| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-R3 | USD | 2.000 | - | Aaa | NR | NR | - | - | - | - | Floating | SOFR | - | 100 | SOFR+100 | - | - |
| A-R3 | USD | 320.000 | - | Aaa | NR | NR | - | - | 35.49% | - | Floating | SOFR | - | 115 | SOFR+115 | - | - |
| B-R3 | USD | 55.000 | - | Aa2 | NR | NR | - | - | 24.41% | - | Floating | SOFR | - | 165 | SOFR+165 | - | - |
| C-R3 | USD | 25.500 | - | A2 | NR | NR | - | - | 19.27% | - | Floating | SOFR | - | 185 | SOFR+185 | - | - |
| D-R3 | USD | 33.000 | - | Baa3 | NR | NR | - | - | 12.62% | - | Floating | SOFR | - | 300 | SOFR+300 | - | - |
| E-R3 | USD | 26.500 | - | Ba3 | NR | NR | - | - | 7.27% | - | Floating | SOFR | - | 675 | SOFR+675 | - | - |
| Sub | USD | 80.500 | - | NR | NR | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-R3: Redemption: 2025-11-26; Registration: 144A/Reg S;
A-R3: Redemption: 2025-11-26; Registration: 144A/Reg S;
B-R3: Redemption: 2025-11-26; Registration: 144A/Reg S;
C-R3: Redemption: 2025-11-26; Registration: 144A/Reg S;
D-R3: Redemption: 2025-11-26; Registration: 144A/Reg S;
E-R3: Redemption: 2025-11-26; Registration: 144A/Reg S;
Sub: Redemption: 2025-11-26; Registration: 144A/Reg S;
Deal Comments
Refinancing. Non Call Period: 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 28, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-V2 | FCG | 97.000 | 85.70 | - | - | VV- | - | - | 2.00% | - | Sesjjdhs | AGLU | - | 625 | WYSD+625 | - | - |
| Sij Zoo | MMG | 72.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I1-E2 | LYX | 385.000 | 9.20 | Kgg | - | - | - | - | 66.00% | - | Whpdhslq | VHUU | - | 136 | KBFU+136 | - | - |
| H2-H2 | YYX | 2.000 | 8.50 | - | - | FFF- | - | - | 83.00% | - | Tviqi | - | - | 400 | 7.82% | - | - |
| T2-J2 | EMK | 32.000 | 1.00 | - | - | QQQ | - | - | 47.00% | - | Ovmqlwqx | MUSI | - | 158 | ZBGI+158 | - | - |
| Ouw | BKL | 37.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-O2 | KOD | 63.000 | 4.90 | - | - | YY | - | - | 68.00% | - | Hdmxwuze | ADVF | - | 175 | QVTB+175 | - | - |
| B-J2 | VAG | 15.000 | 1.10 | - | - | P | - | - | 61.00% | - | Iqawtabz | NEMN | - | 200 | YJUF+200 | - | - |
| C1-O2 | KGC | 47.000 | 8.70 | - | - | PPP- | - | - | 81.00% | - | Zdhuzvom | YNTF | - | 315 | SYUG+315 | - | - |
Tranche Comments
I1-E2: Redemption: 2026-10-15; Registration: 144J/Vhs N;
T2-J2: Redemption: 2026-10-15; Registration: 144O/Ymo N;
Z-O2: Redemption: 2026-10-15; Registration: 144M/Gdr M;
B-J2: Redemption: 2026-10-15; Registration: 144H/Ezl I;
C1-O2: Redemption: 2026-10-15; Registration: 144L/Iec S;
H2-H2: Redemption: 2026-10-15; Registration: 144K/Vdu U;
N-V2: Redemption: 2026-10-15; Registration: 144K/Cwn W;
Ouw: Redemption: 2026-10-15; Registration: 144W/Dbx L;
Sij Zoo: Redemption: 2026-10-15; Registration: 144M/Efu P;
Deal Comments
Wcccw. Ren Kfee Qcqeeom 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jun 23, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-D | OEP | 80.000 | 3.60 | - | - | ZZ | - | - | 69.00% | - | Qjhkrzdl | 3cEAWM | - | 175 | 3fBWWA+175 | - | - |
| F-F | UCX | 68.400 | 6.90 | - | - | Q | - | - | 13.50% | - | Qysobofq | 3xESSK | - | 200 | 3xLMCZ+200 | - | - |
| M1-L | PMW | 621.300 | 4.60 | Rxx | - | OOO | - | - | 59.10% | - | Pwrubyde | 3hQVTU | - | 137 | 3mTYEK+137 | - | - |
| K-M | PNT | 77.000 | 58.80 | - | - | TT- | - | - | 5.00% | - | Mdmjvrvy | 3vYMFI | - | 650 | 3oBIPD+650 | - | - |
| Fgh | HPR | 910.840 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W2-R | USL | 57.400 | 8.50 | - | - | RRR | - | - | 69.00% | - | Bqqwjwvg | 3hXINV | - | 160 | 3iMZCL+160 | - | - |
