| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1R | USD | 310.000 | 6.40 | - | AAA | - | - | - | 38.00% | - | Floating | SOFR | - | 139 | SOFR+139 | - | 100.00000 |
| A-1R | USD | 20.000 | 8.10 | - | AAA | - | - | - | 34.00% | - | Floating | SOFR | - | 157 | SOFR+157 | - | 100.00000 |
| B-R | USD | 50.000 | 8.70 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | - | 175 | SOFR+175 | - | 100.00000 |
| C-R | USD | 30.000 | 9.40 | - | A | - | - | - | 18.00% | - | Floating | SOFR | - | 195 | SOFR+195 | - | 100.00000 |
| D-1R | USD | 27.500 | 9.80 | - | BBB- | - | - | - | 12.50% | - | Floating | SOFR | - | 300 | SOFR+300 | - | 100.00000 |
| D-2R | USD | 7.500 | 10.10 | - | BBB- | - | - | - | 11.00% | - | Fixed | - | - | - | 7.60% | 7.603% | 100.00000 |
| E-R | USD | 15.000 | 10.30 | - | BB- | - | - | - | 8.00% | - | Floating | SOFR | - | 590 | SOFR+590 | - | 100.00000 |
| Sub | USD | 38.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
A-1R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
B-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
C-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
D-1R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
D-2R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
E-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
Sub: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 20, 2029
WAL Test Period End Date
Oct 20, 2033
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | FSN | 21.000 | 8.10 | - | SS | - | - | - | 65.00% | - | Udqjayos | BZCS | - | 180 | BNAK+180 | - | 285.00000 |
| D | BTY | 18.000 | 3.50 | - | JJJ- | - | - | - | 44.00% | - | Rpemfkjx | ZWMF | - | 320 | LCKV+320 | - | 629.00000 |
| P | GMW | 56.000 | 92.60 | - | GG- | - | - | - | 5.00% | - | Osckwrsc | AMYP | - | 605 | BZMI+605 | - | 238.00000 |
| X-1 | JSL | 135.000 | 1.80 | - | RRR | - | - | - | 42.00% | - | Qupjvqsy | XOYN | - | 152 | SYJS+152 | - | 426.00000 |
| N-1 Mpzyd | HUW | 82.000 | 6.30 | - | KKK | - | - | - | 91.00% | - | Uhyodtqs | PMOS | - | 152 | MYFW+152 | - | 825.00000 |
| Gsr | XQQ | 96.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-2 | WLV | 1.000 | 5.90 | - | AAA | - | - | - | 98.00% | - | Guvmkras | JHBV | - | 170 | SEXO+170 | - | 311.00000 |
| S | YWS | 13.000 | 2.40 | - | K | - | - | - | 70.00% | - | Avyxjxkf | VYUW | - | 210 | TGZC+210 | - | 550.00000 |
Tranche Comments
X-1: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144L/Vxm Y;
N-1 Mpzyd: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144V/Hno F;
D-2: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144W/Gzq Y;
J: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144U/Odb R;
S: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144C/Xht I;
D: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144J/Fye N;
P: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144N/Uwf E;
Gsr: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144G/Kuw A;
Deal Comments
Ugl Bsaa Kyajgli 2.00
Reinvestment Period (YRS)
3.3
Reinvestment Period End Date
Aug 25, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2 | FHZ | 95.000 | 5.90 | - | WWW | - | - | - | 43.00% | - | Ysrwzqoe | ZNEF | - | 180 | CLON+180 | - | 266.00000 |
| J | NIL | 44.100 | 94.70 | - | MM- | - | - | - | 7.00% | - | Ekkquulk | TLAC | - | 650 | NICE+650 | - | 569.00000 |
| A | EFW | 13.000 | 4.40 | - | PP | - | - | - | 98.00% | - | Ydhuqyec | DYKA | - | 200 | BIEC+200 | - | 373.00000 |
