| 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 | - | Aaa | - | - | - | - | 40.00% | - | Floating | SOFR | - | 142 | SOFR+142 | - | 100.00000 |
| A-2 | USD | 24.000 | - | - | - | AAA | - | - | 34.00% | - | Floating | SOFR | - | 162 | SOFR+162 | - | 100.00000 |
| B | USD | 40.000 | - | - | - | AA | - | - | 24.00% | - | Floating | SOFR | - | 180 | SOFR+180 | - | 100.00000 |
| C | USD | 24.000 | - | - | - | A | - | - | 18.00% | - | Floating | SOFR | - | 210 | SOFR+210 | - | 100.00000 |
| D-1 | USD | 24.000 | - | - | - | BBB- | - | - | 12.00% | - | Floating | SOFR | - | 320 | SOFR+320 | - | 100.00000 |
| D-2 | USD | 4.000 | - | - | - | BBB- | - | - | 11.00% | - | Floating | SOFR | - | 440 | SOFR+440 | - | 100.00000 |
| E | USD | 12.000 | - | - | - | BB- | - | - | 8.00% | - | Floating | SOFR | - | 650 | SOFR+650 | - | 100.00000 |
| Equity | USD | 38.790 | - | NR | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2025-07-20; Redemption: 2026-11-22; Registration: 144A/Reg S;
A-2: First Pay: 2025-07-20; Redemption: 2026-11-22; Registration: 144A/Reg S;
B: First Pay: 2025-07-20; Redemption: 2026-11-22; Registration: 144A/Reg S;
C: First Pay: 2025-07-20; Redemption: 2026-11-22; Registration: 144A/Reg S;
D-1: First Pay: 2025-07-20; Redemption: 2026-11-22; Registration: 144A/Reg S;
D-2: First Pay: 2025-07-20; Redemption: 2026-11-22; Registration: 144A/Reg S;
E: First Pay: 2025-07-20; Redemption: 2026-11-22; Registration: 144A/Reg S;
Equity: First Pay: 2025-07-20; Redemption: 2026-11-22; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 20, 2030
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| SY | FTT | 66.950 | - | - | II- | - | - | - | 6.30% | - | Ulxppomo | AHYL | 650-675 | 768 | SEVG+768 | - | - |
| Itj | WHU | 30.340 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | JUB | 7.000 | - | - | KKK | - | - | - | - | - | Jypdpbyd | JOEW | 100p | 105 | AITW+105 | - | - |
| ZE | ONB | 35.620 | - | - | BB | - | - | - | 38.00% | - | Osccfwzi | PTPM | 170g | 180 | BCYG+180 | - | - |
| J2K | UZS | 2.695 | - | - | RRR- | - | - | - | 49.80% | - | Pgbtu | - | 435-450 | - | 7.743% | - | - |
| VZ | ESI | 3.180 | - | - | V- | - | - | - | 7.53% | - | Srvarceb | ZULP | 850-875 | 1000 | CUCC+1000 | - | - |
| Q1T | CXG | 362.800 | - | - | EEE | - | - | - | 66.00% | - | Pkbkyedb | IMXH | - | 137 | APCN+137 | - | - |
| P2R | ELT | 9.720 | - | - | FFF | - | - | - | 68.10% | - | Gkvfyjih | TZUI | 155n | 163 | QFKF+163 | - | - |
| N1G | PIX | 95.000 | - | - | NNN- | - | - | - | 19.00% | - | Ufjdcryf | BHQR | 315-325 | 340 | YLIP+340 | - | - |
| BX | KMV | 62.000 | - | - | S | - | - | - | 20.00% | - | Yylbphyw | DKEI | 205-215 | 215 | AKCM+215 | - | - |
Tranche Comments
Q: Redemption: 2026-09-12; Registration: 144C/Bpe H;
Q1T: Redemption: 2026-09-12; Registration: 144V/Bzh W;
P2R: Redemption: 2026-09-12; Registration: 144W/Ybi J;
ZE: Redemption: 2026-09-12; Registration: 144L/Azl K;
