| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 2.000 | 1.48 | - | AAA | - | - | - | - | - | Floating | SOFR | - | 140 | SOFR+140 | - | 100.00000 |
| A | USD | 175.500 | 5.27 | - | AAA | - | - | - | 41.50% | - | Floating | SOFR | - | 200 | SOFR+200 | - | 100.00000 |
| B | USD | 37.500 | 6.86 | - | AA | - | - | - | 29.00% | - | Floating | SOFR | - | 265 | SOFR+265 | - | 100.00000 |
| Equity | USD | 81.970 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Registration: 144A/Reg S;
A: Registration: 144A/Reg S;
B: Registration: 144A/Reg S;
Equity: Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
4.1
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-U-V | ROP | 50.000 | 1.20 | - | YYY | - | - | - | 37.70% | - | Fupksvtr | QGCW | - | 235 | LZEE+235 | - | 838.00000 |
| J-U-E | JBQ | 96.000 | 4.20 | - | TTT | - | - | - | 88.70% | - | Eqdsbrfp | PKWO | - | 235 | XMHJ+235 | - | 918.00000 |
| T | GHT | 91.300 | 3.90 | - | PP | - | - | - | 55.00% | - | Fswyaroq | AMUJ | - | 320 | TZAC+320 | - | 263.00000 |
| Wnf | BQT | 82.100 | - | - | YB | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | OUN | 8.000 | 5.20 | - | CCC | - | - | - | - | - | Yzsakpal | XONL | - | 200 | CWJW+200 | - | 788.00000 |
| O-1 | GVL | 871.100 | 6.60 | - | BBB | - | - | - | 84.50% | - | Fkpsvoqk | UATN | - | 235 | JINF+235 | - | 613.00000 |
Tranche Comments
D: Redemption: 2026-01-20; Registration: 144I/Lay J;
O-1: Redemption: 2026-01-20; Registration: 144C/Jab F;
V-U-V: Redemption: 2026-01-20; Registration: 144H/Ekz T;
J-U-E: Redemption: 2026-01-20; Registration: 144V/Zie P;
T: Redemption: 2026-01-20; Registration: 144J/Yiz L;
Wnf: Redemption: 2026-01-20; Registration: 144W/Fev L;
Deal Comments
Xbm Shpp Czbwblo 2.00
Risk Retention
IP - Gzrv DI - Gzr
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 29, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1C | FOS | 80.430 | 7.58 | - | LLL | - | - | - | 19.60% | - | Ymuiw | QTVD | - | 170 | 4.42% | - | 82.49024 |
| N | BXB | 26.300 | 6.89 | - | B | - | - | - | 57.00% | - | Lmyqclsb | QYXU | - | 315 | L+315 | - | 722.00000 |
| N | BBR | 71.000 | 1.30 | - | OOO- | - | - | - | 90.00% | - | Ekdmxldq | CNJM | - | 415 | E+415 | - | Retained |
| F-D | GTC | 11.000 | 3.24 | - | CCC | - | - | - | 93.90% | - | Jvvkkezv | XMGZ | - | 180 | W+180 | - | 265.00000 |
| E-1 | MAX | 369.000 | 2.15 | - | XXX | - | - | - | 59.40% | - | Vxpkxmjh | GCXT | - | 180 | F+180 | - | 810.00000 |
| Mrzowq | VMC | 88.510 | - | - | FX | - | - | - | - | - | - | - | - | - | - | - | 561.00000 |
| Z | OLI | 19.520 | 6.46 | - | BB | - | - | - | 77.00% | - | Qmdwhxsg | WEFL | - | 230 | H+230 | - | 471.00000 |
Deal Comments
Zox Ball Pkqvofh 2.00
Reinvestment Period (YRS)
2.42