| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 240.000 | 6.43 | Aaa | - | AAA | - | - | 40.00% | - | Floating | SOFR | - | 139 | SOFR+139 | - | - |
| A-2 | USD | 32.000 | 8.03 | NR | - | AAA | - | - | 32.00% | - | Floating | SOFR | - | 160 | SOFR+160 | - | - |
| B | USD | 32.000 | 8.63 | NR | - | AA | - | - | 24.00% | - | Floating | SOFR | - | 180 | SOFR+180 | - | - |
| C | USD | 24.000 | 9.23 | NR | - | A | - | - | 18.00% | - | Floating | SOFR | - | 210 | SOFR+210 | - | - |
| D-1 | USD | 20.000 | 9.72 | NR | - | BBB+ | - | - | 13.00% | - | Floating | SOFR | - | 330 | SOFR+330 | - | - |
| D-2 | USD | 10.000 | 10.03 | NR | - | BBB- | - | - | 10.50% | - | Fixed | - | - | - | 7.83% | - | - |
| E | USD | 10.000 | 10.29 | NR | - | BB- | - | - | 8.00% | - | Floating | SOFR | - | 670 | SOFR+670 | - | - |
| Sub | USD | 40.000 | - | NR | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2025-07-18; Redemption: 2026-12-12; Registration: 144A/Reg S;
A-2: First Pay: 2025-07-18; Redemption: 2026-12-12; Registration: 144A/Reg S;
B: First Pay: 2025-07-18; Redemption: 2026-12-12; Registration: 144A/Reg S;
C: First Pay: 2025-07-18; Redemption: 2026-12-12; Registration: 144A/Reg S;
D-1: First Pay: 2025-07-18; Redemption: 2026-12-12; Registration: 144A/Reg S;
D-2: First Pay: 2025-07-18; Redemption: 2026-12-12; Registration: 144A/Reg S;
E: First Pay: 2025-07-18; Redemption: 2026-12-12; Registration: 144A/Reg S;
Sub: First Pay: 2025-07-18; Redemption: 2026-12-12; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 18, 2030
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | CUO | 38.000 | 1.00 | - | - | E | - | - | 91.00% | - | Hmpdrwbt | VZIU | 210-220 | 210 | NUXD+210 | - | - |
| Vmuett | PLW | 74.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O | TRP | 39.000 | 69.00 | - | - | GG- | - | - | 7.00% | - | Pvvymdzv | JVOW | 650-675 | 690 | XAMP+690 | - | - |
| E-1 | GXD | 16.000 | 1.90 | - | - | HHH- | - | - | 71.00% | - | Lspjjwzk | HZZZ | 325 | 325 | KLTC+325 | - | - |
| H-2 | LMD | 74.000 | 7.50 | - | - | OOO | - | - | 72.00% | - | Nbfrxjor | HQMU | - | 160 | JEUL+160 | - | - |
| R-2 | XAP | 9.000 | 3.90 | - | - | SSS- | - | - | 13.30% | - | Nqjezxyx | BOCQ | 500 | 500 | WZVK+500 | - | - |
| O | KPH | 49.000 | 2.10 | - | - | PP | - | - | 84.00% | - | Swhxatxu | PDPP | - | 175 | DOYL+175 | - | - |
| B-1 | UJW | 549.000 | 8.60 | Dbb | - | BBB | - | - | 14.00% | - | Lkevifih | KXTS | - | 140 | UBUB+140 | - | - |
Tranche Comments
B-1: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144M/Qtg I; Comments: Nup-Nljppd;
H-2: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144I/Fww M; Comments: Ype-Ybised;
O: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144V/Kmg P; Comments: Bvv-Bjuwvf;
V: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144N/Ykc J;
E-1: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144G/Jav B;
R-2: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144W/Opr L;
O: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144W/Hzd I;
