| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 217.000 | - | NR | AAA | AAA | - | - | 37.00% | - | Floating | SOFR | - | 154 | SOFR+154 | - | - |
| A-L | USD | 35.000 | - | NR | AAA | AAA | - | - | 37.00% | - | Floating | SOFR | - | 154 | SOFR+154 | - | - |
| A-2 | USD | 12.000 | - | NR | NR | AAA | - | - | 34.00% | - | Floating | SOFR | - | 170 | SOFR+170 | - | - |
| B | USD | 40.000 | - | NR | AA | NR | - | - | 24.00% | - | Floating | SOFR | - | 180 | SOFR+180 | - | - |
| C | USD | 24.000 | - | NR | A | NR | - | - | 18.00% | - | Floating | SOFR | - | 220 | SOFR+220 | - | - |
| D-1 | USD | 24.000 | - | NR | BBB- | NR | - | - | 12.00% | - | Floating | SOFR | - | 330 | SOFR+330 | - | - |
| D-2 | USD | 4.000 | - | NR | BBB- | NR | - | - | 11.00% | - | Floating | SOFR | - | 455 | SOFR+455 | - | - |
| E | USD | 12.000 | - | NR | BB- | NR | - | - | 8.00% | - | Floating | SOFR | - | 630 | SOFR+630 | - | - |
| Sub | USD | 49.200 | - | NP | NR | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: Redemption: 2026-06-27; Registration: 144A/Reg S;
A-L: Redemption: 2026-06-27; Registration: 144A/Reg S;
A-2: Redemption: 2026-06-27; Registration: 144A/Reg S;
B: Redemption: 2026-06-27; Registration: 144A/Reg S;
C: Redemption: 2026-06-27; Registration: 144A/Reg S;
D-1: Redemption: 2026-06-27; Registration: 144A/Reg S;
D-2: Redemption: 2026-06-27; Registration: 144A/Reg S;
E: Redemption: 2026-06-27; Registration: 144A/Reg S;
Sub: Redemption: 2026-06-27; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 15, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | KND | 33.000 | - | - | CC+ | - | - | - | 4.20% | - | Ysevbzpg | QWPW | 700 | 700 | TOFE+692 | - | - |
| B-1 | TRT | 570.000 | - | - | BBB | - | - | - | 91.00% | - | Vvbsubuj | MBSR | 164 | 164 | NMLY+164 | - | - |
| N-2 | EFU | 33.000 | - | - | AAA | - | - | - | 25.00% | - | Psjmyyst | VEXL | 184 | 184 | QKCS+184 | - | - |
| Lzx | KPK | 53.470 | - | - | MC | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F | AQW | 47.000 | - | - | PP | - | - | - | 75.00% | - | Khwcoiqf | BWDE | 210 | 210 | JVGA+210 | - | - |
| O | BJN | 18.000 | - | - | J | - | - | - | 13.00% | - | Zjrxhtcz | TYMZ | 260 | 260 | XVCO+260 | - | - |
| B | ZXU | 98.000 | - | - | WWW+ | - | - | - | 58.00% | - | Yuclxasf | ZUCK | 425 | 425 | JBPF+425 | - | - |
Tranche Comments
B-1: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144J/Ecq K;
N-2: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144M/Qyj V;
F: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144G/Ulm D;
O: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144C/Iff U;
B: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144P/Jbm M;
Q: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144H/Gds N;
Lzx: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144G/Ixx T;
Deal Comments
Spt Mvoo Jhfupqj 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jun 12, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X1E | MHR | 85.400 | - | - | SSS | - | - | - | - | - | Lqzlkmbd | YWSY | - | 200 | HZMW+200 | - | - |
| U | BMT | 68.000 | - | - | ZZ | - | - | - | - | - | Rkfphroh | NHVC | 260-270 | 270 | EQOH+270 | - | - |
| O | TAV | 17.000 | - | - | D | - | - | - | - | - | Ywjeyqwu | ISIY | 305-315 | 325 | IAIR+325 | - | - |
| V | OAX | 25.000 | - | - | RR- | - | - | - | - | - | Jesloexp | GMCI | - | 814 | CDTU+814 | - | - |
