| 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 |
|---|
| F-2-I | COU | 93.900 | - | - | SS | - | - | - | - | - | Xpxrt | - | - | - | 2.180% | - | - |
Tranche Comments
F-2-I: First Pay: 2021-01-15;
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Nov 2, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2 | BEK | 49.570 | - | - | - | KKK | - | - | - | - | Cbdjhbob | 3sU | 140 | 140 | 3uM+140 | - | - |
| O | PMY | 48.000 | - | - | Q | - | - | - | - | - | Jlqobdte | 3uX | 200-210 | 210 | 3jF+210 | - | - |
| U-2 | WSV | 83.500 | - | - | YY | - | - | - | - | - | Nujbe | - | - | - | 4.430% | - | - |
| S | WVP | 23.000 | - | - | II- | - | - | - | - | - | Qdzauqrz | 3jK | 550-560 | 575 | 3eU+575 | - | - |
| G-1 | ELC | 148.860 | - | - | RRR | JJJ | - | - | - | - | Xfszfsyj | 3fA | - | 110 | 3vU+110 | - | - |
| Hxo | PLM | 20.310 | - | - | SJ | CP | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | BNL | 70.000 | - | - | QQQ- | - | - | - | - | - | Fssprzht | 3wR | 305u | 310 | 3zR+310 | - | - |
| C-1 | XFU | 92.000 | - | - | PP | NN | - | - | - | - | Kxveazwu | 3bR | 160-165 | 165 | 3yW+165 | - | - |
Tranche Comments
G-1: First Pay: 2019-01-15; Redemption: 2020-09-20;
K-2: First Pay: 2019-01-15; Redemption: 2020-09-20;
C-1: First Pay: 2019-01-15; Redemption: 2020-09-20;
U-2: First Pay: 2019-01-15; Redemption: 2020-09-20;
O: First Pay: 2019-01-15; Redemption: 2020-09-20;
Y: First Pay: 2019-01-15; Redemption: 2020-09-20;
S: First Pay: 2019-01-15; Redemption: 2020-09-20;
Hxo: First Pay: 2019-01-15; Redemption: 2020-09-20;
Deal Comments
Fuc Csrr Qoqturh 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Dec 3, 2007