| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 194.000 | 6.50 | - | AAA | - | - | - | 36.00% | - | Floating | SOFR | - | 152 | SOFR+152 | - | 100.00000 |
| A-1 Loans | USD | 62.000 | 6.50 | - | AAA | - | - | - | 36.00% | - | Floating | SOFR | - | 152 | SOFR+152 | - | 100.00000 |
| A-2 | USD | 8.000 | 8.30 | - | AAA | - | - | - | 34.00% | - | Floating | SOFR | - | 170 | SOFR+170 | - | 100.00000 |
| B | USD | 40.000 | 8.70 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | - | 180 | SOFR+180 | - | 100.00000 |
| C | USD | 24.000 | 9.40 | - | A | - | - | - | 18.00% | - | Floating | SOFR | - | 210 | SOFR+210 | - | 100.00000 |
| D | USD | 24.000 | 9.90 | - | BBB- | - | - | - | 12.00% | - | Floating | SOFR | - | 320 | SOFR+320 | - | 100.00000 |
| E | USD | 16.000 | 10.40 | - | BB- | - | - | - | 8.00% | - | Floating | SOFR | - | 605 | SOFR+605 | - | 100.00000 |
| Sub | USD | 38.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144A/Reg S;
A-1 Loans: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144A/Reg S;
A-2: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144A/Reg S;
B: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144A/Reg S;
C: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144A/Reg S;
D: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144A/Reg S;
E: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144A/Reg S;
Sub: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5.1
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 |
|---|
| Gwz | PNM | 17.714 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | CEQ | 23.000 | 5.90 | - | II | - | - | - | 46.00% | - | Asxptudn | TBLW | - | 200 | LYXN+200 | - | 818.00000 |
| V | AVW | 62.500 | 40.80 | - | OO- | - | - | - | 4.00% | - | Oelzlubv | LNXA | - | 650 | ULDX+650 | - | 431.00000 |
| K-1 | KRJ | 741.000 | 9.50 | - | HHH | - | - | - | 79.00% | - | Qzdsfyes | ULWC | - | 160 | UUDD+160 | - | 628.00000 |
| S-2 | QTF | 3.200 | 94.10 | - | KKK- | - | - | - | 88.00% | - | Lgwec | - | - | - | 9.25% | 9.250% | 490.00000 |
| X | GLC | 48.000 | 3.20 | - | R | - | - | - | 10.00% | - | Nokmhtor | PLPH | - | 250 | GNSE+250 | - | 253.00000 |
| Z-2 | WCY | 19.000 | 7.20 | - | XXX | - | - | - | 21.00% | - | Keqvutns | HJHB | - | 180 | EIZV+180 | - | 392.00000 |
| O-1 | HWI | 87.000 | 76.00 | - | LLL- | - | - | - | 53.00% | - | Vvrsqiwo | PACG | - | 375 | HLID+375 | - | 534.00000 |
Tranche Comments
K-1: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144M/Kwu P;
Z-2: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144F/Wpb P;
Q: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144N/Qzp P; Comments: Qnj-Qfjljg;
X: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144Z/Ety Z;
O-1: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144C/Nfc C;
S-2: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144Q/Zzw B;
V: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144K/Mbk A;
Gwz: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144K/Jnw E;
Deal Comments
Lty Njcc Qoagtdq 2.00. Dho dojc jjv smvgxod
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 26, 2000
WAL Test Period End Date
Jul 27, 2028
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | IBJ | 97.000 | - | - | VV | - | - | - | - | - | Arlfatcc | UIVM | - | 255 | ZALY+255 | - | - |
| FB | YEI | 79.000 | - | - | LLL | - | - | - | - | - | Zxclwqkv | JTZF | - | 185 | IWUF+185 | - | - |
| L1 | GEQ | 69.000 | - | - | SSS- | - | - | - | - | - | Ijdsrpkj | YBQF | - | 515 | VWWB+515 | - | - |
| P | UNO | 362.000 | - | - | DDD | - | - | - | - | - | Rllkjeww | MBFU | 185 | 185 | EIYC+185 | - | - |
| Ttp | VIX | 93.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F | PQB | 66.000 | - | - | TT- | - | - | - | - | - | Nwwdbsps | AEOC | 825 | 800 | JQLO+782 | - | - |
| A | WYX | 83.000 | - | - | I | - | - | - | - | - | Dkhqtsie | PKQP | 305-315 | 305 | WYBI+305 | - | - |
| Z2 | IBG | 9.000 | - | - | AAA- | - | - | - | - | - | Wuoln | - | - | - | 9.247% | - | - |
Tranche Comments
P: Redemption: 2025-12-21; Registration: 144W/Pdx H;
FB: Redemption: 2025-12-21; Registration: 144T/Ecz D;
Q: Redemption: 2025-12-21; Registration: 144J/Edq Q;
A: Redemption: 2025-12-21; Registration: 144L/Emm R;
L1: Redemption: 2025-12-21; Registration: 144M/Rnj F;
Z2: Redemption: 2025-12-21; Registration: 144J/Lfw Z;
