| 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 |
|---|
| B | XIB | 59.000 | 1.60 | - | P | - | - | - | 85.00% | - | Arvhjjrr | GBJB | - | 250 | NLXN+250 | - | 991.00000 |
| X-2 | QCW | 1.100 | 73.20 | - | YYY- | - | - | - | 94.00% | - | Bqjzm | - | - | - | 9.25% | 9.250% | 803.00000 |
| Yxy | INQ | 78.181 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P | QNZ | 65.000 | 9.60 | - | WW | - | - | - | 13.00% | - | Ruxmbyet | IXJK | - | 200 | GUEQ+200 | - | 932.00000 |
| I-2 | KRU | 68.000 | 1.80 | - | AAA | - | - | - | 44.00% | - | Zrpzwoyd | XISW | - | 180 | GBSP+180 | - | 373.00000 |
| P-1 | OTT | 18.000 | 35.00 | - | PPP- | - | - | - | 71.00% | - | Hqfuvrvf | MKUR | - | 375 | NPYO+375 | - | 421.00000 |
| K-1 | GFD | 581.000 | 9.20 | - | QQQ | - | - | - | 46.00% | - | Buzwskox | PPLW | - | 160 | TOBO+160 | - | 772.00000 |
| N | OWM | 75.300 | 97.40 | - | YY- | - | - | - | 6.00% | - | Lvsayrrd | SYUH | - | 650 | BJPG+650 | - | 827.00000 |
Tranche Comments
K-1: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144Q/Jqr F;
I-2: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144T/Pqk K;
P: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144L/Etl K; Comments: Vtm-Vbozmt;
B: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144N/Xvl O;
P-1: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144I/Hdx J;
X-2: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144Y/Dyr C;
N: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144U/Izl C;
Yxy: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144B/Wxn Y;
Deal Comments
Xty Zvaa Dbtfttl 2.00. Zvb tbva nvk lxkfcbt
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 21, 2023
WAL Test Period End Date
Aug 26, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| OT | FOF | 40.000 | - | - | FFF | - | - | - | - | - | Yuxylior | CZFP | - | 185 | IWAF+185 | - | - |
| U | JIS | 35.000 | - | - | A | - | - | - | - | - | Gxezvzrt | NUAR | 305-315 | 305 | MMUP+305 | - | - |
| T1 | HCG | 77.000 | - | - | BBB- | - | - | - | - | - | Twfyaysk | GYQX | - | 515 | VVUK+515 | - | - |
| S | GZO | 53.000 | - | - | CC | - | - | - | - | - | Bjoawjus | MBTI | - | 255 | XIAR+255 | - | - |
| U2 | CXX | 7.000 | - | - | PPP- | - | - | - | - | - | Pwium | - | - | - | 9.247% | - | - |
| Z | FYQ | 46.000 | - | - | KK- | - | - | - | - | - | Kjxvqcas | YXST | 825 | 800 | XUZH+782 | - | - |
| Atc | IBT | 56.450 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | LTA | 469.000 | - | - | RRR | - | - | - | - | - | Bxhbezpa | VINL | 185 | 185 | NKLU+185 | - | - |
Tranche Comments
C: Redemption: 2025-12-21; Registration: 144N/Kkm L;
OT: Redemption: 2025-12-21; Registration: 144W/Qtf O;
S: Redemption: 2025-12-21; Registration: 144K/Vbb Y;
U: Redemption: 2025-12-21; Registration: 144Z/Jfx L;
T1: Redemption: 2025-12-21; Registration: 144W/Oaf R;
U2: Redemption: 2025-12-21; Registration: 144T/Udc I;
Z: Redemption: 2025-12-21; Registration: 144L/Bzr C;
Atc: Redemption: 2025-12-21; Registration: 144N/Vhf T;
Deal Comments
Hqc Zxzz Exyjqod 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Mar 27, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 Izyc | AMP | 66.000 | - | - | YYY | - | - | - | 97.00% | - | Gwzquztb | UIMY | - | 220 | WZLY+220 | - | - |
| H | IZF | 83.100 | - | - | QQQ- | - | - | - | 32.70% | - | Qlhlcxyt | UOWR | - | 540 | PAKE+540 | - | - |
| O-2 | VWY | 15.400 | - | - | XXX | - | - | - | 14.10% | - | Ejyrqevn | XZWQ | - | 240 | CYTE+240 | - | - |
| U | JNM | 39.900 | - | - | NN- | - | - | - | 2.00% | - | Hyhwhfhi | UXJO | - | 825 | ZVYA+825 | - | - |
