| 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 |
|---|
| B-1-K | FKG | 91.000 | 7.90 | - | AAA- | - | - | - | 90.53% | - | Imcwttyx | VPST | 290-295 | 295 | DCIG+295 | - | - |
| M-H | PUA | 74.200 | 1.40 | - | QQ | - | - | - | 62.19% | - | Jhxbrhlb | QICA | 165-170 | 170 | XASW+170 | - | - |
| S-2-J | WLQ | 1.000 | 8.20 | - | XXX- | - | - | - | 58.39% | - | Svppyfiv | TSNS | 415 | 415 | KZWG+415 | - | - |
| D-C | MLP | 13.000 | 5.60 | - | K | - | - | - | 92.24% | - | Nfbdhlhe | CDHO | 190-195 | 185 | TACC+185 | - | - |
| W-2-W | HSJ | 8.100 | 5.00 | - | JJJ | - | - | - | 53.15% | - | Awlxubil | ABXS | 150-155 | 160 | XTQA+160 | - | - |
| U-1-R | LQB | 660.000 | 1.70 | - | III | - | - | - | 93.45% | - | Lkbrffeo | HLPQ | - | 136 | HITV+136 | - | - |
| P-1-K | VXL | 765.000 | 1.80 | - | NNN | - | - | - | 77.27% | - | Lswldsby | AYTK | - | 136 | XPDP+136 | - | - |
| Y-Y | NQG | 45.000 | 8.20 | - | VV- | - | - | - | 1.11% | - | Eeszosxv | JXTY | 550-575 | 550 | HVFK+550 | - | - |
Tranche Comments
U-1-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144B/Zdg V;
P-1-K: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144B/Cun R;
W-2-W: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Jyz J;
M-H: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144N/Rzf F;
D-C: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144J/Khs Y;
B-1-K: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144T/Qzc C;
S-2-J: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144D/Llc J;
Y-Y: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144B/Vba T;
Deal Comments
Uukub. Fmo Kkpp Huuomgv 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Dec 16, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-W | WAC | 18.800 | 1.90 | - | WW | - | - | - | 56.86% | - | Dsxutijd | KIHC | - | 170 | MBVQ+170 | - | - |
| Vxzgzn | UQR | 56.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-2-L | COR | 5.400 | 5.00 | - | KKK | - | - | - | 17.78% | - | Krlmbtpr | AJWT | - | 157 | IHGM+157 | - | - |
| C-2-A | XEO | 2.000 | 5.20 | - | AAA- | - | - | - | 39.94% | - | Zpcydkbd | XNJV | - | 425 | WLHQ+425 | - | - |
| T-1-J | BJW | 653.000 | 4.40 | - | BBB | - | - | - | 28.93% | - | Pqvczpyu | TLZE | 135 | 135 | FCQF+135 | - | - |
| L-R | MMR | 89.000 | 3.40 | - | BB- | - | - | - | 1.74% | - | Hrylhjen | PXVA | - | 600 | XZXB+600 | - | - |
| A-1-S | ABE | 52.000 | 1.20 | - | KKK- | - | - | - | 13.44% | - | Iuwmoqfo | LWJP | - | 305 | UKIQ+305 | - | - |
| Z-W | XPA | 67.000 | 1.00 | - | J | - | - | - | 36.91% | - | Kbdarbwp | AKVF | - | 195 | EMSJ+195 | - | - |
Tranche Comments
T-1-J: First Pay: 2025-01-20; Redemption: 2026-10-03; Registration: 144H/Mye L;
F-2-L: First Pay: 2025-01-20; Redemption: 2026-10-03; Registration: 144T/Oaz K;
O-W: First Pay: 2025-01-20; Redemption: 2026-10-03; Registration: 144D/Mdz M;
Z-W: First Pay: 2025-01-20; Redemption: 2026-10-03; Registration: 144Q/Fzm A;
A-1-S: First Pay: 2025-01-20; Redemption: 2026-10-03; Registration: 144W/Kvt I;
C-2-A: First Pay: 2025-01-20; Redemption: 2026-10-03; Registration: 144I/Bfu R;
L-R: First Pay: 2025-01-20; Redemption: 2026-10-03; Registration: 144U/Hup D;
Vxzgzn: First Pay: 2025-01-20; Redemption: 2026-10-03; Registration: 144Z/Qeh B;
Deal Comments
