| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 256.000 | 6.39 | - | AAA | - | - | - | 36.00% | - | Floating | SOFR | - | 139 | SOFR+139 | - | 100.00000 |
| B | USD | 48.000 | 8.33 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | - | 175 | SOFR+175 | - | 100.00000 |
| C | USD | 24.000 | 8.97 | - | A | - | - | - | 18.00% | - | Floating | SOFR | - | 205 | SOFR+205 | - | 100.00000 |
| D-1A | USD | 15.000 | 9.39 | - | BBB- | - | - | - | 12.00% | - | Floating | SOFR | - | 310 | SOFR+310 | - | 100.00000 |
| D-1B | USD | 9.000 | 9.39 | - | BBB- | - | - | - | 12.00% | - | Fixed | - | - | - | 6.40% | 6.403% | 100.00000 |
| D-2 | USD | 3.250 | 9.73 | - | BBB- | - | - | - | 11.19% | - | Fixed | - | - | - | 7.61% | 7.612% | 100.00000 |
| E | USD | 11.550 | 9.80 | - | BB- | - | - | - | 8.30% | - | Floating | SOFR | - | 625 | SOFR+625 | - | 100.00000 |
| Equity | USD | 37.285 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Registration: 144A/Reg S;
B: Registration: 144A/Reg S;
C: Registration: 144A/Reg S;
D-1A: Registration: 144A/Reg S;
D-1B: Registration: 144A/Reg S;
D-2: Registration: 144A/Reg S;
E: Registration: 144A/Reg S;
Equity: Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.98
Reinvestment Period (YRS)
4.98
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Cce | XVY | 53.260 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V | YSD | 13.500 | - | - | YY- | - | - | - | 2.40% | - | Odjpcitc | PCIA | 600-620 | 620 | NBQH+620 | - | - |
| D2 | TVK | 9.000 | - | - | TTT | - | - | - | 54.00% | - | Ovoaobns | BPJS | - | 168 | HIBP+168 | - | - |
| K2 | UBB | 4.000 | - | - | TTT- | - | - | - | 76.80% | - | Fwilpopi | LEJJ | 450g | 450 | JAVK+450 | - | - |
| W2 | FOP | 5.000 | - | - | YY | - | - | - | 43.00% | - | Ywnka | - | - | - | 5.792% | - | - |
| J | KIA | 47.000 | - | - | S | - | - | - | 61.00% | - | Duqythmq | ZHGI | 220-225 | 220 | UMKH+220 | - | - |
| Q1 | EKX | 41.000 | - | - | DDD- | - | - | - | 33.45% | - | Dcprzrpq | ESJM | 320-330 | 330 | XOHY+330 | - | - |
| X1 | BPZ | 811.000 | - | - | YYY | - | - | - | 74.00% | - | Lmwzjome | YDAP | - | 155 | DKMV+155 | - | - |
| A1 | UUT | 94.000 | - | - | BB | - | - | - | 30.00% | - | Oputvctl | TIGF | - | 185 | GUFJ+185 | - | - |
Tranche Comments
X1: Redemption: 2026-06-25; Registration: 144X/Bzr X;
D2: Redemption: 2026-06-25; Registration: 144F/Noq N;
A1: Redemption: 2026-06-25; Registration: 144W/Pht R;
W2: Redemption: 2026-06-25; Registration: 144U/Orh U;
J: Redemption: 2026-06-25; Registration: 144G/Lfb Z;
Q1: Redemption: 2026-06-25; Registration: 144T/Qdf S;
K2: Redemption: 2026-06-25; Registration: 144C/Ikn C;
V: Redemption: 2026-06-25; Registration: 144D/Fbg M;
Cce: Redemption: 2026-06-25; Registration: 144I/Ffe Y;
Deal Comments
Xwu-Bhqq Tsvqwmg 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 15, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | ESI | 24.000 | 2.20 | - | OOO | - | - | - | 60.00% | - | Opuoropu | UXWZ | - | 375 | NZLP+375 | - | - |
| O-1 | MKW | 76.000 | 6.30 | - | CC+ | - | - | - | 58.60% | - | Bwhoyidm | PPED | - | 205 | GVUT+205 | - | - |
| A-1-A | VBE | 24.000 | 7.40 | - | WW+ | - | - | - | 91.10% | - | Apahh | - | - | - | 6.00% | - | - |
| Y-2 | ZJW | 4.000 | 6.60 | - | BBB | - | - | - | 96.00% | - | Owlzwrzw | MIIY | - | 180 | CUJY+180 | - | - |
| W-2 | REL | 2.000 | 9.40 | - | Q | - | - | - | 81.00% | - | Dcsjhkue | YVII | - | 290 | JDCF+290 | - | - |
| E-2 | CBD | 2.000 | 72.80 | - | BBB- | - | - | - | 67.00% | - | Ybhllvhw | JQIO | - | 525 | VNOI+525 | - | - |
| C-1 | RJO | 193.000 | 8.60 | - | ZZZ | - | - | - | 20.00% | - | Yerejdyv | HAVH | - | 157 | CDOW+157 | - | - |
| E | TBA | 62.000 | 97.80 | - | VV- | - | - | - | 8.00% | - | Oqkcmmse | UEFH | - | 700 | MTLR+700 | - | - |
| J-2 | OWG | 39.000 | 6.00 | - | AA | - | - | - | 23.00% | - | Iwwpqlnk | VCQR | - | 225 | BPOU+225 | - | - |
| R-1 | HNN | 57.000 | 4.30 | - | F+ | - | - | - | 21.40% | - | Ubxayfxp | YVKN | - | 235 | SPXK+235 | - | - |
| Tsc | CJJ | 83.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C-1: Redemption: 2026-04-15; Registration: 144T/Qau C;
Y-2: Redemption: 2026-04-15; Registration: 144V/Arv X;
O-1: Redemption: 2026-04-15; Registration: 144F/Xwf N;
A-1-A: Redemption: 2026-04-15; Registration: 144B/Zug E;
J-2: Redemption: 2026-04-15; Registration: 144V/Yon J;
R-1: Redemption: 2026-04-15; Registration: 144K/Ctv A;
W-2: Redemption: 2026-04-15; Registration: 144U/Yfk J;
J-1: Redemption: 2026-04-15; Registration: 144O/Hqe F;
E-2: Redemption: 2026-04-15; Registration: 144P/Ujk W;
E: Redemption: 2026-04-15; Registration: 144N/Uek K;
Tsc: Redemption: 2026-04-15; Registration: 144Q/Lan G;
Deal Comments
Fyy Vcmm Tukzypo 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 17, 2010