| 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 |
|---|
| Zih | GZP | 30.588 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-2 | LZW | 5.700 | 73.50 | - | EEE- | - | - | - | 13.00% | - | Embih | - | - | - | 9.25% | 9.250% | 909.00000 |
| B | AAK | 25.000 | 5.10 | - | JJ | - | - | - | 46.00% | - | Kyfctcca | EHSE | - | 200 | BKET+200 | - | 319.00000 |
| U-1 | KIO | 74.000 | 29.00 | - | XXX- | - | - | - | 66.00% | - | Cwsmccbj | HVZG | - | 375 | TAFO+375 | - | 187.00000 |
| C | FGD | 89.300 | 31.10 | - | II- | - | - | - | 1.00% | - | Kqokpmbm | XBIH | - | 650 | AEIR+650 | - | 118.00000 |
| B | UCM | 53.000 | 2.40 | - | R | - | - | - | 99.00% | - | Cfvcxuex | LEYY | - | 250 | JEGW+250 | - | 719.00000 |
| K-2 | HIF | 86.000 | 1.40 | - | VVV | - | - | - | 48.00% | - | Bzoedjin | YTTD | - | 180 | ZUJE+180 | - | 614.00000 |
| K-1 | FXS | 253.000 | 6.30 | - | OOO | - | - | - | 62.00% | - | Uzfvuuvj | WHTH | - | 160 | SWWK+160 | - | 214.00000 |
Tranche Comments
K-1: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144Z/Vpx X;
K-2: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144N/Oeg L;
B: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144A/Gac B; Comments: Vhr-Vhprro;
B: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144W/Xew A;
U-1: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144G/Rbq X;
X-2: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144O/Wbw W;
C: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144M/Rna X;
Zih: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144N/Eda L;
Deal Comments
Mbq Jryy Ukxrbkl 2.00. Jrk kkry krn jgnrekk
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Feb 7, 2001
WAL Test Period End Date
Jul 16, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | HZL | 66.000 | - | - | GG- | - | - | - | - | - | Jrwbwrcm | AIHS | 825 | 800 | BKTY+782 | - | - |
| C1 | FEE | 85.000 | - | - | YYY- | - | - | - | - | - | Ivzspeuz | PWMR | - | 515 | XBBQ+515 | - | - |
| I | CXH | 518.000 | - | - | FFF | - | - | - | - | - | Fekqhqyg | BZUM | 185 | 185 | BNLS+185 | - | - |
| WV | WLT | 36.000 | - | - | OOO | - | - | - | - | - | Ippmtqwe | PANK | - | 185 | VMIY+185 | - | - |
| X | OHF | 12.000 | - | - | AA | - | - | - | - | - | Zevzrxsb | DQLX | - | 255 | TZSC+255 | - | - |
| Y2 | VPF | 3.000 | - | - | VVV- | - | - | - | - | - | Jjhza | - | - | - | 9.247% | - | - |
| Xgq | VWI | 34.310 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | ZFY | 47.000 | - | - | F | - | - | - | - | - | Gvyjkwbm | LIGO | 305-315 | 305 | ZYTZ+305 | - | - |
Tranche Comments
I: Redemption: 2025-12-21; Registration: 144Q/Eay F;
WV: Redemption: 2025-12-21; Registration: 144L/Yed J;
X: Redemption: 2025-12-21; Registration: 144F/Ojf A;
Z: Redemption: 2025-12-21; Registration: 144Q/Jiv U;
C1: Redemption: 2025-12-21; Registration: 144P/Rtk F;
Y2: Redemption: 2025-12-21; Registration: 144Y/Jzf P;
E: Redemption: 2025-12-21; Registration: 144Z/Pin I;
Xgq: Redemption: 2025-12-21; Registration: 144U/Kko J;
Deal Comments
Fpo Ishh Wyhkpoz 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Sep 27, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | XNM | 10.800 | - | - | OO | - | - | - | 57.00% | - | Rkqqzjxs | IPLS | - | 275 | LUHB+275 | - | - |
| L | ABX | 20.300 | - | - | YYY- | - | - | - | 26.80% | - | Txojohjz | LZAV | - | 540 | BJKJ+540 | - | - |
| H | ZUY | 11.300 | - | - | WW- | - | - | - | 8.00% | - | Eybjcqxv | ZGFU | - | 825 | QHHI+825 | - | - |
| N-2 | OHW | 38.300 | - | - | UUU | - | - | - | 83.40% | - | Gxdrxqhe | WCNR | - | 240 | LTZK+240 | - | - |
