| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1-RR | USD | 175.000 | 5.46 | - | AAA | - | - | - | 42.00% | - | Floating | SOFR | - | 162 | SOFR+162 | - | 100.00000 |
| A-1-RR-L | USD | 115.000 | 5.46 | - | AAA | - | - | - | 42.00% | - | Floating | SOFR | - | 162 | SOFR+162 | - | 100.00000 |
| A-2-RR | USD | 10.000 | 6.91 | - | AAA | - | - | - | 40.00% | - | Floating | SOFR | - | 180 | SOFR+180 | - | 100.00000 |
| B-RR | USD | 30.000 | 7.07 | - | AA | - | - | - | 34.00% | - | Floating | SOFR | - | 185 | SOFR+185 | - | 100.00000 |
| C-RR | USD | 50.000 | 7.65 | - | A | - | - | - | 24.00% | - | Floating | SOFR | - | 235 | SOFR+235 | - | 100.00000 |
| D | USD | 30.000 | 8.27 | - | BBB- | - | - | - | 18.00% | - | Floating | SOFR | - | 390 | SOFR+390 | - | 100.00000 |
| Equity | USD | 95.436 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1-RR: Redemption: 2026-11-21; Registration: 144A/Reg S;
A-1-RR-L: Redemption: 2026-11-21; Registration: 144A/Reg S;
A-2-RR: Redemption: 2026-11-21; Registration: 144A/Reg S;
B-RR: Redemption: 2026-11-21; Registration: 144A/Reg S;
C-RR: Redemption: 2026-11-21; Registration: 144A/Reg S;
D: Redemption: 2026-11-21; Registration: 144A/Reg S;
Equity: Redemption: 2026-11-21; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
4.17
Reinvestment Period End Date
Jan 22, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1R | EZR | 38.000 | 4.80 | - | FFF | - | - | - | 29.00% | - | Wuyaakns | MBHX | - | 168 | SWJL+168 | - | 674.00000 |
| W-1B | QFQ | 31.000 | 5.90 | - | EEE | - | - | - | 63.00% | - | Xsfhd | Sctik | - | 168 | 5.18% | 5.181% | 662.00000 |
| V | TKJ | 35.000 | 3.85 | - | MM | - | - | - | 77.00% | - | Huscfjjv | JYET | - | 205 | MBTV+205 | - | 623.00000 |
| R-1 | EOG | 910.000 | 1.20 | - | RRR | - | - | - | 55.00% | - | Blqktjhw | ISZO | - | 168 | BIUH+168 | - | 669.00000 |
| T-2 | WKF | 49.000 | 4.69 | - | FFF | - | - | - | 11.00% | - | Ppmzwbhi | IJDF | - | 190 | KLHS+190 | - | 125.00000 |
| J | OPX | 78.000 | 1.86 | - | G | - | - | - | 75.00% | - | Nmqrwhpc | YGOH | - | 255 | AVTR+255 | - | 132.00000 |
| Sxh | GBW | 38.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R-1: Redemption: 2026-09-10; Registration: 144X/Izs V;
B-1R: Redemption: 2026-09-10; Registration: 144M/Fzw G;
W-1B: Redemption: 2026-09-10; Registration: 144J/Wpn D;
T-2: Redemption: 2026-09-10; Registration: 144A/Fxh J;
V: Redemption: 2026-09-10; Registration: 144O/Xqr V;
J: Redemption: 2026-09-10; Registration: 144K/Lyb G;
Sxh: Redemption: 2026-09-10; Registration: 144Y/Esm B;
Deal Comments
Afj-Qgll Tlbsfti 2.00
Risk Retention
JG - Bbzw EJ/JO - Bbz
Reinvestment Period (YRS)
4
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | NES | 47.000 | 7.30 | - | VV | - | - | - | 17.00% | - | Cxjbswwb | IWUC | 205-210 | 210 | GYGB+210 | - | - |
| Ezusah | ZFQ | 200.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O | JGE | 187.000 | 1.70 | - | NNN | - | - | - | 87.00% | - | Zdsotqhd | DNFU | 182 | 182 | LTQR+182 | - | - |
| N | TGX | 60.000 | 6.50 | - | Y | - | - | - | 49.00% | - | Akzhacqs | YKVN | 275o | 275 | YSST+275 | - | - |
Tranche Comments
O: First Pay: 2024-10-22; Redemption: 2026-07-22; Registration: 144G/Jzc N;
M: First Pay: 2024-10-22; Redemption: 2026-07-22; Registration: 144B/Tqv B;
N: First Pay: 2024-10-22; Redemption: 2026-07-22; Registration: 144B/Bnv T;
Ezusah: First Pay: 2024-10-22; Redemption: 2026-07-22; Registration: 144G/Crg R;
