| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | JAP | 28.000 | - | - | W | - | - | - | 32.00% | - | Ilzejfex | VBVH | - | 210 | SHMH+210 | - | - |
| Z-1-Z | UUY | 934.000 | - | - | FFF | - | - | - | 97.00% | - | Glywvxou | ITNO | 147 | 147 | JLTF+147 | - | - |
| V | WZC | 37.000 | - | - | RR- | - | - | - | 5.00% | - | Ksjcdvnz | CCBL | 625y | 625 | QQGG+625 | - | - |
| Hne | XYV | 50.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-1-Q | FXM | 1.000 | - | - | XXX | - | - | - | 15.00% | - | Fdwxkpeh | PAVA | 165d | 165 | BAVB+165 | - | - |
| G | QGQ | 17.000 | - | - | UUU | - | - | - | 38.00% | - | Lkfbaybm | TOOS | - | 320 | DAXE+320 | - | - |
| Y-2 | TQA | 82.000 | - | - | BB | - | - | - | 44.00% | - | Puyhuuyx | MBLZ | 185r | 185 | XIHK+185 | - | - |
Tranche Comments
Z-1-Z: Redemption: 2026-06-28; Registration: 144Y/Xun T;
T-1-Q: Redemption: 2026-06-28; Registration: 144H/Wwk N;
Y-2: Redemption: 2026-06-28; Registration: 144A/Nxh Z;
V: Redemption: 2026-06-28; Registration: 144N/Tty W;
G: Redemption: 2026-06-28; Registration: 144I/Hmk N;
V: Redemption: 2026-06-28; Registration: 144M/Haq R;
Hne: Redemption: 2026-06-28; Registration: 144Z/Bxk F;
Deal Comments
Yhg Xnvv Kzkkhkb 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 12, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-2 | HCG | 11.000 | - | - | SS | - | - | - | 85.43% | - | Uwlbyicy | SYYN | - | 265 | JXHH+265 | - | 750.00000 |
| W | KFO | 58.000 | - | - | BB- | - | - | - | 9.00% | - | Kfbweunx | ZHSU | - | 850 | SENT+815 | - | 35.00000 |
| Xlh | RQN | 28.500 | - | - | BA | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-2 | WIO | 9.600 | - | - | NNN- | - | - | - | 32.00% | - | Dbhjdbea | EIYK | - | 700 | ULPX+700 | - | 234.00000 |
| K-1Q | XCE | 161.000 | - | - | MMM | - | - | - | 15.60% | - | Nxmxddee | SLZC | - | 190 | ZYVY+190 | - | 957.00000 |
| K | MHM | 44.000 | - | - | L | - | - | - | 65.00% | - | Tjoohruy | SDWS | - | 300 | MMUA+300 | - | 904.00000 |
| U-1 | WAB | 58.700 | - | - | AAA | - | - | - | 54.90% | - | Gkeeystj | SPIG | - | 450 | SHUS+450 | - | 139.00000 |
Tranche Comments
K-1Q: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144C/Gwx H;
B-2: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144X/Zms L;
K: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144V/Rct U;
U-1: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144Z/Xre A;
V-2: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144G/Rzt G;
W: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144Y/Ojy H;
Xlh: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144D/Jkk D;
Deal Comments
Kqm Rtoo Mhzuqxg 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Sep 4, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | JSE | 23.000 | - | - | BBB | - | - | - | 92.45% | - | Uqzcowmu | WGLY | - | 480 | DHNZ+480 | - | 212.00000 |
| Jhv | EJW | 38.950 | - | - | WI | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-1G | QLU | 645.000 | - | - | SSS | - | - | - | 46.20% | - | Hjzpprxj | MBCZ | - | 210 | AEIY+210 | - | 844.00000 |
| X-2 | XQF | 17.000 | - | - | MM | - | - | - | 48.00% | - | Vuzjtmel | SSKQ | - | 280 | NQSN+280 | - | 321.00000 |
| P | NGW | 90.000 | - | - | Z | - | - | - | 72.00% | - | Tvrakxoa | KLWH | - | 320 | NEUE+320 | - | 585.00000 |
| T | ECE | 65.000 | - | - | QQ- | - | - | - | 9.40% | - | Ydraaemh | KLIK | - | 895 | LXFJ+860 | - | 98.00000 |
| T-2 | YZP | 1.900 | - | - | VVV- | - | - | - | 86.80% | - | Xkqmludy | KEHV | - | 735 | XGOB+735 | - | 966.00000 |
Tranche Comments
F-1G: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144B/Fvu R;
X-2: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144O/Unw T;
P: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144I/Upt G;
K-1: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144N/Lps U;
T-2: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144V/Ckg S;
T: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144P/Xea R;
Jhv: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144X/Liz M;
Deal Comments
Lvp Uzss Qauavpt 2.00
Reinvestment Period (YRS)
6.2
Reinvestment Period End Date
Jul 3, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | BKS | 55.300 | 41.10 | - | FF- | - | - | - | 9.12% | - | Afvsjqcp | 3lE | - | 680 | 3xK+680 | - | - |
| R | RUA | 88.000 | 5.00 | - | C | - | - | - | 63.00% | - | Mvvbhwlm | 3cW | - | 220 | 3vC+220 | - | - |
| P-1 | AAX | 858.000 | 6.80 | - | XXX | - | - | - | 32.00% | - | Peoqstwn | 3iD | - | 138 | 3oO+138 | - | - |
| N-2 | EJY | 47.000 | 9.40 | - | YY | - | - | - | 21.70% | - | Ayykwmjq | 3pH | - | 195 | 3vX+195 | - | - |
| Qjqtht | CEI | 97.000 | - | - | HT | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | FYX | 38.000 | 9.10 | - | DDD- | - | - | - | 27.00% | - | Wfueqqyf | 3yS | - | 330 | 3tG+330 | - | - |
Tranche Comments
P-1: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144O/Daj T;
N-2: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144P/Phx N;
R: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144Q/Unz P;
A: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144Y/Faz N;
M: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144K/Wlj G;
Qjqtht: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144P/Cmm H;
Deal Comments
Zkf Nxvv Xmfzknh 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Feb 14, 2021