Mercedes_Benz_Compartment_20

Cashflow Analysis Report | Pool: 744,699,978 EUR
Cutoff 2025-08-31Closing 2025-10-30Tranches 2Periods 38Currency EURGenerated 2026-03-25 11:03 UTC

1Deal Summary

Currency
EUR
Cutoff Date
2025-08-31
Closing Date
2025-10-30
First Payment
2025-11-17
Stated Maturity
2033-06-15
Original Pool Balance
744,699,978
Tranches
2
Simulation Periods
38

2Assumptions & Rates

CDR
1.00%
Constant Default Rate
CPR
5.00%
Constant Prepayment Rate
Recovery Rate
50.00%
Recovery Lag
6
months
EURIBOR1M
3.50%
flat curve

3Waterfall Structure

Pre-Enforcement Waterfall

This waterfall applies during normal (amortizing) operation. 16 steps in priority order.
  1. 1not modeledAny due and payable taxes owed by the Issuer
  2. 2FeeTrustee fees (acct: cashAcc; fees: trustee)
  3. 3FeeAdmin + Servicing fees (pro rata pari passu) (acct: cashAcc; fees: admin, servicing)
  4. 4settle_swapNet Swap Payments (if counterparty not defaulting) (acct: cashAcc)
  5. 5accrue_and_pay_intClass A Interest Amount (acct: cashAcc; bonds: ClassA)
  6. 6TransferGeneral Reserve Required Amount to General Reserve Ledger
  7. 7aTransferRelease reserve excess when target drops to 0 (pool empty)
  8. 7bpay_prinClass A Principal Redemption Amount until reduced to zero (acct: principalAcc; bonds: ClassA)
  9. 8accrue_and_pay_intClass B Interest Amount (acct: cashAcc; bonds: ClassB)
  10. 9pay_prinClass B Principal Redemption Amount until reduced to zero (acct: principalAcc; bonds: ClassB)
  11. 10not modeledAny due and payable interest amount on the Subordinated Loan
  12. 11not modeledSubordinated Loan Redemption Amount until reduced to zero
  13. 12not modeledAny indemnity payments to any party under the Transaction 20 Documents
  14. 13not modeledAny payments due under the Swap Agreement other than those made under step 4
  15. 14aSweepFinal Success Fee to the Seller - excess interest spread swept to originator (acct: cashAcc)
  16. 14bSweepFinal Success Fee to the Seller - excess principal (post-cleanup recoveries) swept to originator (acct: principalAcc)

Post-Enforcement Waterfall

This waterfall applies after an enforcement event. Priority may differ from the pre-enforcement waterfall.
  1. 1not modeledAny due and payable taxes owed by the Issuer
  2. 2FeeTrustee fees (acct: cashAcc; fees: trustee)
  3. 3FeeAdmin + Servicing fees (acct: cashAcc; fees: admin, servicing)
  4. 4settle_swapNet Swap Payments (if counterparty not defaulting) (acct: cashAcc)
  5. 5accrue_and_pay_intClass A Interest Amount (acct: cashAcc; bonds: ClassA)
  6. 6aTransferRelease reserve excess when target drops to 0 (pool empty)
  7. 6bpay_prinClass A Principal Redemption Amount until reduced to zero (acct: principalAcc; bonds: ClassA)
  8. 7accrue_and_pay_intClass B Interest Amount (acct: cashAcc; bonds: ClassB)
  9. 8pay_prinClass B Principal Redemption Amount until reduced to zero (acct: principalAcc; bonds: ClassB)
  10. 9not modeledAny due and payable interest amount on the Subordinated Loan
  11. 10not modeledSubordinated Loan Redemption Amount until reduced to zero
  12. 11not modeledAny indemnity payments to any party under the Transaction 20 Documents
  13. 12not modeledAny due and payable Net Swap Payments other than those made under step 4
  14. 13aSweepFinal Success Fee to the Seller - excess interest spread swept to originator (acct: cashAcc)
  15. 13bSweepFinal Success Fee to the Seller - excess principal swept to originator (acct: principalAcc)

Collection Rules

InterestcashAcc
PrincipalprincipalAcc
PrepaymentprincipalAcc
RecoveriesprincipalAcc

Triggers

DefaultClass A Interest Payment Default
Eval AfterDistribution
Effect new_status: Accelerated
Curable No

Status Timeline

Amortizing
No enforcement event. Deal remained in normal amortization throughout.

4Capital Structure

TrancheBalanceWALYTMDurationTotal InterestTotal PrincipalLoss
ClassA700,000,0001.63y4.19%1.50y46,813,697.68700,000,000.000.00
ClassB44,700,0002.58y1.04%2.52y1,190,758.3344,700,000.000.00

5Pool Performance

Final Factor
0.00%
Total Defaults
1.77%
Total Losses
0.88%
Total Prepayments
8.61%
Total Recoveries
0.88%
WAM
22.1
WAC
5.45%
Periods
38
Pool Balance Amortization (Factor) -0.05 0.18 0.40 0.63 0.85 1.08 Factor
CDR / CPR Curves -0.2% 0.9% 2.0% 3.2% 4.3% 5.4% Rate
CDR (annualized)CPR (annualized)
Cumulative Default & Loss Curves -0.0% 0.4% 0.8% 1.2% 1.5% 1.9% % of Original
Cumulative DefaultsCumulative Net Loss

6Bond Cashflows

ClassA
PeriodDateBeg. BalanceInterestPrincipalEnd. Balance
12025-11-17700,000,000.001,375,500.0012,344,023.65687,655,976.35
22025-12-15687,655,976.352,101,935.1012,480,131.01675,175,845.34
32026-01-15675,175,845.342,284,907.5912,627,807.84662,548,037.50
42026-02-15662,548,037.502,242,172.9812,788,176.45649,759,861.05
52026-03-15649,759,861.051,986,099.3112,962,510.58636,797,350.47
62026-04-15636,797,350.472,155,028.3713,152,261.67623,645,088.80
72026-05-15623,645,088.802,042,437.6713,670,813.75609,974,275.04
82026-06-15609,974,275.042,064,254.6113,891,202.62596,083,072.42
92026-07-15596,083,072.421,952,172.0614,132,733.47581,950,338.95
102026-08-15581,950,338.951,969,416.9414,397,964.67567,552,374.29
112026-09-15567,552,374.291,920,691.8314,689,885.38552,862,488.90
122026-10-15552,862,488.901,810,624.6515,012,009.82537,850,479.08
132026-11-15537,850,479.081,820,175.6615,368,497.24522,481,981.84
142026-12-15522,481,981.841,711,128.4915,764,306.39506,717,675.44
152027-01-15506,717,675.441,714,817.0716,205,396.49490,512,278.95
162027-02-15490,512,278.951,659,975.3016,698,991.87473,813,287.09
172027-03-15473,813,287.091,448,289.2817,253,935.14456,559,351.94
182027-04-15456,559,351.941,545,072.9417,881,165.48438,678,186.47
192027-05-15438,678,186.471,436,671.0618,594,376.72420,083,809.74
202027-06-15420,083,809.741,421,633.6319,410,939.65400,672,870.09
212027-07-15400,672,870.091,312,203.6520,353,220.59380,319,649.50
222027-08-15380,319,649.501,287,065.0821,450,510.27358,869,139.23
232027-09-15358,869,139.231,214,472.9822,741,919.68336,127,219.55
242027-10-15336,127,219.551,100,816.6424,280,859.32311,846,360.23
252027-11-15311,846,360.231,055,340.0626,142,212.21285,704,148.02
262027-12-15285,704,148.02935,681.0828,434,299.28257,269,848.74
272028-01-15257,269,848.74870,644.0531,319,836.77225,950,011.97
282028-02-15225,950,011.97764,652.5035,054,890.75190,895,121.22
292028-03-15190,895,121.22604,342.1440,066,852.90150,828,268.32
302028-04-15150,828,268.32510,428.0047,126,134.47103,702,133.85
312028-05-15103,702,133.85339,624.4957,775,768.0345,926,365.82
322028-06-1545,926,365.82155,422.4845,926,365.820.00
332028-07-150.000.000.000.00
342028-08-150.000.000.000.00
352028-09-150.000.000.000.00
362028-10-150.000.000.000.00
372028-11-150.000.000.000.00
382028-12-150.000.000.000.00
ClassB
PeriodDateBeg. BalanceInterestPrincipalEnd. Balance
12025-11-1744,700,000.0022,350.000.0044,700,000.00
22025-12-1544,700,000.0034,766.670.0044,700,000.00
32026-01-1544,700,000.0038,491.670.0044,700,000.00
42026-02-1544,700,000.0038,491.670.0044,700,000.00
52026-03-1544,700,000.0034,766.670.0044,700,000.00
62026-04-1544,700,000.0038,491.670.0044,700,000.00
72026-05-1544,700,000.0037,250.000.0044,700,000.00
82026-06-1544,700,000.0038,491.670.0044,700,000.00
92026-07-1544,700,000.0037,250.000.0044,700,000.00
102026-08-1544,700,000.0038,491.670.0044,700,000.00
112026-09-1544,700,000.0038,491.670.0044,700,000.00
122026-10-1544,700,000.0037,250.000.0044,700,000.00
132026-11-1544,700,000.0038,491.670.0044,700,000.00
142026-12-1544,700,000.0037,250.000.0044,700,000.00
152027-01-1544,700,000.0038,491.670.0044,700,000.00
162027-02-1544,700,000.0038,491.670.0044,700,000.00
172027-03-1544,700,000.0034,766.670.0044,700,000.00
182027-04-1544,700,000.0038,491.670.0044,700,000.00
192027-05-1544,700,000.0037,250.000.0044,700,000.00
202027-06-1544,700,000.0038,491.670.0044,700,000.00
212027-07-1544,700,000.0037,250.000.0044,700,000.00
222027-08-1544,700,000.0038,491.670.0044,700,000.00
232027-09-1544,700,000.0038,491.670.0044,700,000.00
242027-10-1544,700,000.0037,250.000.0044,700,000.00
252027-11-1544,700,000.0038,491.670.0044,700,000.00
262027-12-1544,700,000.0037,250.000.0044,700,000.00
272028-01-1544,700,000.0038,491.670.0044,700,000.00
282028-02-1544,700,000.0038,491.670.0044,700,000.00
292028-03-1544,700,000.0036,008.330.0044,700,000.00
302028-04-1544,700,000.0038,491.670.0044,700,000.00
312028-05-1544,700,000.0037,250.000.0044,700,000.00
322028-06-1544,700,000.0038,491.6744,622,770.8577,229.15
332028-07-1577,229.150.0077,229.150.00
342028-08-150.000.000.000.00
352028-09-150.000.000.000.00
362028-10-150.000.000.000.00
372028-11-150.000.000.000.00
382028-12-150.000.000.000.00

