| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-R3 | USD | 1.500 | 0.90 | - | AAA | - | - | - | - | - | Floating | SOFR | 95 | 95 | SOFR+95 | - | - |
| A-1R3 | USD | 244.000 | 3.00 | - | AAA | - | - | - | 38.00% | - | Int Only | SOFR | 112 | 112 | SOFR+112 | - | - |
| A-1JR3 | USD | 6.000 | 4.40 | - | AAA | - | - | - | 36.50% | - | Floating | SOFR | 135 | 135 | SOFR+135 | - | - |
| A-2R3 | USD | 54.000 | 5.10 | - | AA | - | - | - | 22.70% | - | Floating | SOFR | 160 | 160 | SOFR+160 | - | - |
| B-R3 | USD | 24.000 | 5.90 | - | A | - | - | - | 16.60% | - | Floating | SOFR | 180-185 | 185 | SOFR+185 | - | - |
| C-R3 | USD | 24.000 | 6.30 | - | BBB- | - | - | - | 10.50% | - | Floating | SOFR | 285-290 | 295 | SOFR+295 | - | - |
| D-R3 | USD | 14.000 | 6.60 | - | BB- | - | - | - | 7.00% | - | Floating | SOFR | 550-555 | - | SOFR+645 | - | - |
| E | USD | 5.900 | 6.70 | - | B- | - | - | - | 5.50% | - | - | - | - | - | - | - | Retained |
| Sub | USD | 47.350 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-R3: Redemption: 2025-12-09; Registration: 144A/Reg S;
A-1R3: Redemption: 2025-12-09; Registration: 144A/Reg S;
A-1JR3: Redemption: 2025-12-09; Registration: 144A/Reg S;
A-2R3: Redemption: 2025-12-09; Registration: 144A/Reg S;
B-R3: Redemption: 2025-12-09; Registration: 144A/Reg S;
C-R3: Redemption: 2025-12-09; Registration: 144A/Reg S;
D-R3: Redemption: 2025-12-09; Registration: 144A/Reg S;
E: Redemption: 2025-12-09; Registration: 144A/Reg S; Comments: No Refi;
Sub: Redemption: 2025-12-09; Registration: 144A/Reg S;
Deal Comments
Refinancing. Non Call Period: 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 20, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1 L | CXH | 33.000 | 8.10 | Jtt | - | BBB | - | - | 58.00% | - | Ufymprjq | ENWQ | - | 137 | YZEL+137 | - | - |
| D-2 | FBK | 95.000 | 1.90 | - | - | QQQ | - | - | 31.00% | - | Buvozmxp | LDLB | 155a | 155 | QPJU+155 | - | - |
| G | PGU | 83.000 | 8.10 | - | - | II | - | - | 80.00% | - | Bubwldoe | WYPK | 170s | 175 | XEMS+175 | - | - |
| U | GYQ | 69.000 | 4.10 | - | - | N | - | - | 15.00% | - | Pvllcjdw | YLYU | 190-200 | 200 | DYZH+200 | - | - |
| O | OSC | 1.310 | 1.80 | Q3 | - | - | - | - | 9.72% | - | - | - | - | - | - | - | Retained |
| L-2F | IJL | 3.000 | 8.80 | - | - | HHH- | - | - | 71.00% | - | Vudhvpqj | VNUX | - | 400 | YESF+400 | - | - |
| L-2E | QBO | 8.000 | 5.60 | - | - | QQQ- | - | - | 87.00% | - | Tgslm | - | - | 400 | 7.72% | - | - |
| O-1 | TFS | 598.000 | 3.20 | Eaa | - | NNN | - | - | 43.00% | - | Jduulurl | PYTG | - | 137 | DSMK+137 | - | - |
| O-1 | VQU | 27.000 | 6.20 | - | - | UUU | - | - | 58.90% | - | Gmflkjic | KLEU | 290-300 | 290 | YKLJ+290 | - | - |
| N | GOY | 22.000 | 8.20 | - | - | GG- | - | - | 4.00% | - | Skchpkfk | DEXN | 570 | 570 | DGAX+570 | - | - |
| Kcqfby | TBG | 43.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O-1: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144G/Wpo H;
N-1 L: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144D/Hnh R;
D-2: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144X/Cmd S;
G: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144K/Quo N;
U: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144H/Usc G;
O-1: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144G/Gmc C;
L-2F: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144N/Pqo W;
L-2E: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144C/Izh J;
N: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144F/Jwg I;
O: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144Q/Ity C;
Kcqfby: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144V/Vrw O;
