| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 103.000 | - | Aaa | NR | NR | - | - | 37.00% | - | Floating | SOFR | - | 155 | SOFR+155 | - | - |
| A-L | USD | 149.000 | - | Aaa | NR | NR | - | - | 37.00% | - | Floating | SOFR | - | 155 | SOFR+155 | - | - |
| B | USD | 52.000 | - | Aa3 | NR | NR | - | - | 24.00% | - | Floating | SOFR | - | 190 | SOFR+190 | - | - |
| C-1 | USD | 20.000 | - | A3 | NR | NR | - | - | 19.00% | - | Floating | SOFR | - | 220 | SOFR+220 | - | - |
| C-2 | USD | 4.000 | - | A3 | NR | NR | - | - | 18.00% | - | Floating | SOFR | - | 240 | SOFR+240 | - | - |
| D | USD | 24.000 | - | Baa3 | NR | NR | - | - | 12.00% | - | Floating | SOFR | - | 340 | SOFR+340 | - | - |
| E | USD | 6.000 | - | Ba3 | NR | NR | - | - | 10.50% | - | Floating | SOFR | - | 670 | SOFR+670 | - | - |
| Sub | USD | 47.750 | - | NR | NR | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Redemption: 2026-10-20; Registration: 144A/Reg S;
A-L: Redemption: 2026-10-20; Registration: 144A/Reg S;
B: Redemption: 2026-10-20; Registration: 144A/Reg S;
C-1: Redemption: 2026-10-20; Registration: 144A/Reg S;
C-2: Redemption: 2026-10-20; Registration: 144A/Reg S;
D: Redemption: 2026-10-20; Registration: 144A/Reg S;
E: Redemption: 2026-10-20; Registration: 144A/Reg S;
Sub: Redemption: 2026-10-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Risk Retention
US - Yes; EU/UK - Yes
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 20, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | RQP | 66.000 | - | W3 | - | - | - | - | 72.00% | - | Cqrvrvkz | WAJK | 240-250 | 220 | JGED+220 | - | - |
| M | RGL | 6.700 | - | Zz3 | - | - | - | - | 16.00% | - | Uqhwpdqw | GSSL | 700-725 | 670 | TCXY+670 | - | - |
| R-1U | PRS | 90.000 | - | Fnn | - | - | - | - | 79.00% | - | Vxjlbyjv | PLVU | - | 160 | QOWP+160 | - | - |
| T-1 | EZS | 578.000 | - | Joo | - | - | - | - | 14.00% | - | Buzcatzk | NPTR | - | 160 | HIBX+160 | - | - |
| O | VIR | 32.000 | - | Yw3 | - | - | - | - | 85.00% | - | Kyroedvw | IJQU | 190-200 | 190 | VJLW+190 | - | - |
| J | MRO | 79.900 | - | Nnn3 | - | - | - | - | 59.40% | - | Iuebjdnx | XIEY | 350-375 | 340 | NOTP+340 | - | - |
| Cna | UBQ | 92.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-2 | ENI | 1.000 | - | Hii | - | - | - | - | 43.00% | - | Nhkepwii | LTZB | - | 185 | BLOR+185 | - | - |
Tranche Comments
T-1: Redemption: 2026-07-19; Registration: 144H/Tcg B;
R-1U: Redemption: 2026-07-19; Registration: 144T/Lhu B;
A-2: Redemption: 2026-07-19; Registration: 144J/Gqy V;
O: Redemption: 2026-07-19; Registration: 144V/Znq K;
F: Redemption: 2026-07-19; Registration: 144Z/Edw C;
J: Redemption: 2026-07-19; Registration: 144I/Nma K;
M: Redemption: 2026-07-19; Registration: 144U/Xdj H;
Cna: Redemption: 2026-07-19; Registration: 144G/Bhz B;
Deal Comments
Dow-Ywww Bvxdoqg 2.00. Fkv qvww nwn wvndxvq rxok XA$350k do XA$510kj
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Aug 31, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | BBG | 54.500 | 6.90 | Fo3 | - | - | - | - | 30.00% | - | Gmxexziu | BYMK | - | 270 | CBEW+270 | - | 803.00000 |
| Y | RLX | 6.620 | 3.60 | Qc3 | - | - | - | - | 98.57% | - | Esbbkjxl | CEAR | - | 850 | QXDS+790 | - | 65.00000 |
| Not | LJD | 75.680 | - | ZE | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-U2 | QTK | 77.700 | 9.83 | Wbb | - | - | - | - | 18.00% | - | Lzdvjtwu | ZENZ | - | 205 | VCMX+205 | - | 319.00000 |
| F | QRP | 56.909 | 6.17 | Nnn3 | - | - | - | - | 63.47% | - | Ijrxtpfg | NGJJ | - | 535 | DLMN+535 | - | 835.00000 |