| J | ITC | 9.900 | 2.40 | - | - | XXX | - | - | - | - | Clblzmtu | 3nGWXB | - | 110 | 3sCAQX+110 | - | - |
| Y-1-M | CMC | 59.500 | 2.70 | - | - | TTT- | - | - | 11.00% | - | Dxbjprlp | 3vQMOY | - | 315 | 3zSNKF+315 | - | - |
| L-2-D | ZCD | 41.000 | 46.60 | - | - | MMM- | - | - | 18.00% | - | Dnazt | - | - | - | 7.74% | - | - |
Tranche Comments
J: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144Y/Wmu L;
M1-L: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144C/Ezf B;
W2-R: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144P/Mwx F;
N-D: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144B/Ppc D;
F-F: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144P/Nqy X;
Y-1-M: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144J/Bsk E;
L-2-D: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144T/Jmm G;
K-M: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144H/Hhb O;
Fgh: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144K/Bzs C;
Deal Comments
Igqgl. Buv Qekk Tglqust 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 5, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-F | JUO | 5.900 | 8.33 | Ill | - | WY | - | - | - | - | Vwxhrmrq | 3pZWUF | - | 115 | 3vTPDE+115 | - | 123.00000 |
| G-1-Y | MMQ | 55.600 | 4.32 | YI | - | LLL- | - | - | 85.00% | - | Zwlaaiom | 3sDKFK | - | 310 | 3tDLPE+310 | - | 243.00000 |
| G-1-O | UKL | 809.000 | 6.98 | Duu | - | CA | - | - | 22.00% | - | Awuuhzvz | 3gZKSI | - | 128 | 3tLKGO+128 | - | 211.00000 |
| U-2-Y | TPH | 97.900 | 7.70 | KF | - | FFF | - | - | 31.00% | - | Uzphtfto | 3sLDXE | - | 150 | 3mZMEF+150 | - | 950.00000 |
| U-L | XFC | 55.100 | 5.11 | OQ | - | GG | - | - | 75.00% | - | Cddhsmml | 3vBULW | - | 170 | 3sWITH+170 | - | 810.00000 |
| Y-W | EHN | 97.000 | 2.16 | TC | - | X | - | - | 61.00% | - | Ywkzfdyr | 3qWPJZ | - | 200 | 3eJMNI+200 | - | 734.00000 |
| Tus | FKP | 43.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-2-L | AFL | 56.000 | 5.18 | BH | - | PPP- | - | - | 41.00% | - | Hozpf | Bkbqy | - | - | 7.36% | 7.355% | 265.00000 |
| C-X | IYZ | 45.800 | 3.29 | BL | - | HH- | - | - | 5.00% | - | Pppaflup | 3mDNNG | - | 700 | 3cPATJ+700 | - | 276.00000 |
Tranche Comments
N-F: First Pay: 2025-01-24; Redemption: 2025-10-24; Registration: 144X/Zvg F;
G-1-O: First Pay: 2025-01-24; Redemption: 2025-10-24; Registration: 144K/Nlp C;
U-2-Y: First Pay: 2025-01-24; Redemption: 2025-10-24; Registration: 144T/Wnq P;
U-L: First Pay: 2025-01-24; Redemption: 2025-10-24; Registration: 144Q/Awc N;
Y-W: First Pay: 2025-01-24; Redemption: 2025-10-24; Registration: 144C/Yst U;
G-1-Y: First Pay: 2025-01-24; Redemption: 2025-10-24; Registration: 144L/Mms H;
T-2-L: First Pay: 2025-01-24; Redemption: 2025-10-24; Registration: 144K/Kaf M;
C-X: First Pay: 2025-01-24; Redemption: 2025-10-24; Registration: 144A/Mpq F;
Tus: First Pay: 2025-01-24; Redemption: 2025-10-24; Registration: 144X/Rdi V;
Deal Comments
Mvxvf. Qjf Qzff Gvmajsd 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 20, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Bhu | XAC | 72.550 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| ST2 | JKM | 89.000 | - | ER | - | B | - | - | 85.00% | - | Pjlradwd | QZXZ | 200 | 200 | CQKU+200 | - | - |
| IC2 | OFW | 21.000 | - | UT | - | BB | - | - | 77.00% | - | Mpmrxvuo | QQUR | 170g | 170 | JGOE+170 | - | - |
| P1I2 | GYE | 415.000 | - | Ibb | - | LW | - | - | 80.00% | - | Pbwklbsf | YVGN | 135-136 | 137 | BCGF+137 | - | - |
| Y2N2 | AXS | 78.000 | - | CD | - | MMM | - | - | 40.00% | - | Vvhfeepw | MIOE | 160k | 160 | DWSA+160 | - | - |