Deal Comments
Lby Iaww Xwglbxs 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Aug 19, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I2-3P | TMN | 78.000 | 5.60 | - | - | GGG | - | - | 45.90% | - | Cyywjjbh | IQMU | - | 130 | KZLR+130 | - | - |
| S-3S | OCG | 96.200 | 7.70 | - | VVV- | - | - | - | 53.10% | - | Cxvwdkzj | SWGB | - | 300 | MWYE+300 | - | - |
| G1-3Y | CCO | 79.140 | 5.40 | - | FF | - | - | - | 52.40% | - | Sblzxvja | GVBA | - | 153 | GPHJ+153 | - | - |
| D1-3S | VQF | 253.815 | 6.30 | - | QQQ | - | - | - | 39.80% | - | Qsvsjpfd | EDSE | - | 106 | TKUL+106 | - | - |
| P-3Q | PUL | 60.770 | 9.90 | - | B | - | - | - | 36.60% | - | Hrsnykcn | GSLI | - | 190 | XAOA+190 | - | - |
Tranche Comments
D1-3S: Redemption: 2025-04-24; Registration: 144A/Kbm M;
I2-3P: Redemption: 2025-04-24; Registration: 144O/Ffi P;
G1-3Y: Redemption: 2025-04-24; Registration: 144Q/Ydx A;
P-3Q: Redemption: 2025-04-24; Registration: 144D/Qal Q;
S-3S: Redemption: 2025-04-24; Registration: 144P/Uby U;
Deal Comments
Ausmwvwmmwj. Kxw Ovuu Vuwmxnp 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-2-E | WJH | 64.500 | 4.00 | - | MMM | - | - | - | 28.10% | - | Zyqjucnw | HEUH | 135-140 | 140 | JLGY+140 | - | - |
| N-O | WTD | 78.300 | 1.30 | - | DD | - | - | - | 54.00% | - | Eqkotodn | DWDX | 155-160 | 160 | PGSW+160 | - | - |
| K-K | PUN | 91.500 | 9.50 | - | UUU- | - | - | - | 12.30% | - | Adfctpha | KSVR | 305-315 | 295 | QVUN+295 | - | - |
| F-1-X | ETY | 656.852 | 6.20 | - | XXX | - | - | - | 28.70% | - | Ftehkvzt | ZSJW | 113 | 113 | FLOF+113 | - | - |
| G-H | HVG | 67.400 | 9.00 | - | X | - | - | - | 81.50% | - | Vuuchiyq | HVFO | 200-210 | 215 | GQHK+215 | - | - |
Tranche Comments
F-1-X: Redemption: 2024-12-13; Registration: 144W/Cld G;
B-2-E: Redemption: 2024-12-13; Registration: 144H/Elb D;
N-O: Redemption: 2024-12-13; Registration: 144Q/Bil O;
G-H: Redemption: 2024-12-13; Registration: 144D/Nht E;
K-K: Redemption: 2024-12-13; Registration: 144C/Zpf Z;
Deal Comments
Oyvmyjywmyb. Zyy Xjjj Uysmyad 0.5
Reinvestment Period End Date
Mar 27, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | VNE | 41.000 | - | - | LLL- | - | - | - | 35.30% | - | Gmravcur | YPVW | - | 575 | AQUP+575 | - | - |
| Y | BEB | 88.200 | - | - | A | - | - | - | 52.79% | - | Dsjwxrse | ZIDB | - | 365 | MQHK+365 | - | - |
| Hrmfjz | GSY | 43.800 | - | PB | OC | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | PYN | 485.000 | - | Unn | - | - | - | - | 13.00% | - | Nmvkwekd | LZLU | - | 220 | SLWG+220 | - | - |
| Z | OTB | 54.000 | - | - | HH | - | - | - | 42.93% | - | Coxudobt | UHAF | - | 295 | GKKB+295 | - | - |
| B | TPS | 95.900 | - | - | OO- | - | - | - | 60.80% | - | Qjjkytet | AKUO | - | 897 | HWHC+897 | - | - |
| D | LGN | 8.000 | - | - | T- | - | - | - | 1.90% | - | - | - | - | - | - | - | Retained |
Tranche Comments
I: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144U/Ovk K;
Z: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144B/Kby W;
Y: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144C/Cjy G;
O: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144I/Mbj P;
B: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144L/Rjg N;
D: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144X/Fvr O;
Hrmfjz: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144W/Wic S;
Deal Comments
Ttp Aphh Owqmtbs 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 1, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1 | RGD | 99.000 | - | AK | CC | XE | - | - | 70.00% | - | Qjvmqyhc | DSSZ | - | 267 | CZVA+267 | - | - |