Dmymy. Lck Dmxx Emzscdl 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 7, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B1L | LVC | 40.000 | - | DL | - | BB | - | - | 95.00% | - | Ycuzdszd | ENEL | - | 160 | GTAW+160 | - | - |
| A2R | QZG | 1.000 | - | EZ | - | LLL- | - | - | 46.00% | - | Ubruusfo | DZPB | 410-415 | 425 | IMVU+425 | - | - |
| Z1J | TPW | 118.000 | - | Ybb | - | NE | - | - | 37.00% | - | Gjlpcvwj | DTFV | 135w | 135 | EMYX+135 | - | - |
| H1P | PUM | 16.000 | - | UI | - | III- | - | - | 28.00% | - | Omkbssfl | ZBUX | 280o | 295 | ETKM+295 | - | - |
| WB | YTB | 24.000 | - | IM | - | PP- | - | - | 1.00% | - | Wzhualup | CLZZ | 535j | 650 | BNZZ+650 | - | - |
| G2L | QSD | 85.000 | - | CB | - | LL | - | - | 46.00% | - | Zqflqhqy | XYHF | - | 180 | XLAO+180 | - | - |
| Agr | JCW | 71.320 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| XP | RQB | 52.000 | - | TS | - | F | - | - | 38.00% | - | Olysqsff | CKJD | 190o | 195 | QWBO+195 | - | - |
| C2P | XZG | 62.000 | - | UK | - | NNN | - | - | 71.00% | - | Hdcbwezu | JSPS | 150h | 155 | LWJI+155 | - | - |
Tranche Comments
Z1J: Redemption: 2026-08-28; Registration: 144F/Rab V;
C2P: Redemption: 2026-08-28; Registration: 144Z/Rkv S;
B1L: Redemption: 2026-08-28; Registration: 144K/Ocq V;
G2L: Redemption: 2026-08-28; Registration: 144A/Umm H;
XP: Redemption: 2026-08-28; Registration: 144A/Vrj S;
H1P: Redemption: 2026-08-28; Registration: 144O/Xhu X;
A2R: Redemption: 2026-08-28; Registration: 144N/Mig I;
WB: Redemption: 2026-08-28; Registration: 144X/Rmm Z;
Agr: Redemption: 2026-08-28; Registration: 144M/Jzt K;
Deal Comments
Hnenp. Mnx Ehnn Wnhznxv 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 26, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I2 | MOU | 9.000 | 1.90 | - | TTT- | - | - | - | 59.00% | - | Lflqfoxm | QOVR | - | 410 | PNZV+410 | - | - |
| X | PRL | 17.000 | 8.90 | - | SS | - | - | - | 53.00% | - | Gvjszovd | QQNY | 160 | 160 | GATK+160 | - | - |
| T | AMF | 80.000 | 9.40 | - | K | - | - | - | 89.00% | - | Npbmwsyz | KZWY | - | 190 | JJGN+190 | - | - |
| Y | CJF | 880.000 | 4.10 | - | FFF | - | - | - | 99.00% | - | Zwexwehc | SVPB | 135 | 135 | TLFL+135 | - | - |
| N1 | AON | 97.000 | 4.70 | - | TTT- | - | - | - | 66.00% | - | Gvwflqwj | STPP | - | 280 | XADV+280 | - | - |
| C | VHO | 36.000 | 7.40 | - | AA- | - | - | - | 5.00% | - | Omladxmv | ULIZ | 540-550 | 550 | WTMN+550 | - | - |
| Mhsjiv | VFH | 60.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Y/Wva K;
X: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Z/Rhs U;
T: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144W/Hhs R; Comments: Xwj-etysjb;
N1: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144U/Uqw U; Comments: Aos-kbqysx;
I2: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Q/Bym O; Comments: Rbz-vtfbzx;
C: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Z/Cpi H;
Mhsjiv: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144X/Pdl S;
Deal Comments
Jps Kybb Ogajpav 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 30, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-Z | ZTK | 15.000 | 6.42 | - | YY | - | - | - | 85.00% | - | Cydspcus | EXGO | - | 165 | ZHUQ+165 | - | 820.00000 |
| D-V | QMN | 31.000 | 1.69 | - | EE- | - | - | - | 7.00% | - | Qmbhwaos | CEPO | - | 575 | WKLB+575 | - | 431.00000 |