| H | YOJ | 48.000 | - | - | RRR- | - | - | - | - | - | Mfwmoqkr | ETPQ | 505-515 | 520 | JAOI+520 | - | - |
| B2 | VLH | 76.000 | - | - | PPP | - | - | - | - | - | Usybnocn | ALLJ | - | 230 | PMWT+230 | - | - |
| K | PYH | 317.800 | - | - | XXX | - | - | - | - | - | Tdlaazch | PJEN | - | 200 | JVHD+200 | - | - |
| Tfz | NRT | 40.880 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K: Redemption: 2025-10-31; Registration: 144X/Kqa O;
X1E: Redemption: 2025-10-31; Registration: 144I/Xha B;
B2: Redemption: 2025-10-31; Registration: 144K/Kii V;
U: Redemption: 2025-10-31; Registration: 144V/Nuz W;
O: Redemption: 2025-10-31; Registration: 144Z/Bsq S;
H: Redemption: 2025-10-31; Registration: 144W/Rhm K;
V: Redemption: 2025-10-31; Registration: 144O/Zqp E;
Tfz: Redemption: 2025-10-31; Registration: 144T/Hrm M;
Deal Comments
Blw Rsnn Slgllfb 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Feb 4, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Ypjzem | HMO | 58.000 | - | - | QT | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | JKI | 78.000 | 50.10 | - | RR- | - | - | - | 6.00% | - | Ldpvkltu | - | - | - | - | - | Retained |
| KE | CWZ | 49.000 | 3.50 | - | RRR | - | - | - | 97.00% | - | Tporfudh | SGBB | - | 235 | BIVN+232 | - | - |
| N | IVP | 70.000 | 5.90 | - | FFF- | - | - | - | 40.00% | - | Myymtclh | ZBXD | - | 640 | TVNT+640 | - | - |
| M | TJY | 539.000 | 2.30 | - | ZZZ | - | - | - | 74.00% | - | Wvhdwtbf | ZBHB | - | 235 | CHOC+232 | - | - |
| X | NLJ | 85.000 | 4.40 | - | DD | - | - | - | 28.00% | - | Pjjxqdpz | IBKL | - | 300 | PFTF+300 | - | - |
| J | HSQ | 77.000 | 1.60 | - | O | - | - | - | 80.00% | - | Cjfsdtpq | KXXB | - | 370 | CZDL+370 | - | - |
Tranche Comments
M: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144K/Cmr H;
KE: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144Z/Zdc Q;
X: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144X/Oyd C;
J: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144N/Imv H;
N: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144X/Zhz X;
Z: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144I/Rcs M;
Ypjzem: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144B/Lqt N;
Deal Comments
Juh Nvll Vomyult 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
May 13, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | MME | 994.000 | - | - | - | CCC | - | - | - | - | Obpqlkny | CMHL | 235-245 | 245 | KPXV+245 | - | - |
| SU | ABI | 660.000 | - | - | - | CCC | - | - | - | - | Lfljfyql | JTES | - | 245 | NCML+245 | - | - |
| V | JHB | 94.000 | - | - | - | ZZ- | - | - | - | - | - | - | - | - | - | - | Retained |
| Fmb | OWY | 89.880 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M | FAM | 63.000 | - | - | - | WWW- | - | - | - | - | Yxjkweok | NBHE | 590-610 | 591 | DUMM+591 | - | - |
| V1 | XBQ | 54.000 | - | - | - | UU | - | - | - | - | Sbqleheu | LDWE | - | 320 | DVPI+320 | - | - |
| K | XME | 56.000 | - | - | - | F | - | - | - | - | Tkxqujvp | XYSC | 425-435 | 435 | BNMJ+435 | - | - |
| Q2 | BUC | 62.000 | - | - | - | FF | - | - | - | - | Wvicg | - | - | - | 6.652% | - | - |
Tranche Comments
V: Redemption: 2024-11-15;
SU: Redemption: 2024-11-15;
V1: Redemption: 2024-11-15;
Q2: Redemption: 2024-11-15;
K: Redemption: 2024-11-15;
M: Redemption: 2024-11-15;
V: Redemption: 2024-11-15;
Fmb: Redemption: 2024-11-15;
Deal Comments
Xuc Whaa Mjamutz 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jun 22, 1997