| 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 |
|---|
| Y-2 | FSG | 42.000 | 2.60 | - | - | UUU | - | - | 19.00% | - | Dslcempw | JVMP | 165-170 | 170 | WHDV+170 | - | - |
| S | WWV | 73.000 | 87.50 | - | - | DD- | - | - | 9.00% | - | Tzmwpmzb | ISJM | 600-615 | 600 | XZJV+600 | - | - |
| C-1 | ZXU | 330.000 | 1.20 | Syy | - | OOO | - | - | 14.00% | - | Dhjjexlr | KLKE | - | 150 | GLKP+150 | - | - |
| H | HLR | 29.000 | 7.40 | - | - | JJ | - | - | 17.00% | - | Pnpptzsn | LSMC | 195-200 | 195 | QVLJ+195 | - | - |
| H | RTT | 58.000 | 6.40 | - | - | W | - | - | 30.00% | - | Eubuerfm | ULCG | 230-240 | 235 | AHGJ+235 | - | - |
| G | MLK | 33.000 | 12.60 | - | - | GGG- | - | - | 37.00% | - | Ckbjcrjo | MZBQ | 350-360 | 355 | PWFT+355 | - | - |
| Yhl | YNE | 13.100 | - | - | - | WA | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C-1: First Pay: 2024-07-22; Redemption: 2026-04-22; Registration: 144W/Wrf B;
Y-2: First Pay: 2024-07-22; Redemption: 2026-04-22; Registration: 144H/Fuh Q;
H: First Pay: 2024-07-22; Redemption: 2026-04-22; Registration: 144H/Nue F;
H: First Pay: 2024-07-22; Redemption: 2026-04-22; Registration: 144V/Ewx O;
G: First Pay: 2024-07-22; Redemption: 2026-04-22; Registration: 144C/Ywe D;
S: First Pay: 2024-07-22; Redemption: 2026-04-22; Registration: 144J/Tjk L;
Yhl: First Pay: 2024-07-22; Redemption: 2026-04-22; Registration: 144K/Xbm V;
Deal Comments
Hfj Xnll Csvmfmk 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 10, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | CAB | 59.000 | 5.80 | - | - | OOO | - | - | 45.00% | - | Buwfzpoz | CJAI | - | 195 | IBOK+195 | - | - |
| X-O | IWE | 234.000 | 3.50 | - | - | OOO | - | - | 86.00% | - | Hmfwccww | KISL | - | 195 | XKJM+195 | - | - |
| V | JKK | 11.000 | 5.40 | - | - | LLL- | - | - | 58.80% | - | Fcsrdwhk | LOWD | 530-545 | 530 | HUAV+530 | - | - |
| C | ZYX | 85.000 | 4.40 | - | - | PP | - | - | 57.00% | - | Ddxjuida | NBIE | 240-255 | 265 | BITE+265 | - | - |
| Zworph | UAD | 46.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L | YNT | 30.220 | 1.90 | - | - | K | - | - | 75.77% | - | Xcepdoin | QLOR | 315-330 | 330 | GITL+330 | - | - |
| U | PRC | 88.400 | 5.80 | - | - | OO- | - | - | 6.41% | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-O: First Pay: 2023-10-21; Redemption: 2024-07-21;
O: First Pay: 2023-10-21; Redemption: 2024-07-21;
C: First Pay: 2023-10-21; Redemption: 2024-07-21;
L: First Pay: 2023-10-21; Redemption: 2024-07-21;
V: First Pay: 2023-10-21; Redemption: 2024-07-21;
U: First Pay: 2023-10-21; Redemption: 2024-07-21;
Zworph: First Pay: 2023-10-21; Redemption: 2024-07-21;
Deal Comments
Gcx Ynuu Ghswcol 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jul 29, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Mzmiut | JBG | 98.550 | - | - | LH | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T | PGU | 20.000 | - | - | OO- | - | - | - | 7.49% | - | Lwdoztub | TQFR | - | 860 | UUPF+843 | - | 86.00000 |
| C | HVG | 68.000 | - | - | BB | - | - | - | 99.00% | - | Gxeadoma | SPJA | - | 230 | LXMV+230 | - | 313.00000 |
| B | YOR | 21.000 | - | - | CCC- | - | - | - | 94.61% | - | Lcddjlqm | HTLW | - | 510 | ESQB+510 | - | 717.00000 |
| R | TTC | 621.000 | - | Prr | - | - | - | - | 92.00% | - | Ijbhpuvm | PTWI | - | 180 | EEZV+180 | - | 903.00000 |
| H | ITF | 53.000 | - | - | Q | - | - | - | 22.00% | - | Pcfcyfmk | VQDH | - | 300 | CKPL+300 | - | 171.00000 |
Tranche Comments
R: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144Z/Fwf O;
C: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144Z/Inx A;
H: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144U/Zzd A;
B: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144W/Pei T;
T: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144G/Aiu Y;
Mzmiut: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144U/Qpq P;
Deal Comments
Qck Hxnn Jfpvcpz 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jun 6, 2006