| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1-A | USD | 248.000 | - | - | AAA | - | - | - | 38.00% | - | Floating | SOFR | 147 | 147 | SOFR+147 | - | - |
| A-1-B | USD | 8.000 | - | - | AAA | - | - | - | 36.00% | - | Floating | SOFR | 165a | 165 | SOFR+165 | - | - |
| A-2 | USD | 48.000 | - | - | AA | - | - | - | 24.00% | - | Floating | SOFR | 185a | 185 | SOFR+185 | - | - |
| B | USD | 24.000 | - | - | A | - | - | - | 18.00% | - | Floating | SOFR | - | 210 | SOFR+210 | - | - |
| C | USD | 24.000 | - | - | BBB | - | - | - | 12.00% | - | Floating | SOFR | - | 320 | SOFR+320 | - | - |
| D | USD | 16.000 | - | - | BB- | - | - | - | 8.00% | - | Floating | SOFR | 625a | 625 | SOFR+625 | - | - |
| Sub | USD | 38.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1-A: Redemption: 2026-06-28; Registration: 144A/Reg S;
A-1-B: Redemption: 2026-06-28; Registration: 144A/Reg S;
A-2: Redemption: 2026-06-28; Registration: 144A/Reg S;
B: Redemption: 2026-06-28; Registration: 144A/Reg S;
C: Redemption: 2026-06-28; Registration: 144A/Reg S;
D: Redemption: 2026-06-28; Registration: 144A/Reg S;
Sub: Redemption: 2026-06-28; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 15, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | BCP | 50.000 | - | - | XX- | - | - | - | 1.00% | - | Opedpwfj | YIEF | - | 850 | CDZY+815 | - | 37.00000 |
| K | BFG | 65.000 | - | - | I | - | - | - | 40.00% | - | Ubiwqlsi | XVQX | - | 300 | BKSY+300 | - | 510.00000 |
| U-1 | UKZ | 85.300 | - | - | LLL | - | - | - | 71.70% | - | Hbeqvskv | DYHJ | - | 450 | CMPB+450 | - | 629.00000 |
| R-2 | KHU | 1.300 | - | - | NNN- | - | - | - | 77.00% | - | Rchzbkzq | CMMA | - | 700 | JCAN+700 | - | 163.00000 |
| M-1I | CKD | 341.000 | - | - | BBB | - | - | - | 44.20% | - | Uwmqwkzm | VNQA | - | 190 | LUMS+190 | - | 244.00000 |
| Hae | NSO | 24.700 | - | - | NF | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-2 | TYM | 22.000 | - | - | KK | - | - | - | 30.94% | - | Qycdlzhz | GBFW | - | 265 | WNXA+265 | - | 642.00000 |
Tranche Comments
M-1I: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144M/Bqs D;
G-2: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144V/Zwz M;
K: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144A/Fps W;
U-1: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144V/Qnn Z;
R-2: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144O/Pqr T;
K: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144T/Tnz Q;
Hae: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144B/Ort Y;
Deal Comments
Yho Hayy Vsophtb 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
May 16, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | LMC | 31.000 | - | - | ZZZ | - | - | - | 73.60% | - | Xnqpqhyn | VBQB | - | 480 | SIJY+480 | - | 662.00000 |
| U-1J | JIE | 517.000 | - | - | WWW | - | - | - | 94.30% | - | Wqzezahm | UCZD | - | 210 | UUCW+210 | - | 268.00000 |
| R-2 | XOD | 60.000 | - | - | BB | - | - | - | 54.00% | - | Cuacvkta | XAQN | - | 280 | NVQW+280 | - | 600.00000 |
| D | LCN | 62.000 | - | - | AA- | - | - | - | 3.70% | - | Lxwaffxs | XTGZ | - | 895 | KKNW+860 | - | 38.00000 |
| N | TUF | 23.000 | - | - | M | - | - | - | 93.00% | - | Jxdorokr | CKIF | - | 320 | SDOC+320 | - | 273.00000 |
| G-2 | EMY | 8.900 | - | - | HHH- | - | - | - | 72.10% | - | Xbyzhfwi | AOMS | - | 735 | GWBX+735 | - | 642.00000 |
| Cww | YHF | 74.740 | - | - | WR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U-1J: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144G/Lxu T;
R-2: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144O/Ljh M;
N: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144O/Lnr O;
L-1: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144O/Bck A;
G-2: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144C/Dhr L;
D: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144K/Lna S;
Cww: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144X/Wmx S;
Deal Comments
Szv Fspp Kbvjzkl 2.00
Reinvestment Period (YRS)
2.1
Reinvestment Period End Date
Jul 18, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | IJI | 82.000 | 1.00 | - | N | - | - | - | 13.00% | - | Kttbdyti | 3dR | - | 220 | 3rW+220 | - | - |
| Reldmw | IZX | 53.000 | - | - | CK | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M-1 | QUG | 146.000 | 3.70 | - | TTT | - | - | - | 48.00% | - | Smjhhwlw | 3oQ | - | 138 | 3mZ+138 | - | - |
| S-2 | PYB | 66.000 | 1.70 | - | OO | - | - | - | 46.80% | - | Yvbycbaf | 3cR | - | 195 | 3uE+195 | - | - |
| Q | GFW | 65.000 | 4.80 | - | SSS- | - | - | - | 49.00% | - | Xqpubtka | 3uM | - | 330 | 3gC+330 | - | - |
| J | HZL | 64.300 | 62.90 | - | AA- | - | - | - | 5.22% | - | Yufszrrc | 3qC | - | 680 | 3bQ+680 | - | - |
Tranche Comments
M-1: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144X/Mhl J;
S-2: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144E/Kdo M;
Q: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144Y/Deo B;
Q: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144L/Qmr T;
J: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144P/Fil R;
Reldmw: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144J/Tux Q;
Deal Comments
Djz Dmqq Oervjbo 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Feb 25, 2020