7Waterfall Summary

Fee Payments

FeeTotal AccruedTotal PaidFinal Shortfall
trustee38,000.0032,000.006,000.00
admin95,000.0080,000.0015,000.00
servicing9,351,623.849,351,623.840.00

Account Balances

Account Balances Over Time -350K 1.3M 2.9M 4.5M 6.1M 7.7M Balance
cashAccprincipalAccreserveAcc

8Trigger Status

No trigger/inspection data available.

9Validation Results

PASS8 passed, 0 warnings, 0 failures
PASSnon_negative_balances -- All balances non-negative throughout projection
PASSbond_monotonic_balance -- All bond balances decrease monotonically
PASSbond_principal_bounds -- Total bond principal (744,700,000.00) within pool balance
PASSaccount_balances -- All account balances non-negative
PASSpool_factor -- Pool fully amortized: final factor=0.0000
PASScash_conservation -- Lifetime cash conservation holds (imbalance: 0.00, 0.00%)
PASSresult_completeness -- Result contains 2 bond cashflow(s)
PASScliff_risk -- No cliff risk detected

10Pool Cashflows

Period-by-period pool cashflows
PeriodDateBeg. BalanceInterestPrincipalPrepaymentDefaultRecoveryEnd. Balance
12025-11-17744,699,978.003,379,347.589,209,581.853,134,441.80623,445.960.00731,732,508.39
22025-12-15731,732,508.393,320,502.969,401,773.053,078,357.96612,589.890.00718,639,787.49
32026-01-15718,639,787.493,261,089.979,606,119.363,021,688.48601,628.960.00705,410,350.69
42026-02-15705,410,350.693,201,056.589,823,796.962,964,379.49590,553.570.00692,031,620.67
52026-03-15692,031,620.673,140,345.7110,056,138.882,906,371.70579,353.200.00678,489,756.88
62026-04-15678,489,756.883,078,894.5710,304,662.012,847,599.66568,016.260.00664,769,478.95
72026-05-15664,769,478.953,016,633.8110,571,099.922,787,990.85556,529.96311,722.98650,853,858.22
82026-06-15650,853,858.222,953,486.6110,857,443.042,727,464.64544,880.11306,294.94636,724,070.42
92026-07-15636,724,070.422,889,367.5511,165,987.992,665,931.00533,050.98300,814.48622,359,100.46
102026-08-15622,359,100.462,824,181.2611,499,398.862,603,289.02521,024.95295,276.79607,735,387.63
112026-09-15607,735,387.632,757,820.8311,860,783.762,539,425.02508,782.31289,676.60592,826,396.54
122026-10-15592,826,396.542,690,165.8512,253,791.342,474,210.35496,300.84284,008.13577,602,094.01
132026-11-15577,602,094.012,621,080.0312,682,733.632,407,498.64483,555.40278,264.98562,028,306.35
142026-12-15562,028,306.352,550,408.2913,152,744.002,339,122.34470,517.37272,440.06546,065,922.65
152027-01-15546,065,922.652,477,973.1613,669,982.512,268,888.49457,154.03266,525.49529,669,897.62
162027-02-15529,669,897.622,403,570.2214,241,906.062,196,573.33443,427.65260,512.47512,787,990.58
172027-03-15512,787,990.582,326,962.4114,877,628.652,121,915.34429,294.50254,391.15495,359,152.09
182027-04-15495,359,152.092,247,872.7015,588,408.742,044,606.32414,703.47248,150.42477,311,433.57
192027-05-15477,311,433.572,165,974.6016,388,319.411,964,279.62399,594.33241,777.70458,559,240.22
202027-06-15458,559,240.222,080,879.6917,295,186.551,880,494.42383,895.41235,258.69438,999,663.84
212027-07-15438,999,663.841,992,120.9818,331,929.181,792,714.40367,520.58228,577.01418,507,499.68
222027-08-15418,507,499.681,899,130.3219,528,518.331,700,278.12350,365.00221,713.82396,928,338.23
232027-09-15396,928,338.231,801,207.0120,924,915.341,602,357.10332,299.42214,647.25374,068,766.38
242027-10-15374,068,766.381,697,473.3722,575,612.971,497,894.61313,161.90207,351.73349,682,096.89
252027-11-15349,682,096.891,586,809.9724,556,901.101,385,513.95292,745.93199,797.16323,446,935.91
262027-12-15323,446,935.911,467,758.3626,978,976.191,263,375.38270,782.45191,947.71294,933,801.89
272028-01-15294,933,801.891,338,369.6330,007,132.951,128,943.54246,911.90183,760.29263,550,813.50
282028-02-15263,550,813.501,195,957.8833,901,120.19978,588.05220,638.77175,182.50228,450,466.48
292028-03-15228,450,466.481,036,677.2639,093,852.63806,850.56191,253.56166,149.71188,358,509.73
302028-04-15188,358,509.73854,745.3946,364,576.73604,976.79157,689.48156,580.95141,231,266.73
312028-05-15141,231,266.73640,888.3557,271,785.42357,609.64118,235.62146,372.9783,483,636.05
322028-06-1583,483,636.05378,837.4383,379,785.8933,959.5469,890.61135,391.230.00
332028-07-150.000.000.000.000.00123,455.950.00
342028-08-150.000.000.000.000.00110,319.390.00
352028-09-150.000.000.000.000.0095,626.780.00
362028-10-150.000.000.000.000.0078,844.740.00
372028-11-150.000.000.000.000.0059,117.810.00
382028-12-150.000.000.000.000.0034,945.300.00

