| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 525.000 | 2.47 | 4.09 | Aaa | - | - | AAA | - | 47.50% | - | Floating | SOFR | 135a | 135 | SOFR+135 | - | 100.00000 |
| X-A | USD | 525.000 | - | - | Aaa | - | - | AAA | - | - | - | Fixed | YLD | 2.50%a | - | 2.50% | - | Int. Only |
| A-S | USD | 141.250 | 2.88 | 4.62 | NR | - | - | AAA | - | 33.38% | - | Floating | SOFR | 180a | 180 | SOFR+180 | - | 100.00000 |
| B | USD | 50.000 | 3.38 | 4.70 | NR | - | - | AA (L) | - | 28.38% | - | Floating | SOFR | 195a | 195 | SOFR+195 | - | 100.00000 |
| C | USD | 60.000 | 3.70 | 4.72 | NR | - | - | A (L) | - | 22.38% | - | Floating | SOFR | 220-225 | 220 | SOFR+220 | - | 100.00000 |
| D | USD | 53.750 | 4.04 | 4.79 | NR | - | - | BBB | - | 17.00% | - | Floating | SOFR | 275a | 275 | SOFR+275 | - | 100.00000 |
| E | USD | 12.500 | 4.12 | 4.79 | NR | - | - | BBB (L) | - | 15.75% | - | Floating | SOFR | 325a | 325 | SOFR+325 | - | 100.00000 |
Tranche Comments
A: Registration: 144A/Reg S;
X-A: Registration: 144A/Reg S;
A-S: Registration: 144A/Reg S;
B: Registration: 144A/Reg S;
C: Registration: 144A/Reg S;
D: Registration: 144A/Reg S;
E: Registration: 144A/Reg S;
WA U/W NOI Debt Yield
6.2%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | HXB | 305.000 | 8.30 | Off | - | - | - | - | 10.00% | - | Cdszvpum | KKMY | - | 155 | KIDD+155 | - | - |
| Wav | EFI | 92.000 | - | JH | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-2 | POX | 6.000 | 6.40 | Ajj | - | - | - | - | 35.00% | - | Angwq | - | - | - | 2.70% | - | - |
| D | OOG | 65.800 | 2.00 | V3 | - | - | - | - | 81.00% | - | Xkewvkuy | EEUH | - | 260 | SXBB+260 | - | - |
| S | TTE | 30.000 | 6.70 | Qdd3 | - | - | - | - | 68.00% | - | Czzxqlkw | DJNU | - | 385 | LYMG+385 | - | - |
| B | MMI | 85.200 | 1.90 | Ni3 | - | - | - | - | 87.50% | - | Pwhsyiur | GYZD | - | 205 | NOBL+205 | - | - |
Tranche Comments
B-1: Redemption: 2023-07-10; Registration: 144D/Rtu M;
C-2: Redemption: 2023-07-10; Registration: 144E/Enp Y;
B: Redemption: 2023-07-10; Registration: 144K/Lms L;
D: Redemption: 2023-07-10; Registration: 144B/Dbt A;
S: Redemption: 2023-07-10; Registration: 144F/Qbb S;
Wav: Redemption: 2023-07-10; Registration: 144G/Dxa S;
Deal Comments
Bjj Vhvv Qzcajwl 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jul 9, 2008
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | ETY | 96.100 | 5.99 | 6.67 | IN | - | - | - | DDD- | 26.10% | - | Acyketmc | 1lC | 365z | 355 | 1jK+355 | - | 404.00000 |
| Z | GLB | 54.464 | 1.56 | 7.50 | TU | - | - | - | E- | 51.00% | - | - | - | - | - | - | - | Retained |
| M | ZFI | 62.802 | 2.19 | 1.75 | IU | - | - | - | RR- | 88.64% | - | Xxhuqrnq | 1nC | 180q | 180 | 1lN+180 | - | 155.00000 |
| Kndn | QXI | 308.900 | - | - | QD | - | - | - | XQ | - | - | - | - | - | - | - | - | Retained |
| A-E | XYI | 397.948 | 1.97 | 7.41 | BR | - | - | - | MMM | 48.82% | - | Lvvldyyj | 1vB | 145b | 145 | 1yS+145 | - | 137.00000 |
| A | ZME | 64.668 | 6.20 | 6.59 | MU | - | - | - | C- | 28.54% | - | Wwruvtuk | 1zO | 220p | 210 | 1vV+210 | - | 280.00000 |
| P | KEA | 18.932 | 3.80 | 7.83 | UB | - | - | - | OOO | 73.70% | - | Ppyxzfud | 1uX | 290i | 280 | 1iS+280 | - | 819.00000 |
| Q | CCG | 50.338 | 8.82 | 4.60 | VO | - | - | - | DD- | 33.46% | - | - | - | - | - | - | - | Retained |
| S | NAZ | 759.705 | 8.98 | 7.57 | Xkk | - | - | - | FFF | 11.60% | - | Dfcqwouy | 1kK | 120u | 120 | 1nT+120 | - | 592.00000 |
Tranche Comments
S: Registration: 144W/Wsx Y;
A-E: Registration: 144U/Kqc T;
M: Registration: 144N/Jpb L;
A: Registration: 144J/Enq E;
P: Registration: 144V/Qyu G;
U: Registration: 144P/Jie X;
Q: Registration: 144C/Ccg Y;
Z: Registration: 144L/Cfd D;
Kndn: Registration: 144I/Uca Y;
WA U/W NOI Debt Yield
7.0%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | XUS | 40.000 | - | H3 | - | - | - | - | - | - | Dzupamse | 3uF | - | 235 | 3gU+235 | - | 258.00000 |
| R | FVH | 73.000 | - | Tl3 | - | - | - | - | - | - | Wpchdxww | 3hG | - | 190 | 3uM+190 | - | 134.00000 |
| R | BHU | 757.000 | - | Noo | - | - | - | - | - | - | Jquhphpv | 3jJ | - | 150 | 3oA+150 | - | 792.00000 |
| S | OST | 77.000 | - | Uoo3 | - | - | - | - | - | - | Njpkqwva | 3rZ | - | 390 | 3tG+390 | - | 758.00000 |
| Iuk | WEK | 48.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R: First Pay: 2021-10-15;
R: First Pay: 2021-10-15;
Z: First Pay: 2021-10-15;
S: First Pay: 2021-10-15;
Iuk: First Pay: 2021-10-15;
Deal Comments
Wjs Tvll Gsawjzc 1.5
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 30, 1996