 13.200 | - | - | PP- | - | - | - | - | - | Kpdsvuix | 3gO | - | 675 | 3kA+675 | - | - |
| T-O | JOU | 97.000 | - | - | DD | - | - | - | - | - | Qeujxfhz | 3hR | 165-170 | 175 | 3vQ+175 | - | - |
Tranche Comments
B-Z: Redemption: 2023-10-26;
O-Z: Redemption: 2023-10-26;
T-O: Redemption: 2023-10-26;
G-S: Redemption: 2023-10-26;
W-P: Redemption: 2023-10-26;
T-Q: Redemption: 2023-10-26;
Y-A: Redemption: 2023-10-26;
Aux: Redemption: 2023-10-26;
Deal Comments
Fgsgb. Rfp Ogzz Ggzkfin 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Feb 25, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | BLT | 66.100 | - | U2 | - | - | - | - | - | - | Fubprjyl | 3rP | - | 205 | 3tS+205 | - | - |
| I | MHP | 11.000 | - | Ur2 | - | - | - | - | - | - | Bemscflq | 3aS | 165-170 | 170 | 3hE+170 | - | - |
| I-2 | RME | 73.000 | - | Dff | - | - | - | - | - | - | Bshcodvk | 3bO | 145 | 145 | 3qY+145 | - | - |
| Dfx | QEA | 42.180 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F | MOR | 6.000 | - | Gtt | - | - | - | - | - | - | Zyqejtwq | 3xY | 100w | 110 | 3eL+110 | - | - |
| C-1 | IEQ | 153.000 | - | Xhh | - | - | - | - | - | - | Tkffvzjf | 3rO | 118 | 118 | 3hT+118 | - | - |
| V | NTS | 36.000 | - | Ovv3 | - | - | - | - | - | - | Hquetpey | 3jA | - | 305 | 3hH+305 | - | - |
| W | XVI | 24.700 | - | Fg3 | - | - | - | - | - | - | Xyjltylf | 3oK | - | 615 | 3fD+615 | - | - |
Tranche Comments
F: Redemption: 2023-08-25;
C-1: Redemption: 2023-08-25;
I-2: Redemption: 2023-08-25;
I: Redemption: 2023-08-25;
J: Redemption: 2023-08-25;
V: Redemption: 2023-08-25;
W: Redemption: 2023-08-25;
Dfx: Redemption: 2023-08-25;
Deal Comments
Amc Qyhh Qlxrmxj 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 27, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-K3 | XHJ | 66.340 | - | - | QQ | - | - | - | - | - | Xvepouwk | 3rU | 145-155 | 180 | 3cK+180 | - | - |
| B-Z3 | PNZ | 81.654 | - | - | UU- | - | - | - | - | - | Czuaochm | 3aG | - | 640 | 3zM+640 | - | - |
| Y-Q3 | BZS | 69.570 | - | - | CCC | - | - | - | - | - | Ijqejmkd | 3wX | 290-300 | 340 | 3hT+340 | - | - |
| E-U3 | OSQ | 5.550 | - | - | A- | - | - | - | - | - | Jdfrumuj | 3xX | - | 780 | 3mU+780 | - | - |
| F-I3 | JYZ | 762.950 | - | - | SSS | - | - | - | - | - | Eywmvbba | 3lS | 108-112 | 116 | 3sK+116 | - | - |
| N | ECJ | 6.620 | - | - | DDD | - | - | - | - | - | Qeurzdji | 3cM | 75 | 75 | 3iU+75 | - | - |
| G-B3 | TXF | 51.190 | - | - | S | - | - | - | - | - | Qcsazjbf | 3hS | 185-195 | 225 | 3uL+225 | - | - |
| Seq | JCX | 75.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N: Redemption: 2023-04-17;
F-I3: Redemption: 2023-04-17;
S-K3: Redemption: 2023-04-17;
G-B3: Redemption: 2023-04-17;
Y-Q3: Redemption: 2023-04-17;
B-Z3: Redemption: 2023-04-17;
E-U3: Redemption: 2023-04-17;
Seq: Redemption: 2023-04-17;
Deal Comments
Oclck. Fmm Jgqq Octlmzv 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 7, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | LUK | 863.000 | - | - | VVV | - | - | - | - | - | Guxvsyef | 3eP | - | 140 | 3oV+140 | - | - |
| G | ZJG | 83.100 | - | - | U | - | - | - | - | - | Pwrcczyr | 3tA | - | 250 | 3yF+250 | - | - |
| N | LOZ | 76.000 | - | - | DD | - | - | - | - | - | Qsbhullj | 3bC | - | 200 | 3hV+200 | - | - |
| Vds | NWJ | 82.000 | - | - | TA | - | - | - | - | - | - | - | - | - | - | - | - |
| X | JFW | 36.500 | - | - | ZZZ- | - | - | - | - | - | Gkfkqwdl | 3rE | - | 375 | 3jZ+375 | - | - |
| A | JHY | 14.000 | - | - | ZZ- | - | - | - | - | - | Ipqmlhzm | 3zL | - | 700 | 3eO+700 | - | - |
Deal Comments
Bpt-Ctcc Rcorpsw 1.00