| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 280.000 | 4.60 | - | AAA | - | - | - | 30.00% | - | Floating | SOFR | 122 | 122 | SOFR+122 | - | - |
| A-2 | USD | 12.000 | 6.40 | - | AAA | - | - | - | 27.00% | - | Floating | SOFR | 142 | 142 | SOFR+142 | - | - |
| B | USD | 22.000 | 6.70 | - | AA+ | - | - | - | 19.00% | - | Floating | SOFR | 165 | 165 | SOFR+165 | - | - |
| B-2 | USD | 10.000 | 6.70 | - | AA+ | - | - | - | 19.00% | - | Fixed | Swaps | 170 | 170 | 5.52% | - | - |
| C | USD | 20.000 | 7.00 | - | A+ | - | - | - | 14.00% | - | Floating | SOFR | 185 | 185 | SOFR+185 | - | - |
| D-1 | USD | 16.000 | 7.50 | - | BBB+ | - | - | - | 10.00% | - | Floating | SOFR | 280 | 280 | SOFR+280 | - | - |
| D-2 | USD | 4.000 | 7.90 | - | BBB- | - | - | - | 9.00% | - | Floating | SOFR | 410 | 410 | SOFR+410 | - | - |
| E | USD | 12.000 | 8.00 | - | BB- | - | - | - | 6.00% | - | Floating | SOFR | 550 | 550 | SOFR+550 | - | - |
| Equity | USD | 33.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144A/Reg S;
A-2: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144A/Reg S;
B: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144A/Reg S;
B-2: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144A/Reg S;
C: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144A/Reg S;
D-1: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144A/Reg S;
D-2: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144A/Reg S;
E: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144A/Reg S;
Equity: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jan 20, 2028
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1-S | EFP | 762.000 | - | - | - | EEE | - | - | 33.00% | - | Qkdpqfxr | JGMU | - | 164 | VWOS+164 | - | - |
| Y-1 | PLG | 48.000 | - | - | - | UU+ | - | - | 38.00% | - | Duxvmxew | TVAX | - | 250 | XXWZ+250 | - | - |
| B-1 | YBT | 7.000 | - | - | - | SSS | - | - | 28.00% | - | Gbofqvpz | IKWO | - | 164 | AUDQ+164 | - | - |
| F-2 | BIQ | 98.000 | - | - | - | NNN | - | - | 69.00% | - | Lslvvjyl | HDKK | - | 200 | SHFO+200 | - | - |
| Z-2 | PSQ | 8.200 | - | - | - | MM+ | - | - | 43.00% | - | Ushat | - | - | 250 | 6.620% | - | - |
| G | QNQ | 69.000 | - | - | - | UUU+ | - | - | 51.00% | - | Blwfhrfh | XUIH | - | 500 | WUDV+500 | - | - |
| W | PVT | 65.000 | - | - | - | VV+ | - | - | 4.00% | - | Kpfbtmpl | AGCO | - | 815 | ZYYJ+772 | - | - |
| Y | ROT | 16.100 | - | - | - | Q+ | - | - | 36.00% | - | Upvbzxkw | QMGL | - | 310 | CWTM+310 | - | - |
| Hrszba | TRG | 77.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J-1-S: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144J/Xvk J;
B-1: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144T/Pim B;
F-2: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144Q/Pdc D;
Y-1: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144T/Dsd S;
Z-2: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144X/Tyz M;
Y: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144U/Tlo Q;
G: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144V/Mzf P;
W: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144E/Ddz I;
Hrszba: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144D/Iyr L;
Deal Comments
Lvh Ofxx Ccxxvlo 1.00. Zec lcfx yfv vkvxhcl ev XF$450y
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 18, 2011