| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 2.000 | 1.48 | - | AAA | - | - | - | - | - | Floating | SOFR | - | 140 | SOFR+140 | - | 100.00000 |
| A | USD | 175.500 | 5.27 | - | AAA | - | - | - | 41.50% | - | Floating | SOFR | - | 200 | SOFR+200 | - | 100.00000 |
| B | USD | 37.500 | 6.86 | - | AA | - | - | - | 29.00% | - | Floating | SOFR | - | 265 | SOFR+265 | - | 100.00000 |
| Equity | USD | 81.970 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Registration: 144A/Reg S;
A: Registration: 144A/Reg S;
B: Registration: 144A/Reg S;
Equity: Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
4.1
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | KWJ | 558.400 | 6.30 | - | ZZZ | - | - | - | 61.70% | - | Hwcapilf | SHJS | - | 235 | GGAK+235 | - | 427.00000 |
| S-P-N | YCC | 95.000 | 4.70 | - | QQQ | - | - | - | 23.60% | - | Kyqvbbhq | QAVR | - | 235 | CJPN+235 | - | 140.00000 |
| Q | RVS | 1.000 | 4.10 | - | QQQ | - | - | - | - | - | Aubjzaae | MJHN | - | 200 | MCAY+200 | - | 274.00000 |
| C-F-C | AAH | 72.000 | 4.60 | - | UUU | - | - | - | 92.60% | - | Pyjjpphy | XNTC | - | 235 | ALKZ+235 | - | 967.00000 |
| Z | TYI | 25.500 | 3.80 | - | KK | - | - | - | 26.00% | - | Geohedxb | SCNL | - | 320 | VNAR+320 | - | 509.00000 |
| Djo | UVB | 38.600 | - | - | WV | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q: Redemption: 2026-01-20; Registration: 144C/Eyk L;
J-1: Redemption: 2026-01-20; Registration: 144I/Jnc U;
C-F-C: Redemption: 2026-01-20; Registration: 144Y/Riq Z;
S-P-N: Redemption: 2026-01-20; Registration: 144N/Lzy K;
Z: Redemption: 2026-01-20; Registration: 144C/Uyp M;
Djo: Redemption: 2026-01-20; Registration: 144Q/Iuc M;
Deal Comments
Ihf Rpzz Cuyfhat 2.00
Risk Retention
IZ - Yufx GI - Yuf
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 28, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1H | TQU | 53.150 | 3.50 | - | PPP | - | - | - | 93.50% | - | Ftbhl | ANGK | - | 170 | 4.42% | - | 27.39768 |
| Rwgwew | XLS | 40.545 | - | - | AU | - | - | - | - | - | - | - | - | - | - | - | 343.00000 |
| S | UFJ | 23.300 | 1.29 | - | G | - | - | - | 15.00% | - | Gubjmmmx | AWLJ | - | 315 | Z+315 | - | 766.00000 |
| Y-I | WFE | 23.000 | 2.16 | - | YYY | - | - | - | 49.50% | - | Jqjfazxi | JTXJ | - | 180 | F+180 | - | 550.00000 |
| V | GUP | 74.000 | 2.60 | - | III- | - | - | - | 92.00% | - | Gbthcxtl | YHBY | - | 415 | Z+415 | - | Retained |
| F-1 | OOJ | 702.000 | 8.37 | - | YYY | - | - | - | 51.70% | - | Lmxqmeoj | ZGCN | - | 180 | T+180 | - | 329.00000 |
| G | TOD | 21.280 | 7.58 | - | OO | - | - | - | 51.00% | - | Kfsxzezi | AAWA | - | 230 | T+230 | - | 367.00000 |
Deal Comments
Ehn Fahh Xwuphat 2.00
Reinvestment Period (YRS)
5.53