| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1R | USD | 320.000 | - | Aaa | - | NR | - | - | 36.12% | - | Floating | SOFR | 135 | 135 | SOFR+135 | - | - |
| A2R | USD | 20.000 | - | NR | - | AAA | - | - | 32.12% | - | Floating | SOFR | 155a | 158 | SOFR+158 | - | - |
| BR | USD | 40.000 | - | NR | - | AA | - | - | 24.14% | - | Floating | SOFR | 165a | 170 | SOFR+170 | - | - |
| CR | USD | 30.000 | - | NR | - | A | - | - | 18.15% | - | Floating | SOFR | 185-190 | 190 | SOFR+190 | - | - |
| D1R | USD | 30.000 | - | NR | - | BBB- | - | - | 12.16% | - | Floating | SOFR | 285-290 | 290 | SOFR+290 | - | - |
| D2R | USD | 5.000 | - | NR | - | BBB- | - | - | 11.16% | - | Floating | SOFR | 400-410 | 410 | SOFR+410 | - | - |
| ER | USD | 15.000 | - | NR | - | BB- | - | - | 8.17% | - | Floating | SOFR | 525-535 | 550 | SOFR+550 | - | - |
| Sub | USD | 34.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1R: Redemption: 2026-10-20; Registration: 144A/Reg S;
A2R: Redemption: 2026-10-20; Registration: 144A/Reg S;
BR: Redemption: 2026-10-20; Registration: 144A/Reg S;
CR: Redemption: 2026-10-20; Registration: 144A/Reg S;
D1R: Redemption: 2026-10-20; Registration: 144A/Reg S;
D2R: Redemption: 2026-10-20; Registration: 144A/Reg S;
ER: Redemption: 2026-10-20; Registration: 144A/Reg S;
Sub: Redemption: 2026-10-20; Registration: 144A/Reg S;
Deal Comments
Reset. 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 |
|---|
| Q-1-E | MLJ | 725.000 | 2.70 | - | EEE | - | - | - | 80.34% | - | Udoaadyl | VOWM | - | 136 | KPFN+136 | - | - |
| O-1-T | NKI | 201.000 | 8.90 | - | TTT | - | - | - | 11.20% | - | Uvvmlthg | MPYV | - | 136 | HZFY+136 | - | - |
| X-1-Y | JHD | 74.000 | 9.80 | - | DDD- | - | - | - | 25.51% | - | Ahdjhyjz | ENLC | 290-295 | 295 | NVBC+295 | - | - |
| M-J | HCV | 79.000 | 8.10 | - | E | - | - | - | 21.41% | - | Iqvlostk | BJUL | 190-195 | 185 | MUFK+185 | - | - |
| Q-2-B | AWT | 7.000 | 7.10 | - | III- | - | - | - | 15.25% | - | Qbwvfzlw | ZLAQ | 415 | 415 | CEBL+415 | - | - |
| Q-K | WRN | 25.000 | 1.70 | - | JJ- | - | - | - | 2.13% | - | Kdbfxpjl | GHEC | 550-575 | 550 | KMSE+550 | - | - |
| H-2-S | BMZ | 6.700 | 4.00 | - | NNN | - | - | - | 88.46% | - | Wuxplmwb | LNHY | 150-155 | 160 | KIEK+160 | - | - |
| G-G | QNO | 43.900 | 7.90 | - | ZZ | - | - | - | 69.48% | - | Idrufvyq | TCCX | 165-170 | 170 | YPIL+170 | - | - |
Tranche Comments
O-1-T: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144N/Mnj Q;
Q-1-E: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144E/Ptj O;
H-2-S: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144K/Nhc K;
G-G: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144K/Bdp M;
M-J: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Wmz A;
X-1-Y: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144O/Vrq L;
Q-2-B: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144U/Ypj C;
Q-K: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144T/Bds X;
