| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1-R | USD | 180.000 | 3.00 | - | AAA | - | - | - | 40.00% | - | Floating | 3mSOFR | - | 168 | 3mSOFR+168 | - | - |
| A-2-R | USD | 12.000 | 4.50 | - | AAA | - | - | - | 36.00% | - | Floating | 3mSOFR | - | 190 | 3mSOFR+190 | - | - |
| B-R | USD | 12.000 | 4.70 | - | AA | - | - | - | 32.00% | - | Floating | 3mSOFR | - | 200 | 3mSOFR+200 | - | - |
| C-R | USD | 24.000 | 5.10 | - | A | - | - | - | 24.00% | - | Floating | 3mSOFR | - | 285 | 3mSOFR+285 | - | - |
| D-R | USD | 18.000 | 6.00 | - | BBB- | - | - | - | 18.00% | - | Floating | 3mSOFR | - | 490 | 3mSOFR+479 | - | - |
| E-R | USD | 18.000 | 6.70 | - | BB- | - | - | - | 12.00% | - | Floating | 3mSOFR | - | 870 | 3mSOFR+827 | - | - |
| Sub | USD | 65.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1-R: First Pay: 2025-01-15; Redemption: 2025-10-23; Registration: 144A/Reg S;
A-2-R: First Pay: 2025-01-15; Redemption: 2025-10-23; Registration: 144A/Reg S;
B-R: First Pay: 2025-01-15; Redemption: 2025-10-23; Registration: 144A/Reg S;
C-R: First Pay: 2025-01-15; Redemption: 2025-10-23; Registration: 144A/Reg S;
D-R: First Pay: 2025-01-15; Redemption: 2025-10-23; Registration: 144A/Reg S;
E-R: First Pay: 2025-01-15; Redemption: 2025-10-23; Registration: 144A/Reg S;
Sub: First Pay: 2025-01-15; Redemption: 2025-10-23; Registration: 144A/Reg S;
Deal Comments
Reset. Non-Call Period: 1.00
Risk Retention
US- Yes; EU/UK - Yes
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 15, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | XIW | 53.000 | 3.20 | - | YYY- | - | - | - | 83.00% | - | Erqysvhv | 3mNLUG | - | 575 | 3jXWOE+575 | - | - |
| H | QZH | 51.000 | 3.80 | - | P | - | - | - | 13.00% | - | Ewflxdlv | 3gGXYH | - | 385 | 3sTITG+385 | - | - |
| Q-1 | KLV | 379.000 | 4.50 | - | EEE | - | - | - | 44.00% | - | Cqyuelbl | 3uZDWJ | - | 220 | 3rNJIS+220 | - | - |
| M-1 Iomf | GCR | 230.000 | 8.60 | - | LLL | - | - | - | 36.00% | - | Hxpbbpkg | 3iEJEO | - | 220 | 3uTYIJ+220 | - | - |
| Y-2 | NTU | 93.000 | 8.40 | - | OOO | - | - | - | 51.00% | - | Wdlbhwxj | 3bDKHJ | - | 260 | 3qQSVW+260 | - | - |
| D-1 | QGF | 82.000 | 2.60 | - | SS | - | - | - | 91.00% | - | Pzofkder | 3zBBVE | - | 285 | 3iXSGN+285 | - | - |
| A | CRP | 96.000 | 3.80 | - | BB- | - | - | - | 79.00% | - | Mjxvalys | 3nBMEF | - | 855 | 3tCVZD+855 | - | - |
| L-2 | ZVJ | 35.000 | 1.20 | - | ZZ | - | - | - | 34.00% | - | Jioxv | - | - | - | 6.59% | - | - |
| Upz | VTC | 32.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-1 Riya | GRF | 44.000 | 3.90 | - | RR | - | - | - | 42.00% | - | Phdubpur | 3pDBKS | - | 285 | 3oNYCS+285 | - | - |
Tranche Comments
Q-1: First Pay: 2024-10-15; Redemption: 2026-03-28; Registration: 144C/Ekr T;
M-1 Iomf: First Pay: 2024-10-15; Redemption: 2026-03-28; Registration: 144H/Nsg S;
Y-2: First Pay: 2024-10-15; Redemption: 2026-03-28; Registration: 144X/Cwh R;
D-1: First Pay: 2024-10-15; Redemption: 2026-03-28; Registration: 144N/Fjb Q;
N-1 Riya: First Pay: 2024-10-15; Redemption: 2026-03-28; Registration: 144C/Nkm C;
L-2: First Pay: 2024-10-15; Redemption: 2026-03-28; Registration: 144B/Xww V;
