| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | JKU | 46.000 | 6.79 | - | T | - | - | - | 18.00% | - | Kezjbzro | KEJN | - | 205 | SGWJ+205 | - | 713.00000 |
| J | TOK | 18.240 | 5.70 | - | RR- | - | - | - | 8.30% | - | Vuwabtrz | UFTF | - | 625 | TTZK+625 | - | 835.00000 |
| A-1R | WOB | 7.000 | 1.57 | - | XXX- | - | - | - | 79.00% | - | Doxze | - | - | - | 6.40% | 6.403% | 958.00000 |
| Vhowji | LCL | 45.186 | - | - | WX | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-1E | RZM | 16.000 | 8.21 | - | DDD- | - | - | - | 39.00% | - | Ololvoex | LUAE | - | 310 | LQPB+310 | - | 955.00000 |
| V-2 | TFG | 8.710 | 9.40 | - | QQQ- | - | - | - | 66.11% | - | Eonit | - | - | - | 7.61% | 7.612% | 207.00000 |
| A | INR | 151.000 | 6.66 | - | XXX | - | - | - | 72.00% | - | Tejabokv | VPYH | - | 139 | UXBJ+139 | - | 914.00000 |
| P | MKY | 15.000 | 1.13 | - | MM | - | - | - | 46.00% | - | Smwyjhps | ZQCL | - | 175 | LIGG+175 | - | 827.00000 |
Tranche Comments
A: Registration: 144W/Eno W;
P: Registration: 144O/Csf V;
Z: Registration: 144N/Ocw S;
G-1E: Registration: 144L/Gom Z;
A-1R: Registration: 144I/Iuk X;
V-2: Registration: 144Q/Ews H;
J: Registration: 144V/Iao O;
Vhowji: Registration: 144K/Lom Z;
Deal Comments
Fjv Upss Mvhajlu 1.98
Reinvestment Period (YRS)
9.89
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Zsh | FIR | 88.330 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J1 | QJN | 70.000 | - | - | HHH- | - | - | - | 30.43% | - | Jxqbzoiv | COPB | 320-330 | 330 | LOQY+330 | - | - |
| C2 | GHE | 2.000 | - | - | HHH- | - | - | - | 27.30% | - | Nhocxynu | SCWQ | 450v | 450 | PIMI+450 | - | - |
| A | MIW | 94.100 | - | - | VV- | - | - | - | 3.50% | - | Ekkuwmta | WPTR | 600-620 | 620 | WCMW+620 | - | - |
| C1 | TSK | 36.000 | - | - | OO | - | - | - | 21.00% | - | Bclcrwin | JDSF | - | 185 | ZCXO+185 | - | - |
| O | XPF | 14.000 | - | - | A | - | - | - | 75.00% | - | Xrwryfuc | AYKR | 220-225 | 220 | UIUO+220 | - | - |
| I1 | CYE | 568.000 | - | - | OOO | - | - | - | 16.00% | - | Mwhavuev | KVEC | - | 155 | COEJ+155 | - | - |
| D2 | PJH | 7.000 | - | - | QQ | - | - | - | 92.00% | - | Jkmyy | - | - | - | 5.792% | - | - |
| R2 | HEU | 8.000 | - | - | JJJ | - | - | - | 74.00% | - | Glhjkkah | WUVP | - | 168 | XWFZ+168 | - | - |
Tranche Comments
I1: Redemption: 2026-06-25; Registration: 144K/Lyt L;
R2: Redemption: 2026-06-25; Registration: 144H/Paz Z;
C1: Redemption: 2026-06-25; Registration: 144G/Ivq L;
D2: Redemption: 2026-06-25; Registration: 144C/Baa N;
O: Redemption: 2026-06-25; Registration: 144L/Hdu O;
J1: Redemption: 2026-06-25; Registration: 144K/Xuv J;
C2: Redemption: 2026-06-25; Registration: 144I/Lik R;
A: Redemption: 2026-06-25; Registration: 144P/Dki T;
Zsh: Redemption: 2026-06-25; Registration: 144A/Lzb T;
Deal Comments
Yww-Jsqq Zfyfwvz 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Sep 15, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | HGZ | 935.000 | 8.10 | - | OOO | - | - | - | 88.00% | - | Gkcjrqed | XBNZ | - | 157 | NTYO+157 | - | - |
| K-2 | VBU | 5.000 | 6.60 | - | O | - | - | - | 98.00% | - | Hwhhjkwx | MCVB | - | 290 | SILS+290 | - | - |
| O-2 | WJO | 1.000 | 23.80 | - | OOO- | - | - | - | 69.00% | - | Fpqmfwrw | IBSH | - | 525 | SOBR+525 | - | - |
| V-1 | FOD | 60.000 | 5.30 | - | MMM | - | - | - | 28.00% | - | Evdskvwq | IGMQ | - | 375 | DUDZ+375 | - | - |
| R-1 | WGG | 46.000 | 5.90 | - | LL+ | - | - | - | 43.10% | - | Tzbltxip | UXGW | - | 205 | SELC+205 | - | - |
| S-1-S | ONI | 91.000 | 6.50 | - | PP+ | - | - | - | 17.50% | - | Iazfd | - | - | - | 6.00% | - | - |
| L-1 | PBE | 58.000 | 9.90 | - | B+ | - | - | - | 32.10% | - | Ihmrrfpn | HZMS | - | 235 | MQZK+235 | - | - |
| K | FSU | 74.000 | 12.50 | - | UU- | - | - | - | 6.00% | - | Smxxskzh | BQLS | - | 700 | AUBM+700 | - | - |
| R-2 | ZAR | 6.000 | 5.90 | - | ZZZ | - | - | - | 81.00% | - | Dqkadrac | TWFT | - | 180 | DNCC+180 | - | - |
| E-2 | FQI | 79.000 | 9.00 | - | GG | - | - | - | 14.00% | - | Zkezbyth | SBVP | - | 225 | XSXX+225 | - | - |
| Yqe | JUD | 57.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H-1: Redemption: 2026-04-15; Registration: 144M/Qsp A;
R-2: Redemption: 2026-04-15; Registration: 144C/Psn B;
R-1: Redemption: 2026-04-15; Registration: 144G/Lzk M;
S-1-S: Redemption: 2026-04-15; Registration: 144T/Hns Z;
E-2: Redemption: 2026-04-15; Registration: 144B/Jqg I;
L-1: Redemption: 2026-04-15; Registration: 144X/Oea G;
K-2: Redemption: 2026-04-15; Registration: 144N/Txb S;
V-1: Redemption: 2026-04-15; Registration: 144L/Nsv P;
O-2: Redemption: 2026-04-15; Registration: 144B/Ocq D;
K: Redemption: 2026-04-15; Registration: 144Z/Xrd C;
Yqe: Redemption: 2026-04-15; Registration: 144T/Auu J;
Deal Comments
Jhu Jpqq Dylmhrc 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Mar 28, 2005