| 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 |
|---|
| A1U | QEE | 176.200 | - | - | RRR | - | - | - | 79.00% | - | Pwyexjjh | IEXR | - | 137 | BSXJ+137 | - | - |
| Z1L | RQN | 66.000 | - | - | FFF- | - | - | - | 55.00% | - | Uzeqaltw | CGVU | 315-325 | 340 | SHEL+340 | - | - |
| C2P | RXX | 6.317 | - | - | QQQ- | - | - | - | 55.82% | - | Dopmf | - | 435-450 | - | 7.743% | - | - |
| SV | GHF | 1.330 | - | - | Q- | - | - | - | 6.93% | - | Iqbvqhbw | YJVK | 850-875 | 1000 | MSUN+1000 | - | - |
| E2Q | UPH | 7.350 | - | - | BBB | - | - | - | 69.60% | - | Klyepfms | HKAJ | 155b | 163 | GJWQ+163 | - | - |
| ZK | VWN | 43.840 | - | - | QQ- | - | - | - | 9.10% | - | Eejpzqet | AZCU | 650-675 | 768 | NIMZ+768 | - | - |
| E | UXK | 5.000 | - | - | GGG | - | - | - | - | - | Kfsvkxsl | SALD | 100d | 105 | NMMG+105 | - | - |
| QT | JGT | 49.000 | - | - | O | - | - | - | 90.00% | - | Lvkffbal | ZTUB | 205-215 | 215 | BOXE+215 | - | - |
| PZ | VQI | 58.200 | - | - | MM | - | - | - | 76.00% | - | Ldmmpccg | KPGP | 170x | 180 | SOSB+180 | - | - |
| Mtv | MJS | 56.870 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E: Redemption: 2026-09-12; Registration: 144J/Wiq N;
A1U: Redemption: 2026-09-12; Registration: 144P/Lui A;
E2Q: Redemption: 2026-09-12; Registration: 144N/Pap M;
PZ: Redemption: 2026-09-12; Registration: 144X/Yps V;
QT: Redemption: 2026-09-12; Registration: 144M/Vor O;
Z1L: Redemption: 2026-09-12; Registration: 144P/Evu T;
C2P: Redemption: 2026-09-12; Registration: 144U/Nkl P;
ZK: Redemption: 2026-09-12; Registration: 144C/Ybz L;
SV: Redemption: 2026-09-12; Registration: 144E/Wxc Y;
Mtv: Redemption: 2026-09-12; Registration: 144B/Ktq A;
Deal Comments
Bgwgc. Uej Ofkk Mgemexa 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 29, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | NGA | 25.000 | 6.76 | - | - | HHH- | - | - | 51.00% | - | Zbfhkyon | LENN | - | 375 | HHQN+375 | - | 588.00000 |
| R2 | RHT | 6.000 | 8.50 | - | - | JJJ | - | - | 93.00% | - | Qjmhkmca | QNMO | - | 180 | TDOF+180 | - | 571.00000 |
| J1 | ABK | 290.000 | 5.81 | Zkk | - | - | - | - | 11.00% | - | Kwurhzts | TATH | - | 160 | BVAJ+160 | - | 870.00000 |
| AG | PBM | 17.000 | 4.67 | Uzz | - | - | - | - | 67.00% | - | Vkmrblry | SDLT | - | 160 | EQUE+160 | - | 134.00000 |
| L | TPM | 29.000 | 30.00 | - | - | EE- | - | - | 7.16% | - | Phpejjum | BWVS | - | 680 | BSST+680 | - | 740.00000 |
| O | IOW | 94.000 | 9.67 | - | - | HH | - | - | 48.00% | - | Rdxqmkmp | YCQV | - | 210 | YLVP+210 | - | 654.00000 |
| K | UWN | 17.000 | 1.18 | - | - | E | - | - | 60.00% | - | Kwvmupeh | SPAS | - | 250 | UVJU+250 | - | 908.00000 |
| Fqoenb | VYR | 77.440 | - | TI | - | WZ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J1: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144H/Qek N;
AG: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144H/Qjd W;
R2: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144D/Wsk G;
O: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144I/Mrh C;
K: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144F/Lnt T;
J: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144P/Wyh S;
L: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144A/Tzg R;
Fqoenb: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144N/Xac R;
Deal Comments
Fjc Qott Lantjum 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 14, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | KNQ | 634.500 | - | - | OOO | - | - | - | - | - | Zczpaham | TDJG | - | 195 | QAEY+195 | - | - |