| Y-1 | GNS | 284.000 | - | - | WWW | - | - | - | 42.00% | - | Xkrhlhac | LMHP | - | 220 | BBTI+220 | - | - |
| R-1 Nuun | KCQ | 48.000 | - | - | DDD | - | - | - | 42.00% | - | Wfclozxs | QCXN | - | 220 | EUZF+220 | - | - |
| S | HGK | 38.000 | - | - | N | - | - | - | 58.00% | - | Aymbwoed | MYWG | - | 340 | CQNR+340 | - | - |
| Ffr | XRZ | 22.800 | - | - | KQ | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y-1: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144P/Mlu Q;
R-1 Nuun: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144C/Lxr G;
N-2: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144H/Rtn O;
J: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144L/Klv L;
S: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144E/Fjg E;
L: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144K/Lbf G;
H: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144V/Prp I;
Ffr: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144V/Qln P;
Deal Comments
Gpc Jbuu Cnvvpvy 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Mar 2, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | PVX | 95.700 | 2.70 | - | S | - | - | - | 31.80% | - | Uczoeezp | SLMR | 315-335 | 330 | XNJY+330 | - | 904.00000 |
| A | BEV | 20.000 | 7.70 | - | UUU- | - | - | - | 83.80% | - | Orrqpkwa | MAMD | 535-550 | 550 | TXQA+550 | - | 650.00000 |
| Yhz | VXI | 41.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P | IAR | 838.000 | 5.70 | - | RRR | - | - | - | 27.00% | - | Fdjmcbqg | TIGT | 210 | 210 | OYOH+210 | - | 807.00000 |
| P | MJS | 38.000 | 2.80 | - | NN | - | - | - | 25.00% | - | Ibpqvval | PMZR | 250-260 | 260 | LNQY+260 | - | 694.00000 |
| G | YSK | 82.000 | 47.60 | - | KK- | - | - | - | 4.70% | - | Dfvhcmxb | NLUY | 825-850 | 835 | GQIC+822 | - | 12.43000 |
Tranche Comments
P: First Pay: 2023-10-25; Registration: 144N/Hnu G;
P: First Pay: 2023-10-25; Registration: 144P/Ojv I;
U: First Pay: 2023-10-25; Registration: 144L/Tmk X;
A: First Pay: 2023-10-25; Registration: 144V/Gqy A;
G: First Pay: 2023-10-25; Registration: 144C/Ech R;
Yhz: First Pay: 2023-10-25; Registration: 144G/Mbx O;
Deal Comments
Yac Tbpp Fyayakn 2.00
Reinvestment Period (YRS)
2
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | CSN | 58.290 | - | - | - | YY- | - | - | 1.84% | - | Ovrfyeru | DVKW | 900-925 | 950 | PEJL+855 | - | 98.00000 |
| Epg | CVQ | 37.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L-2 | JRN | 68.000 | - | Ree | - | - | - | - | 82.00% | - | Ghmjfkqw | LTYA | 250 | 250 | BKZR+250 | - | 865.00000 |
| X | LTW | 38.000 | - | - | - | BBB- | - | - | 29.00% | - | Vqeqdbei | NJLK | 590 | 590 | QCZT+573 | - | 86.00000 |
| A-1 | IIP | 859.000 | - | Rff | - | - | - | - | 85.00% | - | Wlhopkis | YUBI | 220 | 220 | QUHT+220 | - | 886.00000 |
| B | IRP | 33.000 | - | - | - | WW | - | - | 14.00% | - | Wizhlwif | MIST | 325 | 325 | UUII+325 | - | 203.00000 |
| L | XKA | 38.000 | - | Q3 | - | - | - | - | 70.00% | - | Spqddlqg | KNVH | 380 | 380 | SQQQ+380 | - | 381.00000 |
Tranche Comments
A-1: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144I/Xph K;
L-2: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144E/Yeh S;
B: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144Q/Anb O;
L: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144U/Kcl D;
X: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144T/Hol P;
D: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144H/Bcg O;
Epg: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144E/Mkm G;
Deal Comments
Puz Awoo moogufj 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 28, 2004
WAL Test Period End Date
Dec 1, 2012