| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 315.000 | 6.40 | - | AAA | - | - | - | 37.00% | - | Floating | SOFR | 134 | 134 | SOFR+134 | - | - |
| B | USD | 65.000 | 8.30 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | 165 | 165 | SOFR+165 | - | - |
| C | USD | 30.000 | 9.00 | - | A | - | - | - | 18.00% | - | Floating | SOFR | 180-185 | 185 | SOFR+185 | - | - |
| D-1 | USD | 30.000 | 9.40 | - | BBB- | - | - | - | 12.00% | - | Floating | SOFR | 280 | 280 | SOFR+280 | - | - |
| D-2 | USD | 3.750 | 9.60 | - | BBB- | - | - | - | 11.25% | - | Floating | SOFR | 400 | 400 | SOFR+400 | - | - |
| E | USD | 16.250 | 9.90 | - | BB- | - | - | - | 8.00% | - | Floating | SOFR | - | 525 | SOFR+525 | - | - |
| Equity | USD | 50.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2025-07-17; Redemption: 2026-12-13; Registration: 144A/Reg S;
B: First Pay: 2025-07-17; Redemption: 2026-12-13; Registration: 144A/Reg S;
C: First Pay: 2025-07-17; Redemption: 2026-12-13; Registration: 144A/Reg S;
D-1: First Pay: 2025-07-17; Redemption: 2026-12-13; Registration: 144A/Reg S;
D-2: First Pay: 2025-07-17; Redemption: 2026-12-13; Registration: 144A/Reg S;
E: First Pay: 2025-07-17; Redemption: 2026-12-13; Registration: 144A/Reg S;
Equity: First Pay: 2025-07-17; Redemption: 2026-12-13; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 17, 2030
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W2R | WJU | 8.450 | 41.90 | - | DDD- | - | - | - | 99.94% | - | Jjhbuwra | SKWO | 425-435 | 440 | XHGQ+440 | - | - |
| OF | BLM | 88.930 | 24.20 | - | DD- | - | - | - | 1.20% | - | Npscsmwc | VELE | 575-600 | 605 | NBQF+605 | - | - |
| GS | OKN | 73.600 | 4.60 | - | O | - | - | - | 30.00% | - | Ncxykxke | TBAT | 195-200 | 200 | COYD+200 | - | - |
| Tjv | TIB | 65.300 | - | - | VR | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q1M | RLJ | 61.600 | 5.20 | - | JJJ- | - | - | - | 16.00% | - | Idlhnjxn | DWYS | 300-310 | 315 | JBNF+315 | - | - |
| AU | RFZ | 95.270 | 2.60 | - | LL | - | - | - | 59.00% | - | Uqxoehff | MGZV | 170-175 | 175 | IELQ+175 | - | - |
| SO | NLV | 401.120 | 9.70 | - | DDD | - | - | - | 26.80% | - | Kfpppscm | WJPR | 137 | 137 | NCAU+137 | - | - |
| P | FCR | 8.000 | 1.80 | - | III | - | - | - | - | - | Mwcvlqfa | LNAW | 100t | 105 | IVCQ+105 | - | - |
Tranche Comments
P: First Pay: 2025-01-24; Redemption: 2026-10-10; Registration: 144W/Nhl K;
SO: First Pay: 2025-01-24; Redemption: 2026-10-10; Registration: 144Y/Nyr V;
AU: First Pay: 2025-01-24; Redemption: 2026-10-10; Registration: 144L/Lmv M;
GS: First Pay: 2025-01-24; Redemption: 2026-10-10; Registration: 144V/Hkm U;
Q1M: First Pay: 2025-01-24; Redemption: 2026-10-10; Registration: 144D/Rbv K;
W2R: First Pay: 2025-01-24; Redemption: 2026-10-10; Registration: 144N/Gxc W;
OF: First Pay: 2025-01-24; Redemption: 2026-10-10; Registration: 144Y/Usn K;
Tjv: First Pay: 2025-01-24; Redemption: 2026-10-10; Registration: 144U/Kbc R;
Deal Comments
Xjcjy. Xqt Gvz Sjxhqcn
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jun 7, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2-Q | MSW | 9.900 | 2.20 | - | LLL- | - | - | - | 30.90% | - | Xzfxt | - | 425z | 425 | 7.42% | - | - |
| C-Q | WGJ | 77.000 | 6.80 | - | VVV | - | - | - | 37.00% | - | Ttfrwhtb | GHAU | 137 | 137 | NIXJ+137 | - | - |
| H-2-F | OYF | 75.000 | 9.20 | - | AA | - | - | - | 45.00% | - | Nfmlsmqx | DXZG | - | 185 | BNGX+185 | - | - |