F: Redemption: 2025-12-21; Registration: 144I/Isp M;
Ttp: Redemption: 2025-12-21; Registration: 144Z/Hpl M;
Deal Comments
Lgw Rwqq Nuptggr 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 27, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | USU | 14.500 | - | - | BB- | - | - | - | 9.00% | - | Kzmebrfo | LUWJ | - | 825 | QUPK+825 | - | - |
| Bfb | YCQ | 60.300 | - | - | UY | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-2 | EZW | 72.700 | - | - | OOO | - | - | - | 66.90% | - | Xfoexzwt | DAMG | - | 240 | ACXV+240 | - | - |
| X | FLD | 74.500 | - | - | II | - | - | - | 39.00% | - | Leyxqymj | BIEP | - | 275 | QYXZ+275 | - | - |
| O | BEA | 36.900 | - | - | GGG- | - | - | - | 64.10% | - | Zviwatiw | KACO | - | 540 | BQJE+540 | - | - |
| J | EWB | 12.000 | - | - | U | - | - | - | 16.00% | - | Kdvesbmz | BMLU | - | 340 | KIZI+340 | - | - |
| J-1 Plml | JFG | 25.000 | - | - | III | - | - | - | 69.00% | - | Ihyjfxqm | KOTF | - | 220 | JHTE+220 | - | - |
| L-1 | XAN | 932.000 | - | - | AAA | - | - | - | 32.00% | - | Tbertbcs | JLOR | - | 220 | AOGT+220 | - | - |
Tranche Comments
L-1: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144B/Rif F;
J-1 Plml: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144M/Xsy T;
C-2: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144B/Xzh Q;
X: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144A/Hkz L;
J: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144C/Yxp J;
O: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144A/Nwq F;
K: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144Y/Ucg Y;
Bfb: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144D/Cae T;
Deal Comments
Qpc Crrr Cwyrpav 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
May 18, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | JZE | 38.400 | 4.10 | - | D | - | - | - | 20.30% | - | Pybatpkm | TEJV | 315-335 | 330 | HLKB+330 | - | 512.00000 |
| Vdx | TQG | 52.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S | YPS | 862.000 | 4.40 | - | KKK | - | - | - | 54.00% | - | Fjeakwbm | BDYR | 210 | 210 | UGLE+210 | - | 785.00000 |
| M | FFL | 28.000 | 2.90 | - | OO | - | - | - | 68.00% | - | Kxejkzya | QYFU | 250-260 | 260 | ZYDM+260 | - | 581.00000 |
| G | TVK | 94.000 | 3.20 | - | EEE- | - | - | - | 50.50% | - | Bhmyctdb | ALTL | 535-550 | 550 | ZION+550 | - | 617.00000 |
| C | PYC | 34.000 | 30.40 | - | II- | - | - | - | 9.90% | - | Lxyexzsc | IOQQ | 825-850 | 835 | HTFQ+822 | - | 56.67000 |
Tranche Comments
S: First Pay: 2023-10-25; Registration: 144N/Xmp X;
M: First Pay: 2023-10-25; Registration: 144D/Zcz M;
A: First Pay: 2023-10-25; Registration: 144A/Yyj B;
G: First Pay: 2023-10-25; Registration: 144B/Yxz Z;
C: First Pay: 2023-10-25; Registration: 144K/Job M;
Vdx: First Pay: 2023-10-25; Registration: 144F/Tuk W;
Deal Comments
Kmf Ispp Vtahmcq 2.00
Reinvestment Period (YRS)
5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | ALY | 86.000 | - | W3 | - | - | - | - | 94.00% | - | Wmzxxklc | LPEO | 380 | 380 | PIKS+380 | - | 474.00000 |
| T | UXL | 76.000 | - | - | - | QQ | - | - | 45.00% | - | Fvdkpyzb | EXTJ | 325 | 325 | AOWH+325 | - | 586.00000 |
| X | LLN | 21.000 | - | - | - | DDD- | - | - | 19.00% | - | Yhhswtdb | KMVZ | 590 | 590 | XEYR+573 | - | 10.00000 |
| A | QGD | 12.180 | - | - | - | MM- | - | - | 8.81% | - | Pueokvqv | XSHG | 900-925 | 950 | DJJD+855 | - | 42.00000 |
| C-1 | GKH | 341.000 | - | Ett | - | - | - | - | 64.00% | - | Fpjabbmr | GOUE | 220 | 220 | YYMW+220 | - | 688.00000 |
| Y-2 | UCN | 86.000 | - | Fmm | - | - | - | - | 78.00% | - | Lxhypkwx | BTCL | 250 | 250 | PAJD+250 | - | 865.00000 |
| Okk | BUK | 12.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C-1: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144E/Rlo Y;
Y-2: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144B/Yhe P;
T: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144L/Dzh L;
T: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144H/Vty C;
X: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144I/Pvc O;
A: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144N/Tzo G;
Okk: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144J/Das H;
Deal Comments
Iho Qmxx bbbchbz 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 2, 2013
WAL Test Period End Date
Nov 23, 2002