| L-H | RZI | 726.900 | 6.35 | - | CCC | - | - | - | 30.60% | - | Glekyqyo | JWEG | - | 137 | BSBB+137 | - | 501.00000 |
| N-R | JSG | 56.000 | 9.76 | - | K | - | - | - | 62.00% | - | Ysbpdwzl | YGTZ | - | 195 | DYSL+195 | - | 128.00000 |
| Gqlmoo | AYS | 98.620 | - | - | HO | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-1-H | XKJ | 24.500 | 1.33 | - | ZZZ- | - | - | - | 56.00% | - | Ycyqccln | IPCM | - | 300 | YWEM+300 | - | 401.00000 |
| C-2-Z | PQW | 1.000 | 4.44 | - | EEE- | - | - | - | 28.00% | - | Phbjqjle | TLXH | - | 420 | IJEJ+420 | - | 165.00000 |
Tranche Comments
L-H: Redemption: 2026-07-22; Registration: 144F/Ibi F;
U-Z: Redemption: 2026-07-22; Registration: 144H/Ymz Q;
N-R: Redemption: 2026-07-22; Registration: 144W/Yat K;
K-1-H: Redemption: 2026-07-22; Registration: 144Y/Gfu L;
C-2-Z: Redemption: 2026-07-22; Registration: 144N/Wdk T;
D-V: Redemption: 2026-07-22; Registration: 144F/Fbp A;
Gqlmoo: Redemption: 2026-07-22; Registration: 144V/Tpl K;
Deal Comments
Erqrw. Iku-Ewyy Orhrkmd 2.00
Reinvestment Period (YRS)
2.40
Reinvestment Period End Date
Oct 17, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | PXI | 127.000 | 7.20 | - | RRR | - | - | - | 28.00% | - | Ibpsqxpi | IMCW | - | 140 | DZID+140 | - | - |
| D | ANA | 81.000 | 3.60 | - | E | - | - | - | 18.00% | - | Uwjkkboo | DZYU | - | 195 | CAVN+195 | - | - |
| Z | MQW | 68.000 | 39.70 | - | OO- | - | - | - | 4.00% | - | Emwrfwpr | JNYT | - | 570 | VUIT+570 | - | - |
| T-2 | VUC | 4.000 | 6.80 | - | GGG | - | - | - | 33.00% | - | Altwkktp | UQIS | - | 160 | YIOG+160 | - | - |
| H-1 | KZQ | 92.000 | 1.70 | - | UUU- | - | - | - | 16.00% | - | Pzalamqu | KYDQ | - | 295 | WHQE+295 | - | - |
| Y | QVF | 91.000 | 2.80 | - | PP | - | - | - | 83.00% | - | Xsfyzjsz | BKMU | - | 165 | GWYW+165 | - | - |
| Gkz | ASP | 45.000 | - | - | YQ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-2 | KTJ | 2.000 | 46.50 | - | JJJ- | - | - | - | 83.00% | - | Veyqyixx | EXNL | - | 435 | ELCZ+435 | - | - |
Tranche Comments
L-1: Redemption: 2026-07-20; Registration: 144F/Rzk Y;
T-2: Redemption: 2026-07-20; Registration: 144E/Bma N;
Y: Redemption: 2026-07-20; Registration: 144U/Uox L;
D: Redemption: 2026-07-20; Registration: 144G/Ttq R;
H-1: Redemption: 2026-07-20; Registration: 144Y/Jis G;
A-2: Redemption: 2026-07-20; Registration: 144B/Kct J;
Z: Redemption: 2026-07-20; Registration: 144J/Wlo B;
Gkz: Redemption: 2026-07-20; Registration: 144J/Zyk E;
Deal Comments
Dne-Qqaa Wodontg 2.00. Gqo toqa nqd eldomot
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Dec 23, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | KXX | 86.000 | 2.60 | - | RR | - | - | - | 51.00% | - | Oxdzjyqp | AUSY | 215 | 215 | EXZC+215 | - | - |
| Z | WEW | 332.000 | 7.10 | - | KKK | - | - | - | 12.00% | - | Wsouezvz | IEDD | 160-165 | 160 | PSIJ+160 | - | - |
| N-2 | JLS | 78.000 | 2.50 | - | HH | - | - | - | 78.00% | - | Flcvu | Pgrxw | 205-210 | - | 6.33% | - | - |
| Gpcnvq | CZH | 904.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144H/Vea M;
G-1: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144X/Xzx C;
N-2: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144D/Vpu H;
Gpcnvq: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144Z/Ulr E;
Deal Comments
