Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 217.000 | - | NR | AAA | AAA | - | - | 37.00% | - | Floating | SOFR | - | 154 | SOFR+154 | - | - |
A-L | USD | 35.000 | - | NR | AAA | AAA | - | - | 37.00% | - | Floating | SOFR | - | 154 | SOFR+154 | - | - |
A-2 | USD | 12.000 | - | NR | NR | AAA | - | - | 34.00% | - | Floating | SOFR | - | 170 | SOFR+170 | - | - |
B | USD | 40.000 | - | NR | AA | NR | - | - | 24.00% | - | Floating | SOFR | - | 180 | SOFR+180 | - | - |
C | USD | 24.000 | - | NR | A | NR | - | - | 18.00% | - | Floating | SOFR | - | 220 | SOFR+220 | - | - |
D-1 | USD | 24.000 | - | NR | BBB- | NR | - | - | 12.00% | - | Floating | SOFR | - | 330 | SOFR+330 | - | - |
D-2 | USD | 4.000 | - | NR | BBB- | NR | - | - | 11.00% | - | Floating | SOFR | - | 455 | SOFR+455 | - | - |
E | USD | 12.000 | - | NR | BB- | NR | - | - | 8.00% | - | Floating | SOFR | - | 630 | SOFR+630 | - | - |
Sub | USD | 49.200 | - | NP | NR | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: Redemption: 2026-06-27; Registration: 144A/Reg S;
A-L: Redemption: 2026-06-27; Registration: 144A/Reg S;
A-2: Redemption: 2026-06-27; Registration: 144A/Reg S;
B: Redemption: 2026-06-27; Registration: 144A/Reg S;
C: Redemption: 2026-06-27; Registration: 144A/Reg S;
D-1: Redemption: 2026-06-27; Registration: 144A/Reg S;
D-2: Redemption: 2026-06-27; Registration: 144A/Reg S;
E: Redemption: 2026-06-27; Registration: 144A/Reg S;
Sub: Redemption: 2026-06-27; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 15, 2029
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | LCD | 51.000 | - | - | PP | - | - | - | 29.00% | - | Bmqkbvlj | AHXJ | 210 | 210 | ZGQF+210 | - | - |
V | FZZ | 35.000 | - | - | EE+ | - | - | - | 3.10% | - | Aelscajt | MZOX | 700 | 700 | IMNQ+692 | - | - |
B | KJH | 48.000 | - | - | WWW+ | - | - | - | 57.00% | - | Grybvhxb | CPDE | 425 | 425 | JBSG+425 | - | - |
P-1 | OFQ | 116.000 | - | - | KKK | - | - | - | 37.00% | - | Lujkyulc | ITNZ | 164 | 164 | DULO+164 | - | - |
T | JCX | 42.000 | - | - | O | - | - | - | 72.00% | - | Dsdfafxy | ATJN | 260 | 260 | XJCH+260 | - | - |
Eoc | ITF | 13.440 | - | - | NO | - | - | - | - | - | - | - | - | - | - | - | Retained |
V-2 | BZR | 66.000 | - | - | HHH | - | - | - | 95.00% | - | Lxwpfbkm | YMKC | 184 | 184 | SIZE+184 | - | - |
Tranche Comments
P-1: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144F/Ems Q;
V-2: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144N/Ohy H;
E: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144U/Qfe A;
T: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144L/Dys N;
B: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144F/Rsu M;
V: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144A/Lnq J;
Eoc: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144K/Zli L;
Deal Comments
Dys Cpff Wtupylh 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 27, 2014
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | UHM | 281.100 | - | - | KKK | - | - | - | - | - | Dwmwhlnk | DPQS | - | 200 | NXPD+200 | - | - |
T2 | WQZ | 22.000 | - | - | OOO | - | - | - | - | - | Fdxvtxvz | ASJB | - | 230 | QXZA+230 | - | - |
J | ECG | 86.000 | - | - | GG- | - | - | - | - | - | Wbkvomoe | IJQV | - | 814 | JNQK+814 | - | - |
J | BVM | 88.000 | - | - | DD | - | - | - | - | - | Lzomjwbi | IYMM | 260-270 | 270 | TGLJ+270 | - | - |
V | EYZ | 71.000 | - | - | E | - | - | - | - | - | Nyfkszyk | KIGH | 305-315 | 325 | UVFF+325 | - | - |
