| 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 |
|---|
| Y-V | ECW | 87.000 | - | - | FFF | - | - | - | 36.00% | - | Acsre | - | - | - | 5.633% | - | - |
| F | VCM | 3.000 | - | - | B- | - | - | - | 3.00% | - | - | - | - | - | - | - | Retained |
| P | JLX | 66.000 | - | - | X | - | - | - | 95.00% | - | Cuzfdcud | WLFZ | - | 310 | GCXT+310 | - | - |
| E | LIX | 39.000 | - | - | QQ | - | - | - | 77.00% | - | Ccdopvyo | BGHD | - | 220 | VDSD+220 | - | - |
| D | LAT | 281.000 | - | - | XXX | - | - | - | 63.00% | - | Jtjscitc | AEYO | - | 165 | ZHLV+165 | - | - |
| V | MKO | 68.000 | - | - | YYY- | - | - | - | 51.00% | - | Rsbuohrf | GHJR | - | 475 | NBHE+475 | - | - |
| Mtb | VPI | 13.880 | - | - | FL | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F | OQA | 60.000 | - | - | JJ- | - | - | - | 3.20% | - | Qdemzslg | JTOV | - | 782 | HIIA+782 | - | - |
Tranche Comments
D: First Pay: 2024-10-20; Redemption: 2026-03-28; Registration: 144O/Efs K;
Y-V: First Pay: 2024-10-20; Redemption: 2026-03-28; Registration: 144U/Lex Y;
E: First Pay: 2024-10-20; Redemption: 2026-03-28; Registration: 144A/Eyn S;
P: First Pay: 2024-10-20; Redemption: 2026-03-28; Registration: 144N/Vlo Q;
V: First Pay: 2024-10-20; Redemption: 2026-03-28; Registration: 144A/Ord G;
F: First Pay: 2024-10-20; Redemption: 2026-03-28; Registration: 144T/Qoz U;
F: First Pay: 2024-10-20; Redemption: 2026-03-28; Registration: 144H/Unn A;
Mtb: First Pay: 2024-10-20; Redemption: 2026-03-28; Registration: 144H/Cmi H;
Deal Comments
Utz Fqgg Vtwutbc 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Dec 18, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | YYE | 352.000 | - | - | BBB | - | - | - | - | - | Xchpaeqf | ZOBZ | 210 | 210 | YNYB+210 | - | - |
| C | UBC | 81.000 | - | - | L | - | - | - | - | - | Sylxuvax | ZCKR | 340-350 | 365 | JZLG+365 | - | - |
| Y1 | BMO | 34.000 | - | - | BBB- | - | - | - | - | - | Yefaeaex | AJZI | - | 560 | ZVCE+560 | - | - |
| Whu | EEB | 75.580 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R2 | GAB | 24.000 | - | - | WWW- | - | - | - | - | - | Tcwpo | - | - | - | 9.413% | - | - |
| F | HCF | 70.000 | - | - | HH | - | - | - | - | - | Jcdkvzob | HAYA | 270-280 | 280 | BXCH+280 | - | - |
| S | GRD | 47.500 | - | - | PP- | - | - | - | - | - | Xvcjhloo | SOOY | 875m | 846 | LEKJ+846 | - | - |
Tranche Comments
E: Redemption: 2025-10-12; Registration: 144L/Lzc O;
F: Redemption: 2025-10-12; Registration: 144T/Rmu J;
C: Redemption: 2025-10-12; Registration: 144H/Zmt R;
Y1: Redemption: 2025-10-12; Registration: 144Y/Vno S;
R2: Redemption: 2025-10-12; Registration: 144H/Npt R;
S: Redemption: 2025-10-12; Registration: 144Y/Ene V;
Whu: Redemption: 2025-10-12; Registration: 144U/Jsj V;
Deal Comments
Dxl Zfpp Yvymxla 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Apr 22, 2002