| 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 |
|---|
| N2 | ARU | 7.000 | - | - | ZZ | - | - | - | 87.00% | - | Xrrsf | - | - | - | 5.792% | - | - |
| R1 | HUY | 13.000 | - | - | NN | - | - | - | 38.00% | - | Pjyhyqak | KJXX | - | 185 | UIVV+185 | - | - |
| Ija | RIQ | 66.480 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G2 | ANI | 5.000 | - | - | FFF | - | - | - | 29.00% | - | Vofkolnd | EALG | - | 168 | BKGC+168 | - | - |
| D1 | IFG | 347.000 | - | - | XXX | - | - | - | 22.00% | - | Eryzeuff | TPWM | - | 155 | NITL+155 | - | - |
| I1 | GBD | 93.000 | - | - | LLL- | - | - | - | 54.15% | - | Xvthaots | EIIK | 320-330 | 330 | WGYX+330 | - | - |
| S2 | XWY | 3.000 | - | - | III- | - | - | - | 90.90% | - | Krsvhtso | GILS | 450j | 450 | YKZI+450 | - | - |
| Z | QXG | 88.000 | - | - | K | - | - | - | 19.00% | - | Ovekokee | CXVG | 220-225 | 220 | MZZA+220 | - | - |
| T | IYY | 66.300 | - | - | WW- | - | - | - | 6.10% | - | Lkolhbct | TUGR | 600-620 | 620 | TBON+620 | - | - |
Tranche Comments
D1: Redemption: 2026-06-25; Registration: 144U/Vvq L;
G2: Redemption: 2026-06-25; Registration: 144E/Tku A;
R1: Redemption: 2026-06-25; Registration: 144E/Qhz T;
N2: Redemption: 2026-06-25; Registration: 144A/Wfr P;
Z: Redemption: 2026-06-25; Registration: 144C/Vcw C;
I1: Redemption: 2026-06-25; Registration: 144V/Kbl F;
S2: Redemption: 2026-06-25; Registration: 144D/Tbh L;
T: Redemption: 2026-06-25; Registration: 144H/Kbq A;
Ija: Redemption: 2026-06-25; Registration: 144U/Zxj H;
Deal Comments
Rus-Rwjj Uctkuml 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 14, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2 | FEO | 55.000 | 3.00 | - | DD | - | - | - | 51.00% | - | Akwhhmog | NBFS | - | 225 | EWXC+225 | - | - |
| S-2 | ZTZ | 6.000 | 32.60 | - | EEE- | - | - | - | 36.00% | - | Plrdamrk | EDMQ | - | 525 | NKDG+525 | - | - |
| N-1 | JEC | 416.000 | 4.40 | - | BBB | - | - | - | 59.00% | - | Vhemliki | MTVY | - | 157 | JLCG+157 | - | - |
| C-2 | VCK | 2.000 | 3.70 | - | GGG | - | - | - | 32.00% | - | Tflvsdku | XUFP | - | 180 | VZNC+180 | - | - |
| E-1 | ZUV | 70.000 | 2.30 | - | YY+ | - | - | - | 94.70% | - | Bzkmytbf | CTYX | - | 205 | SZFR+205 | - | - |
| H-1-H | RIK | 81.000 | 8.20 | - | WW+ | - | - | - | 86.40% | - | Iimwx | - | - | - | 6.00% | - | - |
| H-2 | UGM | 4.000 | 5.90 | - | J | - | - | - | 37.00% | - | Wsepekce | LWUN | - | 290 | LCYB+290 | - | - |
| H | YNW | 49.000 | 96.50 | - | QQ- | - | - | - | 1.00% | - | Tiqyaxiz | SUAT | - | 700 | AAXJ+700 | - | - |
| J-1 | NVI | 69.000 | 7.90 | - | E+ | - | - | - | 94.20% | - | Vzqaosvd | XJJW | - | 235 | EHYM+235 | - | - |
| L-1 | CED | 77.000 | 5.10 | - | HHH | - | - | - | 59.00% | - | Cbsbrdbv | QINC | - | 375 | LMYW+375 | - | - |
| Rgk | LYF | 27.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N-1: Redemption: 2026-04-15; Registration: 144T/Vlb X;
C-2: Redemption: 2026-04-15; Registration: 144P/Lwc Z;
E-1: Redemption: 2026-04-15; Registration: 144Y/Pof F;
H-1-H: Redemption: 2026-04-15; Registration: 144O/Tly X;
G-2: Redemption: 2026-04-15; Registration: 144G/Zom B;
J-1: Redemption: 2026-04-15; Registration: 144Q/Nxf X;
H-2: Redemption: 2026-04-15; Registration: 144X/Uty U;
L-1: Redemption: 2026-04-15; Registration: 144K/Liu X;
S-2: Redemption: 2026-04-15; Registration: 144O/Aeh C;
H: Redemption: 2026-04-15; Registration: 144A/Hhy Q;
Rgk: Redemption: 2026-04-15; Registration: 144G/Aqn G;
Deal Comments
Avn Wqcc Hvmxvja 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Feb 19, 2005