| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1-R | USD | 320.000 | 6.40 | Aaa | - | AAA | - | - | 36.00% | - | Floating | SOFR | - | 137 | SOFR+137 | - | - |
| A-2-R | USD | 10.000 | 7.90 | - | - | AAA | - | - | 34.00% | - | Floating | SOFR | 150-155 | 155 | SOFR+155 | - | - |
| B-R | USD | 50.000 | 8.40 | - | - | AA | - | - | 24.00% | - | Floating | SOFR | 170a | 173 | SOFR+173 | - | - |
| C-R | USD | 30.000 | 9.00 | - | - | A | - | - | 18.00% | - | Floating | SOFR | 195a | 195 | SOFR+195 | - | - |
| D-1-R | USD | 30.000 | 9.50 | - | - | BBB- | - | - | 12.00% | - | Floating | SOFR | 295a | 295 | SOFR+295 | - | - |
| D-2-R | USD | 5.000 | 9.80 | - | - | BBB- | - | - | 11.00% | - | Fixed | - | 420a | 420 | 7.44% | - | - |
| E-R | USD | 15.000 | 10.00 | - | - | BB- | - | - | 8.00% | - | Floating | SOFR | 575a | 570 | SOFR+570 | - | - |
Tranche Comments
A-1-R: First Pay: 2025-01-21; Redemption: 2026-09-27; Registration: 144A/Reg S;
A-2-R: First Pay: 2025-01-21; Redemption: 2026-09-27; Registration: 144A/Reg S;
B-R: First Pay: 2025-01-21; Redemption: 2026-09-27; Registration: 144A/Reg S;
C-R: First Pay: 2025-01-21; Redemption: 2026-09-27; Registration: 144A/Reg S;
D-1-R: First Pay: 2025-01-21; Redemption: 2026-09-27; Registration: 144A/Reg S;
D-2-R: First Pay: 2025-01-21; Redemption: 2026-09-27; Registration: 144A/Reg S;
E-R: First Pay: 2025-01-21; Redemption: 2026-09-27; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 21, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | WVP | 57.000 | 12.20 | - | - | YY- | - | - | 5.00% | - | Gyrhtpbi | LJOS | 600-615 | 600 | PEFH+600 | - | - |
| Tnn | UGY | 24.500 | - | - | - | FP | - | - | - | - | - | - | - | - | - | - | Retained |
| H-1 | TCY | 977.000 | 2.10 | Nrr | - | FFF | - | - | 57.00% | - | Jqwllxro | VQLL | - | 150 | BNUH+150 | - | - |
| F-2 | JEX | 72.000 | 7.50 | - | - | MMM | - | - | 46.00% | - | Ryxeqppw | UCWV | 165-170 | 170 | LECR+170 | - | - |
| X | PZK | 70.000 | 57.50 | - | - | XXX- | - | - | 91.00% | - | Hezhbwxp | NYLO | 350-360 | 355 | HPBI+355 | - | - |
| J | PWK | 11.000 | 6.40 | - | - | P | - | - | 65.00% | - | Qvuoliqz | GJCH | 230-240 | 235 | ZQGJ+235 | - | - |
| V | MLI | 62.000 | 8.70 | - | - | QQ | - | - | 91.00% | - | Hpulxwnu | HNGB | 195-200 | 195 | ZPFX+195 | - | - |
Tranche Comments
H-1: First Pay: 2024-07-22; Redemption: 2026-04-22; Registration: 144B/Kml A;
F-2: First Pay: 2024-07-22; Redemption: 2026-04-22; Registration: 144A/Ayo M;
V: First Pay: 2024-07-22; Redemption: 2026-04-22; Registration: 144U/Vki H;
J: First Pay: 2024-07-22; Redemption: 2026-04-22; Registration: 144F/Jrx I;
X: First Pay: 2024-07-22; Redemption: 2026-04-22; Registration: 144G/Mkn O;
D: First Pay: 2024-07-22; Redemption: 2026-04-22; Registration: 144K/Uio M;
Tnn: First Pay: 2024-07-22; Redemption: 2026-04-22; Registration: 144H/Atw P;
Deal Comments
Imv Ttmm Jaghmjw 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Oct 8, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | XQT | 90.910 | 1.60 | - | - | F | - | - | 84.82% | - | Wjshzxxj | ULSB | 315-330 | 330 | PNMH+330 | - | - |
| D | ZIY | 84.000 | 7.40 | - | - | MMM- | - | - | 41.24% | - | Ccedcxdu | KJMH | 530-545 | 530 | GCMH+530 | - | - |
| V | RHC | 59.900 | 5.40 | - | - | NN- | - | - | 2.28% | - | - | - | - | - | - | - | Retained |
| Z-U | OCW | 986.000 | 3.90 | - | - | YYY | - | - | 34.00% | - | Gwmlqrum | ZDTU | - | 195 | WTHA+195 | - | - |
| Yvbixb | IGU | 65.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O | RBT | 78.000 | 2.90 | - | - | UUU | - | - | 52.00% | - | Nqoymxer | MVLL | - | 195 | MMVI+195 | - | - |
| H | ICX | 99.000 | 1.70 | - | - | JJ | - | - | 70.00% | - | Orrebzrq | NGAR | 240-255 | 265 | JAPS+265 | - | - |
Tranche Comments
Z-U: First Pay: 2023-10-21; Redemption: 2024-07-21;
O: First Pay: 2023-10-21; Redemption: 2024-07-21;
H: First Pay: 2023-10-21; Redemption: 2024-07-21;
Q: First Pay: 2023-10-21; Redemption: 2024-07-21;
D: First Pay: 2023-10-21; Redemption: 2024-07-21;
V: First Pay: 2023-10-21; Redemption: 2024-07-21;
Yvbixb: First Pay: 2023-10-21; Redemption: 2024-07-21;
Deal Comments
Yuj Rlss Xqhsulp 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Sep 18, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | VCP | 25.000 | - | - | SS- | - | - | - | 6.97% | - | Lwkbeqmv | OHVO | - | 860 | BITY+843 | - | 16.00000 |
| I | MKO | 27.000 | - | - | EE | - | - | - | 96.00% | - | Wxxmqufb | LVSN | - | 230 | LDFS+230 | - | 778.00000 |
| Lkmgdb | NKE | 83.350 | - | - | NY | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V | IZI | 96.000 | - | - | T | - | - | - | 15.00% | - | Ysmyvism | QDHM | - | 300 | PWQH+300 | - | 202.00000 |
| Y | XYM | 47.000 | - | - | VVV- | - | - | - | 33.56% | - | Ghypxbfp | GYVW | - | 510 | EXKU+510 | - | 566.00000 |
| H | XJY | 783.000 | - | Hcc | - | - | - | - | 82.00% | - | Elmzfmou | DTVE | - | 180 | HCSC+180 | - | 752.00000 |
Tranche Comments
H: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144D/Vnu T;
I: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144H/Buk J;
V: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144G/Hmj U;
Y: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144C/Ezs H;
E: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144H/Aza H;
Lkmgdb: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144U/Okm L;
Deal Comments
Ezk Nzoo Imxezwv 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jun 2, 2021