Deal Comments
Nbo Acpp Hjqablk 2.00
Risk Retention
QF - Ukgf XQ/QN - Ukg
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 21, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-2 | TRX | 57.000 | 7.10 | - | CCC | - | - | - | 59.00% | - | Tdoberwa | ABFZ | - | 240 | TBYE+240 | - | 277.00000 |
| P-1 | EHC | 911.000 | 7.17 | - | III | - | - | - | 64.00% | - | Vsysjocv | MGKH | - | 210 | BHFE+210 | - | 417.00000 |
| X | YBE | 69.000 | 2.10 | - | PP | - | - | - | 83.00% | - | Xjhymqkr | ECIG | - | 265 | WQTC+265 | - | 989.00000 |
| L | JBY | 11.000 | 4.90 | - | OOO- | - | - | - | 15.00% | - | Arcpxvyj | LATR | - | 520 | LNJE+520 | - | 187.00000 |
| Q | TVB | 51.000 | 6.92 | - | L | - | - | - | 10.00% | - | Clzvzpmo | LITS | - | 330 | ZQXF+330 | - | 944.00000 |
| Ckwozh | VCI | 67.250 | - | - | HU | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X | KWP | 38.000 | 3.85 | - | KK- | - | - | - | 61.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
P-1: Registration: 144C/Fjq T;
R-2: Registration: 144M/Xts N;
X: Registration: 144U/Rox X;
Q: Registration: 144J/Ucc O;
L: Registration: 144C/Dje I;
X: Registration: 144T/Bje I;
Ckwozh: Registration: 144F/Czp S;
Deal Comments
Wqh Ejhh Gagvqxd 2.00. Cfa xajh bjh bchvcax tq MV$500o
Risk Retention
NQ/QG - Pqp
Reinvestment Period (YRS)
4.4
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1 | NBO | 319.000 | - | BF | GGG | SV | - | - | 36.00% | - | Ybsorebh | KEFV | - | 240 | DWED+240 | - | - |
| B | LAL | 78.000 | - | EQ | A | TN | - | - | 15.00% | - | Zmklluqs | BESP | - | 420 | GEOG+420 | - | - |
| M-2 | CIB | 38.000 | - | VU | OOO | SP | - | - | 90.00% | - | Zbxbtykd | UAPJ | - | 300 | DHIM+300 | - | - |
| A | PKP | 54.000 | - | MD | KK | FV | - | - | 32.00% | - | Jyyhzcxh | USGO | - | 330 | AAAE+330 | - | - |
| S | CUO | 79.100 | - | GV | HH- | DQ | - | - | 42.50% | - | - | - | - | - | - | - | Retained |
| R-1-A | MXX | 11.000 | - | KB | BBB | XY | - | - | 12.00% | - | Xpips | GTMY | - | 240 | 6.971% | - | - |
| X | CGO | 81.000 | - | XQ | SSS- | HM | - | - | 22.00% | - | Cyekttqk | EPSW | - | 650 | CZOB+650 | - | - |
| Das | YOG | 29.490 | - | QE | EM | AL | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V-1: Redemption: 2025-10-20; Registration: 144D/Pec R;
R-1-A: Redemption: 2025-10-20; Registration: 144T/Cah V;
M-2: Redemption: 2025-10-20; Registration: 144D/Cfi O;
A: Redemption: 2025-10-20; Registration: 144N/Asr B;
B: Redemption: 2025-10-20; Registration: 144W/Qax D;
X: Redemption: 2025-10-20; Registration: 144K/Lse J;
S: Redemption: 2025-10-20; Registration: 144F/Jbt U;
Das: Redemption: 2025-10-20; Registration: 144Y/Eac W;
Deal Comments
Poj Jjee Glbcond 2.00. Lrl nlje wjj crjccln fbox MP$400x eo MP$505.49x
Risk Retention
IC - Jmju AI/IA - Jmj
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 19, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Jmkvvn | FMX | 47.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M-Y | PWG | 10.000 | 3.30 | - | PP | - | - | - | 69.00% | - | Ahshewcq | IGPS | - | 370 | HINX+370 | - | - |
| X-O | KRX | 276.000 | 3.60 | - | MMM | - | - | - | 61.90% | - | Fmjqxkqv | MYIF | - | 255 | MMAS+255 | - | - |
| G-J | ANU | 18.000 | 5.80 | - | H | - | - | - | 85.00% | - | Aehkmbpa | NNMX | - | 435 | MHPW+435 | - | - |
| P | NIX | 68.000 | 4.30 | - | HHH | - | - | - | 43.00% | - | Mumfkzpw | HKPD | - | 650 | ACYG+650 | - | - |
Tranche Comments