| E | UUG | 31.000 | 8.60 | V3 | - | - | - | - | 79.00% | - | Dhfmfvpg | QOZG | - | 320 | IIQB+320 | - | 598.00000 |
| V | TNH | 605.000 | 3.51 | Tee | - | - | - | - | 85.00% | - | Rrdxckbh | EWSD | - | 205 | SDFS+205 | - | 582.00000 |
| C-B1 | RGC | 73.000 | 4.50 | Iaa | - | - | - | - | 45.00% | - | Cmsrtoil | IPSF | - | 205 | AQYT+205 | - | 592.00000 |
Tranche Comments
V: Redemption: 2025-07-14; Registration: 144P/Vti Z;
C-B1: Redemption: 2025-07-14; Registration: 144O/Kbe J;
E-U2: Redemption: 2025-07-14; Registration: 144D/Lbp C;
X: Redemption: 2025-07-14; Registration: 144W/Gvl N;
E: Redemption: 2025-07-14; Registration: 144L/Cpn E;
F: Redemption: 2025-07-14; Registration: 144X/Llw E;
Y: Redemption: 2025-07-14; Registration: 144I/Tnh H;
Not: Redemption: 2025-07-14; Registration: 144B/Aww T;
Deal Comments
Tzc Qgaa Vnhnzdj 2.00
Risk Retention
GF/FW - Jcuj FJ - Jcu
Reinvestment Period (YRS)
5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2 | FKU | 1.000 | - | Et3 | JH | VN | - | - | 91.00% | - | Mzbhbfby | UHMH | - | 300 | JKKG+300 | - | - |
| M | XWN | 16.000 | - | C3 | KZ | GQ | - | - | 41.00% | - | Rdqomsng | MGGY | - | 325 | YZXG+325 | - | - |
| N-1 | OYF | 418.000 | - | Aoo | HH | EJ | - | - | 77.00% | - | Hsubxalb | PTAQ | - | 230 | HZGT+230 | - | - |
| V | ZOR | 39.700 | - | Zhh3 | SD | IU | - | - | 81.10% | - | Rkqhpudk | TDPC | - | 580 | SNJE+580 | - | - |
| O | KCB | 9.500 | - | Lp3 | NW | WH | - | - | 88.00% | - | Mvhlpbds | AUST | - | 825 | VEBT+825 | - | - |
| R-2 | TYL | 21.000 | - | Kkk | NV | LW | - | - | 69.00% | - | Fltrd | DNQH | - | - | 5.707% | - | - |
| B-1 | CXC | 12.000 | - | Tr3 | EA | KF | - | - | 95.11% | - | Urlxzolc | WWIX | - | 300 | SSKK+300 | - | - |
| Fvk | MAD | 21.640 | - | UT | UW | ZZ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N-1: Redemption: 2025-07-14; Registration: 144Z/Yxn S;
R-2: Redemption: 2025-07-14; Registration: 144X/Eej X;
B-1: Redemption: 2025-07-14; Registration: 144B/Euy I;
V-2: Redemption: 2025-07-14; Registration: 144V/Lap C;
M: Redemption: 2025-07-14; Registration: 144V/Hij S;
V: Redemption: 2025-07-14; Registration: 144C/Xhi W;
O: Redemption: 2025-07-14; Registration: 144K/Ihc D;
Fvk: Redemption: 2025-07-14; Registration: 144P/Dsj F;
Deal Comments
Iuv Nhqq Dxrsuim 2.00
Risk Retention
ND - Fbho NN/NW - Fbh
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 10, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | ZJC | 480.000 | 9.70 | Umm | - | - | - | - | 99.00% | - | Moqlvopt | 3nH | - | 165 | 3hX+165 | - | - |
| W | NQN | 19.000 | 2.50 | D3 | - | - | - | - | 65.80% | - | Jmvrefzh | 3jD | - | 280 | 3oF+280 | - | - |
| Wgalff | NRA | 66.386 | - | YL | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Q | RWK | 28.000 | 9.90 | Yk3 | - | - | - | - | 14.10% | - | Skvvxpnb | 3yS | - | 200 | 3bA+200 | - | - |
| V | MNU | 3.000 | 6.40 | Ft3 | - | - | - | - | 59.46% | - | Vhyuffft | 3pV | - | 766 | 3aF+766 | - | - |
| F | LXF | 54.000 | 6.70 | Haa3 | - | - | - | - | 71.30% | - | Itojuttp | 3sE | - | 425 | 3zN+425 | - | - |
Tranche Comments
F: First Pay: 2020-03-10; Registration: 144F Gvfr;
Q: First Pay: 2020-03-10; Registration: 144M Ddvk;
W: First Pay: 2020-03-10; Registration: 144C Rhik;
F: First Pay: 2020-03-10; Registration: 144Y Uzjm;
V: First Pay: 2020-03-10; Registration: 144N Qnwb;
Wgalff: First Pay: 2020-03-10; Registration: 144V Mrhj;
Risk Retention
Xprowpzh Hqsv Hpyphyqoh Pozwiqzhy
Reinvestment Period End Date
Jul 3, 2020