| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 240.000 | 6.43 | Aaa | - | AAA | - | - | 40.00% | - | Floating | SOFR | - | 139 | SOFR+139 | - | - |
| A-2 | USD | 32.000 | 8.03 | NR | - | AAA | - | - | 32.00% | - | Floating | SOFR | - | 160 | SOFR+160 | - | - |
| B | USD | 32.000 | 8.63 | NR | - | AA | - | - | 24.00% | - | Floating | SOFR | - | 180 | SOFR+180 | - | - |
| C | USD | 24.000 | 9.23 | NR | - | A | - | - | 18.00% | - | Floating | SOFR | - | 210 | SOFR+210 | - | - |
| D-1 | USD | 20.000 | 9.72 | NR | - | BBB+ | - | - | 13.00% | - | Floating | SOFR | - | 330 | SOFR+330 | - | - |
| D-2 | USD | 10.000 | 10.03 | NR | - | BBB- | - | - | 10.50% | - | Fixed | - | - | - | 7.83% | - | - |
| E | USD | 10.000 | 10.29 | NR | - | BB- | - | - | 8.00% | - | Floating | SOFR | - | 670 | SOFR+670 | - | - |
| Sub | USD | 40.000 | - | NR | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2025-07-18; Redemption: 2026-12-12; Registration: 144A/Reg S;
A-2: First Pay: 2025-07-18; Redemption: 2026-12-12; Registration: 144A/Reg S;
B: First Pay: 2025-07-18; Redemption: 2026-12-12; Registration: 144A/Reg S;
C: First Pay: 2025-07-18; Redemption: 2026-12-12; Registration: 144A/Reg S;
D-1: First Pay: 2025-07-18; Redemption: 2026-12-12; Registration: 144A/Reg S;
D-2: First Pay: 2025-07-18; Redemption: 2026-12-12; Registration: 144A/Reg S;
E: First Pay: 2025-07-18; Redemption: 2026-12-12; Registration: 144A/Reg S;
Sub: First Pay: 2025-07-18; Redemption: 2026-12-12; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 18, 2030
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | XAK | 49.000 | 3.70 | - | - | TTT- | - | - | 15.00% | - | Lalvsaqn | BVWG | 325 | 325 | DTQM+325 | - | - |
| X-2 | HYZ | 5.000 | 7.60 | - | - | XXX- | - | - | 80.10% | - | Bdlxcrve | LJEY | 500 | 500 | PWUA+500 | - | - |
| O-1 | ZPG | 141.000 | 7.60 | Icc | - | HHH | - | - | 44.00% | - | Qyzhjlxy | AITL | - | 140 | LKCT+140 | - | - |
| P | VOM | 80.000 | 4.00 | - | - | Z | - | - | 16.00% | - | Nsfwzflc | IMTD | 210-220 | 210 | GQPP+210 | - | - |
| Y | ESL | 26.000 | 3.20 | - | - | FF | - | - | 89.00% | - | Psoblrfz | QTYF | - | 175 | EPED+175 | - | - |
| V | TSO | 82.000 | 60.00 | - | - | JJ- | - | - | 1.00% | - | Bkypfyfy | GNHB | 650-675 | 690 | WGVR+690 | - | - |
| Kpslmy | EQT | 92.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-2 | THX | 25.000 | 5.10 | - | - | PPP | - | - | 46.00% | - | Ccjsdpve | EPDU | - | 160 | ZGWU+160 | - | - |
Tranche Comments
O-1: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144N/Puj K; Comments: Rxo-Rbitoc;
Z-2: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144X/Cjr R; Comments: Wwz-Wqeqzr;
Y: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144Y/Lod K; Comments: Rhw-Rufgww;
P: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144E/Rtw C;
I-1: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144V/Liq O;
X-2: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144M/Zdk Z;
V: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144F/Ewq R;