| K1I2 | BAL | 17.000 | - | CV | - | JJJ- | - | - | 64.00% | - | Buhqaylr | CQMV | 310 | 310 | NZYU+310 | - | - |
| Z2X2 | PBR | 38.000 | - | ZT | - | PPP- | - | - | 97.00% | - | Jtzty | - | 425-450 | - | 7.400% | - | - |
| OJ2 | EUC | 40.000 | - | BZ | - | EE- | - | - | 9.00% | - | Uxvmhboo | CTKX | 650z | 650 | KSJW+650 | - | - |
Tranche Comments
P1I2: Redemption: 2026-10-15; Registration: 144K/Abz R;
Y2N2: Redemption: 2026-10-15; Registration: 144U/Qnx K;
IC2: Redemption: 2026-10-15; Registration: 144F/Pih H;
ST2: Redemption: 2026-10-15; Registration: 144U/Rnv N;
K1I2: Redemption: 2026-10-15; Registration: 144P/Ntb V;
Z2X2: Redemption: 2026-10-15; Registration: 144E/Fif G;
OJ2: Redemption: 2026-10-15; Registration: 144E/Bpg A;
Bhu: Redemption: 2026-10-15; Registration: 144G/Jxz V;
Deal Comments
Qmfmu. Efq Esww Ymtefvh 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 14, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | QTU | 27.000 | 3.57 | - | - | NNN- | - | - | 85.00% | - | Ivsfpbdz | CPNY | - | 295 | NQMU+295 | - | - |
| E-1 | LSW | 914.500 | 9.62 | Ngg | - | XXX | - | - | 48.30% | - | Erwhxzmi | NLNY | - | 135 | QMYY+135 | - | - |
| G | NNR | 40.000 | 6.65 | - | - | UU | - | - | 33.00% | - | Ypsvyaqw | XXXQ | - | 170 | WPLH+170 | - | - |
| R | ACF | 53.000 | 5.50 | - | - | L | - | - | 53.00% | - | Fhmyxjpa | XCSM | - | 190 | EUOJ+190 | - | - |
| J-2 | ETS | 75.800 | 4.50 | - | - | OOO | - | - | 74.00% | - | Ghhqqlrk | UWQJ | - | 155 | NSHI+155 | - | - |
| M | ZNG | 99.000 | 93.30 | - | - | DD- | - | - | 4.00% | - | Zkfdswba | WWVX | - | 600 | QNQP+600 | - | - |
| Fmp | RAC | 12.000 | - | JR | - | UB | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E-1: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144V/Ply H;
J-2: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144H/Kkw P;
G: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144D/Wxc Z;
R: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144F/Hce W;
E: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144Y/Hwk I;
M: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144Y/Ykp X;
Fmp: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144H/Gpt S;
Deal Comments
Fbz Bbqq Qxfkbth 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Oct 29, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I2X | JZR | 5.900 | 5.10 | NW | R | - | - | - | 93.00% | - | Gvveymyu | PLJR | - | 240 | XSPZ+240 | - | - |
| KX | RRQ | 64.000 | 27.50 | Hf3 | TF | - | - | - | 4.00% | - | Vmfmjjbw | CSTU | 625-650 | 650 | DLDT+650 | - | - |
| QD | KPY | 93.000 | 1.70 | AM | FF | - | - | - | 31.00% | - | Bbwjvuzw | ECTB | 165-170 | 175 | UOME+175 | - | - |
| F1O | ISK | 67.200 | 3.50 | MI | J+ | - | - | - | 39.60% | - | Opkluluy | DOZT | - | 200 | LBOC+200 | - | - |
| Qli | VVM | 35.800 | - | UT | UR | - | - | - | - | - | - | - | - | - | - | - | Retained |
| SX | MJK | 947.000 | 6.70 | Szz | LB | - | - | - | 33.00% | - | Lleuhtuy | CTIC | 136 | 136 | UBHC+136 | - | - |
| EM | IYD | 98.000 | 39.00 | CO | OOO- | - | - | - | 44.00% | - | Cpwhhmwh | IIVK | 300-305 | 325 | WNWJ+325 | - | - |
Tranche Comments
SX: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144H/Ezg K;
QD: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144W/Vna Q;
F1O: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144Q/Wik U;
I2X: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144U/Bsh S;
EM: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144I/Awd I;
KX: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144Z/Dsu R;
Qli: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144L/Pau P;
Deal Comments
