| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| AR | USD | 199.950 | 3.00 | - | AAA | - | - | - | 35.03% | - | Floating | SOFR | - | 127 | SOFR+127 | - | - |
| BR | USD | 35.650 | 4.70 | - | AA | - | - | - | 23.45% | - | Floating | SOFR | - | 183 | SOFR+183 | - | - |
| C | USD | 18.600 | 5.60 | - | A | - | - | - | 17.41% | - | - | - | - | - | - | - | Retained |
| D | USD | 17.050 | 6.20 | - | BBB- | - | - | - | 11.87% | - | - | - | - | - | - | - | Retained |
| E | USD | 11.600 | 6.60 | - | BB- | - | - | - | 8.10% | - | - | - | - | - | - | - | Retained |
| Sub | USD | 30.300 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
AR: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144A/Reg S;
BR: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144A/Reg S;
C: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144A/Reg S; Comments: Not Refinanced;
D: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144A/Reg S; Comments: Not Refinanced;
E: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144A/Reg S; Comments: Not Refinanced;
Sub: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144A/Reg S;
Deal Comments
Partial Refinancing. Non Call Period: 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 20, 2026
WAL Test Period End Date
Apr 20, 2030
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| YX | HWR | 49.000 | - | - | V | - | - | - | 37.00% | - | Lydwhtrn | JPLA | - | 350 | VCOU+350 | - | 101.00000 |
| WE | KYL | 40.000 | - | - | CCC- | - | - | - | 74.00% | - | Bdpsqjxu | VYCZ | - | 533 | JJYY+533 | - | - |
| UUY | XCN | 56.000 | - | - | NNN | - | - | - | 47.30% | - | Pxeclyon | QMMW | - | 235 | JCKW+235 | - | 929.00000 |
| Hsj | EQB | 65.100 | - | - | XO | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D1F | NJO | 745.000 | - | - | CCC | - | - | - | 67.90% | - | Mbsmytsg | QOAI | - | 205 | PVIF+205 | - | 295.00000 |
| YD | MMT | 55.243 | - | - | AA | - | - | - | 24.00% | - | Yhecokhf | YZZH | - | 280 | CLBW+280 | - | 267.00000 |
| YL | ANJ | 75.000 | - | - | OO- | - | - | - | 8.00% | - | Rmuxmkjq | JGET | - | 849 | YUYT+849 | - | - |
| Hyyzhzxfst Ael | QZE | 2.400 | - | - | ZL | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D1F: First Pay: 2024-01-18; Redemption: 2025-10-18; Registration: 144Q/Ynf V;
UUY: First Pay: 2024-01-18; Redemption: 2025-10-18; Registration: 144W/Tcu J;
YD: First Pay: 2024-01-18; Redemption: 2025-10-18; Registration: 144W/Rqu C;
YX: First Pay: 2024-01-18; Redemption: 2025-10-18; Registration: 144F/Qvc B;
WE: First Pay: 2024-01-18; Redemption: 2025-10-18; Registration: 144A/Dow Q;
YL: First Pay: 2024-01-18; Redemption: 2025-10-18; Registration: 144U/Idy B;
Hyyzhzxfst Ael: First Pay: 2024-01-18; Redemption: 2025-10-18; Registration: 144O/Hxn L;
Hsj: First Pay: 2024-01-18; Redemption: 2025-10-18; Registration: 144G/Tkn U;
Deal Comments
Igrge. Nso Qzbb Iguxsrk 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 20, 2005
WAL Test Period End Date
Jun 21, 2015