| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1-R | USD | 273.360 | 1.40 | - | AAA | AAA | - | - | 39.90% | - | Floating | SOFR | - | 108 | SOFR+108 | - | 100.00000 |
| A-2-R | USD | 18.750 | 3.00 | - | - | AAA | - | - | 35.80% | - | Floating | SOFR | - | 137 | SOFR+137 | - | 100.00000 |
| B-1-R | USD | 35.000 | 3.60 | - | AA | - | - | - | 25.40% | - | Floating | SOFR | - | 160 | SOFR+160 | - | 100.00000 |
| B-2-R | USD | 12.500 | 3.60 | - | AA | - | - | - | 25.40% | - | - | - | - | - | - | - | Retained |
| C-R | USD | 37.000 | 4.10 | - | A | - | - | - | 17.30% | - | Floating | SOFR | - | 195 | SOFR+195 | - | 100.00000 |
| D-R | USD | 30.000 | 4.40 | - | BBB- | - | - | - | 10.70% | - | Floating | SOFR | - | 295 | SOFR+295 | - | 100.00000 |
| E | USD | 18.000 | 4.70 | - | BB- | - | - | - | 6.70% | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1-R: First Pay: 2024-07-15; Redemption: 2024-10-15; Registration: 144A/Reg S;
A-2-R: First Pay: 2024-07-15; Redemption: 2024-10-15; Registration: 144A/Reg S;
B-1-R: First Pay: 2024-07-15; Redemption: 2024-10-15; Registration: 144A/Reg S;
B-2-R: First Pay: 2024-07-15; Redemption: 2024-10-15; Registration: 144A/Reg S;
C-R: First Pay: 2024-07-15; Redemption: 2024-10-15; Registration: 144A/Reg S;
D-R: First Pay: 2024-07-15; Redemption: 2024-10-15; Registration: 144A/Reg S;
E: First Pay: 2024-07-15; Redemption: 2024-10-15; Registration: 144A/Reg S;
Deal Comments
Refinancing. Non-Call Period: 0.6
Reinvestment Period End Date
Oct 15, 2023
WAL Test 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 |
|---|
| U-2-D | GVI | 67.500 | - | - | SS | - | - | - | - | - | Ivkyo | - | - | - | 2.180% | - | - |
Tranche Comments
U-2-D: First Pay: 2021-01-15;
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Sep 20, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | CHP | 12.000 | - | - | JJ | TT | - | - | - | - | Tkqwfvzk | 3zN | 160-165 | 165 | 3oN+165 | - | - |
| R | NJM | 50.000 | - | - | XXX- | - | - | - | - | - | Qmubwyew | 3fL | 305n | 310 | 3bO+310 | - | - |
| D-2 | JRE | 26.560 | - | - | - | QQQ | - | - | - | - | Caocahmb | 3fS | 140 | 140 | 3nU+140 | - | - |
| A-2 | IFC | 41.700 | - | - | II | - | - | - | - | - | Ocpbi | - | - | - | 4.430% | - | - |
| Vpj | GJP | 99.130 | - | - | VT | AZ | - | - | - | - | - | - | - | - | - | - | Retained |
| L | RTC | 70.000 | - | - | AA- | - | - | - | - | - | Kjzuviwg | 3dV | 550-560 | 575 | 3qR+575 | - | - |
| U | VZY | 25.000 | - | - | Q | - | - | - | - | - | Arcppkbm | 3wN | 200-210 | 210 | 3oO+210 | - | - |
| K-1 | ESU | 687.440 | - | - | AAA | MMM | - | - | - | - | Pipeqyio | 3vE | - | 110 | 3cF+110 | - | - |
Tranche Comments
K-1: First Pay: 2019-01-15; Redemption: 2020-09-20;
D-2: First Pay: 2019-01-15; Redemption: 2020-09-20;
U-1: First Pay: 2019-01-15; Redemption: 2020-09-20;
A-2: First Pay: 2019-01-15; Redemption: 2020-09-20;
U: First Pay: 2019-01-15; Redemption: 2020-09-20;
R: First Pay: 2019-01-15; Redemption: 2020-09-20;
L: First Pay: 2019-01-15; Redemption: 2020-09-20;
Vpj: First Pay: 2019-01-15; Redemption: 2020-09-20;
Deal Comments
Wtw Axkk Hczxtsv 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 11, 2017