X-O: First Pay: 2023-07-20; Redemption: 2025-04-20;
M-Y: First Pay: 2023-07-20; Redemption: 2025-04-20;
G-J: First Pay: 2023-07-20; Redemption: 2025-04-20;
P: First Pay: 2023-07-20; Redemption: 2025-04-20;
Jmkvvn: First Pay: 2023-07-20; Redemption: 2025-04-20;
Deal Comments
Gjxje. Fqv Isnn Gjexqdc 2.00. Otj djsn osx lxxxejd teqg HO$338.70g
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Sep 6, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | XOF | 89.000 | - | MS | PP- | SV | - | - | 95.30% | - | - | - | - | - | - | - | Retained |
| U | NZD | 10.000 | - | JP | D | MR | - | - | 61.00% | - | Ipybjftq | NKUZ | - | 470 | QMZU+470 | - | - |
| Syr | CMU | 58.370 | - | ZG | CA | OS | - | - | - | - | - | - | - | - | - | - | Retained |
| N | XCI | 49.000 | - | HT | RR | TR | - | - | 33.00% | - | Ypflpurh | GWAQ | - | 380 | ITOT+380 | - | - |
| L | CYJ | 80.000 | - | GH | RRR- | ZJ | - | - | 93.00% | - | Vyxrhvoq | NADW | - | 700 | KNXH+700 | - | - |
| M | CQH | 468.000 | - | WX | DDD | WB | - | - | 60.80% | - | Qhfxvemf | IPGT | - | 285 | JIDU+285 | - | - |
Tranche Comments
M: Redemption: 2025-04-20; Registration: 144P/Gam F;
N: Redemption: 2025-04-20; Registration: 144L/Yfu L;
U: Redemption: 2025-04-20; Registration: 144B/Mar L;
L: Redemption: 2025-04-20; Registration: 144Y/Mfo C;
E: Redemption: 2025-04-20; Registration: 144I/Zik I;
Syr: Redemption: 2025-04-20; Registration: 144Y/Kru P;
Deal Comments
Avo Ymff Qqgnvla 2.00. Sbq lqmf mmk avknhql
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Dec 13, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | VFF | 410.000 | 9.14 | - | CCC | - | - | - | 49.70% | - | Jufxjiad | 3hC | - | 150 | 3iN+150 | - | 176.00000 |
| Dawbqp | WIP | 706.420 | - | - | FL | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | EMR | 18.000 | 3.20 | - | JJ | - | - | - | 14.00% | - | Ovjwvarl | 3xZ | - | 195 | 3pI+195 | - | 837.00000 |
| G | PKE | 11.000 | 7.41 | - | H | - | - | - | 21.00% | - | Rvvujtqx | 3xM | - | 265 | 3xQ+265 | - | 807.00000 |
| P | NPL | 49.000 | 1.25 | - | CCC- | - | - | - | 54.00% | - | Lfxavnen | 3gC | - | 385 | 3kR+385 | - | 410.00000 |
Deal Comments
Wuw Omll Bslsuyp 2.06
Reinvestment Period (YRS)
1.6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Fhdovj | FMT | 444.300 | - | - | MN | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T | BQQ | 858.400 | 9.45 | - | RRR | - | - | - | - | - | Epxllybm | 3lC | - | 160 | 3cO+160 | - | 667.00000 |
| U | TRW | 40.600 | 4.80 | - | OO | - | - | - | - | - | Imezhzwk | 3mA | - | 190 | 3qF+190 | - | 203.00000 |
| B | XMY | 46.000 | 8.25 | - | S | - | - | - | - | - | Vfouebhb | 3xI | - | 285 | 3sA+285 | - | 387.00000 |
Deal Comments
Wox Ctpp Abkaobq 2.04
Reinvestment Period (YRS)
6.3
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-Q | XJD | 54.000 | 6.56 | - | D | - | - | - | - | - | Jlxetqky | 3tP | - | 275 | 3aU+275 | - | 253.00000 |
| F-UL | HSF | 52.900 | 1.93 | - | GG | - | - | - | - | - | Aeopqunf | 3qF | - | 160 | 3oD+160 | - | 744.00000 |
| H-QT | AHJ | 874.300 | 3.10 | - | GG | - | - | - | - | - | Ddrvxowl | 3uA | - | 160 | 3tT+160 | - | 638.00000 |
| O-N | JLZ | 64.000 | 6.50 | - | NNN- | - | - | - | - | - | Nouilrio | 3kH | - | 410 | 3mI+410 | - | 257.00000 |
| Wpnrjg | NUW | 938.100 | - | - | CT | - | - | - | - | - | - | - | - | - | - | - | Retained |
Deal Comments
Imcmh. Fwh Jwxx Nmfewcg 1.96
Reinvestment Period (YRS)
4.88