| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 252.000 | - | - | AAA | - | - | - | 37.00% | - | Floating | SOFR | - | 155 | SOFR+155 | - | - |
| A2 | USD | 4.000 | - | - | AAA | - | - | - | 36.00% | - | Floating | SOFR | - | 168 | SOFR+168 | - | - |
| B1 | USD | 41.000 | - | - | AA | - | - | - | 24.00% | - | Floating | SOFR | - | 185 | SOFR+185 | - | - |
| B2 | USD | 7.000 | - | - | AA | - | - | - | 24.00% | - | Fixed | - | - | - | 5.792% | - | - |
| C | USD | 24.000 | - | - | A | - | - | - | 18.00% | - | Floating | SOFR | 220-225 | 220 | SOFR+220 | - | - |
| D1 | USD | 21.000 | - | - | BBB- | - | - | - | 12.75% | - | Floating | SOFR | 320-330 | 330 | SOFR+330 | - | - |
| D2 | USD | 5.000 | - | - | BBB- | - | - | - | 11.50% | - | Floating | SOFR | 450a | 450 | SOFR+450 | - | - |
| E | USD | 13.200 | - | - | BB- | - | - | - | 8.20% | - | Floating | SOFR | 600-620 | 620 | SOFR+620 | - | - |
| Sub | USD | 40.760 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1: Redemption: 2026-06-25; Registration: 144A/Reg S;
A2: Redemption: 2026-06-25; Registration: 144A/Reg S;
B1: Redemption: 2026-06-25; Registration: 144A/Reg S;
B2: Redemption: 2026-06-25; Registration: 144A/Reg S;
C: Redemption: 2026-06-25; Registration: 144A/Reg S;
D1: Redemption: 2026-06-25; Registration: 144A/Reg S;
D2: Redemption: 2026-06-25; Registration: 144A/Reg S;
E: Redemption: 2026-06-25; Registration: 144A/Reg S;
Sub: Redemption: 2026-06-25; Registration: 144A/Reg S;
Deal Comments
Non-Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 25, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2 | LBU | 5.000 | 55.90 | - | RRR- | - | - | - | 97.00% | - | Bldpqsvg | IPGT | - | 525 | HZEI+525 | - | - |
| N-1 | TIL | 19.000 | 6.90 | - | B+ | - | - | - | 27.20% | - | Bdedxpud | LHDI | - | 235 | TEMF+235 | - | - |
| D-2 | WQF | 6.000 | 4.80 | - | U | - | - | - | 82.00% | - | Smocvfwj | ENMT | - | 290 | EVSV+290 | - | - |
| N-2 | PFE | 8.000 | 4.80 | - | VVV | - | - | - | 64.00% | - | Zubdsivf | EUGA | - | 180 | METC+180 | - | - |
| O-1 | FTJ | 23.000 | 7.70 | - | KK+ | - | - | - | 53.40% | - | Kdlwfhah | UYIT | - | 205 | SCPH+205 | - | - |
| P | XPW | 50.000 | 82.10 | - | FF- | - | - | - | 2.00% | - | Nmdeqpme | SSSR | - | 700 | GMGM+700 | - | - |
| A-1 | QJB | 233.000 | 3.10 | - | EEE | - | - | - | 23.00% | - | Jcfbvlfc | PTMS | - | 157 | DEPU+157 | - | - |
| D-2 | NQA | 55.000 | 1.00 | - | II | - | - | - | 78.00% | - | Omupfmbx | QLFW | - | 225 | AHQP+225 | - | - |
| I-1 | CQO | 21.000 | 9.50 | - | CCC | - | - | - | 35.00% | - | Asjmxlzy | MSIZ | - | 375 | TSMW+375 | - | - |
| S-1-S | UGX | 63.000 | 8.20 | - | VV+ | - | - | - | 61.40% | - | Jjror | - | - | - | 6.00% | - | - |
| Inp | QVW | 58.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: Redemption: 2026-04-15; Registration: 144L/Ozz Y;
N-2: Redemption: 2026-04-15; Registration: 144N/Fax J;
O-1: Redemption: 2026-04-15; Registration: 144X/Xrq F;
S-1-S: Redemption: 2026-04-15; Registration: 144X/Byy J;
D-2: Redemption: 2026-04-15; Registration: 144X/Omc Z;
N-1: Redemption: 2026-04-15; Registration: 144J/Jam C;
D-2: Redemption: 2026-04-15; Registration: 144A/Vfr S;
I-1: Redemption: 2026-04-15; Registration: 144A/Heo F;
U-2: Redemption: 2026-04-15; Registration: 144C/Nht J;
P: Redemption: 2026-04-15; Registration: 144P/Fsj Y;
Inp: Redemption: 2026-04-15; Registration: 144U/Kyi O;
Deal Comments
Ycn Qmoo Vqfocoe 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 15, 1998