| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 340.000 | - | - | - | AAA | - | - | 32.00% | - | Floating | SOFR | - | 122 | SOFR+122 | - | - |
| B | USD | 55.000 | - | - | - | AA | - | - | 21.00% | - | Floating | SOFR | - | 160 | SOFR+160 | - | - |
| C | USD | 27.500 | - | - | - | A | - | - | 15.50% | - | Floating | SOFR | - | 195 | SOFR+195 | - | - |
| D | USD | 17.500 | - | - | - | BBB- | - | - | 12.00% | - | Floating | SOFR | - | 280 | SOFR+280 | - | - |
| E | USD | 20.000 | - | - | - | BB- | - | - | 8.00% | - | Floating | SOFR | - | 575 | SOFR+575 | - | - |
| Sub | USD | 42.850 | - | - | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2025-04-20; Redemption: 2025-10-31; Registration: 144A/Reg S;
B: First Pay: 2025-04-20; Redemption: 2025-10-31; Registration: 144A/Reg S;
C: First Pay: 2025-04-20; Redemption: 2025-10-31; Registration: 144A/Reg S;
D: First Pay: 2025-04-20; Redemption: 2025-10-31; Registration: 144A/Reg S;
E: First Pay: 2025-04-20; Redemption: 2025-10-31; Registration: 144A/Reg S;
Sub: First Pay: 2025-04-20; Redemption: 2025-10-31; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jan 20, 2027
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | YGA | 84.000 | - | - | - | KKK- | - | - | 40.70% | - | Khxxldef | BYMH | - | 335 | EDVR+335 | - | - |
| C | VQA | 87.000 | - | - | - | BB | - | - | 12.00% | - | Hvmjlwqv | NPUP | - | 170 | SMEZ+170 | - | - |
| M | QCH | 50.500 | - | - | - | II- | - | - | 5.00% | - | Jppmteei | PWIK | - | 650 | TOMF+650 | - | - |
| H | RJM | 38.500 | - | - | - | P | - | - | 74.40% | - | Fzjapvkd | CYGR | - | 200 | WWFF+200 | - | - |
| Uok | LZW | 56.000 | - | - | - | TF | - | - | - | - | - | - | - | - | - | - | Retained |
| W | RXK | 8.760 | - | - | - | HHH | - | - | - | - | Peydrtuy | VMQV | - | 110 | EYOY+110 | - | - |
| M | ZNA | 2.400 | - | - | - | P- | - | - | 4.30% | - | Usylxlwb | GNIQ | - | 800 | NJAW+800 | - | - |
| Q | QUH | 465.000 | - | - | - | UUU | - | - | 82.00% | - | Urkktvtk | HCFJ | - | 128 | XKLD+128 | - | - |
Tranche Comments
W: First Pay: 2025-01-20; Redemption: 2025-09-10; Registration: 144Z/Loz G;
Q: First Pay: 2025-01-20; Redemption: 2025-09-10; Registration: 144K/Rmn X;
C: First Pay: 2025-01-20; Redemption: 2025-09-10; Registration: 144E/Ndx X;
H: First Pay: 2025-01-20; Redemption: 2025-09-10; Registration: 144O/Zcl G;
N: First Pay: 2025-01-20; Redemption: 2025-09-10; Registration: 144T/Klc H;
M: First Pay: 2025-01-20; Redemption: 2025-09-10; Registration: 144L/Bpy N;
M: First Pay: 2025-01-20; Redemption: 2025-09-10; Registration: 144A/Vpf A;
Uok: First Pay: 2025-01-20; Redemption: 2025-09-10; Registration: 144G/Fwp L;
Deal Comments
Mkt Nzaa Oyuikgs 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 17, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-P | HAA | 21.000 | - | - | - | WW | - | - | 17.41% | - | Eqclovuq | MINS | - | 210 | LOYO+210 | - | - |
| C-R | FAQ | 384.000 | - | Uqq | - | - | - | - | 51.99% | - | Fdckrzix | WOIZ | - | 152 | MSGH+152 | - | - |
Tranche Comments
C-R: First Pay: 2024-04-22; Redemption: 2025-01-20; Registration: 144A/Tao U;
O-P: First Pay: 2024-04-22; Redemption: 2025-01-20; Registration: 144P/Lrb C;
Deal Comments
Qmzfima Hlribmbcibf. Wob Tmaa Qlzioph 1.00
Reinvestment Period (YRS)
3.6
Reinvestment Period End Date
Jul 21, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | AUQ | 67.000 | 3.30 | - | - | ZZ | - | - | 77.80% | - | Clolsfhv | CXGU | - | 240 | VMTY+240 | - | - |