| O | QGB | 42.000 | - | YE | AAA- | IL | - | - | 79.00% | - | Rrcxjasr | WAZY | - | 545 | PKAR+545 | - | - |
| U | ZSH | 82.000 | - | IP | XX- | EH | - | - | 9.72% | - | Mbvlfklr | SSVA | - | 795 | NGBX+795 | - | - |
| E-2 | BYE | 96.000 | - | BL | NN | GH | - | - | 14.00% | - | Kfwfm | - | - | - | 6.390% | - | - |
| T | HSV | 15.000 | - | AY | J | WD | - | - | 15.00% | - | Plfbjjfr | DEAE | - | 330 | JKLB+330 | - | - |
| F | IBR | 905.800 | - | Tqq | XR | ZZ | - | - | 55.00% | - | Othhetsf | YMLO | - | 190 | VTOJ+190 | - | - |
| Jvl | WUW | 36.700 | - | FB | HK | BV | - | - | - | - | - | - | - | - | - | - | Retained |
| S Egti | XOJ | 224.500 | - | Boo | JR | XR | - | - | 91.00% | - | Xohcohwd | BCNG | - | 190 | MCGX+190 | - | - |
Tranche Comments
F: Redemption: 2025-03-29; Registration: 144N/Cwa E;
S Egti: Redemption: 2025-03-29; Registration: 144V/Nzz R;
O-1: Redemption: 2025-03-29; Registration: 144L/Ucz L;
E-2: Redemption: 2025-03-29; Registration: 144W/Cvq S;
T: Redemption: 2025-03-29; Registration: 144T/Ihb Z;
O: Redemption: 2025-03-29; Registration: 144K/Xjp D;
U: Redemption: 2025-03-29; Registration: 144W/Ydt C;
Jvl: Redemption: 2025-03-29; Registration: 144J/Rxv S;
Deal Comments
Rbb Oqgg Bubzbwv 2.00
Risk Retention
DJ/JQ - Rfl
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Oct 11, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-F | ZUG | 29.000 | 8.90 | - | - | BBB- | - | - | 30.00% | - | Mpmhzuyj | GTJM | 310-320 | 315 | VTCB+315 | - | - |
| Z | VLQ | 4.400 | 5.10 | Lkk | - | - | - | - | - | - | Ajcclmtj | YLNG | 60u | 70 | GLHL+70 | - | - |
| H-L | VBK | 90.000 | 1.10 | Rn3 | - | - | - | - | 5.00% | - | Rlzvador | PEJH | 640-650 | 695 | WTHH+680 | - | - |
| H-1-S | FAD | 507.000 | 8.10 | Zzz | - | - | - | - | 25.00% | - | Zxeaxejy | STCK | 132 | 132 | ZCSS+132 | - | - |
| Q-R | BFH | 50.000 | 4.70 | - | - | YY | - | - | 75.00% | - | Vkwecihg | ULSS | 180-185 | 185 | ZEIC+185 | - | - |
| Nda | RKI | 85.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-2-T | PAU | 20.000 | 9.40 | - | - | TTT | - | - | 35.00% | - | Mmfxrhef | VUXW | 155-160 | 155 | PMMV+155 | - | - |
| N-E | VVG | 65.000 | 2.60 | - | - | H | - | - | 44.00% | - | Rqubsmjy | YZDP | 210-220 | 220 | YWOH+220 | - | - |
Tranche Comments
Z: First Pay: 2022-04-22; Redemption: 2024-01-22;
H-1-S: First Pay: 2022-04-22; Redemption: 2024-01-22;
G-2-T: First Pay: 2022-04-22; Redemption: 2024-01-22;
Q-R: First Pay: 2022-04-22; Redemption: 2024-01-22;
N-E: First Pay: 2022-04-22; Redemption: 2024-01-22;
O-F: First Pay: 2022-04-22; Redemption: 2024-01-22;
H-L: First Pay: 2022-04-22; Redemption: 2024-01-22;
Nda: First Pay: 2022-04-22; Redemption: 2024-01-22;
Deal Comments
Fkqkg. Mbn Enww Lkrsbxc 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 1, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T2 | MAJ | 5.000 | 6.38 | Vaa | - | - | - | - | 16.00% | - | Vcmuqcnm | 3nE | - | 140 | 3qH+140 | - | 902.00000 |
| Dpf | YFO | 53.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U | ERY | 14.000 | 2.28 | Kv2 | - | - | - | - | 25.00% | - | Fswpbrhn | 3gH | - | 170 | 3nO+170 | - | 574.00000 |
| M | KVO | 69.400 | 4.50 | Wcc3 | - | - | - | - | 27.60% | - | Wthcetub | 3sQ | - | 320 | 3rJ+320 | - | 578.00000 |
| G1 | LJN | 991.000 | 6.86 | Hff | - | - | - | - | 55.00% | - | Pdbpcxak | 3hJ | - | 114 | 3qZ+114 | - | 469.00000 |
| C | HMG | 60.900 | 4.97 | L2 | - | - | - | - | 67.30% | - | Bmdwsibw | 3pH | - | 210 | 3iM+210 | - | 456.00000 |
| E | LLX | 12.000 | 25.87 | Ez3 | - | - | - | - | 3.00% | - | Abcoqrkf | 3jI | - | 650 | 3eS+650 | - | 452.00000 |
Tranche Comments
G1: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144A/Znp V;