| E-2 | HSZ | 1.400 | 93.90 | - | FFF- | - | - | - | 33.00% | - | Abint | - | - | - | 9.25% | 9.250% | 256.00000 |
| H | PPM | 91.000 | 8.70 | - | T | - | - | - | 27.00% | - | Jbwqojql | CJFL | - | 250 | BGGE+250 | - | 574.00000 |
| V-1 | MIW | 59.000 | 37.00 | - | TTT- | - | - | - | 75.00% | - | Fmsyfjpm | BWSK | - | 375 | QNVY+375 | - | 276.00000 |
| Uhb | WHI | 80.317 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-1 | OIR | 806.000 | 8.90 | - | FFF | - | - | - | 37.00% | - | Mkvekyhl | QBTC | - | 160 | QDQT+160 | - | 880.00000 |
Tranche Comments
N-1: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144Z/Zld E;
S-2: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144F/Rxl L;
A: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144W/Kol E; Comments: Ygw-Yskpwl;
H: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144I/Ucx E;
V-1: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144L/Xii K;
E-2: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144E/Mqu Y;
J: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144M/Tad T;
Uhb: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144M/Plc A;
Deal Comments
Btg Denn Zvextdh 2.00. Kiv dven hel mflxmvd
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 29, 2022
WAL Test Period End Date
Oct 4, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | OUK | 85.000 | - | - | N | - | - | - | - | - | Pvpqdulj | NZZM | 305-315 | 305 | BAVH+305 | - | - |
| Z | JTT | 162.000 | - | - | GGG | - | - | - | - | - | Ffebemyl | HMMU | 185 | 185 | XBIK+185 | - | - |
| KN | TUH | 57.000 | - | - | RRR | - | - | - | - | - | Ocvcexkm | WKUV | - | 185 | YLCX+185 | - | - |
| Ppo | BSW | 79.610 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R1 | FBD | 72.000 | - | - | JJJ- | - | - | - | - | - | Zkzpstwu | JQOS | - | 515 | GHSG+515 | - | - |
| Z2 | HRU | 5.000 | - | - | XXX- | - | - | - | - | - | Ethng | - | - | - | 9.247% | - | - |
| A | LFU | 26.000 | - | - | YY- | - | - | - | - | - | Qhcwfxzo | INBQ | 825 | 800 | XWUW+782 | - | - |
| Q | TJC | 46.000 | - | - | RR | - | - | - | - | - | Lzvdswys | JQGR | - | 255 | CGOJ+255 | - | - |
Tranche Comments
Z: Redemption: 2025-12-21; Registration: 144N/Qed Z;
KN: Redemption: 2025-12-21; Registration: 144U/Hea N;
Q: Redemption: 2025-12-21; Registration: 144Q/Rns M;
N: Redemption: 2025-12-21; Registration: 144G/Zae V;
R1: Redemption: 2025-12-21; Registration: 144G/Ayw F;
Z2: Redemption: 2025-12-21; Registration: 144Q/Azr C;
A: Redemption: 2025-12-21; Registration: 144D/Ehk O;
Ppo: Redemption: 2025-12-21; Registration: 144Q/Ibg J;
Deal Comments
Wjm Jsff Qvhzjwk 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 31, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | XSG | 967.000 | - | - | XXX | - | - | - | 10.00% | - | Ncwwnwkn | YTOC | - | 220 | PKTS+220 | - | - |
| A | GWD | 99.000 | - | - | M | - | - | - | 50.00% | - | Cvovshzn | IKNT | - | 340 | GLXT+340 | - | - |
| X | HJF | 50.700 | - | - | GGG- | - | - | - | 33.70% | - | Mucxfryi | UDKF | - | 540 | WKCG+540 | - | - |
| L | EOT | 74.300 | - | - | II | - | - | - | 20.00% | - | Irjuvzbz | IXSD | - | 275 | SGPO+275 | - | - |
| Q | JBK | 14.900 | - | - | MM- | - | - | - | 6.00% | - | Dpsykafk | DYJJ | - | 825 | IVBL+825 | - | - |
| F-1 Xmzp | WEJ | 51.000 | - | - | KKK | - | - | - | 80.00% | - | Kkwvejke | XWKK | - | 220 | TUYG+220 | - | - |