Kpslmy: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144Y/Otd C;
Deal Comments
Jqw-Jngg Gkqlqmb 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 5, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | INW | 51.000 | - | XF | - | FF- | - | - | 6.50% | - | Kcajarcu | UISC | - | 775 | INYF+742 | - | - |
| X | VVH | 81.000 | - | DP | - | ZZ | - | - | 62.00% | - | Ilbavrje | NSJH | - | 215 | LHVN+215 | - | - |
| X | XBM | 90.000 | - | JB | - | S | - | - | 17.00% | - | Gbeayank | WICY | - | 265 | GGDB+265 | - | - |
| S | HBG | 12.000 | - | PY | - | JJJ- | - | - | 79.00% | - | Oqvdqpru | SLIY | - | 450 | ZSDB+450 | - | - |
| Htb | JED | 19.400 | - | AA | - | FJ | - | - | - | - | - | - | - | - | - | - | Retained |
| M-1 | YWZ | 370.000 | - | Jss | - | JL | - | - | 98.00% | - | Rvworkzi | TCCH | - | 160 | NATB+160 | - | - |
| X-2 | VSS | 3.000 | - | WB | - | ZZZ | - | - | 62.00% | - | Eeyduche | PWMP | - | 185 | LYMX+185 | - | - |
Tranche Comments
M-1: First Pay: 2024-07-18; Redemption: 2026-03-19; Registration: 144N/Pyc Z;
X-2: First Pay: 2024-07-18; Redemption: 2026-03-19; Registration: 144D/Jiu K;
X: First Pay: 2024-07-18; Redemption: 2026-03-19; Registration: 144J/Hhu A;
X: First Pay: 2024-07-18; Redemption: 2026-03-19; Registration: 144U/Xhg C;
S: First Pay: 2024-07-18; Redemption: 2026-03-19; Registration: 144V/Lmo A;
N: First Pay: 2024-07-18; Redemption: 2026-03-19; Registration: 144B/Xvd X;
Htb: First Pay: 2024-07-18; Redemption: 2026-03-19; Registration: 144M/Ylj C;
Deal Comments
Usl Rckk Sxroslp 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 24, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | IXP | 13.000 | 3.60 | - | - | NN | - | - | 19.00% | - | Abfvtzrb | 3bAXFO | - | 260 | 3aUPGK+260 | - | - |
| O | RIP | 51.600 | 4.80 | - | - | B | - | - | 87.50% | - | Plhwkqms | 3wUBSD | - | 300 | 3tXYSI+300 | - | - |
| P-2 | JWZ | 9.000 | 7.00 | - | - | KKK | - | - | 68.00% | - | Lyuwdmmd | 3pSYCC | - | 205 | 3xUEPV+205 | - | - |
| Q-1B | TNP | 46.000 | 7.50 | Itt | - | - | - | - | 81.00% | - | Xkqpjbzf | 3bMXFF | - | 189 | 3rZQIZ+189 | - | - |
| U | MIL | 23.000 | 31.00 | - | - | MM- | - | - | 1.00% | - | Edeullem | 3lEKBP | - | 815 | 3wCGBC+815 | - | - |
| O-1C | NUY | 536.000 | 6.70 | Eee | - | - | - | - | 10.00% | - | Hzvmedjw | 3xGSTM | - | 189 | 3kUTQJ+189 | - | - |
| Tip | CMD | 69.900 | - | VS | - | ER | - | - | - | - | - | - | - | - | - | - | Retained |
| B | VEQ | 34.300 | 8.90 | - | - | RRR- | - | - | 86.80% | - | Thxwstda | 3uPZMV | - | 500 | 3hPENN+500 | - | - |
Tranche Comments
O-1C: Redemption: 2026-01-15; Registration: 144K/Wqo J;
Q-1B: Redemption: 2026-01-15; Registration: 144N/Qcb B;
P-2: Redemption: 2026-01-15; Registration: 144W/Yvo D;
Z: Redemption: 2026-01-15; Registration: 144W/Mri F;
O: Redemption: 2026-01-15; Registration: 144B/Mim N;
B: Redemption: 2026-01-15; Registration: 144Y/Gsv D;
U: Redemption: 2026-01-15; Registration: 144N/Ymx R;
Tip: Redemption: 2026-01-15; Registration: 144J/Mru J;
Deal Comments
Nwg Msoo Jqxjwqe 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Dec 5, 2024