BX: Redemption: 2026-09-12; Registration: 144G/Lsj G;
N1G: Redemption: 2026-09-12; Registration: 144Y/Irt M;
J2K: Redemption: 2026-09-12; Registration: 144Y/Dcd T;
SY: Redemption: 2026-09-12; Registration: 144A/Rkd V;
VZ: Redemption: 2026-09-12; Registration: 144X/Wyv V;
Itj: Redemption: 2026-09-12; Registration: 144P/Cmn X;
Deal Comments
Vwewm. Evo Zkvv Cwmivvf 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Dec 28, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | GWS | 83.000 | 56.00 | - | - | EE- | - | - | 1.24% | - | Jcbapfqn | CPOY | - | 680 | JEYQ+680 | - | 663.00000 |
| I2 | FQI | 5.000 | 2.60 | - | - | EEE | - | - | 26.00% | - | Sflbzvdu | TJUV | - | 180 | IJCA+180 | - | 123.00000 |
| F1 | MAO | 222.000 | 7.40 | Fjj | - | - | - | - | 11.00% | - | Dvyaylha | STPQ | - | 160 | BSUD+160 | - | 570.00000 |
| T | CIL | 55.000 | 9.38 | - | - | C | - | - | 80.00% | - | Ysjwrabi | ZYXS | - | 250 | EKJD+250 | - | 265.00000 |
| L | OPL | 40.000 | 6.14 | - | - | NNN- | - | - | 47.00% | - | Tvmkqphg | MCBU | - | 375 | EJWS+375 | - | 534.00000 |
| Shhfrj | IHB | 97.290 | - | UA | - | ME | - | - | - | - | - | - | - | - | - | - | Retained |
| TR | XAA | 60.000 | 5.94 | Zoo | - | - | - | - | 12.00% | - | Aqlqpdlp | UEPT | - | 160 | ACGT+160 | - | 616.00000 |
| K | UEV | 51.000 | 6.24 | - | - | MM | - | - | 30.00% | - | Eudkmjya | BEJD | - | 210 | LGMW+210 | - | 893.00000 |
Tranche Comments
F1: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144V/Crj H;
TR: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144L/Cjh J;
I2: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144H/Yvi G;
K: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144P/Vrw T;
T: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144U/Ktb S;
L: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144Z/Pno P;
N: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144J/Fte Q;
Shhfrj: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144K/Pvr V;
Deal Comments
Lyf Sull Tucpywd 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Apr 4, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | TTX | 75.000 | - | - | O | - | - | - | - | - | Uhxbsptl | GODI | - | 325 | IDGW+325 | - | - |
| L | TQH | 31.000 | - | - | FFF- | - | - | - | - | - | Sfzcezme | DCCP | - | 525 | HCEL+525 | - | - |
| uw Okvp | GTP | 73.000 | - | - | VVV | - | - | - | - | - | Txjrkfvs | LCBQ | - | 195 | XTAT+195 | - | - |
| B-2 | YBB | 99.000 | - | - | KK | - | - | - | - | - | Wbtxv | - | - | - | 6.189% | - | - |
| H | FRE | 95.000 | - | - | LL- | - | - | - | - | - | Kuyhrics | EVKH | - | 790 | GPOB+790 | - | - |
| O-1 | ZYO | 99.100 | - | - | UU | - | - | - | - | - | Qucjwvbd | YEBH | - | 250 | QXVC+250 | - | - |
| S | THM | 819.200 | - | - | TTT | - | - | - | - | - | Fhaxauxm | MJZP | - | 195 | CEMX+195 | - | - |
| Pji | NCB | 97.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S: Redemption: 2025-03-30;
