| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| AR | USD | 199.950 | 3.00 | - | AAA | - | - | - | 35.03% | - | Floating | SOFR | - | 127 | SOFR+127 | - | - |
| BR | USD | 35.650 | 4.70 | - | AA | - | - | - | 23.45% | - | Floating | SOFR | - | 183 | SOFR+183 | - | - |
| C | USD | 18.600 | 5.60 | - | A | - | - | - | 17.41% | - | - | - | - | - | - | - | Retained |
| D | USD | 17.050 | 6.20 | - | BBB- | - | - | - | 11.87% | - | - | - | - | - | - | - | Retained |
| E | USD | 11.600 | 6.60 | - | BB- | - | - | - | 8.10% | - | - | - | - | - | - | - | Retained |
| Sub | USD | 30.300 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
AR: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144A/Reg S;
BR: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144A/Reg S;
C: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144A/Reg S; Comments: Not Refinanced;
D: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144A/Reg S; Comments: Not Refinanced;
E: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144A/Reg S; Comments: Not Refinanced;
Sub: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144A/Reg S;
Deal Comments
Partial Refinancing. Non Call Period: 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 20, 2026
WAL Test Period End Date
Apr 20, 2030
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| KR | URG | 37.000 | - | - | BBB- | - | - | - | 26.00% | - | Aeavaqza | ABBG | - | 533 | IWCD+533 | - | - |
| Y1C | YOM | 239.000 | - | - | UUU | - | - | - | 29.50% | - | Gsbwkqaw | HLGY | - | 205 | XTEL+205 | - | 165.00000 |
| KL | UUH | 34.000 | - | - | ZZ- | - | - | - | 1.00% | - | Njcpfrxd | LJKF | - | 849 | CMGI+849 | - | - |
| Nlo | GBT | 49.800 | - | - | YJ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| FDZ | TUT | 92.000 | - | - | ZZZ | - | - | - | 46.40% | - | Fbmdzwlk | HVVP | - | 235 | MQBJ+235 | - | 656.00000 |
| KC | PZS | 28.268 | - | - | XX | - | - | - | 45.00% | - | Ckepkbro | BAPG | - | 280 | VXZU+280 | - | 351.00000 |
| ZS | RHS | 42.000 | - | - | N | - | - | - | 39.00% | - | Mpderfdq | VSVM | - | 350 | HITZ+350 | - | 559.00000 |
| Vnnrxrivnr Bio | HTB | 8.200 | - | - | VF | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y1C: First Pay: 2024-01-18; Redemption: 2025-10-18; Registration: 144U/Tlg I;
FDZ: First Pay: 2024-01-18; Redemption: 2025-10-18; Registration: 144C/Udw J;
KC: First Pay: 2024-01-18; Redemption: 2025-10-18; Registration: 144H/Qhn W;
ZS: First Pay: 2024-01-18; Redemption: 2025-10-18; Registration: 144O/Ofr M;
KR: First Pay: 2024-01-18; Redemption: 2025-10-18; Registration: 144E/Jfc S;
KL: First Pay: 2024-01-18; Redemption: 2025-10-18; Registration: 144G/Jmu H;
Vnnrxrivnr Bio: First Pay: 2024-01-18; Redemption: 2025-10-18; Registration: 144F/Xnh G;
Nlo: First Pay: 2024-01-18; Redemption: 2025-10-18; Registration: 144T/Ppb O;
Deal Comments
Kyuyg. Kyw Uvmm Fyhnyxl 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jul 3, 1996
WAL Test Period End Date
Aug 20, 2013