11Account Flows

cashAcc
PeriodDateBeg. BalanceDepositsWithdrawalsEnd. Balance
12025-11-170.003,921,182.583,921,182.580.00
22025-12-150.004,148,494.244,148,494.240.00
32026-01-150.004,161,157.514,161,157.510.00
42026-02-150.004,084,290.174,084,290.170.00
52026-03-150.003,922,707.123,922,707.120.00
62026-04-150.003,927,800.283,927,800.280.00
72026-05-150.003,821,187.943,821,187.940.00
82026-06-150.003,766,634.843,766,634.840.00
92026-07-150.003,658,364.383,658,364.380.00
102026-08-150.003,599,971.173,599,971.170.00
112026-09-150.003,514,417.023,514,417.020.00
122026-10-150.003,403,404.533,403,404.530.00
132026-11-150.003,338,081.033,338,081.030.00
142026-12-150.003,224,453.593,224,453.590.00
152027-01-150.003,153,471.453,153,471.450.00
162027-02-150.003,057,465.323,057,465.320.00
172027-03-150.002,897,470.462,897,470.460.00
182027-04-150.002,856,505.642,856,505.640.00
192027-05-150.002,731,906.022,731,906.020.00
202027-06-150.002,640,887.582,640,887.580.00
212027-07-150.002,509,022.382,509,022.380.00
222027-08-150.002,406,129.162,406,129.160.00
232027-09-150.002,279,610.472,279,610.470.00
242027-10-150.002,131,105.492,131,105.490.00
252027-11-150.002,002,528.022,002,528.020.00
262027-12-150.001,836,340.521,836,340.520.00
272028-01-150.001,681,332.491,681,332.490.00
282028-02-150.001,497,168.701,497,168.700.00
292028-03-150.001,274,738.851,274,738.850.00
302028-04-150.001,055,812.461,055,812.460.00
312028-05-150.00774,672.74774,672.740.00
322028-06-150.00440,061.23440,061.230.00
332028-07-150.000.000.000.00
342028-08-150.000.000.000.00
352028-09-150.000.000.000.00
362028-10-150.000.000.000.00
372028-11-150.000.000.000.00
382028-12-150.000.000.000.00
principalAcc
PeriodDateBeg. BalanceDepositsWithdrawalsEnd. Balance
12025-11-170.0012,344,023.6512,344,023.650.00
22025-12-150.0012,480,131.0112,480,131.010.00
32026-01-150.0012,627,807.8412,627,807.840.00
42026-02-150.0012,788,176.4512,788,176.450.00
52026-03-150.0012,962,510.5812,962,510.580.00
62026-04-150.0013,152,261.6713,152,261.670.00
72026-05-150.0013,670,813.7513,670,813.750.00
82026-06-150.0013,891,202.6213,891,202.620.00
92026-07-150.0014,132,733.4714,132,733.470.00
102026-08-150.0014,397,964.6714,397,964.670.00
112026-09-150.0014,689,885.3814,689,885.380.00
122026-10-150.0015,012,009.8215,012,009.820.00
132026-11-150.0015,368,497.2415,368,497.240.00
142026-12-150.0015,764,306.3915,764,306.390.00
152027-01-150.0016,205,396.4916,205,396.490.00
162027-02-150.0016,698,991.8716,698,991.870.00
172027-03-150.0017,253,935.1417,253,935.140.00
182027-04-150.0017,881,165.4817,881,165.480.00
192027-05-150.0018,594,376.7218,594,376.720.00
202027-06-150.0019,410,939.6519,410,939.650.00
212027-07-150.0020,353,220.5920,353,220.590.00
222027-08-150.0021,450,510.2721,450,510.270.00
232027-09-150.0022,741,919.6822,741,919.680.00
242027-10-150.0024,280,859.3224,280,859.320.00
252027-11-150.0026,142,212.2126,142,212.210.00
262027-12-150.0028,434,299.2828,434,299.280.00
272028-01-150.0031,319,836.7731,319,836.770.00
282028-02-150.0035,054,890.7535,054,890.750.00
292028-03-150.0040,066,852.9040,066,852.900.00
302028-04-150.0047,126,134.4747,126,134.470.00
312028-05-150.0057,775,768.0357,775,768.030.00
322028-06-150.0090,549,136.6690,549,136.660.00
332028-07-150.00123,455.95123,455.950.00
342028-08-150.00110,319.39110,319.390.00
352028-09-150.0095,626.7895,626.780.00
362028-10-150.0078,844.7478,844.740.00
372028-11-150.0059,117.8159,117.810.00
382028-12-150.0034,945.3034,945.300.00
reserveAcc
PeriodDateBeg. BalanceDepositsWithdrawalsEnd. Balance
12025-11-177,000,000.000.000.007,000,000.00
22025-12-157,000,000.000.000.007,000,000.00
32026-01-157,000,000.000.000.007,000,000.00
42026-02-157,000,000.000.000.007,000,000.00
52026-03-157,000,000.000.000.007,000,000.00
62026-04-157,000,000.000.000.007,000,000.00
72026-05-157,000,000.000.000.007,000,000.00
82026-06-157,000,000.000.000.007,000,000.00
92026-07-157,000,000.000.000.007,000,000.00
102026-08-157,000,000.000.000.007,000,000.00
112026-09-157,000,000.000.000.007,000,000.00
122026-10-157,000,000.000.000.007,000,000.00
132026-11-157,000,000.000.000.007,000,000.00
142026-12-157,000,000.000.000.007,000,000.00
152027-01-157,000,000.000.000.007,000,000.00
162027-02-157,000,000.000.000.007,000,000.00
172027-03-157,000,000.000.000.007,000,000.00
182027-04-157,000,000.000.000.007,000,000.00
192027-05-157,000,000.000.000.007,000,000.00
202027-06-157,000,000.000.000.007,000,000.00
212027-07-157,000,000.000.000.007,000,000.00
222027-08-157,000,000.000.000.007,000,000.00
232027-09-157,000,000.000.000.007,000,000.00
242027-10-157,000,000.000.000.007,000,000.00
252027-11-157,000,000.000.000.007,000,000.00
262027-12-157,000,000.000.000.007,000,000.00
272028-01-157,000,000.000.000.007,000,000.00
282028-02-157,000,000.000.000.007,000,000.00
292028-03-157,000,000.000.000.007,000,000.00
302028-04-157,000,000.000.000.007,000,000.00
312028-05-157,000,000.000.000.007,000,000.00
322028-06-157,000,000.000.007,000,000.000.00
332028-07-150.000.000.000.00
342028-08-150.000.000.000.00
352028-09-150.000.000.000.00
362028-10-150.000.000.000.00
372028-11-150.000.000.000.00
382028-12-150.000.000.000.00

12Fee Detail

trustee
PeriodDateAccruedPaidShortfall
12025-11-171,000.001,000.000.00
22025-12-151,000.001,000.000.00
32026-01-151,000.001,000.000.00
42026-02-151,000.001,000.000.00
52026-03-151,000.001,000.000.00
62026-04-151,000.001,000.000.00
72026-05-151,000.001,000.000.00
82026-06-151,000.001,000.000.00
92026-07-151,000.001,000.000.00
102026-08-151,000.001,000.000.00
112026-09-151,000.001,000.000.00
122026-10-151,000.001,000.000.00
132026-11-151,000.001,000.000.00
142026-12-151,000.001,000.000.00
152027-01-151,000.001,000.000.00
162027-02-151,000.001,000.000.00
172027-03-151,000.001,000.000.00
182027-04-151,000.001,000.000.00
192027-05-151,000.001,000.000.00
202027-06-151,000.001,000.000.00
212027-07-151,000.001,000.000.00
222027-08-151,000.001,000.000.00
232027-09-151,000.001,000.000.00
242027-10-151,000.001,000.000.00
252027-11-151,000.001,000.000.00
262027-12-151,000.001,000.000.00
272028-01-151,000.001,000.000.00
282028-02-151,000.001,000.000.00
292028-03-151,000.001,000.000.00
302028-04-151,000.001,000.000.00
312028-05-151,000.001,000.000.00
322028-06-151,000.001,000.000.00
332028-07-151,000.000.001,000.00
342028-08-151,000.000.002,000.00
352028-09-151,000.000.003,000.00
362028-10-151,000.000.004,000.00
372028-11-151,000.000.005,000.00
382028-12-151,000.000.006,000.00
admin
PeriodDateAccruedPaidShortfall
12025-11-172,500.002,500.000.00
22025-12-152,500.002,500.000.00
32026-01-152,500.002,500.000.00
42026-02-152,500.002,500.000.00
52026-03-152,500.002,500.000.00
62026-04-152,500.002,500.000.00
72026-05-152,500.002,500.000.00
82026-06-152,500.002,500.000.00
92026-07-152,500.002,500.000.00
102026-08-152,500.002,500.000.00
112026-09-152,500.002,500.000.00
122026-10-152,500.002,500.000.00
132026-11-152,500.002,500.000.00
142026-12-152,500.002,500.000.00
152027-01-152,500.002,500.000.00
162027-02-152,500.002,500.000.00
172027-03-152,500.002,500.000.00
182027-04-152,500.002,500.000.00
192027-05-152,500.002,500.000.00
202027-06-152,500.002,500.000.00
212027-07-152,500.002,500.000.00
222027-08-152,500.002,500.000.00
232027-09-152,500.002,500.000.00
242027-10-152,500.002,500.000.00
252027-11-152,500.002,500.000.00
262027-12-152,500.002,500.000.00
272028-01-152,500.002,500.000.00
282028-02-152,500.002,500.000.00
292028-03-152,500.002,500.000.00
302028-04-152,500.002,500.000.00
312028-05-152,500.002,500.000.00
322028-06-152,500.002,500.000.00
332028-07-152,500.000.002,500.00
342028-08-152,500.000.005,000.00
352028-09-152,500.000.007,500.00
362028-10-152,500.000.0010,000.00
372028-11-152,500.000.0012,500.00
382028-12-152,500.000.0015,000.00
servicing
PeriodDateAccruedPaidShortfall
12025-11-17457,332.82457,332.820.00
22025-12-15449,149.87449,149.870.00
32026-01-15440,881.47440,881.470.00
42026-02-15432,519.76432,519.760.00
52026-03-15424,056.10424,056.100.00
62026-04-15415,480.92415,480.920.00
72026-05-15406,783.66406,783.660.00
82026-06-15397,952.54397,952.540.00
92026-07-15388,974.44388,974.440.00
102026-08-15379,834.62379,834.620.00
112026-09-15370,516.50370,516.500.00
122026-10-15361,001.31361,001.310.00
132026-11-15351,267.69351,267.690.00
142026-12-15341,291.20341,291.200.00
152027-01-15331,043.69331,043.690.00
162027-02-15320,492.49320,492.490.00
172027-03-15309,599.47309,599.470.00
182027-04-15298,319.65298,319.650.00
192027-05-15286,599.53286,599.530.00
202027-06-15274,374.79274,374.790.00
212027-07-15261,567.19261,567.190.00
222027-08-15248,080.21248,080.210.00
232027-09-15233,792.98233,792.980.00
242027-10-15218,551.31218,551.310.00
252027-11-15202,154.33202,154.330.00
262027-12-15184,333.63184,333.630.00
272028-01-15164,719.26164,719.260.00
282028-02-15142,781.54142,781.540.00
292028-03-15117,724.07117,724.070.00
302028-04-1588,269.5488,269.540.00
312028-05-1552,177.2752,177.270.00
322028-06-150.000.000.00
332028-07-150.000.000.00
342028-08-150.000.000.00
352028-09-150.000.000.00
362028-10-150.000.000.00
372028-11-150.000.000.00
382028-12-150.000.000.00