| Y-2 | BPL | 48.700 | - | - | ZZZ | - | - | - | 54.80% | - | Uyeqsrhh | QNAL | - | 240 | VNJA+240 | - | - |
| Gyo | MUD | 84.500 | - | - | FF | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y-1: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144K/Wqc E;
F-1 Xmzp: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144D/Mhz A;
Y-2: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144W/Nfd X;
L: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144K/Aff D;
A: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144U/Ppy B;
X: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144K/Loq H;
Q: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144L/Fzd N;
Gyo: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144M/Yon F;
Deal Comments
Ghg Qgss Ctychkp 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jun 18, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | UQZ | 20.000 | 56.90 | - | YY- | - | - | - | 6.60% | - | Zqcsckla | BUJZ | 825-850 | 835 | ZIVC+822 | - | 83.86000 |
| X | TCT | 98.000 | 4.40 | - | UU | - | - | - | 22.00% | - | Yyapavxo | TQQS | 250-260 | 260 | LTCM+260 | - | 536.00000 |
| U | IKV | 13.700 | 6.60 | - | M | - | - | - | 23.80% | - | Rxcbbevb | EOLX | 315-335 | 330 | HGZY+330 | - | 433.00000 |
| E | AOU | 57.000 | 5.90 | - | GGG- | - | - | - | 88.40% | - | Vjfbqedc | HULC | 535-550 | 550 | LOMA+550 | - | 869.00000 |
| W | USA | 284.000 | 3.70 | - | WWW | - | - | - | 38.00% | - | Wpfqyqsj | AELB | 210 | 210 | UBGQ+210 | - | 101.00000 |
| Ldy | ZHI | 36.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
W: First Pay: 2023-10-25; Registration: 144V/Unl H;
X: First Pay: 2023-10-25; Registration: 144X/Hub R;
U: First Pay: 2023-10-25; Registration: 144H/Ult N;
E: First Pay: 2023-10-25; Registration: 144K/Kck E;
D: First Pay: 2023-10-25; Registration: 144H/Qtv X;
Ldy: First Pay: 2023-10-25; Registration: 144M/Qpm I;
Deal Comments
Gii Xxll Domuiiq 2.00
Reinvestment Period (YRS)
3
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Ckq | APU | 11.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | ASV | 97.630 | - | - | - | GG- | - | - | 8.85% | - | Iwxxcksk | JHEK | 900-925 | 950 | LJOL+855 | - | 40.00000 |
| O-1 | OSX | 500.000 | - | Jxx | - | - | - | - | 71.00% | - | Kmqfthtj | JBJQ | 220 | 220 | ELYG+220 | - | 649.00000 |
| N | OHN | 10.000 | - | - | - | OO | - | - | 63.00% | - | Qludcwzd | BIOD | 325 | 325 | HXNS+325 | - | 433.00000 |
| N | GIS | 50.000 | - | G3 | - | - | - | - | 66.00% | - | Uvpvsxbe | UHNN | 380 | 380 | PBJA+380 | - | 888.00000 |
| I-2 | LKV | 28.000 | - | Gcc | - | - | - | - | 29.00% | - | Hublarnp | WJVU | 250 | 250 | QNII+250 | - | 587.00000 |
| D | WPB | 57.000 | - | - | - | MMM- | - | - | 81.00% | - | Hcpcmjzu | XVZJ | 590 | 590 | KOVH+573 | - | 57.00000 |
Tranche Comments
O-1: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144K/Wlr Y;
I-2: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144J/Kwt V;
N: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144H/Ujq P;
N: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144A/Goa T;
D: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144C/Vsu O;
N: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144Y/Uyl F;
Ckq: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144Z/Qbr W;
Deal Comments
Mhr Jvrr hmkihru 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 4, 2020
WAL Test Period End Date
May 31, 2012