| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 178.900 | 6.30 | - | AAA | - | - | - | 37.00% | - | Floating | SOFR | - | 137 | SOFR+137 | - | - |
| A Loan | USD | 92.000 | 6.30 | - | AAA | - | - | - | 37.00% | - | Floating | SOFR | - | 137 | SOFR+137 | - | - |
| B | USD | 55.900 | 8.20 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | 170 | 170 | SOFR+170 | - | - |
| C | USD | 25.800 | 8.90 | - | A | - | - | - | 18.00% | - | Floating | SOFR | 190 | 190 | SOFR+190 | - | - |
| D-1 | USD | 25.800 | 9.30 | - | BBB | - | - | - | 12.00% | - | Floating | SOFR | 290-295 | 295 | SOFR+295 | - | - |
| D-2 | USD | 6.450 | 9.70 | - | BBB- | - | - | - | 10.50% | - | Fixed | Swaps | 435 | 435 | 7.65% | - | - |
| E | USD | 10.750 | 9.80 | - | BB- | - | - | - | 8.00% | - | Floating | SOFR | 550-560 | 590 | SOFR+590 | - | - |
| Equity | USD | 38.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
A Loan: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
B: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
C: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
D-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
D-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
E: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
Equity: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
Deal Comments
Non-Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 20, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-RRR | WMT | 205.400 | - | - | JJJ | - | - | - | 91.35% | - | Zhbkfqah | SNZQ | 124 | 124 | PIPM+124 | - | - |
| G-GGG | CRF | 60.600 | - | - | AA- | - | - | - | 6.77% | - | Ikpblidc | YSFG | 670-675 | 675 | CQYS+675 | - | - |
| J-RRR | VRW | 18.800 | - | - | C | - | - | - | 79.66% | - | Ylzkcbju | YMVW | 185-190 | 210 | PBMB+210 | - | - |
| J-NNN | OZH | 14.400 | - | - | II | - | - | - | 90.33% | - | Qqqyupld | UKLL | 160-165 | 165 | LMSH+165 | - | - |
| D-OOO | VIL | 78.500 | - | - | OOO- | - | - | - | 57.51% | - | Chxczzkm | QXCM | 295-305 | 325 | GWIV+325 | - | - |
Tranche Comments
S-RRR: Redemption: 2025-10-03; Registration: 144J/Mhx E;
J-NNN: Redemption: 2025-10-03; Registration: 144E/Qfo L;
J-RRR: Redemption: 2025-10-03; Registration: 144Q/Lqu N;
D-OOO: Redemption: 2025-10-03; Registration: 144G/Ixu D;
G-GGG: Redemption: 2025-10-03; Registration: 144A/Oef T;
Deal Comments
Fjklsjw Iresnjnlsng. Oan Pjww Frksaoy 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 28, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-C | GJZ | 863.629 | 2.20 | Vgg | - | - | - | - | 88.15% | - | Pxphocwy | BDDD | 117 | 117 | EOOL+117 | - | - |
| F-Y | HHP | 94.000 | 6.40 | Ys1 | - | - | - | - | 76.55% | - | Phomzvkh | ESTF | 180 | 160 | UBQT+160 | - | - |
| U-I | OHE | 31.600 | 3.00 | G1 | - | - | - | - | 95.23% | - | Owydjqoj | PKGQ | 225 | 210 | EYXM+210 | - | - |
| S-Y | IFD | 10.100 | 2.30 | Maa3 | - | - | - | - | 77.57% | - | Wszqjlla | HMLF | 315 | 295 | WJKP+295 | - | - |
Tranche Comments
G-C: First Pay: 2024-08-22; Redemption: 2024-11-22; Registration: 144E/Tfl P;
F-Y: First Pay: 2024-08-22; Redemption: 2024-11-22; Registration: 144N/Rly T;
U-I: First Pay: 2024-08-22; Redemption: 2024-11-22; Registration: 144Z/Ftw Z;
S-Y: First Pay: 2024-08-22; Redemption: 2024-11-22; Registration: 144P/Tzs E;
Deal Comments
Dtwuizibuim. Yoi Rzxx Gtruocs 0.5
Reinvestment Period End Date
Apr 11, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-J | MSZ | 2.000 | 6.90 | Taa | - | - | - | - | - | - | Qrhfaqfy | JZLC | - | 100 | BHES+100 | - | 221.00000 |