13Swap Settlements

swap1
PeriodDateNotionalFixed RateFloat RateFixed LegFloat LegNet SettlementDeal Pays
12025-11-17731,732,5081.95%3.50%714,134.341,280,531.89541,835.00No
22025-12-15718,639,7871.95%3.50%1,090,999.001,956,297.20827,991.28No
32026-01-15705,410,3511.95%3.50%1,185,655.682,126,028.42900,067.54No
42026-02-15692,031,6211.95%3.50%1,163,168.672,085,706.41883,233.59No
52026-03-15678,489,7571.95%3.50%1,030,045.461,846,999.89782,361.41No
62026-04-15664,769,4791.95%3.50%1,117,346.392,003,541.35848,905.70No
72026-05-15650,853,8581.95%3.50%1,058,668.041,898,323.75804,554.13No
82026-06-15636,724,0701.95%3.50%1,070,207.591,919,015.60813,148.23No
92026-07-15622,359,1001.95%3.50%1,012,318.941,815,214.04768,996.84No
102026-08-15607,735,3881.95%3.50%1,021,483.331,831,646.93775,789.91No
112026-09-15592,826,3971.95%3.50%996,424.251,786,712.89756,596.19No
122026-10-15577,602,0941.95%3.50%939,517.941,684,672.77713,238.68No
132026-11-15562,028,3061.95%3.50%944,658.741,693,890.87717,001.00No
142026-12-15546,065,9231.95%3.50%888,221.731,592,692.27674,045.30No
152027-01-15529,669,8981.95%3.50%890,270.641,596,366.22675,498.30No
162027-02-15512,787,9911.95%3.50%861,895.481,545,486.03653,895.11No
172027-03-15495,359,1521.95%3.50%752,026.741,348,477.69570,508.05No
182027-04-15477,311,4341.95%3.50%802,266.381,438,563.63608,632.93No
192027-05-15458,559,2401.95%3.50%745,884.821,337,464.45565,931.42No
202027-06-15438,999,6641.95%3.50%737,871.851,323,096.21560,007.89No
212027-07-15418,507,5001.95%3.50%680,737.321,220,646.87516,901.39No
222027-08-15396,928,3381.95%3.50%667,158.251,196,297.91506,998.84No
232027-09-15374,068,7661.95%3.50%628,735.821,127,401.70478,403.47No
242027-10-15349,682,0971.95%3.50%568,787.071,019,906.12433,632.12No
252027-11-15323,446,9361.95%3.50%543,650.51974,833.13415,718.05No
262027-12-15294,933,8021.95%3.50%479,734.41860,223.59368,582.16No
272028-01-15263,550,8141.95%3.50%442,976.94794,312.87342,962.86No
282028-02-15228,450,4661.95%3.50%383,980.18688,524.32301,210.82No
292028-03-15188,358,5101.95%3.50%296,168.12531,066.35238,061.59No
302028-04-15141,231,2671.95%3.50%237,381.91425,655.35201,067.07No
312028-05-1583,483,6361.95%3.50%135,793.09243,493.94133,784.39No
322028-06-1501.95%3.50%0.000.0061,223.80No