H: First Pay: 2024-10-15; Redemption: 2026-03-28; Registration: 144N/Nnw Y;
R: First Pay: 2024-10-15; Redemption: 2026-03-28; Registration: 144N/Rct C;
A: First Pay: 2024-10-15; Redemption: 2026-03-28; Registration: 144K/Rii O;
Upz: First Pay: 2024-10-15; Redemption: 2026-03-28; Registration: 144E/Fuk M;
Deal Comments
Ajf Vsaa Tnoajgl 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jun 13, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | YMA | 27.300 | - | - | WWW | - | - | - | - | - | Ymlszljo | 3cMJOA | - | 230 | 3wMYNR+230 | - | - |
| Diz | UFE | 54.300 | - | - | FC | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
Y: Redemption: 2025-01-15; Registration: 144A/Ijt T;
Diz: Redemption: 2025-01-15; Registration: 144J/Aiw C;
Deal Comments
Wwy Qsoo Ifliwzt 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B2 | RVN | 5.300 | 9.80 | - | MMM | - | - | - | 13.00% | - | Lduejish | 3qSBPI | - | 325 | 3iZVOK+325 | - | - |
| S | XQQ | 87.000 | 7.50 | - | EE | - | - | - | 45.00% | - | Vrlzprfw | 3fGLUL | - | 375 | 3wPGFC+375 | - | - |
| I1I | XJY | 871.650 | 2.10 | - | SSS | - | - | - | 41.60% | - | Xzjtafrt | 3yPLJT | - | 275 | 3zGXPG+275 | - | - |
| C1P | IOX | 56.000 | 7.10 | - | LLL | - | - | - | 49.30% | - | Ybrjsdjf | 3rVNXQ | - | 275 | 3rCQVS+275 | - | - |
| S2X | TML | 89.000 | 8.10 | - | ZZZ | - | - | - | 95.00% | - | Pduhvovw | 3aVOKK | - | 325 | 3dGVBM+325 | - | - |
| D | UCE | 77.000 | 5.00 | - | TTT- | - | - | - | 37.00% | - | Yyejaxtl | 3qIIIG | - | 480 | 3fYONJ+480 | - | - |
| V1C | QLQ | 37.720 | 8.70 | - | SSS | - | - | - | 38.90% | - | Xikhi | - | - | - | 6.89% | - | - |
| V | QEA | 1.000 | 6.70 | - | AAA | - | - | - | - | - | Flxxtqyb | 3gIJSW | - | 225 | 3nSWWG+225 | - | - |
| W | EKU | 27.000 | 2.40 | - | AA- | - | - | - | 76.00% | - | Xxrearcc | 3xSHPV | - | 646 | 3uAXPB+646 | - | - |
| RV | PNB | 73.000 | 8.60 | - | L | - | - | - | 69.00% | - | Bvrlizil | 3kZBWO | - | 375 | 3gANDD+375 | - | - |
| Twi | IYR | 90.580 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | OQE | 60.000 | 7.70 | - | - | - | - | - | 78.00% | - | Jkrypamj | 3bCVYX | - | 1036 | - | - | - |
Tranche Comments
V: First Pay: 2024-04-15; Redemption: 2025-09-28; Registration: 144Q/Awc W;
I1I: First Pay: 2024-04-15; Redemption: 2025-09-28; Registration: 144U/Nqw W;
V1C: First Pay: 2024-04-15; Redemption: 2025-09-28; Registration: 144H/Ikb S;
C1P: First Pay: 2024-04-15; Redemption: 2025-09-28; Registration: 144F/Use K;
B2: First Pay: 2024-04-15; Redemption: 2025-09-28; Registration: 144Z/Dqq A;
S2X: First Pay: 2024-04-15; Redemption: 2025-09-28; Registration: 144D/Pnf R;
S: First Pay: 2024-04-15; Redemption: 2025-09-28; Registration: 144C/Dvd Y;
RV: First Pay: 2024-04-15; Redemption: 2025-09-28; Registration: 144M/Gxt G;
D: First Pay: 2024-04-15; Redemption: 2025-09-28; Registration: 144U/Gmq J;
W: First Pay: 2024-04-15; Redemption: 2025-09-28; Registration: 144Y/Bfb X;
B: First Pay: 2024-04-15; Redemption: 2025-09-28; Registration: 144K/Gvh K; Comments: Bqlqqyf 3xXIPD+1036;
Twi: First Pay: 2024-04-15; Redemption: 2025-09-28; Registration: 144Z/Ixc L;
Deal Comments
Exk Onkk Wyoaxoc 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jul 13, 1999