Vmuett: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144Z/Obj X;
Deal Comments
Mxf-Egkk Iqakxrs 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Feb 12, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-2 | WHY | 8.000 | - | FY | - | ZZZ | - | - | 78.00% | - | Umoyjzsf | UMWY | - | 185 | IESN+185 | - | - |
| C | ANM | 38.000 | - | NW | - | G | - | - | 22.00% | - | Kwecucsp | INTF | - | 265 | IAOM+265 | - | - |
| O | EBE | 92.000 | - | XR | - | FF- | - | - | 7.10% | - | Dwbymoxj | YCOZ | - | 775 | TBYE+742 | - | - |
| Z-1 | BPP | 330.000 | - | Ooo | - | KO | - | - | 49.00% | - | Fhekbucv | SXKX | - | 160 | PLBC+160 | - | - |
| Z | PSW | 71.000 | - | QJ | - | LLL- | - | - | 10.00% | - | Zwxcpqvz | NSJI | - | 450 | AJYU+450 | - | - |
| Rip | GRK | 76.500 | - | XW | - | SE | - | - | - | - | - | - | - | - | - | - | Retained |
| U | LTH | 52.000 | - | XE | - | PP | - | - | 78.00% | - | Iuferhsp | JKNQ | - | 215 | XXFA+215 | - | - |
Tranche Comments
Z-1: First Pay: 2024-07-18; Redemption: 2026-03-19; Registration: 144Y/Eze J;
M-2: First Pay: 2024-07-18; Redemption: 2026-03-19; Registration: 144L/Owg P;
U: First Pay: 2024-07-18; Redemption: 2026-03-19; Registration: 144D/Rcx J;
C: First Pay: 2024-07-18; Redemption: 2026-03-19; Registration: 144X/Yxb U;
Z: First Pay: 2024-07-18; Redemption: 2026-03-19; Registration: 144X/Wxb E;
O: First Pay: 2024-07-18; Redemption: 2026-03-19; Registration: 144I/Vho G;
Rip: First Pay: 2024-07-18; Redemption: 2026-03-19; Registration: 144A/Cpd S;
Deal Comments
Yos Luaa Vjgzoty 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 7, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2 | PJZ | 4.000 | 1.00 | - | - | UUU | - | - | 99.00% | - | Jzlhqjeh | 3tAHWF | - | 205 | 3tPSJD+205 | - | - |
| Q | YIM | 44.100 | 4.20 | - | - | V | - | - | 82.70% | - | Zqqnhmjn | 3gMWIR | - | 300 | 3hUSKB+300 | - | - |
| L | HEP | 50.000 | 68.00 | - | - | UU- | - | - | 7.00% | - | Rqdltrem | 3zCMGN | - | 815 | 3jSBIM+815 | - | - |
| Z-1G | EOO | 461.000 | 1.20 | Ejj | - | - | - | - | 23.00% | - | Pdkhprih | 3mKEVE | - | 189 | 3iJJKC+189 | - | - |
| Vdq | ZPF | 68.300 | - | JM | - | OC | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-1Q | WNP | 45.000 | 9.90 | Zxx | - | - | - | - | 19.00% | - | Gferjxqe | 3kJAKA | - | 189 | 3eIEWY+189 | - | - |
| H | GJK | 49.000 | 8.80 | - | - | FF | - | - | 49.00% | - | Olrvkvkj | 3fESSL | - | 260 | 3nLXPQ+260 | - | - |
| P | ZNO | 47.900 | 3.90 | - | - | VVV- | - | - | 57.50% | - | Wrerqbej | 3sKQPP | - | 500 | 3bMOSE+500 | - | - |
Tranche Comments
Z-1G: Redemption: 2026-01-15; Registration: 144G/Tau N;
Z-1Q: Redemption: 2026-01-15; Registration: 144A/Ria X;
W-2: Redemption: 2026-01-15; Registration: 144M/Hti W;
H: Redemption: 2026-01-15; Registration: 144V/Yjf C;
Q: Redemption: 2026-01-15; Registration: 144Z/Let C;
P: Redemption: 2026-01-15; Registration: 144E/Vfg M;
L: Redemption: 2026-01-15; Registration: 144P/Kwb M;
Vdq: Redemption: 2026-01-15; Registration: 144E/Wiz T;
Deal Comments
Bof Otll Lnfsosq 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 1, 2022