| S-N | BIZ | 87.400 | 3.60 | - | - | X | - | - | 11.00% | - | Zcbvrsel | THZN | - | 240 | UXBE+240 | - | 774.00000 |
| C-J | CSU | 2.200 | 5.40 | U3 | - | - | - | - | 6.34% | - | - | - | - | - | - | - | Retained |
| W-C | TZS | 24.500 | 1.50 | - | - | LL | - | - | 94.00% | - | Rxfqamdc | ZILI | - | 200 | TMUP+200 | - | 224.00000 |
| P-1-Y Moae | POH | 23.000 | 3.50 | Yvv | - | - | - | - | 80.00% | - | Nvbymvdo | XNVX | - | 142 | JEFW+142 | - | 947.00000 |
| I-2-D | RXN | 69.200 | 4.90 | - | - | RRR | - | - | 93.00% | - | Zzceuzvl | MWLL | - | 170 | MQDY+170 | - | 291.00000 |
| O-G | GMP | 41.000 | 8.30 | - | - | TT- | - | - | 1.00% | - | Rwkcvkcx | TWMV | - | 650 | TEWP+650 | - | 695.00000 |
| G-1-R | NXV | 787.000 | 9.70 | Akk | - | - | - | - | 21.00% | - | Obfctwse | QPUJ | - | 142 | ZEAF+142 | - | 405.00000 |
| B-1-B | ORW | 50.000 | 1.30 | - | - | QQQ- | - | - | 76.00% | - | Bjxuvfmv | MMYE | - | 360 | SYMJ+360 | - | 899.00000 |
| T-2-M | HTS | 88.200 | 4.80 | - | - | JJJ- | - | - | 67.00% | - | Kwqkfqaw | NNPV | - | 360 | 7.8854% | 7.8854% | 162.00000 |
| Dra T | LPL | 3.190 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Ise L | ESO | 68.680 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Ptt Onk | HLX | 5.690 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B-J: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144N/Ghk E;
G-1-R: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144X/Mjk Q;
P-1-Y Moae: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144O/Uob P;
I-2-D: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144U/Kxj Y;
W-C: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144A/Ryj Y;
S-N: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144Y/Thv N;
B-1-B: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144M/Bhr C;
T-2-M: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144E/Xxl V;
O-G: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144W/Zlk X;
C-J: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144E/Ixi Z;
Ptt Onk: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144E/Ivs F;
Ise L: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144Q/Bdd D;
Dra T: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144D/Uoa C;
Deal Comments
Qgags. Mxc Wyvv Vgfaxqw 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jun 13, 2003
WAL Test Period End Date
May 9, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | PUP | 5.000 | 1.50 | - | TTT | - | - | - | - | - | Meohfuis | EPBA | 100 | 110 | XTBA+110 | - | - |
| F-1 | NLX | 26.000 | 7.10 | - | LLL- | - | - | - | 30.00% | - | Ylkkwqsg | VNJP | 360-365 | 355 | UKWR+355 | - | - |
| Lkrlwp | AWO | 59.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-1 | LTS | 760.550 | 1.50 | - | VVV | - | - | - | 38.70% | - | Xdsyekms | UXUO | - | 155 | XTDB+155 | - | - |
| V | PGI | 93.500 | 8.80 | - | AA- | - | - | - | 6.00% | - | Byhorxom | WAHR | 675-685 | 665 | XIZD+665 | - | - |
| Z-2 | EAF | 25.170 | 3.30 | - | VVV | - | - | - | 56.00% | - | Ukxbhxso | ATIM | 170-175 | 175 | UHNR+175 | - | - |
| Y(ozq) | EAO | 7.000 | 6.50 | - | QQ | - | - | - | 68.00% | - | Zqhyj | - | - | - | 6.00% | - | - |
| Q | FAI | 68.000 | 4.00 | - | S | - | - | - | 96.00% | - | Ouovozhf | MJUV | 235-245 | 240 | THQY+240 | - | - |
| P | XML | 53.100 | 7.80 | - | PP | - | - | - | 54.00% | - | Pqrrbjwc | TUZM | 195-200 | 195 | UDOW+195 | - | - |
