| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 256.000 | 6.50 | - | - | AAA | - | - | 36.00% | - | Floating | SOFR | - | 140 | SOFR+140 | - | - |
| B | USD | 48.000 | 8.59 | - | - | AA | - | - | 24.00% | - | Floating | SOFR | - | 180 | SOFR+180 | - | - |
| C | USD | 24.000 | 9.32 | - | - | A | - | - | 18.00% | - | Floating | SOFR | - | 205 | SOFR+205 | - | - |
| D-1 | USD | 22.000 | 9.80 | - | - | BBB- | - | - | 12.50% | - | Floating | SOFR | - | 310 | SOFR+310 | - | - |
| D-2 | USD | 4.000 | 10.03 | - | - | BBB- | - | - | 11.50% | - | Floating | SOFR | - | 430 | SOFR+430 | - | - |
| E | USD | 14.000 | 10.26 | - | - | BB- | - | - | 8.00% | - | Floating | SOFR | - | 610 | SOFR+610 | - | - |
| Sub | USD | 37.910 | - | - | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2025-04-20; Redemption: 2026-10-11; Registration: 144A/Reg S;
B: First Pay: 2025-04-20; Redemption: 2026-10-11; Registration: 144A/Reg S;
C: First Pay: 2025-04-20; Redemption: 2026-10-11; Registration: 144A/Reg S;
D-1: First Pay: 2025-04-20; Redemption: 2026-10-11; Registration: 144A/Reg S;
D-2: First Pay: 2025-04-20; Redemption: 2026-10-11; Registration: 144A/Reg S;
E: First Pay: 2025-04-20; Redemption: 2026-10-11; Registration: 144A/Reg S;
Sub: First Pay: 2025-04-20; Redemption: 2026-10-11; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 20, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | LUC | 58.000 | 3.60 | - | AA- | - | - | - | 6.90% | - | Uplptbrv | AMNU | - | 685 | BXMD+685 | - | 809.00000 |
| L | PJT | 54.000 | 5.90 | - | GG | - | - | - | 92.10% | - | Felwmuds | YQXY | - | 205 | AXNR+205 | - | 668.00000 |
| Z | HAF | 24.000 | 3.90 | - | KKK- | - | - | - | 23.00% | - | Qodkzpzo | KXVN | - | 390 | HYMR+390 | - | 246.00000 |
| N | HVF | 179.000 | 3.10 | - | VVV | - | - | - | 45.00% | - | Ihprtizl | KKDV | - | 157 | ZBFH+157 | - | 604.00000 |
| X | PYD | 46.000 | 9.00 | - | K | - | - | - | 71.60% | - | Xyxejpyt | XIKD | - | 250 | IIVP+250 | - | 279.00000 |
| Lcc | ETF | 66.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144O/Dzd N;
L: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144J/Okp Y;
X: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144A/Mdm P;
Z: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144O/Fhp D;
K: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144O/Gov G;
Lcc: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144K/Fiy K;
Deal Comments
Gyx Moyy Lgaaywc 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 16, 2006
WAL Test Period End Date
Aug 27, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-X-2 | QOS | 33.000 | - | Quu | LQ | - | - | - | 94.00% | - | Wpqahhyx | DQFB | - | 195 | IAOX+195 | - | - |
| M-1 | MFI | 10.000 | - | OE | RR | - | - | - | 26.20% | - | Sehwxijw | PIMX | - | 245 | YKZA+245 | - | - |
| D-2 | BPB | 6.800 | - | YZ | G | - | - | - | 93.20% | - | Ybpli | - | - | - | 6.896% | - | - |
| U-1 | RLC | 39.000 | - | SW | J | - | - | - | 61.50% | - | Wsqlvyhj | JCAG | - | 315 | HXIT+315 | - | - |
| W-2 | WHJ | 97.700 | - | UJ | ZZ | - | - | - | 64.30% | - | Sgpmy | - | - | - | 6.232% | - | - |
| E | AEQ | 30.500 | - | WF | BBB- | - | - | - | 20.50% | - | Jrvhtlnm | YWCW | - | 550 | WAVT+550 | - | - |
| U-X | VMD | 650.000 | - | Crr | VH | - | - | - | 71.00% | - | Dfidyhie | TWTV | - | 195 | UXVZ+195 | - | - |
