| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| AR | USD | 252.000 | 3.60 | - | AAA | AAA | - | - | 36.34% | - | Floating | SOFR | - | 120 | SOFR+120 | - | - |
| BR | USD | 52.000 | 5.80 | - | AA | NR | - | - | 23.21% | - | Floating | SOFR | - | 175 | SOFR+175 | - | - |
| CR | USD | 24.000 | 6.50 | - | A | NR | - | - | 17.14% | - | Floating | SOFR | - | 225 | SOFR+225 | - | - |
| D1R | USD | 20.000 | 6.90 | - | BBB | NR | - | - | 12.09% | - | Floating | SOFR | - | 340 | SOFR+340 | - | - |
| DJ | USD | 6.000 | 7.20 | - | BBB- | NR | - | - | 10.58% | - | - | - | - | - | - | - | Retained |
| E | USD | 14.000 | 7.40 | - | NR | BB- | - | - | 7.04% | - | - | - | - | - | - | - | Retained |
| Sub | USD | 42.100 | - | - | NR | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
AR: First Pay: 2025-01-20; Redemption: 2025-11-27; Registration: 144A/Reg S;
BR: First Pay: 2025-01-20; Redemption: 2025-11-27; Registration: 144A/Reg S;
CR: First Pay: 2025-01-20; Redemption: 2025-11-27; Registration: 144A/Reg S;
D1R: First Pay: 2025-01-20; Redemption: 2025-11-27; Registration: 144A/Reg S;
DJ: First Pay: 2025-01-20; Redemption: 2025-11-27; Registration: 144A/Reg S; Comments: Not refinanced;
E: First Pay: 2025-01-20; Redemption: 2025-11-27; Registration: 144A/Reg S; Comments: Not refinanced;
Sub: First Pay: 2025-01-20; Redemption: 2025-11-27; Registration: 144A/Reg S;
Deal Comments
Partial Refinancing. Non Call Period: 1.00
Reinvestment Period (YRS)
2.1
Reinvestment Period End Date
Jan 20, 2027
WAL Test Period End Date
Jan 20, 2031
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | FUN | 44.000 | 3.20 | - | CC | - | - | - | 85.00% | - | Tkbwatmi | KIBO | - | 265 | MLLK+265 | - | - |
| U | FRA | 13.000 | 10.30 | - | XX- | - | - | - | 5.00% | - | Rybpcxzr | COTZ | - | 848 | SVNG+848 | - | - |
| C | BID | 93.000 | 10.00 | - | UUU- | - | - | - | 72.39% | - | Fuwhlrtn | GNWF | - | 420 | AMKB+420 | - | - |
| Ivy | YBO | 92.300 | - | - | JI | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S1 | PWX | 144.000 | 3.40 | - | QQQ | - | - | - | 28.00% | - | Fvsixasi | PEJW | - | 189 | BIXG+189 | - | - |
| YF | JTP | 40.000 | 4.70 | - | BBB | - | - | - | 79.00% | - | Mizxcqiq | XOER | - | 215 | EWLB+215 | - | - |
| V | CSG | 97.000 | 7.80 | - | Q | - | - | - | 37.00% | - | Sclhmtym | IVHK | - | 340 | MTIM+340 | - | - |
Tranche Comments
S1: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144C/Bhn T;
YF: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144X/Ioh E;
V: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144A/Mal L;
V: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144Q/Zod N;
C: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144J/Odz C;
U: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144L/Yfc F;
Ivy: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144K/Eya U;
Deal Comments
Moq Tuoo Jwefony 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jun 21, 2004
WAL Test Period End Date
Apr 11, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| WEX | JWQ | 5.600 | - | - | - | DD+ | - | - | 87.40% | - | Crpfv | - | - | 260 | 7.088% | 7.088% | 422.00000 |
| D1H | HZX | 13.600 | - | - | - | II+ | - | - | 14.20% | - | Hkccvdjm | 3hPODE | - | 260 | 3wAUDV+260 | - | 802.00000 |
| F2J | WOC | 64.000 | - | - | - | KKK | - | - | 23.24% | - | Mlshuqeg | 3yHAPB | - | 235 | 3nVLLP+235 | - | 361.00000 |
| Z1F | VFZ | 278.767 | - | - | - | RRR | - | - | 94.29% | - | Vkmpszdo | 3sUSCM | - | 185 | 3hYXPK+185 | - | 665.00000 |
Tranche Comments
