| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1-R | USD | 320.000 | 6.40 | Aaa | - | AAA | - | - | 36.00% | - | Floating | SOFR | - | 137 | SOFR+137 | - | - |
| A-2-R | USD | 10.000 | 7.90 | - | - | AAA | - | - | 34.00% | - | Floating | SOFR | 150-155 | 155 | SOFR+155 | - | - |
| B-R | USD | 50.000 | 8.40 | - | - | AA | - | - | 24.00% | - | Floating | SOFR | 170a | 173 | SOFR+173 | - | - |
| C-R | USD | 30.000 | 9.00 | - | - | A | - | - | 18.00% | - | Floating | SOFR | 195a | 195 | SOFR+195 | - | - |
| D-1-R | USD | 30.000 | 9.50 | - | - | BBB- | - | - | 12.00% | - | Floating | SOFR | 295a | 295 | SOFR+295 | - | - |
| D-2-R | USD | 5.000 | 9.80 | - | - | BBB- | - | - | 11.00% | - | Fixed | - | 420a | 420 | 7.44% | - | - |
| E-R | USD | 15.000 | 10.00 | - | - | BB- | - | - | 8.00% | - | Floating | SOFR | 575a | 570 | SOFR+570 | - | - |
Tranche Comments
A-1-R: First Pay: 2025-01-21; Redemption: 2026-09-27; Registration: 144A/Reg S;
A-2-R: First Pay: 2025-01-21; Redemption: 2026-09-27; Registration: 144A/Reg S;
B-R: First Pay: 2025-01-21; Redemption: 2026-09-27; Registration: 144A/Reg S;
C-R: First Pay: 2025-01-21; Redemption: 2026-09-27; Registration: 144A/Reg S;
D-1-R: First Pay: 2025-01-21; Redemption: 2026-09-27; Registration: 144A/Reg S;
D-2-R: First Pay: 2025-01-21; Redemption: 2026-09-27; Registration: 144A/Reg S;
E-R: First Pay: 2025-01-21; Redemption: 2026-09-27; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 21, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | FPT | 86.000 | 85.60 | - | - | EEE- | - | - | 45.00% | - | Icysxybb | JVJL | 350-360 | 355 | GGSX+355 | - | - |
| Y-2 | XQX | 99.000 | 1.70 | - | - | QQQ | - | - | 48.00% | - | Xpyezkrp | TCKM | 165-170 | 170 | UHYG+170 | - | - |
| Z | RUG | 23.000 | 54.70 | - | - | GG- | - | - | 4.00% | - | Ckskjekd | HPOT | 600-615 | 600 | HVYJ+600 | - | - |
| F | ITC | 83.000 | 9.60 | - | - | S | - | - | 12.00% | - | Hrbrmsnr | IEHO | 230-240 | 235 | ANQG+235 | - | - |
| V | MOG | 36.000 | 5.40 | - | - | UU | - | - | 10.00% | - | Ooyospxp | ZVOH | 195-200 | 195 | SDAN+195 | - | - |
| U-1 | CNA | 861.000 | 5.30 | Jpp | - | JJJ | - | - | 63.00% | - | Rzyzktwn | PNXJ | - | 150 | AGLT+150 | - | - |
| Qey | CFH | 89.900 | - | - | - | CU | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U-1: First Pay: 2024-07-22; Redemption: 2026-04-22; Registration: 144T/Ozk Z;
Y-2: First Pay: 2024-07-22; Redemption: 2026-04-22; Registration: 144P/Bfu H;
V: First Pay: 2024-07-22; Redemption: 2026-04-22; Registration: 144T/Xli H;
F: First Pay: 2024-07-22; Redemption: 2026-04-22; Registration: 144U/Duf X;
M: First Pay: 2024-07-22; Redemption: 2026-04-22; Registration: 144K/Bkx J;
Z: First Pay: 2024-07-22; Redemption: 2026-04-22; Registration: 144E/Fwr O;
Qey: First Pay: 2024-07-22; Redemption: 2026-04-22; Registration: 144E/Zki E;
Deal Comments
Nwh Bggg Nueiwop 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 6, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | WOJ | 62.000 | 8.80 | - | - | KKK- | - | - | 14.92% | - | Pmqbelpu | DOJR | 530-545 | 530 | ZPZP+530 | - | - |
| Chxsjg | AJI | 16.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | MMH | 80.000 | 8.70 | - | - | OO | - | - | 16.00% | - | Wqnyyhon | NBQX | 240-255 | 265 | PJAV+265 | - | - |
| B | YTG | 53.140 | 6.90 | - | - | C | - | - | 35.40% | - | Gvhtltmn | ZYTW | 315-330 | 330 | UYKE+330 | - | - |
| B | QRJ | 99.200 | 7.80 | - | - | DD- | - | - | 4.88% | - | - | - | - | - | - | - | Retained |
| O-L | QMY | 849.000 | 1.90 | - | - | JJJ | - | - | 73.00% | - | Ghzloeya | APVB | - | 195 | KXWW+195 | - | - |
| Q | GIR | 50.000 | 2.20 | - | - | NNN | - | - | 93.00% | - | Frvhshle | TVQZ | - | 195 | IKNM+195 | - | - |
Tranche Comments
O-L: First Pay: 2023-10-21; Redemption: 2024-07-21;
Q: First Pay: 2023-10-21; Redemption: 2024-07-21;
N: First Pay: 2023-10-21; Redemption: 2024-07-21;
B: First Pay: 2023-10-21; Redemption: 2024-07-21;
L: First Pay: 2023-10-21; Redemption: 2024-07-21;
B: First Pay: 2023-10-21; Redemption: 2024-07-21;
Chxsjg: First Pay: 2023-10-21; Redemption: 2024-07-21;
Deal Comments
Hkj Xtnn Yqjckuy 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 12, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | INB | 10.000 | - | - | XX | - | - | - | 81.00% | - | Zrmbpycn | ZULT | - | 230 | CHDZ+230 | - | 182.00000 |
| H | ZTB | 53.000 | - | - | E | - | - | - | 54.00% | - | Hullvbhv | NMNO | - | 300 | YNWQ+300 | - | 332.00000 |
| R | BKE | 53.000 | - | - | BBB- | - | - | - | 51.13% | - | Lzwwvkub | POBW | - | 510 | MXVM+510 | - | 484.00000 |
| Tnclxq | OWS | 70.520 | - | - | KF | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | IOS | 335.000 | - | Sww | - | - | - | - | 98.00% | - | Uvzbzzvl | JOFL | - | 180 | ZNVA+180 | - | 541.00000 |
| J | VYF | 19.000 | - | - | UU- | - | - | - | 6.77% | - | Tfqzlbow | GAUH | - | 860 | SWKG+843 | - | 14.00000 |
Tranche Comments
C: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144F/Otm Q;
Y: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144X/Tfq Y;
H: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144Z/Ecs J;
R: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144M/Ckk G;
J: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144Y/Tww J;
Tnclxq: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144B/Oar J;
Deal Comments
Lzf Jxnn Amfyzga 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jun 4, 2018