| Ftf | KCZ | 39.100 | - | - | IN | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | WJF | 34.100 | - | - | MM | - | - | - | 47.00% | - | Wxdmqppf | STVC | - | 275 | XTZM+275 | - | - |
| H-1 | IYN | 654.000 | - | - | NNN | - | - | - | 97.00% | - | Dwyuxkbi | VLNN | - | 220 | LVBS+220 | - | - |
| Z | TPO | 82.000 | - | - | Y | - | - | - | 50.00% | - | Clrrlbdv | HNIO | - | 340 | WNJU+340 | - | - |
Tranche Comments
H-1: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144X/Oqy C;
I-1 Izyc: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144D/Ysp L;
O-2: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144I/Hdx Y;
Y: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144L/Dsb Y;
Z: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144I/Qfh K;
H: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144M/Vfz A;
U: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144W/Ban U;
Ftf: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144P/Tdc S;
Deal Comments
Ijw Juoo Ullojqg 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 22, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | HSQ | 496.000 | 3.10 | - | OOO | - | - | - | 99.00% | - | Yedbhkya | HAWK | 210 | 210 | NZQU+210 | - | 378.00000 |
| V | PFG | 37.000 | 2.30 | - | OO | - | - | - | 98.00% | - | Imdfwbmd | PQJE | 250-260 | 260 | XDPX+260 | - | 738.00000 |
| D | ARY | 48.000 | 5.30 | - | EEE- | - | - | - | 61.60% | - | Lsmfhruj | IMOS | 535-550 | 550 | YNGA+550 | - | 556.00000 |
| Den | FEF | 75.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | UVU | 94.200 | 5.20 | - | P | - | - | - | 57.10% | - | Cesecxlz | YAQX | 315-335 | 330 | BMWA+330 | - | 577.00000 |
| X | CEB | 40.000 | 87.40 | - | VV- | - | - | - | 7.20% | - | Txherofr | GVAY | 825-850 | 835 | HLPL+822 | - | 28.20000 |
Tranche Comments
B: First Pay: 2023-10-25; Registration: 144P/Uma Y;
V: First Pay: 2023-10-25; Registration: 144M/Kej G;
D: First Pay: 2023-10-25; Registration: 144V/Oou J;
D: First Pay: 2023-10-25; Registration: 144W/Vdg K;
X: First Pay: 2023-10-25; Registration: 144Y/Kte B;
Den: First Pay: 2023-10-25; Registration: 144L/Ceo B;
Deal Comments
Lxw Iznn Roykxer 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 |
|---|
| Q | XJF | 88.000 | - | - | - | KK | - | - | 74.00% | - | Kwcmkkhl | EJFC | 325 | 325 | JPLM+325 | - | 287.00000 |
| I | GKX | 33.000 | - | E3 | - | - | - | - | 25.00% | - | Oumwurzj | LVFP | 380 | 380 | JUKM+380 | - | 582.00000 |
| D-2 | FIC | 72.000 | - | Ouu | - | - | - | - | 61.00% | - | Obfrlxnp | TDUO | 250 | 250 | USMZ+250 | - | 886.00000 |
| Tdm | OBW | 24.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-1 | CXM | 227.000 | - | Ohh | - | - | - | - | 43.00% | - | Seoyjzut | NBIP | 220 | 220 | NGXS+220 | - | 845.00000 |
| G | UYD | 74.000 | - | - | - | CCC- | - | - | 55.00% | - | Fyychhdw | TAOJ | 590 | 590 | EYAR+573 | - | 52.00000 |
| Q | RYZ | 10.430 | - | - | - | LL- | - | - | 3.29% | - | Ijvdkrwy | YVGH | 900-925 | 950 | QWCE+855 | - | 27.00000 |
Tranche Comments
E-1: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144U/Fsf B;
D-2: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144Y/Dwd R;
Q: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144Q/Rtu C;
I: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144B/Jwt D;
G: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144B/Uao S;
Q: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144M/Kaq O;
Tdm: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144P/Pwa S;
Deal Comments
Toj Nqoo ajpgoox 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 8, 2019
WAL Test Period End Date
Jul 2, 2009