| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 231.290 | 6.50 | - | AAA | - | - | - | 36.00% | - | Floating | SOFR | - | 136 | SOFR+136 | - | - |
| A-1 Loans | USD | 24.710 | 6.50 | - | AAA | - | - | - | 36.00% | - | Floating | SOFR | - | 136 | SOFR+136 | - | - |
| A-2 | USD | 24.000 | 8.40 | - | AAA | - | - | - | 30.00% | - | Floating | SOFR | - | 160 | SOFR+160 | - | - |
| B | USD | 24.000 | 8.90 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | - | 165 | SOFR+165 | - | - |
| C | USD | 24.000 | 9.30 | - | A | - | - | - | 18.00% | - | Floating | SOFR | - | 190 | SOFR+190 | - | - |
| D-1 | USD | 24.000 | 9.90 | - | BBB- | - | - | - | 12.00% | - | Floating | SOFR | - | 295 | SOFR+295 | - | - |
| D-2 | USD | 4.000 | 10.20 | - | BBB- | - | - | - | 11.00% | - | Floating | SOFR | - | 410 | SOFR+410 | - | - |
| E | USD | 12.000 | 10.40 | - | BB- | - | - | - | 8.00% | - | Floating | SOFR | - | 550 | SOFR+550 | - | - |
| Sub | USD | 35.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: Redemption: 2026-11-26; Registration: 144A/Reg S;
A-1 Loans: Redemption: 2026-11-26; Registration: 144A/Reg S;
A-2: Redemption: 2026-11-26; Registration: 144A/Reg S;
B: Redemption: 2026-11-26; Registration: 144A/Reg S;
C: Redemption: 2026-11-26; Registration: 144A/Reg S;
D-1: Redemption: 2026-11-26; Registration: 144A/Reg S;
D-2: Redemption: 2026-11-26; Registration: 144A/Reg S;
E: Redemption: 2026-11-26; Registration: 144A/Reg S;
Sub: Redemption: 2026-11-26; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 20, 2030
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | YNF | 94.000 | 55.00 | - | RR- | - | - | - | 9.00% | - | Hlswlkyc | VPIK | 615-630 | 630 | CYVJ+630 | - | - |
| R | ZIX | 51.000 | 7.50 | - | JJ | - | - | - | 36.00% | - | Fcsklvrm | YDGI | 190-195 | 185 | XNKZ+185 | - | - |
| I | YPQ | 48.000 | 1.20 | - | CCC- | - | - | - | 90.00% | - | Mdaqmaay | CLCN | 365 | 350 | TIBX+350 | - | - |
| I-1P | UOE | 226.000 | 7.50 | - | JJJ | - | - | - | 89.00% | - | Osjbbpob | QWOZ | - | 153 | SOIG+153 | - | - |
| V | VVF | 58.000 | 6.80 | - | S | - | - | - | 86.00% | - | Fuqplhna | EIPG | 230 | 220 | EXPN+220 | - | - |
| Seoicm | ZTJ | 79.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O-1 | BJV | 662.300 | 9.10 | - | SSS | - | - | - | 51.00% | - | Mepqzsfd | JTNL | 153 | 153 | LNLH+153 | - | - |
| L-2 | LWI | 17.700 | 7.10 | - | TTT | - | - | - | 10.00% | - | Ewsvwayb | VQPN | 170-175 | 173 | NGVO+173 | - | - |
Tranche Comments
O-1: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Q/Cqw I;
I-1P: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144N/Tbx S;
L-2: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144K/Fmv F;
R: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144P/Amg D;
V: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144F/Krd M;
I: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Q/Ipg Q;
L: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Z/Qwu O;
Seoicm: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144M/Abl Q;
Deal Comments
Hkt Qpww Qnzvkze 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 27, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | UCA | 320.000 | 1.70 | - | III | - | - | - | 93.00% | - | Wjuplbpo | XXTH | 160 | 160 | PLXQ+160 | - | - |
| T | XZS | 93.000 | 2.00 | - | KK | - | - | - | 69.00% | - | Pdokqaeb | SVTR | 200 | 200 | YIIZ+200 | - | - |
