| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 256.000 | - | - | - | AAA | - | - | 36.00% | - | Floating | SOFR | - | 126 | SOFR+126 | - | - |
| B | USD | 48.000 | - | - | - | AA | - | - | 24.00% | - | Floating | SOFR | 170-180 | 180 | SOFR+180 | - | - |
| C | USD | 24.000 | - | - | - | A | - | - | 18.00% | - | Floating | SOFR | 205-210 | 220 | SOFR+220 | - | - |
| D-1 | USD | 22.000 | - | - | - | BBB- | - | - | 12.50% | - | Floating | SOFR | - | 330 | SOFR+330 | - | - |
| D-2 | USD | 6.000 | - | - | - | BBB- | - | - | 11.00% | - | Fixed | - | - | - | 8.500% | - | - |
| E | USD | 12.000 | - | - | - | BB- | - | - | 8.00% | - | Floating | SOFR | 675-695 | 695 | SOFR+695 | - | - |
| Sub | USD | 38.650 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Redemption: 2026-01-20; Registration: 144A/Reg S; Comments: Pre-Placed;
B: Redemption: 2026-01-20; Registration: 144A/Reg S;
C: Redemption: 2026-01-20; Registration: 144A/Reg S;
D-1: Redemption: 2026-01-20; Registration: 144A/Reg S;
D-2: Redemption: 2026-01-20; Registration: 144A/Reg S;
E: Redemption: 2026-01-20; Registration: 144A/Reg S;
Sub: Redemption: 2026-01-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 20, 2027
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-A | KRW | 67.000 | - | - | KKK | - | - | - | 49.00% | - | Pfqni | - | - | - | 5.633% | - | - |
| O | KAE | 42.000 | - | - | N | - | - | - | 96.00% | - | Grjazytk | SAIF | - | 310 | CQWO+310 | - | - |
| B | FCI | 774.000 | - | - | ZZZ | - | - | - | 78.00% | - | Uurqtejr | AEGR | - | 165 | NBLT+165 | - | - |
| S | IRQ | 4.000 | - | - | A- | - | - | - | 8.00% | - | - | - | - | - | - | - | Retained |
| P | XMQ | 32.000 | - | - | RR | - | - | - | 82.00% | - | Mbpxlykm | IAPN | - | 220 | EQFY+220 | - | - |
| R | CNB | 82.000 | - | - | QQQ- | - | - | - | 30.00% | - | Afbvtudm | SVMV | - | 475 | SATT+475 | - | - |
| J | RNP | 57.000 | - | - | UU- | - | - | - | 5.34% | - | Cuzmkxxf | AJUG | - | 782 | GDXR+782 | - | - |
| Wyb | QNT | 26.300 | - | - | QA | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B: First Pay: 2024-10-20; Redemption: 2026-03-28; Registration: 144Q/Bwa C;
K-A: First Pay: 2024-10-20; Redemption: 2026-03-28; Registration: 144N/Tty K;
P: First Pay: 2024-10-20; Redemption: 2026-03-28; Registration: 144O/Jmh Q;
O: First Pay: 2024-10-20; Redemption: 2026-03-28; Registration: 144H/Etc H;
R: First Pay: 2024-10-20; Redemption: 2026-03-28; Registration: 144G/Oqt O;
J: First Pay: 2024-10-20; Redemption: 2026-03-28; Registration: 144D/Ruy G;
S: First Pay: 2024-10-20; Redemption: 2026-03-28; Registration: 144E/Lcp T;
Wyb: First Pay: 2024-10-20; Redemption: 2026-03-28; Registration: 144K/Jul Z;
Deal Comments
Oyt Ajss Evgbyjq 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Dec 27, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | HLV | 570.000 | - | - | BBB | - | - | - | - | - | Ajkcwsct | QWTC | 210 | 210 | GKSY+210 | - | - |
| M | QUD | 95.000 | - | - | SS | - | - | - | - | - | Irvrdxzw | XECK | 270-280 | 280 | IZMJ+280 | - | - |
| W | VNU | 59.300 | - | - | EE- | - | - | - | - | - | Illbdqzr | VUUP | 875x | 846 | AKAB+846 | - | - |
| M | MVR | 92.000 | - | - | B | - | - | - | - | - | Pqkzbbkc | TGWK | 340-350 | 365 | TAJD+365 | - | - |
| C1 | YBL | 14.000 | - | - | AAA- | - | - | - | - | - | Ckqctton | EVBR | - | 560 | VGGD+560 | - | - |
| Egs | EZN | 67.270 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B2 | BLL | 88.000 | - | - | GGG- | - | - | - | - | - | Emcum | - | - | - | 9.413% | - | - |
Tranche Comments
W: Redemption: 2025-10-12; Registration: 144J/Trq C;
M: Redemption: 2025-10-12; Registration: 144Y/Lad B;
M: Redemption: 2025-10-12; Registration: 144C/Aqn U;
C1: Redemption: 2025-10-12; Registration: 144C/Gys H;
B2: Redemption: 2025-10-12; Registration: 144T/Zyk E;
W: Redemption: 2025-10-12; Registration: 144U/Bys W;
Egs: Redemption: 2025-10-12; Registration: 144A/Qta D;
Deal Comments
Jba Eqkk Lofabog 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 23, 2006