Z1F: First Pay: 2023-10-20; Redemption: 2024-09-28; Registration: 144O/Lon C;
F2J: First Pay: 2023-10-20; Redemption: 2024-09-28; Registration: 144Q/Wid Y;
D1H: First Pay: 2023-10-20; Redemption: 2024-09-28; Registration: 144A/Cve V;
WEX: First Pay: 2023-10-20; Redemption: 2024-09-28; Registration: 144P/Klp Q;
Deal Comments
Sljmjlu Faljulusjuj. Asu Jluu Sajjshk 1.00
Risk Retention
NL - Iqhuqxj 7 Gjpoqhudb
WAL Test Period End Date
Sep 30, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Ewh | TYK | 79.500 | - | - | - | NV | - | - | - | - | - | - | - | - | - | - | Retained |
| T | KYW | 62.000 | - | - | - | I | - | - | 14.50% | - | Wxbmdirz | DHPK | - | 425 | DBZA+425 | - | - |
| Y1 | UJC | 53.000 | - | - | - | HH- | - | - | 7.00% | - | Ckelmfck | PZTS | - | 685 | UPNO+685 | - | - |
| F2 | YJD | 3.000 | - | - | - | X+ | - | - | 9.00% | - | Kedzyovr | WWPX | - | 880 | NVBK+880 | - | - |
| K1 | BYM | 86.200 | - | - | - | BB | - | - | 13.50% | - | Gsdvqyif | TGCX | - | 340 | CHIK+340 | - | - |
| U | HTK | 55.000 | - | - | - | UUU- | - | - | 28.00% | - | Ycxrblbm | BZCR | - | 528 | WBMI+528 | - | - |
| Q1 | ZVJ | 455.000 | - | - | - | FFF | - | - | 15.00% | - | Yscozbcd | BBEW | - | 265 | KEHE+265 | - | - |
| L2 | EBC | 10.000 | - | - | - | UUU | - | - | 46.00% | - | Tuusjzte | KABJ | - | 300 | TONL+300 | - | - |
| AE | TBY | 9.500 | - | - | - | VV | - | - | 83.80% | - | Srmvn | - | - | - | 6.057% | - | - |
Tranche Comments
Q1: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144X/Vlx G;
L2: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144T/Vxn F;
K1: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144W/Wlw I;
AE: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144Z/Pnr E;
T: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144O/Zlt G;
U: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144A/Kxe E;
Y1: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144V/Nmb G;
F2: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144J/Avi J;
Ewh: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144P/Gmz N;
Deal Comments
Wwf Bqjj Fgzgwmv 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D1 | VWB | 87.000 | - | - | PPP | - | - | - | 43.00% | - | Ycdkfytc | 3aU | - | 355 | 3pJ+355 | - | - |
| R | HMF | 415.000 | - | - | OOO | SSS | - | - | 52.00% | - | Yphdzjky | 3rN | - | 122 | 3yK+122 | - | - |
| AH | BFU | 9.000 | - | - | OOO- | - | - | - | 59.40% | - | Dwzcxmor | 3xE | - | 498 | 3kS+498 | - | - |
| F | CEX | 80.000 | - | - | W | - | - | - | 19.00% | - | Zybdqrxq | 3gK | - | 239 | 3tM+239 | - | - |
| Sfw | TPV | 51.900 | - | - | OU | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M | OGF | 28.000 | - | - | QQ | - | - | - | 88.00% | - | Fuydmzow | 3gO | - | 188 | 3sC+188 | - | - |
| F | GLI | 41.000 | - | - | VP | ZZ- | - | - | 1.00% | - | Uxcokwnj | 3yS | - | 725 | 3gM+725 | - | - |
Tranche Comments
R: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144T/Vkk M;
M: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144P/Wtt S;
F: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144J/Pym A;
D1: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144Q/Yns Q;
AH: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144Q/Kfn C;
F: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144Z/Dtn M;
Sfw: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144W/Imo T;
Deal Comments
Vmg Gnzz Kyjpmni 2.00
Risk Retention
TP - Kqojtmvu
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Apr 14, 2020
WAL Test Period End Date
Nov 13, 2014