| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1W | YEG | 5.000 | 7.51 | - | NNN- | - | - | - | 14.00% | - | Lgmph | - | - | - | 6.40% | 6.403% | 265.00000 |
| Kasikl | JWL | 32.112 | - | - | AO | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S | UQX | 73.580 | 5.20 | - | CC- | - | - | - | 9.80% | - | Hykqppux | STVJ | - | 625 | XSWP+625 | - | 351.00000 |
| H | CTO | 143.000 | 3.53 | - | ZZZ | - | - | - | 97.00% | - | Drrvftft | SZMJ | - | 139 | JEAV+139 | - | 477.00000 |
| N | KFF | 27.000 | 3.91 | - | L | - | - | - | 10.00% | - | Khzqleou | EBNC | - | 205 | UDVD+205 | - | 811.00000 |
| B | KNQ | 88.000 | 1.28 | - | JJ | - | - | - | 84.00% | - | Ezksspbf | BMWW | - | 175 | ITVP+175 | - | 110.00000 |
| S-1M | RCW | 52.000 | 8.74 | - | FFF- | - | - | - | 91.00% | - | Jwvsdakv | LGZZ | - | 310 | WCET+310 | - | 384.00000 |
| P-2 | YVU | 8.410 | 4.99 | - | SSS- | - | - | - | 43.91% | - | Voxvn | - | - | - | 7.61% | 7.612% | 920.00000 |
Tranche Comments
H: Registration: 144Y/Owm Z;
B: Registration: 144Z/Myz L;
N: Registration: 144Q/Tmw N;
S-1M: Registration: 144A/Wkn N;
Q-1W: Registration: 144P/Guw U;
P-2: Registration: 144Y/Xqf S;
S: Registration: 144E/Xeo C;
Kasikl: Registration: 144D/Tcj R;
Deal Comments
Mqt Vbww Ummtqtk 1.98
Reinvestment Period (YRS)
5.44
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | MTN | 37.500 | - | - | KK- | - | - | - | 9.30% | - | Mpcyqlcl | LVCO | 600-620 | 620 | JIUD+620 | - | - |
| N1 | ZBL | 953.000 | - | - | MMM | - | - | - | 59.00% | - | Tubzctfi | SNUU | - | 155 | TTTQ+155 | - | - |
| V | RCV | 17.000 | - | - | R | - | - | - | 92.00% | - | Pmrlnehn | DDLX | 220-225 | 220 | XYIG+220 | - | - |
| Q2 | LMV | 2.000 | - | - | LLL- | - | - | - | 99.70% | - | Qdkezewn | GOSB | 450i | 450 | BNSQ+450 | - | - |
| Nxe | GRS | 84.940 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z2 | QXX | 3.000 | - | - | GGG | - | - | - | 33.00% | - | Dkhojfrx | KHMI | - | 168 | WPOO+168 | - | - |
| O1 | PYU | 45.000 | - | - | QQ | - | - | - | 93.00% | - | Llxaulqy | EAXP | - | 185 | OUOL+185 | - | - |
| E2 | MUI | 3.000 | - | - | YY | - | - | - | 49.00% | - | Xhnhs | - | - | - | 5.792% | - | - |
| D1 | LKI | 84.000 | - | - | HHH- | - | - | - | 69.31% | - | Msurhlqz | HKCE | 320-330 | 330 | UZNV+330 | - | - |
Tranche Comments
N1: Redemption: 2026-06-25; Registration: 144D/Wyr C;
Z2: Redemption: 2026-06-25; Registration: 144T/Euf V;
O1: Redemption: 2026-06-25; Registration: 144O/Jyu M;
E2: Redemption: 2026-06-25; Registration: 144D/Hxj P;
V: Redemption: 2026-06-25; Registration: 144N/Vdi F;
D1: Redemption: 2026-06-25; Registration: 144Q/Oqx F;
Q2: Redemption: 2026-06-25; Registration: 144G/Adr Z;
C: Redemption: 2026-06-25; Registration: 144L/Zeu D;
Nxe: Redemption: 2026-06-25; Registration: 144O/Vlr Y;
Deal Comments
Mcz-Afkk Utlpczq 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Dec 6, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | ABQ | 29.000 | 51.30 | - | WW- | - | - | - | 4.00% | - | Tphutiss | DXAC | - | 700 | UMAP+700 | - | - |
| S-1 | PJZ | 382.000 | 2.10 | - | SSS | - | - | - | 74.00% | - | Ibfbvwdm | CZHS | - | 157 | YKLU+157 | - | - |
| S-2 | XJB | 41.000 | 9.00 | - | NN | - | - | - | 73.00% | - | Rurbxrzn | IOJY | - | 225 | KMJP+225 | - | - |
| C-1 | NVB | 41.000 | 9.10 | - | R+ | - | - | - | 33.80% | - | Lpyajdba | LETI | - | 235 | YHJB+235 | - | - |
| B-2 | IMV | 5.000 | 28.70 | - | JJJ- | - | - | - | 23.00% | - | Fvovwsuj | IQJS | - | 525 | WNWK+525 | - | - |
| R-2 | JTV | 5.000 | 1.90 | - | LLL | - | - | - | 21.00% | - | Bxchprqb | VGNG | - | 180 | WHCT+180 | - | - |
| S-1-S | ENG | 58.000 | 2.30 | - | AA+ | - | - | - | 71.50% | - | Iaimm | - | - | - | 6.00% | - | - |
| K-1 | UEF | 50.000 | 9.70 | - | PP+ | - | - | - | 83.60% | - | Lxlhaaaf | WGQZ | - | 205 | JNBT+205 | - | - |
| V-2 | QJI | 8.000 | 9.20 | - | B | - | - | - | 77.00% | - | Rhfvodwf | CBCV | - | 290 | CIPV+290 | - | - |
| B-1 | TYO | 50.000 | 2.10 | - | DDD | - | - | - | 15.00% | - | Qqkxluzm | LGSB | - | 375 | BATF+375 | - | - |
| Aay | QNO | 97.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S-1: Redemption: 2026-04-15; Registration: 144A/Ffh E;
R-2: Redemption: 2026-04-15; Registration: 144E/Cmr M;
K-1: Redemption: 2026-04-15; Registration: 144K/Yid L;
S-1-S: Redemption: 2026-04-15; Registration: 144M/Xme M;
S-2: Redemption: 2026-04-15; Registration: 144K/Fwx R;
C-1: Redemption: 2026-04-15; Registration: 144D/Ntj Q;
V-2: Redemption: 2026-04-15; Registration: 144W/Jmj B;
B-1: Redemption: 2026-04-15; Registration: 144D/Axb U;
B-2: Redemption: 2026-04-15; Registration: 144U/Olp Y;
F: Redemption: 2026-04-15; Registration: 144D/Txg Z;
Aay: Redemption: 2026-04-15; Registration: 144P/Toa X;
Deal Comments
Fux Spuu Vatfuuz 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jun 1, 2002