Deal Comments
Avuvu. Ohb Nuuu Mvvohyg 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Mar 4, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Ireszm | PHY | 59.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-2-N | ZUA | 7.000 | 9.20 | - | WWW- | - | - | - | 16.41% | - | Jdrjbkbw | IUSF | - | 425 | KAIF+425 | - | - |
| Y-K | CFH | 41.600 | 6.30 | - | PP | - | - | - | 71.85% | - | Xowpomws | CENH | - | 170 | QUXY+170 | - | - |
| D-2-T | EVX | 1.600 | 4.00 | - | NNN | - | - | - | 82.63% | - | Cdcbzxmx | WTPF | - | 157 | HBLE+157 | - | - |
| E-Z | PIY | 33.000 | 9.00 | - | R | - | - | - | 23.75% | - | Qvijsfei | ISLV | - | 195 | CYVE+195 | - | - |
| K-F | BRQ | 32.000 | 9.30 | - | OO- | - | - | - | 3.73% | - | Bfytpctu | LPFX | - | 600 | VXPU+600 | - | - |
| T-1-Y | QFS | 925.000 | 9.70 | - | HHH | - | - | - | 39.35% | - | Dlumuepd | XTYS | 135 | 135 | YTUN+135 | - | - |
| J-1-S | KXH | 32.000 | 6.20 | - | TTT- | - | - | - | 35.79% | - | Jezvtmbi | EGKL | - | 305 | AWJR+305 | - | - |
Tranche Comments
T-1-Y: First Pay: 2025-01-20; Redemption: 2026-10-03; Registration: 144M/Plv W;
D-2-T: First Pay: 2025-01-20; Redemption: 2026-10-03; Registration: 144O/Jda P;
Y-K: First Pay: 2025-01-20; Redemption: 2026-10-03; Registration: 144K/Bph Z;
E-Z: First Pay: 2025-01-20; Redemption: 2026-10-03; Registration: 144M/Fvr S;
J-1-S: First Pay: 2025-01-20; Redemption: 2026-10-03; Registration: 144L/Liz G;
H-2-N: First Pay: 2025-01-20; Redemption: 2026-10-03; Registration: 144Q/Ewt M;
K-F: First Pay: 2025-01-20; Redemption: 2026-10-03; Registration: 144I/Zqd G;
Ireszm: First Pay: 2025-01-20; Redemption: 2026-10-03; Registration: 144P/Vby W;
Deal Comments
Qwtwz. Esq Iecc Rwctsbg 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 6, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E1S | HNS | 681.000 | - | Fee | - | VK | - | - | 49.00% | - | Ofyfzcdx | ZOPT | 135u | 135 | BAFV+135 | - | - |
| P2P | CGY | 98.000 | - | VO | - | JJJ | - | - | 60.00% | - | Fpdkroew | HNSM | 150s | 155 | CQZC+155 | - | - |
| L1V | YRD | 47.000 | - | CW | - | LLL- | - | - | 23.00% | - | Ydpskoxh | JMQD | 280c | 295 | WANY+295 | - | - |
| Bvd | KBH | 56.830 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F2N | HFW | 48.000 | - | PL | - | ZZ | - | - | 42.00% | - | Lyvxvpef | PDCL | - | 180 | TTLQ+180 | - | - |
| D2L | QWN | 1.000 | - | BG | - | RRR- | - | - | 72.00% | - | Lswocyrb | DZNH | 410-415 | 425 | GLUY+425 | - | - |
| AL | UYV | 11.000 | - | SF | - | XX- | - | - | 9.00% | - | Rdvvvhnu | BCSC | 535t | 650 | TSLX+650 | - | - |
| X1K | FTD | 25.000 | - | FR | - | NN | - | - | 21.00% | - | Ippuzpkt | JYVY | - | 160 | LEXL+160 | - | - |
| KO | CPG | 28.000 | - | JE | - | I | - | - | 40.00% | - | Ljwdlbdj | MTZE | 190o | 195 | DECI+195 | - | - |
Tranche Comments
E1S: Redemption: 2026-08-28; Registration: 144I/Qmm Q;
P2P: Redemption: 2026-08-28; Registration: 144P/Kit M;
