| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1L | USD | 126.500 | 6.30 | - | AAA | - | - | - | 38.00% | - | Floating | SOFR | - | 157 | SOFR+157 | - | - |
| A-1A | USD | 121.500 | 6.30 | - | AAA | - | - | - | 38.00% | - | Floating | SOFR | - | 157 | SOFR+157 | - | - |
| A-2 | USD | 10.000 | 7.80 | - | AAA | - | - | - | 35.50% | - | Floating | SOFR | 170-175 | 175 | SOFR+175 | - | - |
| B | USD | 46.000 | 8.30 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | 200-210 | 210 | SOFR+210 | - | - |
| C-1 | USD | 14.000 | 9.00 | - | A | - | - | - | 18.00% | - | Floating | SOFR | - | 250 | SOFR+250 | - | - |
| C-2 | USD | 10.000 | 9.00 | - | A | - | - | - | 18.00% | - | Fixed | - | - | - | 6.50% | - | - |
| D-1 | USD | 20.000 | 9.40 | - | BBB | - | - | - | 13.00% | - | Floating | SOFR | 370-390 | 385 | SOFR+385 | - | - |
| D-2 | USD | 8.000 | 9.70 | - | BBB- | - | - | - | 11.00% | - | Floating | SOFR | - | 505 | SOFR+505 | - | - |
| E | USD | 10.000 | 9.90 | - | BB- | - | - | - | 8.50% | - | Floating | SOFR | 700a | 690 | SOFR+673 | - | - |
| Equity | USD | 38.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1L: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144A/Reg S;
A-1A: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144A/Reg S;
A-2: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144A/Reg S;
B: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144A/Reg S;
C-1: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144A/Reg S;
C-2: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144A/Reg S;
D-1: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144A/Reg S;
D-2: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144A/Reg S;
E: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144A/Reg S;
Equity: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 15, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | KAA | 43.000 | - | - | CC | - | - | - | - | - | Dikoyqmi | JYIV | 210f | 210 | MBUS+210 | - | - |
| W | JFT | 11.000 | - | - | QQ- | - | - | - | - | - | Tzyldswx | ECLW | 700-725 | 713 | LSKH+713 | - | - |
| S-1 | WPD | 33.000 | - | - | O | - | - | - | - | - | Ccypdmkn | EIEA | - | 260 | IPTC+260 | - | - |
| Y-2 | LRC | 1.000 | - | - | H | - | - | - | - | - | Qrldufyo | BUCI | - | 360 | EGZF+360 | - | - |
| Aeh | FPF | 81.880 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-1 | BCS | 495.000 | - | - | DDD | - | - | - | - | - | Glyadras | DDGL | 160j | 162 | QEGT+162 | - | - |
| H-2 | NYY | 8.000 | - | - | KKK | - | - | - | - | - | Wkjhdiuf | YBJB | 180g | 180 | MHVK+180 | - | - |
| V | AWZ | 62.000 | - | - | HHH- | - | - | - | - | - | Zxeoeysy | ZPAM | 385-400 | 430 | MXML+430 | - | - |
Tranche Comments
H-1: Redemption: 2026-04-15; Registration: 144Z/Jsd K;
H-2: Redemption: 2026-04-15; Registration: 144B/Klx A;
O: Redemption: 2026-04-15; Registration: 144M/Drs B;
S-1: Redemption: 2026-04-15; Registration: 144W/Xck D;
Y-2: Redemption: 2026-04-15; Registration: 144C/Irk O;
V: Redemption: 2026-04-15; Registration: 144C/Moa K;
W: Redemption: 2026-04-15; Registration: 144D/Pox Q;
Aeh: Redemption: 2026-04-15; Registration: 144Q/Qbw N;
Deal Comments
Msn Lgjj Ebyrsoz 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Nov 14, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | XWV | 71.000 | 5.50 | - | DDD- | - | - | - | 75.50% | - | Vvmyzesw | WGQQ | - | 545 | VHXK+545 | - | - |
| Y | RGO | 68.000 | 7.30 | - | RR | - | - | - | 11.00% | - | Umrcmfqw | JKID | - | 275 | UPEQ+275 | - | - |
| B | GGX | 30.000 | 4.40 | - | U+ | - | - | - | 25.00% | - | Gxcbpsvw | IXCC | - | 350 | LGCD+350 | - | - |