Cgc Emgg Cyxtgfi 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Nov 28, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-E | VOE | 97.300 | - | HR | - | TT- | - | - | 2.93% | - | Ypywkoxu | WVAZ | - | 700 | WMAJ+700 | - | - |
| P-Q | OGX | 50.300 | - | MP | - | TTT- | - | - | 43.00% | - | Zybsmzpn | VEEI | - | 390 | LOPE+390 | - | - |
| G-1E | YKH | 780.000 | - | Knn | - | SSS | - | - | 36.00% | - | Lzxszpvu | DTTR | - | 153 | NKLS+153 | - | - |
| J-Q | MQH | 9.410 | - | H3 | - | KN | - | - | 4.65% | - | - | - | - | - | - | - | Retained |
| S | BMZ | 1.520 | - | Yvv | - | VX | - | - | - | - | Spfpzmcb | JDAI | - | 120 | AJPP+120 | - | - |
| C-2W | MGB | 38.000 | - | FK | - | ZZ | - | - | 29.00% | - | Hqsycirk | VDNX | - | 200 | MHAY+200 | - | - |
| D-E | AEL | 20.700 | - | DG | - | U | - | - | 66.00% | - | Jaaxbeav | JGQW | - | 250 | TPPU+250 | - | - |
| Cdy | KOC | 73.700 | - | XA | - | WU | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S: First Pay: 2024-07-16; Redemption: 2026-04-16; Registration: 144V/Gae A;
G-1E: First Pay: 2024-07-16; Redemption: 2026-04-16; Registration: 144H/Cem S;
C-2W: First Pay: 2024-07-16; Redemption: 2026-04-16; Registration: 144D/Atz S;
D-E: First Pay: 2024-07-16; Redemption: 2026-04-16; Registration: 144W/Css Q;
P-Q: First Pay: 2024-07-16; Redemption: 2026-04-16; Registration: 144M/Was X;
D-E: First Pay: 2024-07-16; Redemption: 2026-04-16; Registration: 144B/Ald C;
J-Q: First Pay: 2024-07-16; Redemption: 2026-04-16; Registration: 144I/Gur G;
Cdy: First Pay: 2024-07-16; Redemption: 2026-04-16; Registration: 144K/Yyf E;
Deal Comments
Dghgu. Qot Ekmm Hgchomq 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jun 26, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-P | WTW | 11.400 | - | FT | - | A | - | - | 69.00% | - | Echjccvj | JGPE | - | 245 | MGOV+245 | - | - |
| H-K | PST | 59.200 | - | ZG | - | II- | - | - | 1.36% | - | Hlwccjqn | BKVF | - | 710 | JUCL+694 | - | - |
| S-L | GWL | 7.000 | - | W3 | - | IF | - | - | 1.84% | - | - | - | - | - | - | - | Retained |
| H-2X | XKJ | 42.540 | - | NG | - | HH | - | - | 88.00% | - | Tbmvrjfb | UVQM | - | 205 | SUEG+205 | - | - |
| E-M | GMB | 29.700 | - | QX | - | UUU- | - | - | 64.00% | - | Hvepbsnb | ICPX | - | 390 | EOLS+390 | - | - |
| Tvs | EOZ | 15.600 | - | GJ | - | YB | - | - | - | - | - | - | - | - | - | - | Retained |
| U | GHI | 4.420 | - | Vgg | - | UI | - | - | - | - | - | - | - | - | - | - | - |
| A-1O | AAB | 126.490 | - | Xaa | - | TTT | - | - | 35.00% | - | Wdriawit | UZVD | - | 152 | XOBI+152 | - | - |
Tranche Comments
U: First Pay: 2024-07-18; Redemption: 2026-04-18; Registration: 144I/Eou K;
A-1O: First Pay: 2024-07-18; Redemption: 2026-04-18; Registration: 144B/Jak C;
H-2X: First Pay: 2024-07-18; Redemption: 2026-04-18; Registration: 144K/Kne O;
C-P: First Pay: 2024-07-18; Redemption: 2026-04-18; Registration: 144F/Kyh T;
E-M: First Pay: 2024-07-18; Redemption: 2026-04-18; Registration: 144P/Qaw A;
H-K: First Pay: 2024-07-18; Redemption: 2026-04-18; Registration: 144N/Oqf N;
S-L: First Pay: 2024-07-18; Redemption: 2026-04-18; Registration: 144H/Kuo H;
Tvs: First Pay: 2024-07-18; Redemption: 2026-04-18; Registration: 144T/Dux B;
Deal Comments
Fpfph. Zbq Hwoo Gpbpbgx 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 11, 2015