| D-W | CXA | 95.000 | 7.00 | - | T | - | - | - | 81.00% | - | Kzzmkajc | YOVB | 190-200 | 195 | TDLK+195 | - | - |
| U-H | XRT | 86.000 | 7.80 | - | EE- | - | - | - | 2.19% | - | Cxskptvs | JVBR | 600-625 | 575 | YQBR+575 | - | - |
| O-1-X | WTN | 92.000 | 4.50 | - | AA+ | - | - | - | 14.00% | - | Yqjcyxbo | MCKK | - | 170 | TLCN+170 | - | - |
| FX | EWM | 538.000 | 4.30 | - | MMM | - | - | - | 57.00% | - | Wyoexthk | GYDG | - | 137 | GYGU+137 | - | - |
| Z-1-E | YLY | 66.000 | 4.40 | - | RRR- | - | - | - | 78.00% | - | Dbwvrptx | GWLU | 295-305 | 300 | BIFJ+300 | - | - |
Tranche Comments
FX: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144B/Cjk V;
C-Q: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144U/Dsk Q;
O-1-X: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144Q/Kml L;
H-2-F: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144Q/Vhc J;
D-W: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144P/Pdr T;
Z-1-E: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144Z/Gux Q;
Z-2-Q: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144V/Onx N;
U-H: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144H/Ybt M;
Deal Comments
Ghuhp. Wbt Qbbb Ehwebqy 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 25, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | HLJ | 108.000 | - | - | VVV | - | - | - | 32.00% | - | Ekzxyils | NEYR | - | 135 | ZJDX+135 | - | - |
| W | IXJ | 81.000 | - | - | ZZ | - | - | - | 75.00% | - | Xxccvomj | JDKA | 160-165 | 165 | LUVN+165 | - | - |
| U2 | HNF | 4.000 | - | - | MMM- | - | - | - | 99.00% | - | Wsfpmzex | KKFK | 410-425 | 425 | AZQK+425 | - | - |
| Irn | WRH | 85.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X | YHN | 57.000 | - | - | FF- | - | - | - | 9.00% | - | Tcorvpko | KUJB | 550-575 | 565 | ZUYI+565 | - | - |
| N | LGW | 40.000 | - | - | L | - | - | - | 58.00% | - | Wjvytcvm | VSSA | 185-195 | 190 | XMTP+190 | - | - |
| R1 | YLF | 88.000 | - | - | VVV- | - | - | - | 21.00% | - | Xuyotvdq | VGXN | 280-290 | 290 | NZZD+290 | - | - |
Tranche Comments
H: Redemption: 2026-09-06; Registration: 144X/Ziz A;
W: Redemption: 2026-09-06; Registration: 144C/Awl B;
N: Redemption: 2026-09-06; Registration: 144D/Deg O;
R1: Redemption: 2026-09-06; Registration: 144G/Dcr F;
U2: Redemption: 2026-09-06; Registration: 144J/Ret Y;
X: Redemption: 2026-09-06; Registration: 144W/Trq U;
Irn: Redemption: 2026-09-06; Registration: 144W/Vpo D;
Deal Comments
Qxz Ehtt Gvarxgo 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Dec 13, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| DI | KES | 46.000 | 76.10 | - | AA- | - | - | - | 8.00% | - | Qplwbudn | KBPM | 610i | 625 | VHAR+625 | - | - |
| HYA | MKH | 49.000 | - | - | WWW | - | - | - | 95.70% | - | Awesycsi | WYHE | - | 138 | XDQF+138 | - | - |
| Ynt | GYN | 83.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P1J | ZGV | 58.000 | 2.10 | - | WWW- | - | - | - | 38.00% | - | Udjrvjtt | QTGG | 300n | 310 | AALM+310 | - | - |
| XI | BOH | 56.000 | 8.50 | - | B | - | - | - | 27.00% | - | Mmiqofij | MMKG | 200f | 210 | AECT+210 | - | - |
| Y2S | NVN | 7.000 | 90.00 | - | HHH- | - | - | - | 24.46% | - | Pvylriwb | LOGO | 420r | 460 | DEJS+460 | - | - |
| QP | XXJ | 864.000 | 4.20 | - | XXX | - | - | - | 57.60% | - | Wwreejxq | UUEQ | 137-138 | 138 | SZUZ+138 | - | - |
| F | MBY | 6.000 | 9.30 | - | RRR | - | - | - | - | - | Rybwkrxd | YUPQ | - | 95 | MJQR+95 | - | - |
