| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1R | USD | 279.000 | - | - | AAA | - | - | - | 37.90% | - | Floating | SOFR | 128 | 128 | SOFR+128 | - | - |
| A2R | USD | 9.000 | - | - | AAA | - | - | - | 35.90% | - | Floating | SOFR | 155a | 168 | SOFR+168 | - | - |
| B1R | USD | 46.500 | - | - | AA | - | - | - | 23.90% | - | Floating | SOFR | 170a | 183 | SOFR+183 | - | - |
| DR | USD | 24.750 | - | - | BBB | - | - | - | 12.40% | - | Floating | SOFR | 330a | 335 | SOFR+335 | - | - |
Tranche Comments
A1R: Redemption: 2026-01-15; Registration: 144A/Reg S;
A2R: Redemption: 2025-10-15; Registration: 144A/Reg S;
B1R: Redemption: 2025-10-15; Registration: 144A/Reg S;
DR: Redemption: 2025-10-15; Registration: 144A/Reg S;
Deal Comments
Partial Refinancing. Non Call Period: 2.00 (A1R), 1.00 (A2R-DR)
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 15, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | ETF | 61.000 | - | - | KK- | - | - | - | 9.10% | - | Dvopmznk | APFZ | 685-700 | 708 | YSSA+708 | - | - |
| P1 | LAP | 615.000 | - | - | QQQ | - | - | - | 92.00% | - | Xrjyatyy | QBQN | 163 | 163 | ZJLR+163 | - | - |
| M2 | JZN | 8.000 | - | - | AAA | - | - | - | 51.00% | - | Omlrbtom | VNZF | - | 183 | BXFQ+183 | - | - |
| N1 | IRI | 53.000 | - | - | HHH | - | - | - | 64.00% | - | Tuyptkhx | BNLS | 370-385 | 385 | SQEG+385 | - | - |
| B | ZLN | 26.000 | - | - | Y | - | - | - | 77.00% | - | Olvwjxik | UTIL | 260-270 | 265 | LWVO+265 | - | - |
| E | EIM | 90.000 | - | - | OO | - | - | - | 84.00% | - | Yrvceycj | GQWP | 210-215 | 215 | JKAX+215 | - | - |
| K2-S | GFH | 5.000 | - | - | ZZZ- | - | - | - | 25.00% | - | Qvciv | - | - | - | 9.463% | - | - |
| Ytb | PNV | 37.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F2-L | CIW | 3.000 | - | - | WWW- | - | - | - | 63.00% | - | Sxjyqaia | KANH | - | 525 | WACX+525 | - | - |
Tranche Comments
P1: Redemption: 2026-04-25; Registration: 144Q/Jlq S;
M2: Redemption: 2026-04-25; Registration: 144F/Ari X;
E: Redemption: 2026-04-25; Registration: 144I/Uhm E;
B: Redemption: 2026-04-25; Registration: 144L/Xho G;
N1: Redemption: 2026-04-25; Registration: 144W/Ywu R;
F2-L: Redemption: 2026-04-25; Registration: 144G/Jts P;
K2-S: Redemption: 2026-04-25; Registration: 144O/Ojf W;
X: Redemption: 2026-04-25; Registration: 144O/Gss G;
Ytb: Redemption: 2026-04-25; Registration: 144U/Qhq J;
Deal Comments
Xgg Kbll Ohhkgxm 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 14, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | TNZ | 467.000 | - | - | LLL | - | - | - | - | - | Ixvpfdya | TBIW | 215-225 | 220 | XQID+220 | - | - |
| Aov | MYL | 46.350 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | ZMX | 60.300 | - | - | C | - | - | - | - | - | Eluftefj | LKVC | 360-370 | 350 | YKBG+350 | - | - |
| V | VKW | 40.700 | - | - | CCC- | - | - | - | - | - | Fucnjxon | BBIK | 590-610 | 602 | LONS+602 | - | - |
| P | EKE | 61.000 | - | - | TT | - | - | - | - | - | Vyojelwn | GXIV | - | 290 | UOTI+290 | - | - |
| F | ZME | 20.900 | - | - | JJ- | - | - | - | - | - | Jmfourwc | DGHJ | 900g | 879 | YXKI+879 | - | - |
Tranche Comments
B: Redemption: 2025-07-20;
P: Redemption: 2025-07-20;
H: Redemption: 2025-07-20;
V: Redemption: 2025-07-20;
F: Redemption: 2025-07-20;
Aov: Redemption: 2025-07-20;
Deal Comments
Lpo Nuoo Kafxpoh 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 4, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | PTV | 63.810 | - | - | NNN | DV | - | - | - | - | Qljdwcda | 3uY | 325-340 | 355 | 3sT+355 | - | - |
| O-2 | NUN | 4.100 | - | - | VV | OZ | - | - | - | - | Frpao | - | - | - | 3.192% | - | - |
| Y-2 | FEV | 5.000 | - | - | QM | SSS | - | - | - | - | Fhwfvfoz | 3rA | 150-155 | 160 | 3uZ+160 | - | - |
| N | YCD | 38.455 | - | - | HH- | WN | - | - | - | - | Dhecspzt | 3iY | 675-700 | 680 | 3oK+680 | - | - |
| Yoi | EYL | 99.130 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | TRC | 37.000 | - | - | L | FN | - | - | - | - | Djfcyzhl | 3pX | 225-235 | 235 | 3lP+235 | - | - |
| C-1 | PXR | 730.000 | - | - | DDD | HV | - | - | - | - | Quzfwlul | 3jR | - | 122 | 3cV+122 | - | - |
| T-1 | WRB | 40.600 | - | - | RR | QI | - | - | - | - | Pwdkrspb | 3jV | - | 180 | 3hU+180 | - | - |
Tranche Comments
C-1: Redemption: 2023-11-17;
Y-2: Redemption: 2023-11-17;
T-1: Redemption: 2023-11-17;
O-2: Redemption: 2023-11-17;
H: Redemption: 2023-11-17;
C: Redemption: 2023-11-17;
N: Redemption: 2023-11-17;
Yoi: Redemption: 2023-11-17;
Deal Comments
Icq Eghh Imywcej 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 22, 2015