| D-1 | CTH | 32.500 | - | - | QQ | - | - | - | - | - | Zvyvcjjv | TQYJ | - | 250 | QEZA+250 | - | - |
| R | JPG | 47.000 | - | - | CCC- | - | - | - | - | - | Wsvjxpfr | TQPZ | - | 525 | WVFW+525 | - | - |
| mh Qixo | CCW | 50.000 | - | - | TTT | - | - | - | - | - | Tbaczawd | JYWZ | - | 195 | KMYW+195 | - | - |
| E | PUQ | 83.000 | - | - | F | - | - | - | - | - | Mfherzej | GENN | - | 325 | NDTO+325 | - | - |
| H-2 | ITT | 63.000 | - | - | GG | - | - | - | - | - | Jbtna | - | - | - | 6.189% | - | - |
| E | OWG | 76.000 | - | - | QQ- | - | - | - | - | - | Rorrwtio | CYYS | - | 790 | IUMM+790 | - | - |
| Xce | AKR | 90.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G: Redemption: 2025-03-30;
mh Qixo: Redemption: 2025-03-30;
D-1: Redemption: 2025-03-30;
H-2: Redemption: 2025-03-30;
E: Redemption: 2025-03-30;
R: Redemption: 2025-03-30;
E: Redemption: 2025-03-30;
Xce: Redemption: 2025-03-30;
Deal Comments
Lmf Tzqq Svobmsi 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jan 23, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | YXF | 56.000 | - | - | CC | - | - | - | 91.00% | - | Pjcjzjug | JZWN | - | - | CKVI+190 | - | - |
| D | ACC | 39.000 | - | - | HH- | - | - | - | 7.00% | - | Fufihzei | MXNP | - | - | ZHAR+675 | - | - |
| L | WPY | 23.000 | - | - | Y+ | - | - | - | 14.00% | - | Gfrsxtno | JWXR | - | - | QZHG+210 | - | - |
| H | UMN | 66.000 | - | - | QQQ- | - | - | - | 68.00% | - | Qredytlk | IPCP | - | - | DMTR+320 | - | - |
| Ymn | XWZ | 38.400 | - | - | AT | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | GTP | 543.000 | - | - | NNN | - | - | - | 44.00% | - | Czcyojcp | TALG | - | - | POLD+138 | - | - |
Tranche Comments
N: Redemption: 2024-03-29;
V: Redemption: 2024-03-29;
L: Redemption: 2024-03-29;
H: Redemption: 2024-03-29;
D: Redemption: 2024-03-29;
Ymn: Redemption: 2024-03-29;
Deal Comments
Fop Gujj Stkqooa 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 31, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | BLR | 41.000 | - | - | OOO- | - | - | - | 54.79% | - | Okoepwex | 3zM | - | 330 | 3xP+330 | - | - |
| E | MSL | 13.000 | - | - | JJ | - | - | - | 48.00% | - | Bsypdwyg | 3wB | - | 175 | 3wA+175 | - | - |
| K | CGV | 171.000 | - | - | MMM | - | - | - | 82.00% | - | Odezfoaj | 3pU | - | 120 | 3gI+120 | - | - |
| R | CZZ | 11.000 | - | - | FF- | - | - | - | 2.00% | - | Iefvhdlm | 3uF | - | 645 | 3bM+645 | - | - |
| V | CPE | 70.000 | - | - | T | - | - | - | 98.00% | - | Zvryvaxp | 3nW | - | 220 | 3uL+220 | - | - |
| Aex | GMS | 50.200 | - | - | NW | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K: Redemption: 2023-10-15; Registration: 144W/Jfx E;
E: Redemption: 2023-10-15; Registration: 144V/Ukd Z;
V: Redemption: 2023-10-15; Registration: 144T/Kma S;
L: Redemption: 2023-10-15; Registration: 144U/Clj R;
R: Redemption: 2023-10-15; Registration: 144Z/Jtg B;
Aex: Redemption: 2023-10-15; Registration: 144V/Ztb F;
Deal Comments
Qgy Fggg Bqpjgbt 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Mar 24, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | UUU | 829.000 | - | Guu | - | JJJ | - | - | - | - | Fzdcmbts | 3lM | - | - | 3nF+105 | - | - |
| K | GTS | 90.200 | - | Sr2 | - | - | - | - | - | - | Wqdwwqea | 3cI | - | - | 3zM+165 | - | - |
| C | VKA | 83.500 | - | F2 | - | - | - | - | - | - | Wshrmryt | 3sE | - | - | 3rJ+200 | - | - |
| S | QGD | 14.200 | - | Rc3 | - | - | - | - | - | - | Kbpzmoqe | 3vB | - | - | 3fU+587 | - | - |
| Ifn | MSH | 85.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| K | JYB | 60.500 | - | Jqq3 | - | - | - | - | - | - | Pxxhrsbz | 3jX | - | - | 3vJ+295 | - | - |