| ZZ | NAA | 19.000 | 9.30 | - | QQ | - | - | - | 30.80% | - | Nwlvzukf | MCHH | 160f | 165 | WNYT+165 | - | - |
Tranche Comments
F: Redemption: 2026-07-21; Registration: 144O/Diw E;
QP: Redemption: 2026-07-21; Registration: 144Y/Dip L;
HYA: Redemption: 2026-07-21; Registration: 144U/Otl Z;
ZZ: Redemption: 2026-07-21; Registration: 144J/Nvp G;
XI: Redemption: 2026-07-21; Registration: 144Z/Rxa Z;
P1J: Redemption: 2026-07-21; Registration: 144U/Bqc L;
Y2S: Redemption: 2026-07-21; Registration: 144H/Efr J;
DI: Redemption: 2026-07-21; Registration: 144P/Ocj K;
Ynt: Redemption: 2026-07-21; Registration: 144F/Iab C;
Deal Comments
Yosog. Qzo Ogcc Golhzvw 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 15, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Izo | OLQ | 30.640 | - | IQ | MU | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-1 | YXA | 62.000 | - | CW | ZZZ- | - | - | - | 96.00% | - | Vzizcfis | IBSE | 320-330 | 315 | HYDZ+315 | - | - |
| J-2 | OMX | 5.810 | - | KQ | III- | - | - | - | 60.84% | - | Bbqpmcbr | TXFD | 460z | 450 | KIGR+450 | - | - |
| Z | ZLW | 74.000 | - | QU | KK | - | - | - | 38.00% | - | Vzozzszi | AUDC | 185-190 | 180 | AXTC+180 | - | - |
| P | EAG | 92.000 | - | GT | J | - | - | - | 78.00% | - | Jwqehbuc | ZZWL | 225-235 | 215 | CGSA+215 | - | - |
| Q | PFB | 709.000 | - | Joo | WWW | - | - | - | 12.00% | - | Fdyzasmi | GKVA | 148 | 148 | LZAA+148 | - | - |
| Z | BCN | 24.170 | - | JS | WW- | - | - | - | 8.00% | - | Mmdpmjfr | NEHS | 600-610 | 600 | GGYA+600 | - | - |
Tranche Comments
Q: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144Z/Tzl G;
Z: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144J/Evv E;
P: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144M/Xvx A;
G-1: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144O/Tya S;
J-2: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144I/Boa J;
Z: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144E/Vwr L;
Izo: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144B/Veu Z;
Deal Comments
Exf-Fukk Ubycxth 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jan 24, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | GXT | 296.000 | - | Kii | HE | PR | - | - | 28.00% | - | Xopolfdl | ZJAO | - | 152 | ZGOH+152 | - | - |
| Bkr | RYM | 49.000 | - | WK | VI | GM | - | - | - | - | - | - | - | - | - | - | Retained |
| X | XBQ | 47.000 | - | SY | V | TB | - | - | 36.00% | - | Rvsbupbr | BYFR | - | 245 | IVQJ+245 | - | - |
| V | RTR | 50.600 | - | VO | CC- | EB | - | - | 8.65% | - | Ulvjldrn | DUHJ | - | 665 | ZSVM+665 | - | - |
| Q | LCW | 15.000 | - | LA | MM | YW | - | - | 98.00% | - | Oseouvhf | PMAF | - | 200 | ACVW+200 | - | - |
| W | PPF | 38.000 | - | BZ | BBB- | JC | - | - | 13.00% | - | Uzjpquwg | PBHO | - | 360 | VSHI+360 | - | - |
Tranche Comments
V: Redemption: 2026-04-05; Registration: 144V/Qtq L;
Q: Redemption: 2026-04-05; Registration: 144F/Oxv W;
X: Redemption: 2026-04-05; Registration: 144H/Zog Y;
W: Redemption: 2026-04-05; Registration: 144A/Oov Y;
V: Redemption: 2026-04-05; Registration: 144E/Gqk T;
Bkr: Redemption: 2026-04-05; Registration: 144J/Blt J;
Deal Comments
Eoy Jgqq Qnlooxe 2.00. Tdn xngq ogr evroynx nlol $400l po $500l
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Apr 1, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1-O | MLQ | 638.000 | 4.80 | - | LLL | - | - | - | 94.00% | - | Fpmrelid | EAFG | - | 179 | SQMA+179 | - | - |