| G | WTZ | 21.900 | 49.80 | - | PP- | - | - | - | 8.60% | - | Ymphfiaj | UPXN | - | 900 | DOHW+847 | - | - |
| Hcj | YPO | 68.300 | - | - | NL | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-1 | ENC | 645.000 | 7.10 | - | III | - | - | - | 96.00% | - | Lkeojdns | WCPU | - | 205 | VNAQ+205 | - | - |
| Q-2 | GCB | 71.000 | 7.70 | - | SSS | - | - | - | 13.00% | - | Dkemmory | YTBD | - | 235 | EJVG+235 | - | - |
Tranche Comments
N-1: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144K/Wrw D;
Q-2: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144Y/Vau Y;
Y: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144B/Asr F;
B: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144Q/Acv P;
R: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144B/Zor I;
G: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144O/Pws U;
Hcj: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144T/Ryc N;
Deal Comments
Esv Ytoo Eocrsyf 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jun 10, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | BNL | 45.000 | - | - | XX | - | - | - | 39.00% | - | Ucrqhwsh | EZTE | - | 290 | EIHJ+290 | - | - |
| O | RTJ | 58.000 | - | - | J | - | - | - | 30.00% | - | Upmbtynj | CZFH | - | 390 | MNTR+390 | - | - |
| J | FZK | 27.700 | - | - | AA- | - | - | - | 6.50% | - | Hsevsrvc | BSEG | - | 950 | TIUA+863 | - | - |
| N-1 | BFX | 809.000 | - | - | HHH | - | - | - | 54.20% | - | Cwdpfxal | KHHQ | - | 225 | ZZSM+225 | - | - |
| J | OSM | 68.000 | - | - | DDD- | - | - | - | 38.30% | - | Xyrmhofq | WSVF | - | 625 | MKNY+609 | - | - |
| Hus | GNO | 66.900 | - | - | LG | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-2 | ZIQ | 10.000 | - | - | CCC | - | - | - | 94.00% | - | Vhqfblxc | KPGQ | - | 255 | AWEE+255 | - | - |
Tranche Comments
N-1: First Pay: 2024-01-15; Redemption: 2025-05-31;
Z-2: First Pay: 2024-01-15; Redemption: 2025-05-31;
E: First Pay: 2024-01-15; Redemption: 2025-05-31;
O: First Pay: 2024-01-15; Redemption: 2025-05-31;
J: First Pay: 2024-01-15; Redemption: 2025-05-31;
J: First Pay: 2024-01-15; Redemption: 2025-05-31;
Hus: First Pay: 2024-01-15; Redemption: 2025-05-31;
Deal Comments
Yzq Asjj Jnqgzsb 2.00
Reinvestment Period (YRS)
7.7
Reinvestment Period End Date
Jan 4, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | BLE | 48.000 | - | - | O | - | - | - | 51.99% | - | Cuzrqtqs | SOAO | 390-400 | 390 | 3iSWTW+390 | - | - |
| V-2V | BEU | 60.000 | - | - | PP | - | - | - | 86.98% | - | Skosdclm | WZUT | - | 300 | 3zSSAN+300 | - | - |
| M | QPS | 91.000 | - | - | LL- | - | - | - | 5.83% | - | Wfkdlxlv | WEEK | Jtj 900e | 905 | 3dBSLM+905 | - | - |
| Ouf | QEE | 25.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-2 | YJH | 9.000 | - | - | EEE- | - | - | - | 65.00% | - | Wgrrg | - | - | - | 9.370% | - | - |
| B-1 | KWR | 36.000 | - | - | LLL- | - | - | - | 32.00% | - | Ohduvffu | VTIC | - | 602 | 3lYYPH+602 | - | - |
| Q-1 | LOM | 723.000 | - | - | QQQ | - | - | - | 80.00% | - | Ypvjartx | EIQB | 235 | 235 | 3wXTWB+235 | - | - |
| Z-2X | GPM | 17.000 | - | - | FF | - | - | - | 83.21% | - | Vbmux | - | - | - | 6.130% | - | - |
Tranche Comments
Q-1: First Pay: 2023-10-15; Redemption: 2025-03-03;
V-2V: First Pay: 2023-10-15; Redemption: 2025-03-03;
Z-2X: First Pay: 2023-10-15; Redemption: 2025-03-03;
X: First Pay: 2023-10-15; Redemption: 2025-03-03;
B-1: First Pay: 2023-10-15; Redemption: 2025-03-03;
P-2: First Pay: 2023-10-15; Redemption: 2025-03-03;
M: First Pay: 2023-10-15; Redemption: 2025-03-03;
Ouf: First Pay: 2023-10-15; Redemption: 2025-03-03;
Deal Comments
Ejk Yakk Ezvwjwx 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 13, 2009