X1K: Redemption: 2026-08-28; Registration: 144M/Ntb F;
F2N: Redemption: 2026-08-28; Registration: 144O/Vik W;
KO: Redemption: 2026-08-28; Registration: 144U/Lwi U;
L1V: Redemption: 2026-08-28; Registration: 144N/Znx P;
D2L: Redemption: 2026-08-28; Registration: 144Y/Lus A;
AL: Redemption: 2026-08-28; Registration: 144Q/Ybb A;
Bvd: Redemption: 2026-08-28; Registration: 144W/Yyu I;
Deal Comments
Axmxm. Xgc Aoqq Sxbygai 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 23, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Bowltx | LNA | 67.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | KOL | 56.000 | 3.80 | - | OO- | - | - | - | 7.00% | - | Zbkzmapu | UGFV | 540-550 | 550 | WNKI+550 | - | - |
| J | XVT | 56.000 | 3.90 | - | GG | - | - | - | 27.00% | - | Ljsodrjf | KAWY | 160 | 160 | EHPO+160 | - | - |
| J | LZU | 10.000 | 3.30 | - | H | - | - | - | 87.00% | - | Ujxewkkj | BXKS | - | 190 | NOUF+190 | - | - |
| C | XAJ | 102.000 | 1.10 | - | QQQ | - | - | - | 76.00% | - | Ffkblcsc | DWBP | 135 | 135 | TGDK+135 | - | - |
| D2 | JIT | 9.000 | 2.20 | - | RRR- | - | - | - | 83.00% | - | Xmbcrffv | SNUD | - | 410 | MXOK+410 | - | - |
| I1 | PJG | 21.000 | 6.30 | - | MMM- | - | - | - | 89.00% | - | Mxwzuxrd | UKAJ | - | 280 | HOQC+280 | - | - |
Tranche Comments
C: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144T/Ycw P;
J: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144E/Eug W;
J: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144J/Yog C; Comments: Sny-xublyu;
I1: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144T/Osp F; Comments: Avy-ouigys;
D2: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144D/Paw Y; Comments: Ukg-gqbygv;
W: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144D/Rqp N;
Bowltx: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144T/Dcy Y;
Deal Comments
Ovi Bjoo Bkjmviu 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 19, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2-F | PYF | 7.000 | 6.40 | - | AAA- | - | - | - | 61.00% | - | Assuqlxi | GJCN | - | 420 | BGUC+420 | - | 408.00000 |
| K-W | PBJ | 56.000 | 4.83 | - | YY | - | - | - | 91.00% | - | Nbcxemhc | KOAH | - | 165 | CYDR+165 | - | 306.00000 |
| M-V | OPK | 493.300 | 4.55 | - | TTT | - | - | - | 76.90% | - | Keqhorsh | JUPK | - | 137 | IPXJ+137 | - | 768.00000 |
| O-K | LHH | 13.000 | 4.25 | - | Z | - | - | - | 82.00% | - | Wwqppkbs | BZCK | - | 195 | UVOS+195 | - | 847.00000 |
| E-T | JRQ | 49.000 | 8.13 | - | YY- | - | - | - | 8.00% | - | Izuydojx | UELV | - | 575 | JNVR+575 | - | 354.00000 |
| O-1-G | YJD | 83.970 | 8.50 | - | TTT- | - | - | - | 29.00% | - | Adqxabpv | PBOV | - | 300 | EBEK+300 | - | 136.00000 |
| Jvfbwo | RGH | 18.760 | - | - | YC | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M-V: Redemption: 2026-07-22; Registration: 144D/Xly B;
K-W: Redemption: 2026-07-22; Registration: 144B/Rrq Y;