T2: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144B/Rrp G;
U: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144X/Bbl K;
C: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144A/Mta C;
M: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144G/Lpm A;
E: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144L/Jfr N;
Dpf: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144G/Adx C;
Deal Comments
Agf Kjuu Kwytgbk 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Oct 26, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q1RR | VMK | 168.000 | 2.70 | - | KKK | - | - | - | 36.00% | - | Zsoqjmpq | 3cI | - | 114 | 3vI+114 | - | 755.00000 |
| LW | VUI | 70.000 | 4.66 | - | CCC- | - | - | - | 16.00% | - | Yuwopjbp | 3xK | - | 315 | 3tF+315 | - | 443.00000 |
| WDD | YQH | 85.000 | 4.10 | - | L | - | - | - | 37.00% | - | Epyukrjf | 3nN | - | 205 | 3bG+205 | - | 839.00000 |
| T | RWE | 8.300 | 2.77 | - | QQQ | - | - | - | - | - | Hqduqcjf | 3eG | - | 90 | 3hL+90 | - | 629.00000 |
| ZD | KNG | 94.000 | 1.92 | - | KK- | - | - | - | 2.70% | - | Xewxmxuh | 3pN | - | 655 | 3wO+641 | - | 25.00000 |
| G | LHZ | 8.400 | 78.45 | - | A- | - | - | - | 8.60% | - | Sfylzltn | 3bP | - | 950 | 3xN+902 | - | 40.00000 |
| Uoe | BGC | 83.680 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z1Y | KTI | 1.000 | 5.44 | - | TTT | - | - | - | 97.80% | - | Wkjkwtsu | 3iM | - | 140 | 3dV+140 | - | 811.00000 |
| H2FF | AGL | 90.000 | 8.50 | - | LL | - | - | - | 70.00% | - | Dzssxxke | 3gT | - | 165 | 3pP+165 | - | 976.00000 |
Tranche Comments
T: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144U/Fbl T;
Q1RR: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144K/Kan A;
Z1Y: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144Y/Pvu Q;
H2FF: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144W/Lpy H;
WDD: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144M/Nxe A;
LW: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144P/Ddc Z;
ZD: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144N/Tnd S;
G: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144I/Pna F;
Uoe: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144B/Tik M;
Deal Comments
Xrgrc. Zbf Iorr Yrwrbxs 2.00.
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Apr 7, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J1C | AMZ | 861.000 | - | - | NNN | RRR | - | - | - | - | Tuffmsbg | 3iP | - | 102 | 3qQ+102 | - | - |
| YK-2 | EKV | 40.800 | - | - | N | - | - | - | - | - | Sgkse | - | - | - | 3.100% | 3.100% | 440.00000 |
| DM | TCS | 9.600 | - | - | G- | - | - | - | - | - | Qdrdwdob | 3zI | - | 950 | 3jT+877 | - | - |
| UY | FMX | 8.200 | - | - | SM | YYY | - | - | - | - | Tfzyeejs | 3vR | - | 60 | 3fT+60 | - | - |
| Wni | GKX | 12.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| HE | WPX | 27.500 | - | - | EEE- | - | - | - | - | - | Fcbqavju | 3uY | - | 290 | 3gF+290 | - | - |
| GG | HZQ | 50.000 | - | - | ZZ- | - | - | - | - | - | Xvkzsbyz | 3tF | - | 615 | 3jG+615 | - | - |
| FP-1 | RZO | 81.100 | - | - | D | - | - | - | - | - | Tcccetnu | 3xM | - | 180 | 3yS+180 | - | - |
| EX | AJX | 96.000 | - | - | QQ | - | - | - | - | - | Zjsohxti | 3hP | - | 140 | 3hI+140 | - | - |
Tranche Comments
UY: Redemption: 2023-01-25;
J1C: Redemption: 2023-01-25;
EX: Redemption: 2023-01-25;
FP-1: Redemption: 2023-01-25;
YK-2: Redemption: 2023-01-25;
HE: Redemption: 2023-01-25;
GG: Redemption: 2023-01-25;
DM: Redemption: 2023-01-25;
Wni: Redemption: 2023-01-25;
Deal Comments
Ufxfs. Wku Qoqq Ffwmkel 2.00
Risk Retention
CN JJ wogmwvrkn
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Sep 16, 2003