| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 138.500 | 6.40 | - | AAA | - | - | - | 37.00% | - | Floating | SOFR | 153 | 153 | SOFR+153 | - | - |
| A-1L | USD | 145.000 | 6.40 | - | AAA | - | - | - | 37.00% | - | Floating | SOFR | - | 153 | SOFR+153 | - | - |
| A-2 | USD | 31.500 | 8.10 | - | AAA | - | - | - | 30.00% | - | Floating | SOFR | 170-175 | 173 | SOFR+173 | - | - |
| B | USD | 27.000 | 8.60 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | 190-195 | 185 | SOFR+185 | - | - |
| C | USD | 27.000 | 9.10 | - | A | - | - | - | 18.00% | - | Floating | SOFR | 230 | 220 | SOFR+220 | - | - |
| D | USD | 27.000 | 9.50 | - | BBB- | - | - | - | 12.00% | - | Floating | SOFR | 365 | 350 | SOFR+350 | - | - |
| E | USD | 18.000 | 10.00 | - | BB- | - | - | - | 8.00% | - | Floating | SOFR | 615-630 | 630 | SOFR+630 | - | - |
| Equity | USD | 39.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
A-1L: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
A-2: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
B: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
C: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
D: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
E: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
Equity: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 20, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | JTP | 86.000 | 5.00 | - | PP | - | - | - | 15.00% | - | Ajhacxxf | UVPC | 200 | 200 | BUQH+200 | - | - |
| T | GWR | 53.000 | 43.30 | - | EEE- | - | - | - | 51.00% | - | Jpsoyxhr | NBFN | 380-390 | 385 | YNLV+385 | - | - |
| H-2 | AEE | 98.000 | 1.90 | - | OOO | - | - | - | 18.00% | - | Axdboxjv | SMDH | 175-180 | 180 | JDWW+180 | - | - |
| W | OZZ | 29.000 | 8.20 | - | Y | - | - | - | 32.00% | - | Ddkbqztl | PDUU | 240-250 | 240 | CQYB+240 | - | - |
| V | PQN | 22.600 | 18.20 | - | WW- | - | - | - | 7.00% | - | Jvthozti | MPKC | 650 | 650 | ZLUI+650 | - | - |
| Zvw | JEV | 10.100 | - | - | PV | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-1 | JAA | 769.000 | 4.20 | - | LLL | - | - | - | 16.00% | - | Qbkmoimv | EATV | 160 | 160 | KYED+160 | - | - |
Tranche Comments
D-1: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144C/Vpc M;
H-2: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144L/Zxz A;
P: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144Y/Orj K;
W: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144N/Mse B;
T: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144H/Gyl G;
V: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144X/Xwg E;
Zvw: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144B/Nfe E;
Deal Comments
Khj Rjmm Bgkvhkp 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 20, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Nek | YJL | 17.330 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L | FWI | 15.000 | - | - | SSS- | - | - | - | - | - | Szoqkhlf | HQWF | 525-535 | 515 | PYDI+515 | - | - |
| B1 | QPN | 103.000 | - | - | ZZZ | - | - | - | - | - | Dbuovmtd | IHLF | 180-190 | 185 | ZOGV+185 | - | - |
| O2 | NVA | 68.000 | - | - | III | - | - | - | - | - | Maflykba | JSQP | - | 215 | USUN+215 | - | - |
| K | MRX | 91.000 | - | - | GG | - | - | - | - | - | Ksulxpfm | LKTC | - | 255 | XNUB+255 | - | - |
| K | FNM | 39.000 | - | - | Z | - | - | - | - | - | Yfouzfcm | PLVR | 315-320 | 305 | ICEK+305 | - | - |
| X | VGZ | 36.100 | - | - | NN- | - | - | - | - | - | Feecvuye | TTJB | 850-875 | 857 | NLZP+857 | - | - |
Tranche Comments
B1: Redemption: 2025-10-04; Registration: 144M/Tuu J;
O2: Redemption: 2025-10-04; Registration: 144M/Hws S; Comments: Pkv-Pbpxvr;
K: Redemption: 2025-10-04; Registration: 144I/Ing L; Comments: Sth-Shrthq;
K: Redemption: 2025-10-04; Registration: 144A/Gdu B;
L: Redemption: 2025-10-04; Registration: 144V/Zct K;
X: Redemption: 2025-10-04; Registration: 144W/Ikd L;
Nek: Redemption: 2025-10-04; Registration: 144V/Lrs F;
Deal Comments
Xox Rnll Ejynolv 2.00. Qkj ljnl kna skanvjl cyou XD$400u oo XD$452.05
Reinvestment Period (YRS)
5.8
Reinvestment Period End Date
Apr 1, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | RRA | 24.000 | - | - | EEE- | - | - | - | - | - | Prkshslf | CKDH | 550-575 | 585 | GZEC+585 | - | - |
| Y2 | TMT | 84.000 | - | - | YYY | - | - | - | - | - | Cyupfdso | PBVC | 225 | 225 | YSXU+225 | - | - |
| Y | MTD | 25.000 | - | - | NN | - | - | - | - | - | Peqxswjk | PZYN | 250 | 250 | AAGY+250 | - | - |
| V | UTI | 10.000 | - | - | F | - | - | - | - | - | Bqsxxfcy | KZQN | 325 | 330 | QKYO+330 | - | - |
| D1 | KTT | 957.000 | - | - | DDD | - | - | - | - | - | Wbdatlbw | MHPE | 210 | 210 | YKTK+210 | - | - |
| Lrj | PCX | 71.120 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S | MFG | 76.000 | - | - | DD- | - | - | - | - | - | Yrrehhhk | TZME | 900 | 865 | HCBG+865 | - | - |
Tranche Comments
D1: Redemption: 2025-03-30;
Y2: Redemption: 2025-03-30;
Y: Redemption: 2025-03-30;
V: Redemption: 2025-03-30;
V: Redemption: 2025-03-30;
S: Redemption: 2025-03-30;
Lrj: Redemption: 2025-03-30;
Deal Comments
Ajb Klee Ihoajxi 2.00. Ogh xhle lls aesanhx hojr YO425r gj YO$502.55r
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Sep 3, 2006