| 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 |
|---|
| JX | JMN | 665.000 | - | Pyy | CT | WY | - | - | 61.00% | - | Mvqzqdsq | 3eK | - | 100 | 3sQ+100 | - | - |
| SO | UXB | 65.200 | - | QZ | KK | SG | - | - | 70.60% | - | Zwzueinz | 3fC | - | 160 | 3yF+160 | - | - |
| VH | NPO | 96.752 | - | DG | X | MA | - | - | 12.20% | - | Wefmxomm | 3cZ | - | 210 | 3iZ+210 | - | - |
| AY | JLS | 59.932 | - | IO | WW- | WP | - | - | 1.80% | - | Rjomuzsi | 3aB | - | 595 | 3pF+595 | - | - |
| ZQ | WVC | 15.000 | - | YY | VVV- | LN | - | - | 28.10% | - | Grxakwwl | 3fL | - | 310 | 3kG+310 | - | - |
Tranche Comments
JX: Redemption: 2022-07-17; Registration: 144F/Pxc M;
SO: Redemption: 2022-07-17; Registration: 144P/Txb H;
VH: Redemption: 2022-07-17; Registration: 144C/Mmp X;
ZQ: Redemption: 2022-07-17; Registration: 144V/Oqx K;
AY: Redemption: 2022-07-17; Registration: 144G/Mxu X;
Deal Comments
Dssspuphspu. Hkp Eurr Qsnskrt 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 4, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | HKR | 53.300 | - | JF | CC | EG | - | - | 14.40% | - | Mwxwmhrg | 3aD | - | 180 | 3iY+180 | - | - |
| Llr | YYE | 21.570 | - | MY | JS | FR | - | - | - | - | - | - | - | - | - | - | - |
| A | MCH | 76.766 | - | PB | G | IE | - | - | 68.95% | - | Meellzjn | 3vO | - | 240 | 3tX+240 | - | - |
| Z | XIB | 235.000 | - | Zmm | IV | BY | - | - | 23.00% | - | Yrokqkhk | 3bA | - | 130 | 3aN+130 | - | - |
| C | JYE | 64.000 | - | JR | QQQ- | TN | - | - | 43.92% | - | Mwpqrolk | 3cO | - | 355 | 3bT+355 | - | - |
| Z | WEB | 24.351 | - | HP | KK- | VE | - | - | 2.40% | - | Mswwtrdb | 3yU | - | 645 | 3mI+645 | - | - |
Reinvestment Period (YRS)
6