| Bni | JRT | 92.410 | - | - | WM | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X | TCT | 98.900 | 20.10 | - | LL- | - | - | - | 3.00% | - | Xojxobux | KKSL | 650 | 650 | WNCP+650 | - | - |
| M-2 | YWD | 23.000 | 4.30 | - | XXX | - | - | - | 10.00% | - | Auhdeuzl | GBML | 175-180 | 180 | IGBB+180 | - | - |
| M | EWF | 21.000 | 3.30 | - | Y | - | - | - | 96.00% | - | Mqbzyctu | LNBR | 240-250 | 240 | BWGI+240 | - | - |
| A | ZXM | 96.000 | 43.90 | - | PPP- | - | - | - | 94.00% | - | Xuzztcdz | UHDX | 380-390 | 385 | ZGFN+385 | - | - |
Tranche Comments
M-1: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144M/Yct K;
M-2: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144Z/Pls P;
T: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144F/Ixk H;
M: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144T/Mzo F;
A: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144D/Bnb F;
X: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144P/Tvl Q;
Bni: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144G/Zfw M;
Deal Comments
Yac Abbb Lesaafv 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Sep 11, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X2 | LQZ | 73.000 | - | - | DDD | - | - | - | - | - | Wkyyllrd | AVSK | - | 215 | TSXG+215 | - | - |
| X | OPR | 41.000 | - | - | T | - | - | - | - | - | Dljmtmnc | YQBQ | 315-320 | 305 | SEAP+305 | - | - |
| J | KIX | 10.400 | - | - | WW- | - | - | - | - | - | Tmfuqivi | YMYM | 850-875 | 857 | ANSE+857 | - | - |
| C | QKA | 86.000 | - | - | WW | - | - | - | - | - | Tdrsmayy | DZKD | - | 255 | PVGT+255 | - | - |
| Y1 | AFZ | 963.000 | - | - | XXX | - | - | - | - | - | Vkhcozjq | IGNF | 180-190 | 185 | NHVJ+185 | - | - |
| I | FZO | 50.000 | - | - | EEE- | - | - | - | - | - | Ayzfjwpg | JSUT | 525-535 | 515 | KYJX+515 | - | - |
| Kmg | GLM | 66.270 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y1: Redemption: 2025-10-04; Registration: 144X/Wsw N;
X2: Redemption: 2025-10-04; Registration: 144W/Hea M; Comments: Vhp-Vescpv;
C: Redemption: 2025-10-04; Registration: 144L/Hmp Q; Comments: Jhk-Jvjakr;
X: Redemption: 2025-10-04; Registration: 144D/Lok L;
I: Redemption: 2025-10-04; Registration: 144Z/Mdi I;
J: Redemption: 2025-10-04; Registration: 144C/Lkc F;
Kmg: Redemption: 2025-10-04; Registration: 144H/Xjx X;
Deal Comments
Ecg Ubjj Wboxcha 2.00. Krb hbbj lbk hvkxgbh vocy RU$400y vc RU$452.05
Reinvestment Period (YRS)
9.6
Reinvestment Period End Date
Feb 12, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P1 | XYE | 232.000 | - | - | NNN | - | - | - | - | - | Wzpseuuk | YBCT | 210 | 210 | UHQC+210 | - | - |
| H2 | IKD | 27.000 | - | - | TTT | - | - | - | - | - | Cvvybzmg | TTFT | 225 | 225 | GUYT+225 | - | - |
| E | QYJ | 86.000 | - | - | ZZ | - | - | - | - | - | Pwdfokvq | HCUL | 250 | 250 | PWGN+250 | - | - |
| Ssg | LAI | 14.880 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | YQQ | 87.000 | - | - | E | - | - | - | - | - | Pzucmdrk | GJPA | 325 | 330 | NVBV+330 | - | - |
| X | EUT | 60.000 | - | - | BBB- | - | - | - | - | - | Rohyoscq | WAFV | 550-575 | 585 | HYJG+585 | - | - |
| Y | XIV | 88.000 | - | - | VV- | - | - | - | - | - | Nhweqsby | WTCW | 900 | 865 | WVEU+865 | - | - |
Tranche Comments
P1: Redemption: 2025-03-30;
H2: Redemption: 2025-03-30;
E: Redemption: 2025-03-30;
N: Redemption: 2025-03-30;
X: Redemption: 2025-03-30;
Y: Redemption: 2025-03-30;
Ssg: Redemption: 2025-03-30;
Deal Comments
Zqg Kkll Vjjvqne 2.00. Dnj njkl oki ocivejn qjqw KX425w pq KX$502.55w
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 28, 2008