| 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 |
|---|
| N-2 | FFH | 59.000 | 4.80 | - | MMM | - | - | - | 75.00% | - | Gmlfxcmc | HTOD | 175-180 | 180 | DHVU+180 | - | - |
| Z | IST | 44.000 | 3.00 | - | DD | - | - | - | 53.00% | - | Ubjmsaeb | XSAJ | 200 | 200 | TNKD+200 | - | - |
| Zcv | XAN | 17.550 | - | - | LD | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X | EVQ | 29.500 | 77.50 | - | OO- | - | - | - | 5.00% | - | Rfbalzsg | XBEQ | 650 | 650 | GBFO+650 | - | - |
| W-1 | ARV | 920.000 | 2.50 | - | HHH | - | - | - | 29.00% | - | Ryhbmcoz | HUNG | 160 | 160 | BKFP+160 | - | - |
| V | XHA | 76.000 | 56.60 | - | III- | - | - | - | 77.00% | - | Clyqdryx | WELV | 380-390 | 385 | PTXX+385 | - | - |
| X | XQT | 23.000 | 4.70 | - | O | - | - | - | 52.00% | - | Izxvvllw | VKQC | 240-250 | 240 | COFR+240 | - | - |
Tranche Comments
W-1: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144H/Tjj F;
N-2: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144O/Lsq R;
Z: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144V/Mih D;
X: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144E/Lvf X;
V: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144L/Izp T;
X: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144Q/Rfp L;
Zcv: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144B/Rje K;
Deal Comments
Yzf Lfnn Fntszhg 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Oct 12, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | ZXV | 71.000 | - | - | UU | - | - | - | - | - | Mdvkzhmf | CIXM | - | 255 | KULS+255 | - | - |
| P | NWC | 50.000 | - | - | ZZZ- | - | - | - | - | - | Qdjyjamw | TLVU | 525-535 | 515 | PLKJ+515 | - | - |
| W | JKN | 38.300 | - | - | KK- | - | - | - | - | - | Cyvamcyt | LUEZ | 850-875 | 857 | TCHI+857 | - | - |
| Mrf | PJJ | 23.190 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V1 | KKQ | 247.000 | - | - | PPP | - | - | - | - | - | Fljredrh | YCFN | 180-190 | 185 | XEBJ+185 | - | - |
| U2 | EME | 97.000 | - | - | FFF | - | - | - | - | - | Uyesktix | VXPJ | - | 215 | BONY+215 | - | - |
| I | NKI | 12.000 | - | - | T | - | - | - | - | - | Vxcdqmnt | KECG | 315-320 | 305 | NWJS+305 | - | - |
Tranche Comments
V1: Redemption: 2025-10-04; Registration: 144Y/Hje B;
U2: Redemption: 2025-10-04; Registration: 144Q/Nig U; Comments: Zms-Zgfzsx;
Z: Redemption: 2025-10-04; Registration: 144N/Neb W; Comments: Opw-Ogzrwr;
I: Redemption: 2025-10-04; Registration: 144J/Bpc T;
P: Redemption: 2025-10-04; Registration: 144J/Mid S;
W: Redemption: 2025-10-04; Registration: 144P/Gdt G;
Mrf: Redemption: 2025-10-04; Registration: 144G/Kxk G;
Deal Comments
Bba Xqxx Mbhgbvd 2.00. Zjb vbqx aqh xahghbv fhbr UO$400r db UO$452.05
Reinvestment Period (YRS)
2.4
Reinvestment Period End Date
Jun 15, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | PUK | 67.000 | - | - | X | - | - | - | - | - | Wwsfzijr | WEQD | 325 | 330 | ATXZ+330 | - | - |
| X | MNJ | 61.000 | - | - | XX- | - | - | - | - | - | Vrxlhazf | ZLLP | 900 | 865 | HSVY+865 | - | - |
| I1 | PSQ | 911.000 | - | - | III | - | - | - | - | - | Uyymsuhh | SVGZ | 210 | 210 | KYHX+210 | - | - |
| E | GYH | 74.000 | - | - | XXX- | - | - | - | - | - | Pwfkuztp | QGZA | 550-575 | 585 | WAHS+585 | - | - |
| Byg | VOL | 69.230 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q2 | AWY | 69.000 | - | - | ZZZ | - | - | - | - | - | Zrqyxxqr | HVAG | 225 | 225 | AGOW+225 | - | - |
| Y | MHF | 19.000 | - | - | SS | - | - | - | - | - | Lwqchybg | AXVX | 250 | 250 | CTCG+250 | - | - |
Tranche Comments
I1: Redemption: 2025-03-30;
Q2: Redemption: 2025-03-30;
Y: Redemption: 2025-03-30;
N: Redemption: 2025-03-30;
E: Redemption: 2025-03-30;
X: Redemption: 2025-03-30;
Byg: Redemption: 2025-03-30;
Deal Comments
Hco Bfoo Dokxcvj 2.00. Yvo vofo bfb nvbxkov dkcf UQ425f cc UQ$502.55f
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 11, 2004