14Waterfall Trace

Period 1 (16,807,041 distributed)
ActionSourceTargetAmountNotes
placeholder0.00Not modeled: Any due and payable taxes owed by the Issuer
calc_and_pay_feecashAcctrustee1,000.00
calc_and_pay_feecashAccadmin,servicing459,832.82
settle_swapswap_counterpartycashAcc541,835.00notional=700000000, fixed=1.9519%, float=3.5000%, net=541835.00
accrue_and_pay_intcashAccClassA1,375,500.00
transfercashAccreserveAcc0.00
transferreserveAccprincipalAcc0.00
pay_prinprincipalAccClassA12,344,023.65
accrue_and_pay_intcashAccClassB22,350.00
pay_prinprincipalAccClassB0.00Skipped: ClassA balance=687655976.35 > 0
placeholder0.00Not modeled: Any due and payable interest amount on the Subordinated Loan
placeholder0.00Not modeled: Subordinated Loan Redemption Amount until reduced to zero
placeholder0.00Not modeled: Any indemnity payments to any party under the Transaction 20 Documents
placeholder0.00Not modeled: Any payments due under the Swap Agreement other than those made under step 4
sweep_excesscashAccseller2,062,499.77Excess spread swept from cashAcc to seller
sweep_excessprincipalAccseller0.00No excess to sweep
Period 2 (17,456,617 distributed)
ActionSourceTargetAmountNotes
placeholder0.00Not modeled: Any due and payable taxes owed by the Issuer
calc_and_pay_feecashAcctrustee1,000.00
calc_and_pay_feecashAccadmin,servicing451,649.87
settle_swapswap_counterpartycashAcc827,991.28notional=687655976, fixed=1.9519%, float=3.5000%, net=827991.28
accrue_and_pay_intcashAccClassA2,101,935.10
transfercashAccreserveAcc0.00
transferreserveAccprincipalAcc0.00
pay_prinprincipalAccClassA12,480,131.01
accrue_and_pay_intcashAccClassB34,766.67
pay_prinprincipalAccClassB0.00Skipped: ClassA balance=675175845.34 > 0
placeholder0.00Not modeled: Any due and payable interest amount on the Subordinated Loan
placeholder0.00Not modeled: Subordinated Loan Redemption Amount until reduced to zero
placeholder0.00Not modeled: Any indemnity payments to any party under the Transaction 20 Documents
placeholder0.00Not modeled: Any payments due under the Swap Agreement other than those made under step 4
sweep_excesscashAccseller1,559,142.61Excess spread swept from cashAcc to seller
sweep_excessprincipalAccseller0.00No excess to sweep
Period 3 (17,689,033 distributed)
ActionSourceTargetAmountNotes
placeholder0.00Not modeled: Any due and payable taxes owed by the Issuer
calc_and_pay_feecashAcctrustee1,000.00
calc_and_pay_feecashAccadmin,servicing443,381.47
settle_swapswap_counterpartycashAcc900,067.54notional=675175845, fixed=1.9519%, float=3.5000%, net=900067.54
accrue_and_pay_intcashAccClassA2,284,907.59
transfercashAccreserveAcc0.00
transferreserveAccprincipalAcc0.00
pay_prinprincipalAccClassA12,627,807.84
accrue_and_pay_intcashAccClassB38,491.67
pay_prinprincipalAccClassB0.00Skipped: ClassA balance=662548037.50 > 0
placeholder0.00Not modeled: Any due and payable interest amount on the Subordinated Loan
placeholder0.00Not modeled: Subordinated Loan Redemption Amount until reduced to zero
placeholder0.00Not modeled: Any indemnity payments to any party under the Transaction 20 Documents
placeholder0.00Not modeled: Any payments due under the Swap Agreement other than those made under step 4
sweep_excesscashAccseller1,393,376.79Excess spread swept from cashAcc to seller
sweep_excessprincipalAccseller0.00No excess to sweep
Period 4 (17,755,700 distributed)
ActionSourceTargetAmountNotes
placeholder0.00Not modeled: Any due and payable taxes owed by the Issuer
calc_and_pay_feecashAcctrustee1,000.00
calc_and_pay_feecashAccadmin,servicing435,019.76
settle_swapswap_counterpartycashAcc883,233.59notional=662548038, fixed=1.9519%, float=3.5000%, net=883233.59
accrue_and_pay_intcashAccClassA2,242,172.98
transfercashAccreserveAcc0.00
transferreserveAccprincipalAcc0.00
pay_prinprincipalAccClassA12,788,176.45
accrue_and_pay_intcashAccClassB38,491.67
pay_prinprincipalAccClassB0.00Skipped: ClassA balance=649759861.05 > 0
placeholder0.00Not modeled: Any due and payable interest amount on the Subordinated Loan
placeholder0.00Not modeled: Subordinated Loan Redemption Amount until reduced to zero
placeholder0.00Not modeled: Any indemnity payments to any party under the Transaction 20 Documents
placeholder0.00Not modeled: Any payments due under the Swap Agreement other than those made under step 4
sweep_excesscashAccseller1,367,605.75Excess spread swept from cashAcc to seller
sweep_excessprincipalAccseller0.00No excess to sweep
Period 5 (17,667,579 distributed)
ActionSourceTargetAmountNotes
placeholder0.00Not modeled: Any due and payable taxes owed by the Issuer
calc_and_pay_feecashAcctrustee1,000.00
calc_and_pay_feecashAccadmin,servicing426,556.10
settle_swapswap_counterpartycashAcc782,361.41notional=649759861, fixed=1.9519%, float=3.5000%, net=782361.41
accrue_and_pay_intcashAccClassA1,986,099.31
transfercashAccreserveAcc0.00
transferreserveAccprincipalAcc0.00
pay_prinprincipalAccClassA12,962,510.58
accrue_and_pay_intcashAccClassB34,766.67
pay_prinprincipalAccClassB0.00Skipped: ClassA balance=636797350.47 > 0
placeholder0.00Not modeled: Any due and payable interest amount on the Subordinated Loan
placeholder0.00Not modeled: Subordinated Loan Redemption Amount until reduced to zero
placeholder0.00Not modeled: Any indemnity payments to any party under the Transaction 20 Documents
placeholder0.00Not modeled: Any payments due under the Swap Agreement other than those made under step 4
sweep_excesscashAccseller1,474,285.05Excess spread swept from cashAcc to seller
sweep_excessprincipalAccseller0.00No excess to sweep
Period 6 (17,928,968 distributed)
ActionSourceTargetAmountNotes
placeholder0.00Not modeled: Any due and payable taxes owed by the Issuer
calc_and_pay_feecashAcctrustee1,000.00
calc_and_pay_feecashAccadmin,servicing417,980.92
settle_swapswap_counterpartycashAcc848,905.70notional=636797350, fixed=1.9519%, float=3.5000%, net=848905.70
accrue_and_pay_intcashAccClassA2,155,028.37
transfercashAccreserveAcc0.00
transferreserveAccprincipalAcc0.00
pay_prinprincipalAccClassA13,152,261.67
accrue_and_pay_intcashAccClassB38,491.67
pay_prinprincipalAccClassB0.00Skipped: ClassA balance=623645088.80 > 0
placeholder0.00Not modeled: Any due and payable interest amount on the Subordinated Loan
placeholder0.00Not modeled: Subordinated Loan Redemption Amount until reduced to zero
placeholder0.00Not modeled: Any indemnity payments to any party under the Transaction 20 Documents
placeholder0.00Not modeled: Any payments due under the Swap Agreement other than those made under step 4
sweep_excesscashAccseller1,315,299.32Excess spread swept from cashAcc to seller
sweep_excessprincipalAccseller0.00No excess to sweep
Period 7 (18,296,556 distributed)
ActionSourceTargetAmountNotes
placeholder0.00Not modeled: Any due and payable taxes owed by the Issuer
calc_and_pay_feecashAcctrustee1,000.00
calc_and_pay_feecashAccadmin,servicing409,283.66
settle_swapswap_counterpartycashAcc804,554.13notional=623645089, fixed=1.9519%, float=3.5000%, net=804554.13
accrue_and_pay_intcashAccClassA2,042,437.67
transfercashAccreserveAcc0.00
transferreserveAccprincipalAcc0.00
pay_prinprincipalAccClassA13,670,813.75
accrue_and_pay_intcashAccClassB37,250.00
pay_prinprincipalAccClassB0.00Skipped: ClassA balance=609974275.04 > 0
placeholder0.00Not modeled: Any due and payable interest amount on the Subordinated Loan
placeholder0.00Not modeled: Subordinated Loan Redemption Amount until reduced to zero
placeholder0.00Not modeled: Any indemnity payments to any party under the Transaction 20 Documents
placeholder0.00Not modeled: Any payments due under the Swap Agreement other than those made under step 4
sweep_excesscashAccseller1,331,216.62Excess spread swept from cashAcc to seller
sweep_excessprincipalAccseller0.00No excess to sweep
Period 8 (18,470,986 distributed)
ActionSourceTargetAmountNotes
placeholder0.00Not modeled: Any due and payable taxes owed by the Issuer
calc_and_pay_feecashAcctrustee1,000.00
calc_and_pay_feecashAccadmin,servicing400,452.54
settle_swapswap_counterpartycashAcc813,148.23notional=609974275, fixed=1.9519%, float=3.5000%, net=813148.23
accrue_and_pay_intcashAccClassA2,064,254.61
transfercashAccreserveAcc0.00
transferreserveAccprincipalAcc0.00
pay_prinprincipalAccClassA13,891,202.62
accrue_and_pay_intcashAccClassB38,491.67
pay_prinprincipalAccClassB0.00Skipped: ClassA balance=596083072.42 > 0
placeholder0.00Not modeled: Any due and payable interest amount on the Subordinated Loan
placeholder0.00Not modeled: Subordinated Loan Redemption Amount until reduced to zero
placeholder0.00Not modeled: Any indemnity payments to any party under the Transaction 20 Documents
placeholder0.00Not modeled: Any payments due under the Swap Agreement other than those made under step 4
sweep_excesscashAccseller1,262,436.02Excess spread swept from cashAcc to seller
sweep_excessprincipalAccseller0.00No excess to sweep
Period 9 (18,560,095 distributed)
ActionSourceTargetAmountNotes
placeholder0.00Not modeled: Any due and payable taxes owed by the Issuer
calc_and_pay_feecashAcctrustee1,000.00
calc_and_pay_feecashAccadmin,servicing391,474.44
settle_swapswap_counterpartycashAcc768,996.84notional=596083072, fixed=1.9519%, float=3.5000%, net=768996.84
accrue_and_pay_intcashAccClassA1,952,172.06
transfercashAccreserveAcc0.00
transferreserveAccprincipalAcc0.00
pay_prinprincipalAccClassA14,132,733.47
accrue_and_pay_intcashAccClassB37,250.00
pay_prinprincipalAccClassB0.00Skipped: ClassA balance=581950338.95 > 0
placeholder0.00Not modeled: Any due and payable interest amount on the Subordinated Loan
placeholder0.00Not modeled: Subordinated Loan Redemption Amount until reduced to zero
placeholder0.00Not modeled: Any indemnity payments to any party under the Transaction 20 Documents
placeholder0.00Not modeled: Any payments due under the Swap Agreement other than those made under step 4
sweep_excesscashAccseller1,276,467.88Excess spread swept from cashAcc to seller
sweep_excessprincipalAccseller0.00No excess to sweep
Period 10 (18,773,726 distributed)
ActionSourceTargetAmountNotes
placeholder0.00Not modeled: Any due and payable taxes owed by the Issuer
calc_and_pay_feecashAcctrustee1,000.00
calc_and_pay_feecashAccadmin,servicing382,334.62
settle_swapswap_counterpartycashAcc775,789.91notional=581950339, fixed=1.9519%, float=3.5000%, net=775789.91