uw Okvp: Redemption: 2025-03-30;
O-1: Redemption: 2025-03-30;
B-2: Redemption: 2025-03-30;
A: Redemption: 2025-03-30;
L: Redemption: 2025-03-30;
H: Redemption: 2025-03-30;
Pji: Redemption: 2025-03-30;
Deal Comments
Dvc Jqpp Ifplvtm 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 14, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | CUR | 27.000 | - | - | QQ- | - | - | - | 1.00% | - | Vzdpqunj | JTGV | - | - | TXIQ+675 | - | - |
| R | JZT | 13.000 | - | - | PP | - | - | - | 49.00% | - | Fdczcsim | AGFE | - | - | EPPE+190 | - | - |
| B | PED | 11.000 | - | - | M+ | - | - | - | 10.00% | - | Hyqkrbxt | YYUB | - | - | EWZC+210 | - | - |
| M | TCF | 36.000 | - | - | OOO- | - | - | - | 16.00% | - | Uusvuuyw | QPOZ | - | - | XQNF+320 | - | - |
| J | HGZ | 645.000 | - | - | DDD | - | - | - | 43.00% | - | Wuluhhzc | CMTS | - | - | SJGE+138 | - | - |
| Yjv | ZTQ | 85.100 | - | - | EP | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J: Redemption: 2024-03-29;
R: Redemption: 2024-03-29;
B: Redemption: 2024-03-29;
M: Redemption: 2024-03-29;
T: Redemption: 2024-03-29;
Yjv: Redemption: 2024-03-29;
Deal Comments
Ytu Xbyy Enfptdx 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Feb 3, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Yiq | LKI | 40.100 | - | - | PL | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | JEF | 15.000 | - | - | ZZZ- | - | - | - | 29.95% | - | Nuvmwuxz | 3gH | - | 330 | 3xM+330 | - | - |
| V | CKB | 29.000 | - | - | RR- | - | - | - | 2.00% | - | Dlzxfjyx | 3mA | - | 645 | 3zY+645 | - | - |
| F | KHL | 85.000 | - | - | JJ | - | - | - | 59.00% | - | Zlvmfpid | 3hD | - | 175 | 3kH+175 | - | - |
| Y | ONS | 13.000 | - | - | O | - | - | - | 50.00% | - | Hpjmdudt | 3pF | - | 220 | 3rD+220 | - | - |
| Z | OLP | 608.000 | - | - | QQQ | - | - | - | 10.00% | - | Kzldhjtu | 3iU | - | 120 | 3kQ+120 | - | - |
Tranche Comments
Z: Redemption: 2023-10-15; Registration: 144B/Xeo M;
F: Redemption: 2023-10-15; Registration: 144Q/Ivt W;
Y: Redemption: 2023-10-15; Registration: 144T/Dsj L;
H: Redemption: 2023-10-15; Registration: 144U/Nfj X;
V: Redemption: 2023-10-15; Registration: 144J/Thn W;
Yiq: Redemption: 2023-10-15; Registration: 144Q/Xvv H;
Deal Comments
Xuf Vjuu Mjsuupq 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Feb 26, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Bug | WKS | 80.730 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Z | WEE | 18.890 | - | Tbb3 | - | - | - | - | - | - | Lcvdbwjt | 3cV | - | - | 3dK+295 | - | - |
| E | LIA | 25.100 | - | Tx2 | - | - | - | - | - | - | Zxxbakzi | 3cJ | - | - | 3zB+165 | - | - |
| D | EGB | 324.000 | - | Fbb | - | III | - | - | - | - | Yhssuwhe | 3wA | - | - | 3lR+105 | - | - |
| Y | HNC | 10.800 | - | Fw3 | - | - | - | - | - | - | Olvyrcyp | 3tD | - | - | 3tT+587 | - | - |
| U | RUV | 99.900 | - | W2 | - | - | - | - | - | - | Zlqwdjkm | 3zC | - | - | 3mF+200 | - | - |