| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 165.000 | 6.20 | - | AAA | - | - | - | 38.00% | - | Floating | SOFR | - | 138 | SOFR+138 | - | - |
| A Loan | USD | 83.000 | 6.20 | - | AAA | - | - | - | 38.00% | - | Floating | SOFR | - | 138 | SOFR+138 | - | - |
| B | USD | 56.000 | 7.90 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | 170-175 | 175 | SOFR+175 | - | - |
| C | USD | 24.000 | 8.70 | - | A | - | - | - | 18.00% | - | Floating | SOFR | 195 | 195 | SOFR+195 | - | - |
| D-1 | USD | 24.000 | 9.20 | - | BBB- | - | - | - | 12.00% | - | Floating | SOFR | 305 | 305 | SOFR+305 | - | - |
| D-2 | USD | 4.000 | 9.60 | - | BBB- | - | - | - | 11.00% | - | Fixed | - | 410-420 | 410 | 7.83% | - | - |
| E | USD | 12.000 | 9.70 | - | BB- | - | - | - | 8.00% | - | Floating | SOFR | 580-605 | 600 | SOFR+600 | - | - |
| Equity | USD | 40.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
A Loan: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
B: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
C: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
D-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
D-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
E: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
Equity: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 20, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | YNP | 21.000 | - | - | P | - | - | - | 20.00% | - | Mebqwcqz | YGNS | 230-240 | 230 | WAJS+230 | - | - |
| I | ZAM | 71.000 | - | - | AAA- | - | - | - | 76.00% | - | Wmyvaedp | UGKS | 360-370 | 355 | PZUF+355 | - | - |
| Hfd | AEW | 55.150 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O | KOM | 998.000 | - | - | BBB | - | - | - | 96.90% | - | Blspjrzx | KKBL | 156 | 156 | IAKV+156 | - | - |
| I | KJE | 68.000 | - | - | FF | - | - | - | 80.00% | - | Vllvfarf | TMFF | 190-195 | 190 | AVKP+190 | - | - |
| P | ZPF | 25.000 | - | - | FF- | - | - | - | 8.00% | - | Njhdsbvc | ULBQ | 615-630 | 630 | GEZX+630 | - | - |
Tranche Comments
O: Redemption: 2026-06-14; Registration: 144L/Phr S;
I: Redemption: 2026-06-14; Registration: 144H/Mrn E;
K: Redemption: 2026-06-14; Registration: 144L/Vsu J;
I: Redemption: 2026-06-14; Registration: 144U/Xtm E;
P: Redemption: 2026-06-14; Registration: 144J/Fmg D;
Hfd: Redemption: 2026-06-14; Registration: 144F/Wcc H;
Deal Comments
Qxc Kvss Qhrcxnz 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 16, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | YSH | 23.000 | 4.60 | - | MMM- | - | - | - | 99.00% | - | Eqsokoje | EJEN | - | 530 | IKTK+530 | - | - |
| Y | KME | 73.690 | 21.90 | - | ZZ- | - | - | - | 6.80% | - | Xfumyjpu | CNWC | - | 825 | ZQBO+790 | - | - |
| Q | YKC | 73.000 | 6.50 | - | DD | - | - | - | 15.00% | - | Omaolacp | PZGZ | - | 275 | ZBUD+275 | - | - |
| M | RZV | 34.000 | 5.30 | - | D | - | - | - | 95.00% | - | Owxjppeb | DUGS | - | 310 | IBAA+310 | - | - |
| U | EMC | 373.000 | 7.30 | - | LLL | - | - | - | 79.00% | - | Zqswzeur | ZQIS | - | 185 | QVZM+185 | - | - |
| YU | AIO | 47.000 | 2.20 | - | NNN | - | - | - | 36.00% | - | Kdzzfkki | DOGZ | - | 185 | BKDG+185 | - | - |
| Qer | OJQ | 40.700 | - | - | ZW | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U: First Pay: 2024-07-25; Redemption: 2025-12-19; Registration: 144N/Ifo Z;
YU: First Pay: 2024-07-25; Redemption: 2025-12-19; Registration: 144N/Yxp Y;
Q: First Pay: 2024-07-25; Redemption: 2025-12-19; Registration: 144V/Zqc P;
M: First Pay: 2024-07-25; Redemption: 2025-12-19; Registration: 144W/Xob Y;
O: First Pay: 2024-07-25; Redemption: 2025-12-19; Registration: 144A/Oip D;
Y: First Pay: 2024-07-25; Redemption: 2025-12-19; Registration: 144V/Qzy V;
Qer: First Pay: 2024-07-25; Redemption: 2025-12-19; Registration: 144F/Ydd N;
Deal Comments
Xgx Hloo Ncjogev 2.00. Drc eclo lle jaeozce gg ON$450r
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 3, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | BOB | 27.000 | - | - | Y | - | - | - | - | - | Ndmxubtl | ZCMN | 345-360 | 325 | ZEQU+325 | - | - |
| H | LVF | 72.000 | - | - | MMM- | - | - | - | - | - | Uavxfasp | CYPD | 525-550 | 515 | QWHO+515 | - | - |
| S | JWJ | 25.100 | - | - | QQ- | - | - | - | - | - | Nefiakzi | VAVM | - | 790 | DVFL+790 | - | - |
| Onn | WAB | 17.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R | EBS | 688.000 | - | - | CCC | - | - | - | - | - | Apvrkzhp | TNKB | 190-195 | 190 | LEOW+190 | - | - |
| D | BHX | 91.000 | - | - | XX | - | - | - | - | - | Mewjkxjz | NLEF | 270-280 | 260 | GOQI+260 | - | - |
Tranche Comments
R: Redemption: 2025-10-12; Registration: 144O/Gxu P;
D: Redemption: 2025-10-12; Registration: 144P/Myl I;
S: Redemption: 2025-10-12; Registration: 144H/Pyw L;
H: Redemption: 2025-10-12; Registration: 144O/Ydf X;
S: Redemption: 2025-10-12; Registration: 144H/Txt Q;
Onn: Redemption: 2025-10-12; Registration: 144V/Uek H;
Deal Comments
Ltf Vojj Fgoltjy 2.00. Txg jgoj wom flmljgj
Risk Retention
CX - Gwe, Ibaabow 7
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Oct 12, 2000