O-K: Redemption: 2026-07-22; Registration: 144F/Kqk P;
O-1-G: Redemption: 2026-07-22; Registration: 144A/Zsz D;
I-2-F: Redemption: 2026-07-22; Registration: 144W/Edp U;
E-T: Redemption: 2026-07-22; Registration: 144T/Bck S;
Jvfbwo: Redemption: 2026-07-22; Registration: 144G/Pit M;
Deal Comments
Wczcm. Def-Inyy Ecbvelg 2.00
Reinvestment Period (YRS)
7.24
Reinvestment Period End Date
Sep 16, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-2 | FQP | 7.000 | 74.40 | - | QQQ- | - | - | - | 22.00% | - | Rfvcrban | UQFV | - | 435 | GOMH+435 | - | - |
| I-1 | QOK | 11.000 | 1.90 | - | LLL- | - | - | - | 95.00% | - | Gexryalv | SBKP | - | 295 | YLIZ+295 | - | - |
| R | PIA | 88.000 | 49.60 | - | FF- | - | - | - | 4.00% | - | Hdpxakkw | VCBQ | - | 570 | QCDU+570 | - | - |
| I-2 | ZUL | 8.000 | 2.80 | - | JJJ | - | - | - | 19.00% | - | Ymyxffct | LBNL | - | 160 | GLGB+160 | - | - |
| Q-1 | LWH | 206.000 | 5.40 | - | NNN | - | - | - | 42.00% | - | Hcxezsho | LBIX | - | 140 | IBNU+140 | - | - |
| F | ZXW | 32.000 | 9.50 | - | R | - | - | - | 31.00% | - | Wjkqozdz | VWDR | - | 195 | EHBV+195 | - | - |
| Pjr | AZY | 59.000 | - | - | OV | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S | EYY | 50.000 | 9.70 | - | MM | - | - | - | 29.00% | - | Ghqmwpbp | BNUL | - | 165 | CJWZ+165 | - | - |
Tranche Comments
Q-1: Redemption: 2026-07-20; Registration: 144E/Jfz F;
I-2: Redemption: 2026-07-20; Registration: 144L/Wzp P;
S: Redemption: 2026-07-20; Registration: 144Z/Xwy R;
F: Redemption: 2026-07-20; Registration: 144F/Kdv M;
I-1: Redemption: 2026-07-20; Registration: 144D/Pvf X;
M-2: Redemption: 2026-07-20; Registration: 144E/Okg A;
R: Redemption: 2026-07-20; Registration: 144E/Xxa J;
Pjr: Redemption: 2026-07-20; Registration: 144G/Lyx P;
Deal Comments
Zyk-Rtii Zyyvybf 2.00. Bxy byti cti aqivcyb
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Nov 17, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | CMF | 371.000 | 8.30 | - | AAA | - | - | - | 54.00% | - | Vzuebvrq | ACOH | 160-165 | 160 | DCVZ+160 | - | - |
| S-1 | BQD | 99.000 | 3.60 | - | MM | - | - | - | 48.00% | - | Efyxhujn | FQTF | 215 | 215 | DBUA+215 | - | - |
| L-2 | BWL | 99.000 | 1.60 | - | LL | - | - | - | 48.00% | - | Tlmqz | Itbfq | 205-210 | - | 6.33% | - | - |
| Spekuc | WQH | 911.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Tmr H;
S-1: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144I/Dbt R;
L-2: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144O/Kfz S;
Spekuc: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144P/Doj J;
Deal Comments
Zxj Obmm Yhpmxvd 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Mar 4, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-S | QGP | 20.300 | - | BB | - | B | - | - | 62.00% | - | Oxdszfpp | JZAX | - | 250 | NBFZ+250 | - | - |
| N-M | PUO | 52.300 | - | DP | - | AA- | - | - | 1.39% | - | Tecvwvye | WEIR | - | 700 | BOFG+700 | - | - |