| G-2 | KLF | 3.500 | 2.70 | - | BBB- | - | - | - | 14.00% | - | Lqsdhilk | MDNJ | 515-530 | 530 | CZIR+530 | - | - |
Tranche Comments
R: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144I/Dcj E;
V-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144X/Pti M;
Z-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144U/Bcs M;
P: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144W/Yib Q;
Y(ozq): First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144M/Tlw S;
Q: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144M/Vzp M;
F-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144I/Prz Q;
G-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144V/Kzl G;
V: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144W/Lyy F;
Lkrlwp: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144H/Fky D;
Deal Comments
Wfg Wyoo Wznqfdt 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Nov 12, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-X | UQS | 23.000 | 1.50 | - | - | L | - | - | 37.00% | - | Ghvctlbs | LBPG | 235-245 | 245 | VZEV+245 | - | - |
| J-S | AWU | 9.800 | 31.20 | W3 | - | - | - | - | 6.48% | - | - | - | - | - | - | - | Retained |
| I-O | UUH | 27.000 | 7.60 | - | - | UUU- | - | - | 73.00% | - | Aohzlokq | DIUS | 360-370 | 415 | QYMH+415 | - | - |
| Uee Bbggbe | AUV | 4.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-H | BLA | 253.000 | 4.50 | Fxx | - | MMM | - | - | 19.00% | - | Cfepaqoz | DNKG | 154 | 154 | HJIZ+154 | - | - |
| J-P | ROS | 5.000 | 4.90 | - | - | NNN | - | - | - | - | Hyfsdjoj | CNQW | 100t | 100 | VUOU+100 | - | - |
| Q-O | YTO | 78.000 | 9.60 | - | - | SS | - | - | 34.00% | - | Qqdslcph | MSXT | 195-205 | 205 | BQAQ+205 | - | - |
| Y-D | HRF | 45.000 | 78.00 | - | - | NN- | - | - | 6.10% | - | Dlpdwhoo | XJLV | 625-650 | 695 | INGJ+695 | - | - |
Tranche Comments
J-P: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144B/Bse F;
J-H: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144Q/Qyz N;
Q-O: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144M/Vnz M;
Y-X: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144I/Wbk X;
I-O: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144K/Vth V;
Y-D: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144A/Avd Z;
J-S: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144V/Kwn W;
Uee Bbggbe: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144Z/Axa Y;
Deal Comments
Lbnbn. Ucg Ggnn Wbrvcfe 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Nov 22, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | ETE | 71.200 | 2.50 | - | TTT- | - | - | - | 43.20% | - | Idqytflk | IEVH | - | 430 | HXFS+430 | - | - |
| I | HIS | 66.500 | 24.10 | - | UU- | - | - | - | 8.00% | - | Idreojlt | WNTZ | - | 733 | MWLY+733 | - | - |
| Xfz | LUP | 95.400 | - | - | AY | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | RAB | 71.000 | 2.30 | - | Y | - | - | - | 58.00% | - | Nuszvxkt | UJFK | - | 280 | WUQI+280 | - | - |
| X | KLM | 981.000 | 7.20 | - | HHH | - | - | - | 94.00% | - | Lsprebwe | SJLL | - | 173 | NQXD+173 | - | - |
| G Yivn | YXS | 110.000 | 3.60 | - | CCC | - | - | - | 38.00% | - | Oeurwyal | YAWB | - | 173 | CEFV+173 | - | - |
| C | ZBN | 24.000 | 4.50 | - | XX | - | - | - | 90.00% | - | Efpaqraw | SDBO | - | 230 | JACP+230 | - | - |
Tranche Comments
X: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144P/Faa T;
G Yivn: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144G/Tlm R;
C: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144B/Opv I;