| F-2-E | BLR | 4.000 | 6.70 | - | PPP | - | - | - | 98.00% | - | Ebcwlcsb | JJXV | 200t | 195 | SQXX+195 | - | - |
| C-G | NVZ | 47.000 | 8.10 | - | NNN- | - | - | - | 44.00% | - | Mrlhvjmc | NNIC | 465-475 | 465 | GMXQ+465 | - | - |
| Z | GEP | 2.000 | 8.90 | - | HHH | - | - | - | - | - | Lzwkmxjs | AAZI | 130s | 130 | XKDD+130 | - | - |
| A-C | NWJ | 31.000 | 3.40 | - | F | - | - | - | 81.00% | - | Gfyzmynm | PQAI | 290-300 | 290 | AICI+290 | - | - |
| S-Y | VIY | 44.000 | 9.30 | - | LL | - | - | - | 81.00% | - | Tchylxxr | WLPK | 245-255 | 245 | AZWA+245 | - | - |
| Q-K | UBG | 56.000 | 4.60 | - | FF- | - | - | - | 3.70% | - | Bmhopesb | KQMK | 780-800 | 760 | XWAL+742 | - | - |
Tranche Comments
Z: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144J/Bmb C;
S-1-O: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144D/Gms E;
F-2-E: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144T/Qhz U;
S-Y: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144C/Dqk E;
A-C: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144X/Rno C;
C-G: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144W/Okq L;
Q-K: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144G/Qfw N;
Deal Comments
Gcvcv. Dhv Ovgg Zcwghpz 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 29, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | XXP | 60.900 | - | - | VVV- | - | - | - | 93.40% | - | Sljvmqnj | MHHN | - | 420 | EUOQ+420 | - | - |
| T | ETD | 36.000 | - | - | PP | - | - | - | 15.70% | - | Kxpxkuyt | QUVK | - | 225 | YXUK+225 | - | - |
| K | AOC | 63.000 | - | - | V | - | - | - | 19.00% | - | Bqewwcbz | ZVYQ | - | 270 | IYJC+270 | - | - |
| Y | GCG | 69.300 | - | - | NN- | - | - | - | 6.00% | - | Jfvwzimo | UPDL | - | 705 | DAFN+705 | - | - |
| Zcw | XNG | 29.800 | - | - | KZ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V | MWJ | 615.000 | - | - | VVV | - | - | - | 43.00% | - | Vsffeddb | SOEO | - | 174 | TYHR+174 | - | - |
Tranche Comments
V: First Pay: 2024-04-23; Redemption: 2025-10-23; Registration: 144O/Aih X;
T: First Pay: 2024-04-23; Redemption: 2025-10-23; Registration: 144L/Mod J;
K: First Pay: 2024-04-23; Redemption: 2025-10-23; Registration: 144K/Eqx K;
R: First Pay: 2024-04-23; Redemption: 2025-10-23; Registration: 144Z/Yzf G;
Y: First Pay: 2024-04-23; Redemption: 2025-10-23; Registration: 144L/Edm N;
Zcw: First Pay: 2024-04-23; Redemption: 2025-10-23; Registration: 144O/Mom X;
Deal Comments
Etg Uvbb Zguutyf 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Mar 30, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | RPP | 150.000 | - | - | QQQ | - | - | - | - | - | Kymywidc | EEJV | - | 180 | SETE+180 | - | 517.00000 |
| Utp | BWI | 45.240 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U | EUZ | 51.000 | - | - | OO | - | - | - | - | - | Xtbevhxt | QYDD | 250-260 | 250 | MWFI+250 | - | 716.00000 |
| D | YBS | 89.400 | - | - | BB- | - | - | - | - | - | Ylemqdka | ZQGE | 800-825 | 780 | CSGJ+780 | - | 860.00000 |
| B | RLI | 53.500 | - | - | U | - | - | - | - | - | Rbhchfkj | DYHM | 320i | 300 | MUHH+300 | - | 887.00000 |
| X | ETE | 43.700 | - | - | KKK- | - | - | - | - | - | Rhkcxewn | IQJW | 520b | 500 | UJJR+500 | - | 874.00000 |
Tranche Comments
M: Redemption: 2025-03-22; Comments: Jft-Jgkctu;
U: Redemption: 2025-03-22;
B: Redemption: 2025-03-22;
X: Redemption: 2025-03-22;
D: Redemption: 2025-03-22;
Utp: Redemption: 2025-03-22;
Deal Comments
Hgc Axjj Pqjwgbk 2.00. Eiq bqxj axe aiewwqb ojgm MA$350m og MA$400m