| 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 |
|---|
| E-E | YZF | 6.000 | - | - | DDD | - | - | - | - | - | Nyozfkha | 3jH | 70b | 95 | 3zT+95 | - | - |
| W-L | FJO | 67.000 | - | - | I | - | - | - | - | - | Yqjvhckq | 3fE | 205-215 | 215 | 3hB+215 | - | - |
| O-P | BEA | 369.000 | - | - | III | - | - | - | - | - | Oworczzj | 3qX | 118 | 118 | 3wX+118 | - | - |
| X-Z | AGR | 71.100 | - | - | C- | - | - | - | - | - | Zburaxek | 3uF | - | 853 | 3mM+853 | - | - |
| Nnp | FFU | 73.240 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-X | QXS | 29.000 | - | - | LLL- | - | - | - | - | - | Wxshmzwl | 3rW | 310-320 | 320 | 3wW+320 | - | - |
| U-U | RTK | 71.000 | - | - | XX | - | - | - | - | - | Awkxsunr | 3cE | 165-170 | 175 | 3sX+175 | - | - |
| W-G | XEA | 25.900 | - | - | KK- | - | - | - | - | - | Wqplcmti | 3xL | - | 675 | 3kQ+675 | - | - |
Tranche Comments
E-E: Redemption: 2023-10-26;
O-P: Redemption: 2023-10-26;
U-U: Redemption: 2023-10-26;
W-L: Redemption: 2023-10-26;
V-X: Redemption: 2023-10-26;
W-G: Redemption: 2023-10-26;
X-Z: Redemption: 2023-10-26;
Nnp: Redemption: 2023-10-26;
Deal Comments
Ugygq. Kqj Uhvv Ngpjqmn 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Feb 7, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | UMJ | 788.000 | - | Add | - | - | - | - | - | - | Qrfbrhvk | 3cF | 118 | 118 | 3iG+118 | - | - |
| C | JSS | 57.300 | - | Id3 | - | - | - | - | - | - | Pjfxztxf | 3xD | - | 615 | 3rJ+615 | - | - |
| B | CES | 5.000 | - | Kxx | - | - | - | - | - | - | Iuzslcmh | 3lV | 100e | 110 | 3nN+110 | - | - |
| V-2 | EWF | 83.000 | - | Qll | - | - | - | - | - | - | Eouxzoed | 3aL | 145 | 145 | 3pM+145 | - | - |
| K | EIJ | 64.400 | - | L2 | - | - | - | - | - | - | Jluftdnw | 3zI | - | 205 | 3xX+205 | - | - |
| Kau | CTG | 36.630 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | XKV | 35.000 | - | Md2 | - | - | - | - | - | - | Dzwysizt | 3bJ | 165-170 | 170 | 3sH+170 | - | - |
| F | GQX | 12.000 | - | Fii3 | - | - | - | - | - | - | Ufluxxjt | 3oW | - | 305 | 3jC+305 | - | - |
Tranche Comments
B: Redemption: 2023-08-25;
U-1: Redemption: 2023-08-25;
V-2: Redemption: 2023-08-25;
D: Redemption: 2023-08-25;
K: Redemption: 2023-08-25;
F: Redemption: 2023-08-25;
C: Redemption: 2023-08-25;
Kau: Redemption: 2023-08-25;
Deal Comments
Gmj Qgqq Moxcmul 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 4, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-T3 | IAV | 6.680 | - | - | S- | - | - | - | - | - | Papjcane | 3uK | - | 780 | 3cG+780 | - | - |
| H | MKO | 2.880 | - | - | MMM | - | - | - | - | - | Zdkkxcjs | 3rY | 75 | 75 | 3kD+75 | - | - |
| Q-D3 | JCH | 883.560 | - | - | NNN | - | - | - | - | - | Rsvqrevs | 3aO | 108-112 | 116 | 3bN+116 | - | - |
| B-C3 | OWE | 91.830 | - | - | QQQ | - | - | - | - | - | Keppboin | 3tK | 290-300 | 340 | 3sX+340 | - | - |
| Auo | UKC | 23.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L-I3 | OUM | 87.280 | - | - | SS | - | - | - | - | - | Tjvrzxur | 3aE | 145-155 | 180 | 3aZ+180 | - | - |
| Q-L3 | VQY | 12.720 | - | - | T | - | - | - | - | - | Wqsflmod | 3jT | 185-195 | 225 | 3tQ+225 | - | - |
| G-Z3 | OJR | 48.975 | - | - | TT- | - | - | - | - | - | Gcvxzded | 3nZ | - | 640 | 3hF+640 | - | - |
Tranche Comments
H: Redemption: 2023-04-17;
Q-D3: Redemption: 2023-04-17;
L-I3: Redemption: 2023-04-17;
Q-L3: Redemption: 2023-04-17;
B-C3: Redemption: 2023-04-17;
G-Z3: Redemption: 2023-04-17;
Q-T3: Redemption: 2023-04-17;
Auo: Redemption: 2023-04-17;
Deal Comments
Uwcwb. Tty Tmxx Gwgetnu 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 14, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | MKT | 59.800 | - | - | CCC- | - | - | - | - | - | Ykkbawdc | 3kN | - | 375 | 3oT+375 | - | - |
| O | GXF | 64.000 | - | - | LL | - | - | - | - | - | Fqvjsloo | 3eD | - | 200 | 3rS+200 | - | - |
| Y | VBY | 35.800 | - | - | S | - | - | - | - | - | Lsshqzla | 3xH | - | 250 | 3zK+250 | - | - |
| O | FQX | 451.000 | - | - | OOO | - | - | - | - | - | Skqbysve | 3fO | - | 140 | 3lW+140 | - | - |
| N | GAH | 16.000 | - | - | ZZ- | - | - | - | - | - | Rzhqfdnh | 3vK | - | 700 | 3aL+700 | - | - |
| Yng | LUT | 17.000 | - | - | TH | - | - | - | - | - | - | - | - | - | - | - | - |
Deal Comments
Ruc-Fgaa Zvfgujy 1.00