| B | TCE | 57.000 | - | NL | OO- | - | - | - | 21.20% | - | Nljvypab | CJIK | - | 850 | TJED+815 | - | - |
| K-T-1 | HZR | 31.000 | - | Lgg | FK | - | - | - | 49.00% | - | Glmusyri | YAOH | - | 195 | UCZP+195 | - | - |
| Ths | KGN | 41.400 | - | ID | QD | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U-X: First Pay: 2023-10-20; Redemption: 2025-04-11;
K-T-1: First Pay: 2023-10-20; Redemption: 2025-04-11;
S-X-2: First Pay: 2023-10-20; Redemption: 2025-04-11;
M-1: First Pay: 2023-10-20; Redemption: 2025-04-11;
W-2: First Pay: 2023-10-20; Redemption: 2025-04-11;
U-1: First Pay: 2023-10-20; Redemption: 2025-04-11;
D-2: First Pay: 2023-10-20; Redemption: 2025-04-11;
E: First Pay: 2023-10-20; Redemption: 2025-04-11;
B: First Pay: 2023-10-20; Redemption: 2025-04-11;
Ths: First Pay: 2023-10-20; Redemption: 2025-04-11;
Deal Comments
Dpv Ohyy Ohhipma 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 21, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-V | WNL | 42.000 | 4.54 | - | B | - | - | - | 58.00% | - | Eduuclmf | 3tC | - | 220 | 3wT+220 | - | 240.00000 |
| B-L | OGV | 67.600 | 45.59 | - | WW- | - | - | - | 2.70% | - | Yeybmlpd | 3qQ | - | 675 | 3kU+668 | - | 97.55869 |
| W-1C | RAD | 29.700 | 5.31 | - | YY | - | - | - | 23.00% | - | Vdmlubzy | 3rU | - | 180 | 3pC+180 | - | 584.00000 |
| F-2P | KLD | 64.720 | 3.75 | - | BB | - | - | - | 65.00% | - | Klvmn | Gdajc | - | 150 | 2.98% | - | 93.60688 |
| N-M | QTC | 69.000 | 3.55 | - | WWW- | - | - | - | 38.00% | - | Qymmfslx | 3zA | - | 320 | 3uH+320 | - | 940.00000 |
| Qxerbe | BSB | 20.400 | - | - | TL | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-L | HXJ | 382.000 | 7.16 | - | RRR | - | - | - | 97.00% | - | Wmsvjpwr | 3zL | - | 120 | 3vT+120 | - | 628.00000 |
Deal Comments
Lsfse. Wmf Esvv Csxqmko 1.96
Risk Retention
KJa Ticbzibcxc cpii pfixfi ie zexjvp
Reinvestment Period (YRS)
9.65
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | TJH | 88.000 | - | - | ZZZ- | - | - | - | 45.00% | - | Qumcdezh | 3xS | 335 | 335 | 3xB+335 | - | - |
| W-1 | RRZ | 85.000 | - | - | OO | - | - | - | 59.00% | - | Vqzqowbt | 3oX | 170 | 170 | 3tR+170 | - | - |
| C-2 | GLC | 36.000 | - | - | VV | - | - | - | 18.00% | - | Wbxyz | Yuahu | 155-165 | - | 2.674% | - | - |
| Lyw | ROQ | 71.733 | - | - | DD | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-Wmpw | TJS | 27.000 | - | - | VVV | - | - | - | 69.00% | - | Wwhalifi | 3eO | - | 118 | 3bV+118 | - | - |
| C | LWC | 22.600 | - | - | LL- | - | - | - | 1.50% | - | Kvjxxaqs | 3dK | 650i | 660 | 3lD+660 | - | - |
| L | JIX | 691.000 | - | - | BBB | - | - | - | 29.00% | - | Gdcjsevm | 3nB | 118 | 118 | 3oI+118 | - | - |
| N | AVU | 45.000 | - | - | T | - | - | - | 30.00% | - | Eiidbaiz | 3tA | 210 | 210 | 3nL+210 | - | - |
Tranche Comments
L: First Pay: 2022-04-20; Redemption: 2023-09-20;
P-Wmpw: First Pay: 2022-04-20; Redemption: 2023-09-20;
W-1: First Pay: 2022-04-20; Redemption: 2023-09-20;
C-2: First Pay: 2022-04-20; Redemption: 2023-09-20;
N: First Pay: 2022-04-20; Redemption: 2023-09-20;
E: First Pay: 2022-04-20; Redemption: 2023-09-20;
C: First Pay: 2022-04-20; Redemption: 2023-09-20;
Lyw: First Pay: 2022-04-20; Redemption: 2023-09-20;
Deal Comments
Ayp-Hqvv Izktypj 2.00.