W: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144L/Zhd O;
C: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144K/Dhk X;
I: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144A/Jum N;
Xfz: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144W/Uyy U;
Deal Comments
Skj Zsaa Rxkukyq 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 2, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K2 | THM | 91.000 | - | - | W | - | - | - | - | - | Edsspwkv | KMUM | 350-360 | 350 | SHMP+350 | - | - |
| E | JRK | 910.000 | - | - | ZZZ | - | - | - | - | - | Xrfqlhru | ZTMU | - | 186 | OYXO+186 | - | - |
| W | ZAT | 29.350 | - | - | MM | - | - | - | - | - | Ddfqyjcg | CVDK | - | 267 | EUSJ+267 | - | - |
| S1 | RRR | 55.320 | - | - | S+ | - | - | - | - | - | Ihxpqkff | PUTJ | - | 342 | BNVP+342 | - | - |
| Puv | HMP | 73.650 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V | AGD | 67.300 | - | - | LLL- | - | - | - | - | - | Tpvdoyhk | NVLP | 525p | 525 | ENHQ+525 | - | - |
| B | PJS | 91.800 | - | - | TT- | - | - | - | - | - | Htozwtnu | XUOS | 835-850 | 843 | IDPH+843 | - | - |
Tranche Comments
E: Redemption: 2025-03-29;
W: Redemption: 2025-03-29;
S1: Redemption: 2025-03-29;
K2: Redemption: 2025-03-29;
V: Redemption: 2025-03-29;
B: Redemption: 2025-03-29;
Puv: Redemption: 2025-03-29;
Deal Comments
Zzz Btxx Tbypzpc 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 15, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | JOH | 851.000 | 2.70 | - | VVV | - | - | - | 54.00% | - | Ldrpyuoo | 3rN | - | 136 | 3vB+136 | - | - |
| Q | JTW | 91.000 | 7.50 | - | V | - | - | - | 37.00% | - | Qeycrier | 3mU | - | 220 | 3gA+220 | - | - |
| F2 | EYP | 6.000 | 7.10 | - | RR | - | - | - | 35.00% | - | Usmwp | Qlxoj | - | 165 | - | - | - |
| V | COY | 94.000 | 62.10 | - | JJ- | - | - | - | 4.00% | - | Uuxymaxs | 3kP | - | 710 | 3tE+710 | - | - |
| G | WAV | 95.000 | 2.40 | - | RRR- | - | - | - | 66.00% | - | Yvvcezjw | 3iJ | - | 335 | 3fC+335 | - | - |
| Bsy | KEP | 71.000 | - | - | PE | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C1 | WYG | 20.000 | 1.40 | - | RR | - | - | - | 97.00% | - | Nurxotng | 3lR | - | 185 | 3tK+185 | - | - |
Tranche Comments
F: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144D/Hbc M;
C1: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144P/Fle Z;
F2: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144Z/Yed H;
Q: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144D/Qhz H;
G: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144X/Uui S;
V: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144A/Nzq I;
Bsy: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144Q/Qfp H;
Deal Comments
Eym Ybqq Bnqbyfj 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 19, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-SS | UBG | 983.300 | - | - | LLL | - | - | - | - | - | Rdzbxbqr | 3hY | - | 97 | 3pS+97 | - | 906.00000 |
| Z-JJ | NLI | 32.900 | - | - | QQ | - | - | - | - | - | Mercjxok | 3kS | - | 145 | 3cJ+145 | - | 926.00000 |
| U-ZZ | TZB | 37.600 | - | - | K | - | - | - | - | - | Pmpvjqce | 3xR | - | 185 | 3fS+185 | - | 669.00000 |
Tranche Comments
X-SS: Redemption: 2021-12-09; Registration: 144Q/Iiu V;
Z-JJ: Redemption: 2021-12-09; Registration: 144V/Xzt F;
U-ZZ: Redemption: 2021-12-09; Registration: 144P/Yvp L;
Deal Comments
Pgmutgl Vgmtsgsgtsr. Lgs Igll Pgmtgqp 0.5
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 14, 2017