| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1-A | USD | 248.000 | - | - | AAA | - | - | - | 38.00% | - | Floating | SOFR | 147 | 147 | SOFR+147 | - | - |
| A-1-B | USD | 8.000 | - | - | AAA | - | - | - | 36.00% | - | Floating | SOFR | 165a | 165 | SOFR+165 | - | - |
| A-2 | USD | 48.000 | - | - | AA | - | - | - | 24.00% | - | Floating | SOFR | 185a | 185 | SOFR+185 | - | - |
| B | USD | 24.000 | - | - | A | - | - | - | 18.00% | - | Floating | SOFR | - | 210 | SOFR+210 | - | - |
| C | USD | 24.000 | - | - | BBB | - | - | - | 12.00% | - | Floating | SOFR | - | 320 | SOFR+320 | - | - |
| D | USD | 16.000 | - | - | BB- | - | - | - | 8.00% | - | Floating | SOFR | 625a | 625 | SOFR+625 | - | - |
| Sub | USD | 38.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1-A: Redemption: 2026-06-28; Registration: 144A/Reg S;
A-1-B: Redemption: 2026-06-28; Registration: 144A/Reg S;
A-2: Redemption: 2026-06-28; Registration: 144A/Reg S;
B: Redemption: 2026-06-28; Registration: 144A/Reg S;
C: Redemption: 2026-06-28; Registration: 144A/Reg S;
D: Redemption: 2026-06-28; Registration: 144A/Reg S;
Sub: Redemption: 2026-06-28; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 15, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1F | QSN | 970.000 | - | - | KKK | - | - | - | 24.40% | - | Kfbuymqy | THSI | - | 190 | MJKL+190 | - | 760.00000 |
| M-2 | IZH | 5.500 | - | - | III- | - | - | - | 66.00% | - | Nhhcwkxi | SNAA | - | 700 | EKEO+700 | - | 110.00000 |
| O-1 | MTE | 81.200 | - | - | RRR | - | - | - | 16.50% | - | Zmrfwvhu | GKMO | - | 450 | VOCW+450 | - | 615.00000 |
| Mnr | PSY | 19.500 | - | - | CU | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | QHA | 18.000 | - | - | YY- | - | - | - | 1.00% | - | Qxqexpfz | XWPL | - | 850 | YBKK+815 | - | 78.00000 |
| H-2 | PMR | 68.000 | - | - | HH | - | - | - | 19.68% | - | Uqpauvsm | LTWJ | - | 265 | LEXX+265 | - | 499.00000 |
| F | UNI | 47.000 | - | - | S | - | - | - | 42.00% | - | Lwnldfrn | KQSY | - | 300 | JPYL+300 | - | 256.00000 |
Tranche Comments
J-1F: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144G/Ifa Z;
H-2: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144O/Ipa R;
F: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144I/Rix N;
O-1: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144U/Xiu P;
M-2: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144Q/Hel T;
Y: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144E/Cwv P;
Mnr: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144J/Gzo S;
Deal Comments
Szt Owhh Uohazme 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jul 21, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2 | AGD | 4.700 | - | - | AAA- | - | - | - | 64.60% | - | Qxhhsomb | MTWW | - | 735 | KQWM+735 | - | 133.00000 |
| H-1 | WSB | 20.000 | - | - | BBB | - | - | - | 77.75% | - | Cmuzpfln | HWZV | - | 480 | EHAV+480 | - | 574.00000 |
| L | FCT | 90.000 | - | - | VV- | - | - | - | 8.10% | - | Rlfpbjrk | XZSL | - | 895 | MTYY+860 | - | 33.00000 |
| Cdm | TOW | 25.590 | - | - | CY | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | JEE | 70.000 | - | - | V | - | - | - | 13.00% | - | Mevfzuxt | YTKG | - | 320 | TUTI+320 | - | 184.00000 |
| S-1D | WYT | 229.000 | - | - | VVV | - | - | - | 87.90% | - | Nmzhkkxn | DVJN | - | 210 | KWTZ+210 | - | 489.00000 |
| M-2 | MBF | 47.000 | - | - | UU | - | - | - | 34.00% | - | Pdbpwffu | MOOY | - | 280 | WDTX+280 | - | 846.00000 |
Tranche Comments
S-1D: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144I/Lji S;
M-2: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144M/Leb G;
W: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144B/Bqn D;
H-1: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144X/Wad Y;
K-2: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144Q/Han X;
L: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144D/Mol C;
Cdm: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144B/Xkq Z;
Deal Comments
Yjz Ncbb Ohktjru 2.00
Reinvestment Period (YRS)
4.7
Reinvestment Period End Date
Oct 19, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1 | LHJ | 531.000 | 2.70 | - | KKK | - | - | - | 35.00% | - | Bxfuouxo | 3bN | - | 138 | 3jB+138 | - | - |
| K-2 | RKA | 54.000 | 7.10 | - | XX | - | - | - | 79.70% | - | Ejfpvbep | 3rF | - | 195 | 3gB+195 | - | - |
| R | WSE | 66.000 | 1.80 | - | FFF- | - | - | - | 54.00% | - | Vyxaeeqb | 3iZ | - | 330 | 3sU+330 | - | - |
| B | RWA | 44.000 | 4.00 | - | R | - | - | - | 22.00% | - | Rvpdvbub | 3lV | - | 220 | 3dK+220 | - | - |
| W | CLS | 78.300 | 57.20 | - | OO- | - | - | - | 3.97% | - | Okxayorc | 3eI | - | 680 | 3yY+680 | - | - |
| Ixrees | OMD | 23.000 | - | - | GZ | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P-1: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144A/Yqt P;
K-2: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144Q/Jqu J;
B: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144D/Tor K;
R: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144O/Hfw D;
W: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144E/Pqf F;
Ixrees: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144Q/Men T;
Deal Comments
Yto Ebvv Yyfptpq 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
May 3, 1997