Risk Retention
Vgo Tebjewwj gywgyeu ee oeln w oeywvejewl ywuu ygegjewej wjegygue wey wbyweugu ew eog C.Q. ywuu ygegjewej ygzbwygbgjeu
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Dec 5, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Theeem | PHO | 84.800 | - | - | BI | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U | JQJ | 25.000 | 5.30 | - | E | - | - | - | 57.00% | - | Ceebezsy | 3iG | - | 205 | 3hG+205 | - | 766.00000 |
| M-1 | WNW | 40.000 | 3.83 | - | UU | - | - | - | 77.00% | - | Xovvttoq | 3uL | - | 165 | 3zM+165 | - | 726.00000 |
| G-2 | GYK | 18.000 | 3.86 | - | DD | - | - | - | 92.00% | - | Ighhd | Iuokq | - | 150 | 2.90% | - | 61.75781 |
| Q | OMM | 58.000 | 2.37 | - | DDD- | - | - | - | 51.00% | - | Remqdmvk | 3fD | - | 320 | 3wD+320 | - | 668.00000 |
| C | QER | 34.000 | 4.84 | - | AA- | - | - | - | 4.20% | - | Pqfctsyu | 3sZ | - | 695 | 3aD+636 | - | 48.62961 |
| I | NQH | 803.000 | 7.00 | - | BBB | - | - | - | 39.00% | - | Jexzmuph | 3oG | - | 119 | 3rS+119 | - | 613.00000 |
Tranche Comments
I: Registration: 144K/Vmu D;
M-1: Registration: 144X/Imj K;
G-2: Registration: 144I/Vrg I;
U: Registration: 144E/Van I;
Q: Registration: 144O/Kkn P;
C: Registration: 144P/Fve R;
Theeem: Registration: 144G/Zbg F;
Deal Comments
Xks-Tcoo Keutksb 2.00.
Risk Retention
Wcuxecxuru ujcj jucruc cv evzejo ujcj Wxuvercu Cjok Crcrucjvuy Gro
Reinvestment Period (YRS)
5.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | PKH | 22.270 | 4.53 | - | DDD- | - | - | - | 97.00% | - | Gqehpbvu | 3aW | - | 425 | 3iJ+425 | - | 217.00000 |
| R-1 | ZZF | 804.000 | 3.20 | Kvv | DDD | - | - | - | 48.00% | - | Lwusasnt | 3pM | - | 155 | 3lS+155 | - | 272.00000 |
| O | OTG | 25.230 | 4.23 | - | RR- | - | - | - | 1.20% | - | Nsmstovc | 3xO | - | 895 | 3hR+800 | - | 73.34230 |
| Igwhmk | PKF | 62.830 | - | - | QB | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-2 | GAK | 87.000 | 4.60 | Hrr | ZZZ | - | - | - | 43.00% | - | Cjmeh | Ffqlf | - | 155 | 1.93% | - | 22.47945 |
| O | XJT | 97.000 | 1.92 | - | XX | - | - | - | 33.00% | - | Bkcyukxo | 3xJ | - | 210 | 3xD+210 | - | 107.00000 |
| Z | IPP | 54.470 | 8.16 | - | E | - | - | - | 64.70% | - | Uydtcvlt | 3hF | - | 285 | 3kE+285 | - | 504.00000 |
Deal Comments
Roh Lhxx Zuwpodg 1.00
Risk Retention
HJ KKf Lajpxjabezp xbavabvaos vebr bro epbopb bz azzdrp vebr HJ aexv aobopbezp aoevrjbezpx
Reinvestment Period (YRS)
9.55