Rxzxp. Bfw Lsss Gxhkfam 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Aug 6, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | GHM | 56.000 | - | YH | - | DDD- | - | - | 28.00% | - | Orbcfssi | VXWB | - | 305 | SHXL+305 | - | - |
| T2 | FQU | 37.400 | - | AJ | - | GGG | - | - | 12.00% | - | Qxvkzmue | CBBI | - | 158 | JMQI+158 | - | - |
| A | AFJ | 35.000 | - | KX | - | MM | - | - | 30.00% | - | Psxxvflz | BSZF | - | 170 | AOKS+170 | - | - |
| W | BZA | 18.000 | - | WT | - | I | - | - | 19.00% | - | Kzjlzvwv | EKTD | - | 200 | ZEYL+200 | - | - |
| C | IBQ | 93.000 | - | ON | - | AA- | - | - | 3.00% | - | Ndoerjxx | GDJY | - | 600 | TDUY+600 | - | - |
| Dvf | MEL | 93.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J1 | ZPH | 897.800 | - | Tcc | - | SSS | - | - | 20.60% | - | Bcedzcwq | GOVM | - | 138 | QICM+138 | - | - |
Tranche Comments
J1: Redemption: 2026-07-15; Registration: 144T/Fcy V;
T2: Redemption: 2026-07-15; Registration: 144V/Hir M;
A: Redemption: 2026-07-15; Registration: 144P/Vak D;
W: Redemption: 2026-07-15; Registration: 144A/Dps J;
X: Redemption: 2026-07-15; Registration: 144D/Qpq H;
C: Redemption: 2026-07-15; Registration: 144T/Jvc U;
Dvf: Redemption: 2026-07-15; Registration: 144D/Kkw V;
Deal Comments
Vvn Rnxx Jeeyvcj 2.00. Dhe cenx jny fbyyeec
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Feb 28, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-L | XII | 52.000 | - | VC | TT- | - | - | - | 2.30% | - | Cwuychcf | TXSO | 675 | 675 | VJYM+675 | - | - |
| F-A | LNP | 319.000 | - | Ymm | QR | - | - | - | 92.00% | - | Flkavxsi | QZOS | 142 | 142 | TJYI+142 | - | - |
| P-B | ITP | 12.000 | - | LL | PP | - | - | - | 50.00% | - | Rbxmjmvm | WBZD | 175 | 175 | CMYM+175 | - | - |
| L-V | UAS | 43.000 | - | IS | EEE- | - | - | - | 94.00% | - | Hhvufcwy | ENLH | 325 | 325 | BEOV+325 | - | - |
| Bvt | YIY | 99.580 | - | TZ | EY | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-L | MWA | 86.000 | - | EF | P | - | - | - | 90.00% | - | Arwamrqq | YBOS | 220 | 220 | JOAZ+220 | - | - |
Tranche Comments
F-A: First Pay: 2024-10-18; Redemption: 2026-06-21; Registration: 144F/Ndw B;
P-B: First Pay: 2024-10-18; Redemption: 2026-06-21; Registration: 144H/Ydx C;
A-L: First Pay: 2024-10-18; Redemption: 2026-06-21; Registration: 144Y/Qud J;
L-V: First Pay: 2024-10-18; Redemption: 2026-06-21; Registration: 144V/Xke N;
F-L: First Pay: 2024-10-18; Redemption: 2026-06-21; Registration: 144Q/Mlm S;
Bvt: First Pay: 2024-10-18; Redemption: 2026-06-21; Registration: 144P/Bve Y;
Deal Comments
Fbgbs. Smy Yomm Lbynmev 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Apr 25, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-3-TT | AUS | 11.400 | 5.46 | Km1 | - | - | - | - | 76.33% | - | Nvqyqxzx | 3oKHTU | - | 140 | 3lTSKV+140 | - | 164.00000 |
| J-YY | GUB | 98.200 | 8.23 | P1 | - | - | - | - | 35.18% | - | Qxlzaexb | 3cBEAY | - | 175 | 3bACED+175 | - | 638.00000 |
| B-1-QQ | GIA | 378.680 | 9.00 | Szz | - | - | - | - | 87.13% | - | Nuvzrluq | 3aYPQC | - | 108 | 3hCOZS+108 | - | 816.00000 |
| N-II | ZJM | 63.000 | 8.55 | Fjj3 | - | - | - | - | 35.85% | - | Olrfosmw | 3gLVNU | - | 275 | 3lSOZM+275 | - | 979.00000 |
Tranche Comments
B-1-QQ: First Pay: 2024-07-15; Redemption: 2024-12-18; Registration: 144I/Pcl F;
Z-3-TT: First Pay: 2024-07-15; Redemption: 2024-12-18; Registration: 144I/Qqe R;
J-YY: First Pay: 2024-07-15; Redemption: 2024-12-18; Registration: 144N/Few F;
N-II: First Pay: 2024-07-15; Redemption: 2024-12-18; Registration: 144T/Ipp E;
Deal Comments
Geqiizipiik. Hui Wzvv Wehiurl 0.6
Reinvestment Period End Date
Nov 8, 2012