accrue_and_pay_intcashAccClassA1,969,416.94
transfercashAccreserveAcc0.00
transferreserveAccprincipalAcc0.00
pay_prinprincipalAccClassA14,397,964.67
accrue_and_pay_intcashAccClassB38,491.67
pay_prinprincipalAccClassB0.00Skipped: ClassA balance=567552374.29 > 0
placeholder0.00Not modeled: Any due and payable interest amount on the Subordinated Loan
placeholder0.00Not modeled: Subordinated Loan Redemption Amount until reduced to zero
placeholder0.00Not modeled: Any indemnity payments to any party under the Transaction 20 Documents
placeholder0.00Not modeled: Any payments due under the Swap Agreement other than those made under step 4
sweep_excesscashAccseller1,208,727.95Excess spread swept from cashAcc to seller
sweep_excessprincipalAccseller0.00No excess to sweep
Period 11 (18,960,899 distributed)
ActionSourceTargetAmountNotes
placeholder0.00Not modeled: Any due and payable taxes owed by the Issuer
calc_and_pay_feecashAcctrustee1,000.00
calc_and_pay_feecashAccadmin,servicing373,016.50
settle_swapswap_counterpartycashAcc756,596.19notional=567552374, fixed=1.9519%, float=3.5000%, net=756596.19
accrue_and_pay_intcashAccClassA1,920,691.83
transfercashAccreserveAcc0.00
transferreserveAccprincipalAcc0.00
pay_prinprincipalAccClassA14,689,885.38
accrue_and_pay_intcashAccClassB38,491.67
pay_prinprincipalAccClassB0.00Skipped: ClassA balance=552862488.90 > 0
placeholder0.00Not modeled: Any due and payable interest amount on the Subordinated Loan
placeholder0.00Not modeled: Subordinated Loan Redemption Amount until reduced to zero
placeholder0.00Not modeled: Any indemnity payments to any party under the Transaction 20 Documents
placeholder0.00Not modeled: Any payments due under the Swap Agreement other than those made under step 4
sweep_excesscashAccseller1,181,217.03Excess spread swept from cashAcc to seller
sweep_excessprincipalAccseller0.00No excess to sweep
Period 12 (19,128,653 distributed)
ActionSourceTargetAmountNotes
placeholder0.00Not modeled: Any due and payable taxes owed by the Issuer
calc_and_pay_feecashAcctrustee1,000.00
calc_and_pay_feecashAccadmin,servicing363,501.31
settle_swapswap_counterpartycashAcc713,238.68notional=552862489, fixed=1.9519%, float=3.5000%, net=713238.68
accrue_and_pay_intcashAccClassA1,810,624.65
transfercashAccreserveAcc0.00
transferreserveAccprincipalAcc0.00
pay_prinprincipalAccClassA15,012,009.82
accrue_and_pay_intcashAccClassB37,250.00
pay_prinprincipalAccClassB0.00Skipped: ClassA balance=537850479.08 > 0
placeholder0.00Not modeled: Any due and payable interest amount on the Subordinated Loan
placeholder0.00Not modeled: Subordinated Loan Redemption Amount until reduced to zero
placeholder0.00Not modeled: Any indemnity payments to any party under the Transaction 20 Documents
placeholder0.00Not modeled: Any payments due under the Swap Agreement other than those made under step 4
sweep_excesscashAccseller1,191,028.57Excess spread swept from cashAcc to seller
sweep_excessprincipalAccseller0.00No excess to sweep
Period 13 (19,423,579 distributed)
ActionSourceTargetAmountNotes
placeholder0.00Not modeled: Any due and payable taxes owed by the Issuer
calc_and_pay_feecashAcctrustee1,000.00
calc_and_pay_feecashAccadmin,servicing353,767.69
settle_swapswap_counterpartycashAcc717,001.00notional=537850479, fixed=1.9519%, float=3.5000%, net=717001.00
accrue_and_pay_intcashAccClassA1,820,175.66
transfercashAccreserveAcc0.00
transferreserveAccprincipalAcc0.00
pay_prinprincipalAccClassA15,368,497.24
accrue_and_pay_intcashAccClassB38,491.67
pay_prinprincipalAccClassB0.00Skipped: ClassA balance=522481981.84 > 0
placeholder0.00Not modeled: Any due and payable interest amount on the Subordinated Loan
placeholder0.00Not modeled: Subordinated Loan Redemption Amount until reduced to zero
placeholder0.00Not modeled: Any indemnity payments to any party under the Transaction 20 Documents
placeholder0.00Not modeled: Any payments due under the Swap Agreement other than those made under step 4
sweep_excesscashAccseller1,124,646.01Excess spread swept from cashAcc to seller
sweep_excessprincipalAccseller0.00No excess to sweep
Period 14 (19,662,805 distributed)
ActionSourceTargetAmountNotes
placeholder0.00Not modeled: Any due and payable taxes owed by the Issuer
calc_and_pay_feecashAcctrustee1,000.00
calc_and_pay_feecashAccadmin,servicing343,791.20
settle_swapswap_counterpartycashAcc674,045.30notional=522481982, fixed=1.9519%, float=3.5000%, net=674045.30
accrue_and_pay_intcashAccClassA1,711,128.49
transfercashAccreserveAcc0.00
transferreserveAccprincipalAcc0.00
pay_prinprincipalAccClassA15,764,306.39
accrue_and_pay_intcashAccClassB37,250.00
pay_prinprincipalAccClassB0.00Skipped: ClassA balance=506717675.44 > 0
placeholder0.00Not modeled: Any due and payable interest amount on the Subordinated Loan
placeholder0.00Not modeled: Subordinated Loan Redemption Amount until reduced to zero
placeholder0.00Not modeled: Any indemnity payments to any party under the Transaction 20 Documents
placeholder0.00Not modeled: Any payments due under the Swap Agreement other than those made under step 4
sweep_excesscashAccseller1,131,283.90Excess spread swept from cashAcc to seller
sweep_excessprincipalAccseller0.00No excess to sweep
Period 15 (20,034,366 distributed)
ActionSourceTargetAmountNotes
placeholder0.00Not modeled: Any due and payable taxes owed by the Issuer
calc_and_pay_feecashAcctrustee1,000.00
calc_and_pay_feecashAccadmin,servicing333,543.69
settle_swapswap_counterpartycashAcc675,498.30notional=506717675, fixed=1.9519%, float=3.5000%, net=675498.30
accrue_and_pay_intcashAccClassA1,714,817.07
transfercashAccreserveAcc0.00
transferreserveAccprincipalAcc0.00
pay_prinprincipalAccClassA16,205,396.49
accrue_and_pay_intcashAccClassB38,491.67
pay_prinprincipalAccClassB0.00Skipped: ClassA balance=490512278.95 > 0
placeholder0.00Not modeled: Any due and payable interest amount on the Subordinated Loan
placeholder0.00Not modeled: Subordinated Loan Redemption Amount until reduced to zero
placeholder0.00Not modeled: Any indemnity payments to any party under the Transaction 20 Documents
placeholder0.00Not modeled: Any payments due under the Swap Agreement other than those made under step 4
sweep_excesscashAccseller1,065,619.03Excess spread swept from cashAcc to seller
sweep_excessprincipalAccseller0.00No excess to sweep
Period 16 (20,410,352 distributed)
ActionSourceTargetAmountNotes
placeholder0.00Not modeled: Any due and payable taxes owed by the Issuer
calc_and_pay_feecashAcctrustee1,000.00
calc_and_pay_feecashAccadmin,servicing322,992.49
settle_swapswap_counterpartycashAcc653,895.11notional=490512279, fixed=1.9519%, float=3.5000%, net=653895.11
accrue_and_pay_intcashAccClassA1,659,975.30
transfercashAccreserveAcc0.00
transferreserveAccprincipalAcc0.00
pay_prinprincipalAccClassA16,698,991.87
accrue_and_pay_intcashAccClassB38,491.67
pay_prinprincipalAccClassB0.00Skipped: ClassA balance=473813287.09 > 0
placeholder0.00Not modeled: Any due and payable interest amount on the Subordinated Loan
placeholder0.00Not modeled: Subordinated Loan Redemption Amount until reduced to zero
placeholder0.00Not modeled: Any indemnity payments to any party under the Transaction 20 Documents
placeholder0.00Not modeled: Any payments due under the Swap Agreement other than those made under step 4
sweep_excesscashAccseller1,035,005.86Excess spread swept from cashAcc to seller
sweep_excessprincipalAccseller0.00No excess to sweep
Period 17 (20,721,914 distributed)
ActionSourceTargetAmountNotes
placeholder0.00Not modeled: Any due and payable taxes owed by the Issuer
calc_and_pay_feecashAcctrustee1,000.00
calc_and_pay_feecashAccadmin,servicing312,099.47
settle_swapswap_counterpartycashAcc570,508.05notional=473813287, fixed=1.9519%, float=3.5000%, net=570508.05
accrue_and_pay_intcashAccClassA1,448,289.28
transfercashAccreserveAcc0.00
transferreserveAccprincipalAcc0.00
pay_prinprincipalAccClassA17,253,935.14
accrue_and_pay_intcashAccClassB34,766.67
pay_prinprincipalAccClassB0.00Skipped: ClassA balance=456559351.94 > 0
placeholder0.00Not modeled: Any due and payable interest amount on the Subordinated Loan
placeholder0.00Not modeled: Subordinated Loan Redemption Amount until reduced to zero
placeholder0.00Not modeled: Any indemnity payments to any party under the Transaction 20 Documents
placeholder0.00Not modeled: Any payments due under the Swap Agreement other than those made under step 4
sweep_excesscashAccseller1,101,315.04Excess spread swept from cashAcc to seller
sweep_excessprincipalAccseller0.00No excess to sweep
Period 18 (21,346,304 distributed)
ActionSourceTargetAmountNotes
placeholder0.00Not modeled: Any due and payable taxes owed by the Issuer
calc_and_pay_feecashAcctrustee1,000.00
calc_and_pay_feecashAccadmin,servicing300,819.65
settle_swapswap_counterpartycashAcc608,632.93notional=456559352, fixed=1.9519%, float=3.5000%, net=608632.93
accrue_and_pay_intcashAccClassA1,545,072.94
transfercashAccreserveAcc0.00
transferreserveAccprincipalAcc0.00
pay_prinprincipalAccClassA17,881,165.48
accrue_and_pay_intcashAccClassB38,491.67
pay_prinprincipalAccClassB0.00Skipped: ClassA balance=438678186.47 > 0
placeholder0.00Not modeled: Any due and payable interest amount on the Subordinated Loan
placeholder0.00Not modeled: Subordinated Loan Redemption Amount until reduced to zero
placeholder0.00Not modeled: Any indemnity payments to any party under the Transaction 20 Documents
placeholder0.00Not modeled: Any payments due under the Swap Agreement other than those made under step 4
sweep_excesscashAccseller971,121.38Excess spread swept from cashAcc to seller
sweep_excessprincipalAccseller0.00No excess to sweep
Period 19 (21,892,214 distributed)
ActionSourceTargetAmountNotes
placeholder0.00Not modeled: Any due and payable taxes owed by the Issuer
calc_and_pay_feecashAcctrustee1,000.00
calc_and_pay_feecashAccadmin,servicing289,099.53
settle_swapswap_counterpartycashAcc565,931.42notional=438678186, fixed=1.9519%, float=3.5000%, net=565931.42
accrue_and_pay_intcashAccClassA1,436,671.06
transfercashAccreserveAcc0.00
transferreserveAccprincipalAcc0.00
pay_prinprincipalAccClassA18,594,376.72
accrue_and_pay_intcashAccClassB37,250.00
pay_prinprincipalAccClassB0.00Skipped: ClassA balance=420083809.74 > 0
placeholder0.00Not modeled: Any due and payable interest amount on the Subordinated Loan
