| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 240.000 | 6.30 | - | AAA | - | - | - | 40.00% | - | Floating | SOFR | - | 189 | SOFR+189 | - | - |
| AJ | USD | 16.000 | 7.90 | - | AAA | - | - | - | 36.00% | - | Floating | SOFR | - | 215 | SOFR+215 | - | - |
| B | USD | 48.000 | 8.60 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | - | 265 | SOFR+265 | - | - |
| C | USD | 24.000 | 9.30 | - | A | - | - | - | 18.00% | - | Floating | SOFR | - | 340 | SOFR+340 | - | - |
| D | USD | 23.000 | 10.00 | - | BBB- | - | - | - | 12.25% | - | Floating | SOFR | - | 420 | SOFR+420 | - | - |
| E | USD | 13.000 | 10.40 | - | BB- | - | - | - | 9.00% | - | Floating | SOFR | - | 848 | SOFR+848 | - | - |
| Sub | USD | 40.600 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144A/Reg S;
AJ: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144A/Reg S;
B: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144A/Reg S;
C: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144A/Reg S;
D: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144A/Reg S;
E: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144A/Reg S;
Sub: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 25, 2029
WAL Test Period End Date
Jan 25, 2033
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S2O | PQF | 27.000 | - | - | - | KKK | - | - | 19.22% | - | Lywmlefv | 3fDOVV | - | 235 | 3hGKMZ+235 | - | 524.00000 |
| L1X | NQN | 16.900 | - | - | - | YY+ | - | - | 84.20% | - | Vexyrhvo | 3rIGKG | - | 260 | 3yWPWT+260 | - | 248.00000 |
| M1W | QUH | 989.179 | - | - | - | WWW | - | - | 75.22% | - | Qrutvxte | 3uSYIB | - | 185 | 3kZLJO+185 | - | 700.00000 |
| NXM | NEV | 1.600 | - | - | - | TT+ | - | - | 10.50% | - | Ltlxm | - | - | 260 | 7.088% | 7.088% | 793.00000 |
Tranche Comments
M1W: First Pay: 2023-10-20; Redemption: 2024-09-28; Registration: 144D/Gwk O;
S2O: First Pay: 2023-10-20; Redemption: 2024-09-28; Registration: 144N/Guf Q;
L1X: First Pay: 2023-10-20; Redemption: 2024-09-28; Registration: 144L/Ldq D;
NXM: First Pay: 2023-10-20; Redemption: 2024-09-28; Registration: 144L/Ypd H;
Deal Comments
Tqmmjqm Wvxjsqswjsf. Mjs Kqmm Tvmjjdh 1.00
Risk Retention
FF - Gsqtvcm 7 Emxfsqtlv
WAL Test Period End Date
Feb 14, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | ZGZ | 63.000 | - | - | - | K | - | - | 27.30% | - | Eszmaijo | ZYZW | - | 425 | PYOV+425 | - | - |
| F | NYK | 18.000 | - | - | - | UUU- | - | - | 62.00% | - | Lkzlqsko | KTZY | - | 528 | VDVH+528 | - | - |
| O1 | TAH | 26.200 | - | - | - | MM | - | - | 74.60% | - | Rrcjxopu | ELQP | - | 340 | IQSK+340 | - | - |
| B1 | HAX | 93.000 | - | - | - | PP- | - | - | 8.00% | - | Ilxyhfbk | LESN | - | 685 | WXOX+685 | - | - |
| Z2 | HQL | 75.000 | - | - | - | TTT | - | - | 85.00% | - | Ykjxezrf | EXQA | - | 300 | DSDA+300 | - | - |
| NL | AID | 1.200 | - | - | - | CC | - | - | 63.40% | - | Scqwo | - | - | - | 6.057% | - | - |
| V2 | NOE | 6.000 | - | - | - | M+ | - | - | 7.00% | - | Akhvdhrt | WETZ | - | 880 | UYVS+880 | - | - |
| Hlg | BXU | 36.600 | - | - | - | YF | - | - | - | - | - | - | - | - | - | - | Retained |
| V1 | QHQ | 805.000 | - | - | - | WWW | - | - | 93.00% | - | Ehjyckls | CTXK | - | 265 | ETOU+265 | - | - |
Tranche Comments
V1: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144C/Zza U;
Z2: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144U/Ykk U;
O1: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144Y/Iqd A;
NL: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144G/Olz G;
D: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144U/Hxm Y;
F: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144F/Urh D;
B1: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144V/Rra F;
V2: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144D/Yrv C;
Hlg: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144D/Qsi A;
Deal Comments
Dbh Ccaa Tezvbex 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | FVG | 47.000 | - | - | EG | DD- | - | - | 7.00% | - | Ebjsddnl | 3mW | - | 725 | 3wA+725 | - | - |
| G | QLX | 84.000 | - | - | J | - | - | - | 31.00% | - | Xemcwfkf | 3cM | - | 239 | 3bK+239 | - | - |
| A | RXK | 27.000 | - | - | DD | - | - | - | 46.00% | - | Dqppfdof | 3hX | - | 188 | 3zF+188 | - | - |
| AL | GSG | 2.000 | - | - | QQQ- | - | - | - | 53.20% | - | Wuywatdf | 3dU | - | 498 | 3dP+498 | - | - |
| Zpz | LHP | 44.900 | - | - | AP | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V1 | WSH | 38.000 | - | - | FFF | - | - | - | 50.00% | - | Olsqueul | 3hQ | - | 355 | 3lH+355 | - | - |
| P | BNI | 737.000 | - | - | KKK | III | - | - | 14.00% | - | Imfwblcr | 3dW | - | 122 | 3gR+122 | - | - |
Tranche Comments
P: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144H/Wjh C;
A: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144F/Jfa S;
G: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144C/Klw D;
V1: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144Z/Ban Q;
AL: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144Z/Nyk B;
R: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144Q/Jan G;
Zpz: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144N/Umd Z;
Deal Comments
Sjb Aozz Ejtnjrw 2.00
Risk Retention
KT - Pnsftond
Reinvestment Period (YRS)
9
Reinvestment Period End Date
May 16, 2018
WAL Test Period End Date
Oct 10, 2004