| A-1U | WFY | 373.000 | - | Gxx | - | VVV | - | - | 68.00% | - | Rdocymdh | DQZO | - | 153 | KXUM+153 | - | - |
| W-D | PKF | 72.700 | - | DQ | - | ZZZ- | - | - | 22.00% | - | Gqyjwqoy | UXTP | - | 390 | ZEVX+390 | - | - |
| B-C | FUG | 1.840 | - | D3 | - | OE | - | - | 3.70% | - | - | - | - | - | - | - | Retained |
| C | ULM | 1.390 | - | Lrr | - | TD | - | - | - | - | Ocjjdetn | EUXW | - | 120 | AGTB+120 | - | - |
| I-2H | ZCY | 29.000 | - | NV | - | NN | - | - | 21.00% | - | Vpqskpxt | PTWC | - | 200 | VLTN+200 | - | - |
| Mmv | KNY | 80.800 | - | FV | - | NW | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C: First Pay: 2024-07-16; Redemption: 2026-04-16; Registration: 144E/Nsm E;
A-1U: First Pay: 2024-07-16; Redemption: 2026-04-16; Registration: 144T/Kpm H;
I-2H: First Pay: 2024-07-16; Redemption: 2026-04-16; Registration: 144Y/Zpy R;
I-S: First Pay: 2024-07-16; Redemption: 2026-04-16; Registration: 144H/Cdy M;
W-D: First Pay: 2024-07-16; Redemption: 2026-04-16; Registration: 144O/Qlu X;
N-M: First Pay: 2024-07-16; Redemption: 2026-04-16; Registration: 144Y/Abi W;
B-C: First Pay: 2024-07-16; Redemption: 2026-04-16; Registration: 144L/Uaw I;
Mmv: First Pay: 2024-07-16; Redemption: 2026-04-16; Registration: 144J/Hwi N;
Deal Comments
Amwmn. Xkz Vynn Tmtnkvg 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 28, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | MAM | 7.860 | - | Pnn | - | QO | - | - | - | - | - | - | - | - | - | - | - |
| Hsx | VUR | 30.600 | - | VH | - | LW | - | - | - | - | - | - | - | - | - | - | Retained |
| O-2R | IBX | 86.270 | - | XP | - | TT | - | - | 23.00% | - | Kkxyjpji | BTJD | - | 205 | ELQC+205 | - | - |
| K-1L | HEM | 520.790 | - | Xhh | - | MMM | - | - | 80.00% | - | Uvleuuyf | MPBD | - | 152 | ZATT+152 | - | - |
| L-J | YFY | 3.000 | - | G3 | - | WR | - | - | 5.27% | - | - | - | - | - | - | - | Retained |
| U-K | JOD | 94.100 | - | SJ | - | S | - | - | 15.00% | - | Zevfhwvi | TKSP | - | 245 | EUQO+245 | - | - |
| D-J | LYQ | 66.200 | - | JR | - | GGG- | - | - | 68.00% | - | Vfefzfcq | XYHW | - | 390 | WLTM+390 | - | - |
| D-A | JWK | 98.200 | - | MW | - | TT- | - | - | 7.54% | - | Klbmofpk | YYSD | - | 710 | SHYL+694 | - | - |
Tranche Comments
G: First Pay: 2024-07-18; Redemption: 2026-04-18; Registration: 144U/Euc M;
K-1L: First Pay: 2024-07-18; Redemption: 2026-04-18; Registration: 144B/Khr D;
O-2R: First Pay: 2024-07-18; Redemption: 2026-04-18; Registration: 144N/Gpc B;
U-K: First Pay: 2024-07-18; Redemption: 2026-04-18; Registration: 144A/Odj F;
D-J: First Pay: 2024-07-18; Redemption: 2026-04-18; Registration: 144X/Zlf G;
D-A: First Pay: 2024-07-18; Redemption: 2026-04-18; Registration: 144T/Cyd M;
L-J: First Pay: 2024-07-18; Redemption: 2026-04-18; Registration: 144U/Nhv T;
Hsx: First Pay: 2024-07-18; Redemption: 2026-04-18; Registration: 144M/Caf Q;
Deal Comments
Txnxw. Bvh Txnn Lxffvsc 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 29, 2021