placeholder0.00Not modeled: Subordinated Loan Redemption Amount until reduced to zero
placeholder0.00Not modeled: Any indemnity payments to any party under the Transaction 20 Documents
placeholder0.00Not modeled: Any payments due under the Swap Agreement other than those made under step 4
sweep_excesscashAccseller967,885.43Excess spread swept from cashAcc to seller
sweep_excessprincipalAccseller0.00No excess to sweep
Period 20 (22,611,835 distributed)
ActionSourceTargetAmountNotes
placeholder0.00Not modeled: Any due and payable taxes owed by the Issuer
calc_and_pay_feecashAcctrustee1,000.00
calc_and_pay_feecashAccadmin,servicing276,874.79
settle_swapswap_counterpartycashAcc560,007.89notional=420083810, fixed=1.9519%, float=3.5000%, net=560007.89
accrue_and_pay_intcashAccClassA1,421,633.63
transfercashAccreserveAcc0.00
transferreserveAccprincipalAcc0.00
pay_prinprincipalAccClassA19,410,939.65
accrue_and_pay_intcashAccClassB38,491.67
pay_prinprincipalAccClassB0.00Skipped: ClassA balance=400672870.09 > 0
placeholder0.00Not modeled: Any due and payable interest amount on the Subordinated Loan
placeholder0.00Not modeled: Subordinated Loan Redemption Amount until reduced to zero
placeholder0.00Not modeled: Any indemnity payments to any party under the Transaction 20 Documents
placeholder0.00Not modeled: Any payments due under the Swap Agreement other than those made under step 4
sweep_excesscashAccseller902,887.50Excess spread swept from cashAcc to seller
sweep_excessprincipalAccseller0.00No excess to sweep
Period 21 (23,379,144 distributed)
ActionSourceTargetAmountNotes
placeholder0.00Not modeled: Any due and payable taxes owed by the Issuer
calc_and_pay_feecashAcctrustee1,000.00
calc_and_pay_feecashAccadmin,servicing264,067.19
settle_swapswap_counterpartycashAcc516,901.39notional=400672870, fixed=1.9519%, float=3.5000%, net=516901.39
accrue_and_pay_intcashAccClassA1,312,203.65
transfercashAccreserveAcc0.00
transferreserveAccprincipalAcc0.00
pay_prinprincipalAccClassA20,353,220.59
accrue_and_pay_intcashAccClassB37,250.00
pay_prinprincipalAccClassB0.00Skipped: ClassA balance=380319649.50 > 0
placeholder0.00Not modeled: Any due and payable interest amount on the Subordinated Loan
placeholder0.00Not modeled: Subordinated Loan Redemption Amount until reduced to zero
placeholder0.00Not modeled: Any indemnity payments to any party under the Transaction 20 Documents
placeholder0.00Not modeled: Any payments due under the Swap Agreement other than those made under step 4
sweep_excesscashAccseller894,501.54Excess spread swept from cashAcc to seller
sweep_excessprincipalAccseller0.00No excess to sweep
Period 22 (24,363,638 distributed)
ActionSourceTargetAmountNotes
placeholder0.00Not modeled: Any due and payable taxes owed by the Issuer
calc_and_pay_feecashAcctrustee1,000.00
calc_and_pay_feecashAccadmin,servicing250,580.21
settle_swapswap_counterpartycashAcc506,998.84notional=380319650, fixed=1.9519%, float=3.5000%, net=506998.84
accrue_and_pay_intcashAccClassA1,287,065.08
transfercashAccreserveAcc0.00
transferreserveAccprincipalAcc0.00
pay_prinprincipalAccClassA21,450,510.27
accrue_and_pay_intcashAccClassB38,491.67
pay_prinprincipalAccClassB0.00Skipped: ClassA balance=358869139.23 > 0
placeholder0.00Not modeled: Any due and payable interest amount on the Subordinated Loan
placeholder0.00Not modeled: Subordinated Loan Redemption Amount until reduced to zero
placeholder0.00Not modeled: Any indemnity payments to any party under the Transaction 20 Documents
placeholder0.00Not modeled: Any payments due under the Swap Agreement other than those made under step 4
sweep_excesscashAccseller828,992.20Excess spread swept from cashAcc to seller
sweep_excessprincipalAccseller0.00No excess to sweep
Period 23 (25,499,934 distributed)
ActionSourceTargetAmountNotes
placeholder0.00Not modeled: Any due and payable taxes owed by the Issuer
calc_and_pay_feecashAcctrustee1,000.00
calc_and_pay_feecashAccadmin,servicing236,292.98
settle_swapswap_counterpartycashAcc478,403.47notional=358869139, fixed=1.9519%, float=3.5000%, net=478403.47
accrue_and_pay_intcashAccClassA1,214,472.98
transfercashAccreserveAcc0.00
transferreserveAccprincipalAcc0.00
pay_prinprincipalAccClassA22,741,919.68
accrue_and_pay_intcashAccClassB38,491.67
pay_prinprincipalAccClassB0.00Skipped: ClassA balance=336127219.55 > 0
placeholder0.00Not modeled: Any due and payable interest amount on the Subordinated Loan
placeholder0.00Not modeled: Subordinated Loan Redemption Amount until reduced to zero
placeholder0.00Not modeled: Any indemnity payments to any party under the Transaction 20 Documents
placeholder0.00Not modeled: Any payments due under the Swap Agreement other than those made under step 4
sweep_excesscashAccseller789,352.85Excess spread swept from cashAcc to seller
sweep_excessprincipalAccseller0.00No excess to sweep
Period 24 (26,845,597 distributed)
ActionSourceTargetAmountNotes
placeholder0.00Not modeled: Any due and payable taxes owed by the Issuer
calc_and_pay_feecashAcctrustee1,000.00
calc_and_pay_feecashAccadmin,servicing221,051.31
settle_swapswap_counterpartycashAcc433,632.12notional=336127220, fixed=1.9519%, float=3.5000%, net=433632.12
accrue_and_pay_intcashAccClassA1,100,816.64
transfercashAccreserveAcc0.00
transferreserveAccprincipalAcc0.00
pay_prinprincipalAccClassA24,280,859.32
accrue_and_pay_intcashAccClassB37,250.00
pay_prinprincipalAccClassB0.00Skipped: ClassA balance=311846360.23 > 0
placeholder0.00Not modeled: Any due and payable interest amount on the Subordinated Loan
placeholder0.00Not modeled: Subordinated Loan Redemption Amount until reduced to zero
placeholder0.00Not modeled: Any indemnity payments to any party under the Transaction 20 Documents
placeholder0.00Not modeled: Any payments due under the Swap Agreement other than those made under step 4
sweep_excesscashAccseller770,987.54Excess spread swept from cashAcc to seller
sweep_excessprincipalAccseller0.00No excess to sweep
Period 25 (28,560,458 distributed)
ActionSourceTargetAmountNotes
placeholder0.00Not modeled: Any due and payable taxes owed by the Issuer
calc_and_pay_feecashAcctrustee1,000.00
calc_and_pay_feecashAccadmin,servicing204,654.33
settle_swapswap_counterpartycashAcc415,718.05notional=311846360, fixed=1.9519%, float=3.5000%, net=415718.05
accrue_and_pay_intcashAccClassA1,055,340.06
transfercashAccreserveAcc0.00
transferreserveAccprincipalAcc0.00
pay_prinprincipalAccClassA26,142,212.21
accrue_and_pay_intcashAccClassB38,491.67
pay_prinprincipalAccClassB0.00Skipped: ClassA balance=285704148.02 > 0
placeholder0.00Not modeled: Any due and payable interest amount on the Subordinated Loan
placeholder0.00Not modeled: Subordinated Loan Redemption Amount until reduced to zero
placeholder0.00Not modeled: Any indemnity payments to any party under the Transaction 20 Documents
placeholder0.00Not modeled: Any payments due under the Swap Agreement other than those made under step 4
sweep_excesscashAccseller703,041.96Excess spread swept from cashAcc to seller
sweep_excessprincipalAccseller0.00No excess to sweep
Period 26 (30,639,222 distributed)
ActionSourceTargetAmountNotes
placeholder0.00Not modeled: Any due and payable taxes owed by the Issuer
calc_and_pay_feecashAcctrustee1,000.00
calc_and_pay_feecashAccadmin,servicing186,833.63
settle_swapswap_counterpartycashAcc368,582.16notional=285704148, fixed=1.9519%, float=3.5000%, net=368582.16
accrue_and_pay_intcashAccClassA935,681.08
transfercashAccreserveAcc0.00
transferreserveAccprincipalAcc0.00
pay_prinprincipalAccClassA28,434,299.28
accrue_and_pay_intcashAccClassB37,250.00
pay_prinprincipalAccClassB0.00Skipped: ClassA balance=257269848.74 > 0
placeholder0.00Not modeled: Any due and payable interest amount on the Subordinated Loan
placeholder0.00Not modeled: Subordinated Loan Redemption Amount until reduced to zero
placeholder0.00Not modeled: Any indemnity payments to any party under the Transaction 20 Documents
placeholder0.00Not modeled: Any payments due under the Swap Agreement other than those made under step 4
sweep_excesscashAccseller675,575.81Excess spread swept from cashAcc to seller
sweep_excessprincipalAccseller0.00No excess to sweep
Period 27 (33,344,132 distributed)
ActionSourceTargetAmountNotes
placeholder0.00Not modeled: Any due and payable taxes owed by the Issuer
calc_and_pay_feecashAcctrustee1,000.00
calc_and_pay_feecashAccadmin,servicing167,219.26
settle_swapswap_counterpartycashAcc342,962.86notional=257269849, fixed=1.9519%, float=3.5000%, net=342962.86
accrue_and_pay_intcashAccClassA870,644.05
transfercashAccreserveAcc0.00
transferreserveAccprincipalAcc0.00
pay_prinprincipalAccClassA31,319,836.77
accrue_and_pay_intcashAccClassB38,491.67
pay_prinprincipalAccClassB0.00Skipped: ClassA balance=225950011.97 > 0
placeholder0.00Not modeled: Any due and payable interest amount on the Subordinated Loan
placeholder0.00Not modeled: Subordinated Loan Redemption Amount until reduced to zero
placeholder0.00Not modeled: Any indemnity payments to any party under the Transaction 20 Documents
placeholder0.00Not modeled: Any payments due under the Swap Agreement other than those made under step 4
sweep_excesscashAccseller603,977.52Excess spread swept from cashAcc to seller
sweep_excessprincipalAccseller0.00No excess to sweep
Period 28 (36,853,270 distributed)
ActionSourceTargetAmountNotes
placeholder0.00Not modeled: Any due and payable taxes owed by the Issuer
calc_and_pay_feecashAcctrustee1,000.00
calc_and_pay_feecashAccadmin,servicing145,281.54
settle_swapswap_counterpartycashAcc301,210.82notional=225950012, fixed=1.9519%, float=3.5000%, net=301210.82
accrue_and_pay_intcashAccClassA764,652.50
transfercashAccreserveAcc0.00
transferreserveAccprincipalAcc0.00
pay_prinprincipalAccClassA35,054,890.75
accrue_and_pay_intcashAccClassB38,491.67
pay_prinprincipalAccClassB0.00Skipped: ClassA balance=190895121.22 > 0
placeholder0.00Not modeled: Any due and payable interest amount on the Subordinated Loan
placeholder0.00Not modeled: Subordinated Loan Redemption Amount until reduced to zero
placeholder0.00Not modeled: Any indemnity payments to any party under the Transaction 20 Documents
placeholder0.00Not modeled: Any payments due under the Swap Agreement other than those made under step 4
sweep_excesscashAccseller547,742.99Excess spread swept from cashAcc to seller
sweep_excessprincipalAccseller0.00No excess to sweep