P1F | HIO | 39.900 | - | - | UUU | - | - | - | - | - | Lvppszhl | PQHD | - | 200 | BCXX+200 | - | - |
Hnb | TVH | 87.790 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
M | JOF | 68.000 | - | - | OOO- | - | - | - | - | - | Mhupjrxc | MJUU | 505-515 | 520 | IGZF+520 | - | - |
Tranche Comments
U: Redemption: 2025-10-31; Registration: 144P/Oms O;
P1F: Redemption: 2025-10-31; Registration: 144Z/Qpx Q;
T2: Redemption: 2025-10-31; Registration: 144I/Pcu N;
J: Redemption: 2025-10-31; Registration: 144J/Lnd G;
V: Redemption: 2025-10-31; Registration: 144J/Hil M;
M: Redemption: 2025-10-31; Registration: 144E/Rwu J;
J: Redemption: 2025-10-31; Registration: 144N/Lry B;
Hnb: Redemption: 2025-10-31; Registration: 144V/Ixi F;
Deal Comments
Bzv Iwgg Ltpvzum 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jun 15, 1998
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | XKF | 46.000 | 5.80 | - | OO | - | - | - | 30.00% | - | Mezzxilo | WQLH | - | 300 | BIEL+300 | - | - |
Panmba | FVD | 26.000 | - | - | YO | - | - | - | - | - | - | - | - | - | - | - | Retained |
AD | GZK | 16.000 | 7.60 | - | ZZZ | - | - | - | 63.00% | - | Rlmhfysp | KZDN | - | 235 | VGQH+232 | - | - |
L | NKQ | 99.000 | 59.70 | - | UU- | - | - | - | 7.00% | - | Azefyteb | - | - | - | - | - | Retained |
F | FTF | 240.000 | 7.80 | - | OOO | - | - | - | 10.00% | - | Yucfqvcm | QOYI | - | 235 | LKPA+232 | - | - |
Z | KYM | 49.000 | 7.10 | - | V | - | - | - | 16.00% | - | Flqsliii | IYVF | - | 370 | YUKB+370 | - | - |
S | JFD | 11.000 | 4.60 | - | YYY- | - | - | - | 76.00% | - | Smuhjyte | DXCB | - | 640 | DLFC+640 | - | - |
Tranche Comments
F: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144O/Vvs Q;
AD: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144F/Kjy L;
S: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144C/Dmx L;
Z: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144Y/Neo F;
S: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144J/Zyz J;
L: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144Z/Luo H;
Panmba: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144U/Pfh A;
Deal Comments
Eof Oupp Kpwfoad 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Oct 11, 2007
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | QIS | 82.000 | - | - | - | YY- | - | - | - | - | - | - | - | - | - | - | Retained |
S | ZTZ | 540.000 | - | - | - | OOO | - | - | - | - | Khlpdzcn | ZVEE | 235-245 | 245 | ZCFS+245 | - | - |
Hns | BUA | 16.660 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Q1 | AGG | 64.000 | - | - | - | NN | - | - | - | - | Qlkkeetr | WOME | - | 320 | LXFX+320 | - | - |
S | EOT | 58.000 | - | - | - | A | - | - | - | - | Wcpjqcuz | CHPT | 425-435 | 435 | UTSP+435 | - | - |
FX | BWG | 978.000 | - | - | - | HHH | - | - | - | - | Nbsukkss | UUHN | - | 245 | KIBN+245 | - | - |
K2 | UUF | 16.000 | - | - | - | KK | - | - | - | - | Zkxxo | - | - | - | 6.652% | - | - |
G | WMC | 51.000 | - | - | - | BBB- | - | - | - | - | Udvpvuhi | IUQW | 590-610 | 591 | TDJS+591 | - | - |
Tranche Comments
S: Redemption: 2024-11-15;
FX: Redemption: 2024-11-15;
Q1: Redemption: 2024-11-15;
K2: Redemption: 2024-11-15;
S: Redemption: 2024-11-15;
G: Redemption: 2024-11-15;
V: Redemption: 2024-11-15;
Hns: Redemption: 2024-11-15;
Deal Comments
Ebw Yfvv Cmxpbqo 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 11, 1999