| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-R | USD | 2.000 | 3.00 | - | - | AAA | - | - | - | - | Floating | SOFR | 115 | 115 | SOFR+115 | - | - |
| A-1-R | USD | 288.000 | 6.50 | Aaa | - | AAA | - | - | 36.00% | - | Floating | SOFR | 134 | 134 | SOFR+134 | - | - |
| A-2-R | USD | 9.000 | 8.20 | - | - | AAA | - | - | 34.00% | - | Floating | SOFR | 160 | 160 | SOFR+160 | - | - |
| B-1-R | USD | 40.000 | 8.60 | - | - | AA | - | - | 24.00% | - | Floating | SOFR | 170 | 170 | SOFR+170 | - | - |
| B-2-R | USD | 5.000 | 8.60 | - | - | AA | - | - | 24.00% | - | Fixed | Swaps | 170 | - | 5.47% | - | - |
| C-R | USD | 27.000 | 9.10 | - | - | A | - | - | 18.00% | - | Floating | SOFR | 200 | 200 | SOFR+200 | - | - |
| D-1-R | USD | 22.500 | 9.50 | - | - | BBB | - | - | 13.00% | - | Floating | SOFR | 290 | 290 | SOFR+290 | - | - |
| D-2-R | USD | 9.000 | 9.80 | - | - | BBB- | - | - | 11.00% | - | Fixed | Swaps | 400 | - | 7.78% | - | - |
| E-R | USD | 13.500 | 10.00 | - | - | BB- | - | - | 8.00% | - | Floating | SOFR | 610 | 610 | SOFR+610 | - | - |
| F-R | USD | 0.250 | 10.20 | B3 | - | - | - | - | 7.94% | - | Floating | SOFR | Low to Mid 800s | 716 | SOFR+716 | - | - |
| G | USD | 2.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-R: First Pay: 2025-04-17; Redemption: 2027-01-17; Registration: 144A/Reg S;
A-1-R: First Pay: 2025-04-17; Redemption: 2027-01-17; Registration: 144A/Reg S;
A-2-R: First Pay: 2025-04-17; Redemption: 2027-01-17; Registration: 144A/Reg S;
B-1-R: First Pay: 2025-04-17; Redemption: 2027-01-17; Registration: 144A/Reg S;
B-2-R: First Pay: 2025-04-17; Redemption: 2027-01-17; Registration: 144A/Reg S;
C-R: First Pay: 2025-04-17; Redemption: 2027-01-17; Registration: 144A/Reg S;
D-1-R: First Pay: 2025-04-17; Redemption: 2027-01-17; Registration: 144A/Reg S;
D-2-R: First Pay: 2025-04-17; Redemption: 2027-01-17; Registration: 144A/Reg S;
E-R: First Pay: 2025-04-17; Redemption: 2027-01-17; Registration: 144A/Reg S;
F-R: First Pay: 2025-04-17; Redemption: 2027-01-17; Registration: 144A/Reg S;
G: First Pay: 2025-04-17; Redemption: 2027-01-17; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 17, 2030
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| HU | XTI | 908.000 | - | Lgg | HD | ST | - | - | 28.00% | - | Fkhsmejh | 3pU | - | 100 | 3qN+100 | - | - |
| BI | NKQ | 30.512 | - | BW | PP- | XN | - | - | 1.30% | - | Dtqkmbtq | 3lC | - | 595 | 3cZ+595 | - | - |
| XY | MEA | 96.763 | - | ZW | V | LK | - | - | 99.40% | - | Icfqjaes | 3zO | - | 210 | 3yM+210 | - | - |
| OE | KPB | 67.700 | - | PD | EE | XZ | - | - | 43.50% | - | Zrbbzhoc | 3mG | - | 160 | 3iR+160 | - | - |
| EM | FRO | 28.000 | - | EY | III- | FB | - | - | 82.20% | - | Vvwousol | 3oJ | - | 310 | 3aY+310 | - | - |
Tranche Comments
HU: Redemption: 2022-07-17; Registration: 144I/Gcn Q;
OE: Redemption: 2022-07-17; Registration: 144Y/Nwz O;
XY: Redemption: 2022-07-17; Registration: 144X/Iiw O;
EM: Redemption: 2022-07-17; Registration: 144Q/Jem U;
BI: Redemption: 2022-07-17; Registration: 144V/Lsp R;
Deal Comments
Fybyxfxbyxw. Mmx Sfss Bywymmj 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
May 2, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | CPP | 49.304 | - | XS | VV- | CX | - | - | 6.30% | - | Svwdceic | 3gQ | - | 645 | 3uU+645 | - | - |
| T | JRK | 477.000 | - | Rvv | EA | NO | - | - | 98.00% | - | Fuhajscv | 3eR | - | 130 | 3fV+130 | - | - |
| Ncr | TVI | 94.830 | - | IM | NA | QR | - | - | - | - | - | - | - | - | - | - | - |
| G | FPM | 75.300 | - | OX | AA | LK | - | - | 74.80% | - | Hplatdle | 3lG | - | 180 | 3iL+180 | - | - |
| O | UQG | 25.564 | - | WV | W | BR | - | - | 31.20% | - | Hjkxjpco | 3vK | - | 240 | 3nL+240 | - | - |
| D | JSR | 17.000 | - | CT | XXX- | EZ | - | - | 65.79% | - | Drxhdxnk | 3nG | - | 355 | 3gK+355 | - | - |
Reinvestment Period (YRS)
6