Period 29 (41,579,653 distributed)
ActionSourceTargetAmountNotes
placeholder0.00Not modeled: Any due and payable taxes owed by the Issuer
calc_and_pay_feecashAcctrustee1,000.00
calc_and_pay_feecashAccadmin,servicing120,224.07
settle_swapswap_counterpartycashAcc238,061.59notional=190895121, fixed=1.9519%, float=3.5000%, net=238061.59
accrue_and_pay_intcashAccClassA604,342.14
transfercashAccreserveAcc0.00
transferreserveAccprincipalAcc0.00
pay_prinprincipalAccClassA40,066,852.90
accrue_and_pay_intcashAccClassB36,008.33
pay_prinprincipalAccClassB0.00Skipped: ClassA balance=150828268.32 > 0
placeholder0.00Not modeled: Any due and payable interest amount on the Subordinated Loan
placeholder0.00Not modeled: Subordinated Loan Redemption Amount until reduced to zero
placeholder0.00Not modeled: Any indemnity payments to any party under the Transaction 20 Documents
placeholder0.00Not modeled: Any payments due under the Swap Agreement other than those made under step 4
sweep_excesscashAccseller513,164.31Excess spread swept from cashAcc to seller
sweep_excessprincipalAccseller0.00No excess to sweep
Period 30 (48,383,014 distributed)
ActionSourceTargetAmountNotes
placeholder0.00Not modeled: Any due and payable taxes owed by the Issuer
calc_and_pay_feecashAcctrustee1,000.00
calc_and_pay_feecashAccadmin,servicing90,769.54
settle_swapswap_counterpartycashAcc201,067.07notional=150828268, fixed=1.9519%, float=3.5000%, net=201067.07
accrue_and_pay_intcashAccClassA510,428.00
transfercashAccreserveAcc0.00
transferreserveAccprincipalAcc0.00
pay_prinprincipalAccClassA47,126,134.47
accrue_and_pay_intcashAccClassB38,491.67
pay_prinprincipalAccClassB0.00Skipped: ClassA balance=103702133.85 > 0
placeholder0.00Not modeled: Any due and payable interest amount on the Subordinated Loan
placeholder0.00Not modeled: Subordinated Loan Redemption Amount until reduced to zero
placeholder0.00Not modeled: Any indemnity payments to any party under the Transaction 20 Documents
placeholder0.00Not modeled: Any payments due under the Swap Agreement other than those made under step 4
sweep_excesscashAccseller415,123.26Excess spread swept from cashAcc to seller
sweep_excessprincipalAccseller0.00No excess to sweep
Period 31 (58,684,225 distributed)
ActionSourceTargetAmountNotes
placeholder0.00Not modeled: Any due and payable taxes owed by the Issuer
calc_and_pay_feecashAcctrustee1,000.00
calc_and_pay_feecashAccadmin,servicing54,677.27
settle_swapswap_counterpartycashAcc133,784.39notional=103702134, fixed=1.9519%, float=3.5000%, net=133784.39
accrue_and_pay_intcashAccClassA339,624.49
transfercashAccreserveAcc0.00
transferreserveAccprincipalAcc0.00
pay_prinprincipalAccClassA57,775,768.03
accrue_and_pay_intcashAccClassB37,250.00
pay_prinprincipalAccClassB0.00Skipped: ClassA balance=45926365.82 > 0
placeholder0.00Not modeled: Any due and payable interest amount on the Subordinated Loan
placeholder0.00Not modeled: Subordinated Loan Redemption Amount until reduced to zero
placeholder0.00Not modeled: Any indemnity payments to any party under the Transaction 20 Documents
placeholder0.00Not modeled: Any payments due under the Swap Agreement other than those made under step 4
sweep_excesscashAccseller342,120.98Excess spread swept from cashAcc to seller
sweep_excessprincipalAccseller0.00No excess to sweep
Period 32 (98,050,422 distributed)
ActionSourceTargetAmountNotes
placeholder0.00Not modeled: Any due and payable taxes owed by the Issuer
calc_and_pay_feecashAcctrustee1,000.00
calc_and_pay_feecashAccadmin,servicing2,500.00
settle_swapswap_counterpartycashAcc61,223.80notional=45926366, fixed=1.9519%, float=3.5000%, net=61223.80
accrue_and_pay_intcashAccClassA155,422.48
transfercashAccreserveAcc0.00
transferreserveAccprincipalAcc7,000,000.00
pay_prinprincipalAccClassA45,926,365.82
accrue_and_pay_intcashAccClassB38,491.67
pay_prinprincipalAccClassB44,622,770.85
placeholder0.00Not modeled: Any due and payable interest amount on the Subordinated Loan
placeholder0.00Not modeled: Subordinated Loan Redemption Amount until reduced to zero
placeholder0.00Not modeled: Any indemnity payments to any party under the Transaction 20 Documents
placeholder0.00Not modeled: Any payments due under the Swap Agreement other than those made under step 4
sweep_excesscashAccseller242,647.08Excess spread swept from cashAcc to seller
sweep_excessprincipalAccseller0.00No excess to sweep
Period 33 (123,456 distributed)
ActionSourceTargetAmountNotes
placeholder0.00Not modeled: Any due and payable taxes owed by the Issuer
calc_and_pay_feecashAcctrustee0.00
calc_and_pay_feecashAccadmin,servicing0.00
settle_swap0.00Swap 'swap1' not found or zero notional
accrue_and_pay_intcashAccClassA0.00
transfercashAccreserveAcc0.00
transferreserveAccprincipalAcc0.00
pay_prinprincipalAcc0.00
accrue_and_pay_intcashAccClassB0.00
pay_prinprincipalAccClassB77,229.15
placeholder0.00Not modeled: Any due and payable interest amount on the Subordinated Loan
placeholder0.00Not modeled: Subordinated Loan Redemption Amount until reduced to zero
placeholder0.00Not modeled: Any indemnity payments to any party under the Transaction 20 Documents
placeholder0.00Not modeled: Any payments due under the Swap Agreement other than those made under step 4
sweep_excesscashAccseller0.00No excess to sweep
sweep_excessprincipalAccseller46,226.80Excess spread swept from principalAcc to seller
Period 34 (110,319 distributed)
ActionSourceTargetAmountNotes
placeholder0.00Not modeled: Any due and payable taxes owed by the Issuer
calc_and_pay_feecashAcctrustee0.00
calc_and_pay_feecashAccadmin,servicing0.00
settle_swap0.00Swap 'swap1' not found or zero notional
accrue_and_pay_intcashAccClassA0.00
transfercashAccreserveAcc0.00
transferreserveAccprincipalAcc0.00
pay_prinprincipalAcc0.00
accrue_and_pay_intcashAccClassB0.00
pay_prinprincipalAcc0.00
placeholder0.00Not modeled: Any due and payable interest amount on the Subordinated Loan
placeholder0.00Not modeled: Subordinated Loan Redemption Amount until reduced to zero
placeholder0.00Not modeled: Any indemnity payments to any party under the Transaction 20 Documents
placeholder0.00Not modeled: Any payments due under the Swap Agreement other than those made under step 4
sweep_excesscashAccseller0.00No excess to sweep
sweep_excessprincipalAccseller110,319.39Excess spread swept from principalAcc to seller
Period 35 (95,627 distributed)
ActionSourceTargetAmountNotes
placeholder0.00Not modeled: Any due and payable taxes owed by the Issuer
calc_and_pay_feecashAcctrustee0.00
calc_and_pay_feecashAccadmin,servicing0.00
settle_swap0.00Swap 'swap1' not found or zero notional
accrue_and_pay_intcashAccClassA0.00
transfercashAccreserveAcc0.00
transferreserveAccprincipalAcc0.00
pay_prinprincipalAcc0.00
accrue_and_pay_intcashAccClassB0.00
pay_prinprincipalAcc0.00
placeholder0.00Not modeled: Any due and payable interest amount on the Subordinated Loan
placeholder0.00Not modeled: Subordinated Loan Redemption Amount until reduced to zero
placeholder0.00Not modeled: Any indemnity payments to any party under the Transaction 20 Documents
placeholder0.00Not modeled: Any payments due under the Swap Agreement other than those made under step 4
sweep_excesscashAccseller0.00No excess to sweep
sweep_excessprincipalAccseller95,626.78Excess spread swept from principalAcc to seller
Period 36 (78,845 distributed)
ActionSourceTargetAmountNotes
placeholder0.00Not modeled: Any due and payable taxes owed by the Issuer
calc_and_pay_feecashAcctrustee0.00
calc_and_pay_feecashAccadmin,servicing0.00
settle_swap0.00Swap 'swap1' not found or zero notional
accrue_and_pay_intcashAccClassA0.00
transfercashAccreserveAcc0.00
transferreserveAccprincipalAcc0.00
pay_prinprincipalAcc0.00
accrue_and_pay_intcashAccClassB0.00
pay_prinprincipalAcc0.00
placeholder0.00Not modeled: Any due and payable interest amount on the Subordinated Loan
placeholder0.00Not modeled: Subordinated Loan Redemption Amount until reduced to zero
placeholder0.00Not modeled: Any indemnity payments to any party under the Transaction 20 Documents
placeholder0.00Not modeled: Any payments due under the Swap Agreement other than those made under step 4
sweep_excesscashAccseller0.00No excess to sweep
sweep_excessprincipalAccseller78,844.74Excess spread swept from principalAcc to seller
Period 37 (59,118 distributed)
ActionSourceTargetAmountNotes
placeholder0.00Not modeled: Any due and payable taxes owed by the Issuer
calc_and_pay_feecashAcctrustee0.00
calc_and_pay_feecashAccadmin,servicing0.00
settle_swap0.00Swap 'swap1' not found or zero notional
accrue_and_pay_intcashAccClassA0.00
transfercashAccreserveAcc0.00
transferreserveAccprincipalAcc0.00
pay_prinprincipalAcc0.00
accrue_and_pay_intcashAccClassB0.00
pay_prinprincipalAcc0.00
placeholder0.00Not modeled: Any due and payable interest amount on the Subordinated Loan
placeholder0.00Not modeled: Subordinated Loan Redemption Amount until reduced to zero
placeholder0.00Not modeled: Any indemnity payments to any party under the Transaction 20 Documents
placeholder0.00Not modeled: Any payments due under the Swap Agreement other than those made under step 4
sweep_excesscashAccseller0.00No excess to sweep
sweep_excessprincipalAccseller59,117.81Excess spread swept from principalAcc to seller
Period 38 (34,945 distributed)
ActionSourceTargetAmountNotes
placeholder0.00Not modeled: Any due and payable taxes owed by the Issuer
calc_and_pay_feecashAcctrustee0.00
calc_and_pay_feecashAccadmin,servicing0.00
settle_swap0.00Swap 'swap1' not found or zero notional
accrue_and_pay_intcashAccClassA0.00
transfercashAccreserveAcc0.00
transferreserveAccprincipalAcc0.00
pay_prinprincipalAcc0.00
accrue_and_pay_intcashAccClassB0.00
pay_prinprincipalAcc0.00
placeholder0.00Not modeled: Any due and payable interest amount on the Subordinated Loan
placeholder0.00Not modeled: Subordinated Loan Redemption Amount until reduced to zero
placeholder0.00Not modeled: Any indemnity payments to any party under the Transaction 20 Documents
placeholder0.00Not modeled: Any payments due under the Swap Agreement other than those made under step 4
sweep_excesscashAccseller0.00No excess to sweep
sweep_excessprincipalAccseller34,945.30Excess spread swept from principalAcc to seller

15Trigger History

No trigger events recorded.

16Deal Status Timeline

StatusFrom PeriodTo PeriodDuration
Amortizing13838