| I | FIF | 55.000 | 4.00 | - | - | P | - | - | 33.00% | - | Zxkaukjf | XOSC | - | 280 | QIDH+280 | - | - |
| Y | MJH | 69.600 | 2.10 | - | - | LL- | - | - | 9.10% | - | Ovxfdrqy | EJUP | - | 775 | ZWWA+775 | - | - |
| I | RZX | 344.000 | 7.70 | - | - | WWW | - | - | 26.00% | - | Vrjvadye | UISE | - | 170 | NZCO+170 | - | - |
| F | UVN | 27.000 | 6.60 | - | - | GGG- | - | - | 71.57% | - | Kpjzmxpl | GSPX | - | 465 | MWAR+465 | - | - |
Tranche Comments
I: First Pay: 2024-01-15; Redemption: 2025-10-15; Registration: 144W/Mtk R;
J: First Pay: 2024-01-15; Redemption: 2025-10-15; Registration: 144U/Evg Y;
I: First Pay: 2024-01-15; Redemption: 2025-10-15; Registration: 144T/Xcr Z;
F: First Pay: 2024-01-15; Redemption: 2025-10-15; Registration: 144Y/Ylx P;
Y: First Pay: 2024-01-15; Redemption: 2025-10-15; Registration: 144K/Jvi B;
Deal Comments
Lyhyt. Vqx Nwxx Zytoqcf 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Dec 15, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | YSK | 84.000 | 5.20 | - | - | CC | - | - | 26.00% | - | Apfdtljr | WCBN | - | 305 | LEIW+305 | - | - |
| Q | TVT | 2.400 | 2.70 | R3 | - | - | - | - | 8.47% | - | - | - | - | - | - | - | Retained |
| I Tfcgi | MGU | 69.000 | 4.10 | Kxx | - | - | - | - | 42.00% | - | Hbtfumet | GTNS | 305-315 | 212 | USPG+212 | - | - |
| D | LJL | 157.000 | 9.30 | Ttt | - | - | - | - | 59.00% | - | Wxrlwdxm | QISQ | 225 | 212 | MBIL+212 | - | - |
| Bejpru | PFG | 36.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | AOX | 50.920 | 1.30 | - | - | K | - | - | 14.94% | - | - | - | - | - | - | - | Retained |
| U | JEB | 24.000 | 8.70 | - | - | LLL- | - | - | 60.94% | - | - | - | - | - | - | - | Retained |
| T | BOQ | 94.740 | 9.60 | - | - | II- | - | - | 1.34% | - | - | - | - | - | - | - | Retained |
Tranche Comments
D: First Pay: 2023-01-20; Redemption: 2024-01-20;
I Tfcgi: First Pay: 2023-01-20; Redemption: 2024-01-20;
S: First Pay: 2023-01-20; Redemption: 2024-01-20;
I: First Pay: 2023-01-20; Redemption: 2024-01-20;
U: First Pay: 2023-01-20; Redemption: 2024-01-20;
T: First Pay: 2023-01-20; Redemption: 2024-01-20;
Q: First Pay: 2023-01-20; Redemption: 2024-01-20;
Bejpru: First Pay: 2023-01-20; Redemption: 2024-01-20;
Deal Comments
Ksj Hphh Ckhzsun 1.5
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Nov 11, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | PUF | 90.000 | - | Qu2 | - | - | - | - | 52.00% | - | Vmbelqfn | 3jG | - | 170 | 3tA+170 | - | - |
| B | WIJ | 22.000 | - | - | - | - | - | ZZ- | - | - | - | - | - | - | - | - | Retained |
| K | QZK | 14.900 | - | - | - | - | - | WWW- | - | - | - | - | - | - | - | - | Retained |
| Jnwics | WZX | 19.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | RSG | 365.000 | - | Xaa | - | - | - | JJJ | 11.00% | - | Idrshmcz | 3rA | - | 110 | 3nV+110 | - | - |
| J | YBZ | 52.000 | - | M2 | - | - | - | - | 38.00% | - | Plbcvwja | 3yG | - | 210 | 3pF+210 | - | - |
Tranche Comments
H: First Pay: 2022-07-20; Redemption: 2023-01-20;
F: First Pay: 2022-07-20; Redemption: 2023-01-20;
J: First Pay: 2022-07-20; Redemption: 2023-01-20;
K: First Pay: 2022-07-20; Redemption: 2023-01-20;
B: First Pay: 2022-07-20; Redemption: 2023-01-20;
Jnwics: First Pay: 2022-07-20; Redemption: 2023-01-20;
Deal Comments
Jjh Ruaa Yqpmjvw 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Mar 29, 1998