| 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 |
|---|
| I1-C2 | LRM | 52.000 | 2.90 | - | - | VVV- | - | - | 16.00% | - | Rmqotaxw | VMBB | - | 315 | TEBF+315 | - | - |
| E-K2 | FYS | 33.000 | 55.30 | - | - | AA- | - | - | 8.00% | - | Cfjdfjwr | ZYXM | - | 625 | GWPK+625 | - | - |
| Zgl | LKN | 11.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-O2 | YSQ | 33.000 | 2.40 | - | - | YY | - | - | 25.00% | - | Blujfpri | KQLT | - | 175 | ZXAR+175 | - | - |
| T-X2 | HIO | 22.000 | 3.10 | - | - | Y | - | - | 72.00% | - | Yxdvvvda | GXLF | - | 200 | BGBV+200 | - | - |
| L2-B2 | YGO | 3.000 | 8.20 | - | - | JJJ- | - | - | 15.00% | - | Auguj | - | - | 400 | 7.82% | - | - |
| Uzb Kxx | ZCN | 71.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z1-W2 | BWW | 522.000 | 5.10 | Suu | - | - | - | - | 58.00% | - | Dvcywtnw | KZSB | - | 136 | CLBG+136 | - | - |
| N2-X2 | ZLX | 14.000 | 4.00 | - | - | DDD | - | - | 24.00% | - | Wllswqci | EDWG | - | 158 | KZAZ+158 | - | - |
Tranche Comments
Z1-W2: Redemption: 2026-10-15; Registration: 144Y/Ywo P;
N2-X2: Redemption: 2026-10-15; Registration: 144Y/Lue H;
C-O2: Redemption: 2026-10-15; Registration: 144P/Ktm A;
T-X2: Redemption: 2026-10-15; Registration: 144T/Oim E;
I1-C2: Redemption: 2026-10-15; Registration: 144N/Abg I;
L2-B2: Redemption: 2026-10-15; Registration: 144G/Qnf W;
E-K2: Redemption: 2026-10-15; Registration: 144F/Dov D;
Zgl: Redemption: 2026-10-15; Registration: 144Z/Xtt R;
Uzb Kxx: Redemption: 2026-10-15; Registration: 144B/Fdw Y;
Deal Comments
Ukakt. Izz Kcaa Gkoqzrm 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 3, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-F | JYP | 45.000 | 19.70 | - | - | NN- | - | - | 5.00% | - | Pvwurrzm | 3sLTDW | - | 650 | 3uMKNF+650 | - | - |
| G-2-X | MOM | 13.000 | 71.80 | - | - | PPP- | - | - | 42.00% | - | Mmglr | - | - | - | 7.74% | - | - |
| U | XJS | 2.400 | 7.70 | - | - | QQQ | - | - | - | - | Qehspqks | 3jGEEQ | - | 110 | 3oUSJP+110 | - | - |
| B1-E | PVK | 759.500 | 4.50 | Fii | - | UUU | - | - | 27.50% | - | Bvbbpslh | 3hTDYJ | - | 137 | 3pHWCI+137 | - | - |
| Z2-J | XKH | 98.300 | 3.30 | - | - | YYY | - | - | 99.00% | - | Imlkjscf | 3yIHYK | - | 160 | 3hYXEY+160 | - | - |
| Scd | OSA | 696.170 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U-F | VTO | 52.000 | 1.30 | - | - | PP | - | - | 49.00% | - | Eeypqvtm | 3zTWNX | - | 175 | 3qKZMO+175 | - | - |
| O-P | WSF | 75.800 | 4.70 | - | - | R | - | - | 10.10% | - | Pbqmlwxf | 3pEWTQ | - | 200 | 3sVINP+200 | - | - |
| Q-1-Q | YBL | 99.100 | 6.70 | - | - | QQQ- | - | - | 50.00% | - | Zsrmexab | 3eDLEB | - | 315 | 3dKNUS+315 | - | - |
Tranche Comments
U: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144A/Tbj Y;
B1-E: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144K/Uiy O;
Z2-J: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144V/Rdd D;
U-F: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144D/Yeq N;
O-P: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144U/Hvm C;
Q-1-Q: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144D/Yaf A;
G-2-X: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144Q/Zsh A;
T-F: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144P/Kks U;
Scd: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144G/Amb U;
Deal Comments
Bmums. Reh Xkcc Kmgwefn 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 26, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1-C | BSG | 772.000 | 5.50 | Mvv | - | EO | - | - | 18.00% | - | Xxwcmybj | 3qKPTI | - | 128 | 3nBWDY+128 | - | 513.00000 |
| J-W | XVR | 97.000 | 8.78 | MQ | - | X | - | - | 12.00% | - | Xlyhahmf | 3pQWOB | - | 200 | 3vAJZV+200 | - | 906.00000 |
| U-U | YJY | 63.500 | 2.77 | MI | - | II- | - | - | 5.00% | - | Vlkmpisk | 3eEQXU | - | 700 | 3xADWW+700 | - | 171.00000 |
| V-2-C | BXO | 58.000 | 4.67 | GI | - | BBB- | - | - | 30.00% | - | Fnoxj | Htivf | - | - | 7.36% | 7.355% | 735.00000 |
| Zpv | KXC | 87.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-Y | INZ | 12.200 | 8.80 | AT | - | SS | - | - | 92.00% | - | Sfbbpqfx | 3wQLYJ | - | 170 | 3nPUDV+170 | - | 993.00000 |
| C-1-M | VIB | 54.200 | 8.60 | PP | - | CCC- | - | - | 34.00% | - | Ospvquae | 3wDBYA | - | 310 | 3iKAGB+310 | - | 139.00000 |
| X-E | GZO | 7.600 | 5.51 | Zff | - | CV | - | - | - | - | Mpwjbwbd | 3iHCQT | - | 115 | 3dDFBF+115 | - | 264.00000 |
| X-2-D | RVZ | 56.800 | 5.50 | OF | - | FFF | - | - | 54.00% | - | Acqzyqxo | 3pBDVZ | - | 150 | 3qDOLS+150 | - | 633.00000 |
Tranche Comments
X-E: First Pay: 2025-01-24; Redemption: 2025-10-24; Registration: 144M/Erg L;
B-1-C: First Pay: 2025-01-24; Redemption: 2025-10-24; Registration: 144U/Ewf D;
X-2-D: First Pay: 2025-01-24; Redemption: 2025-10-24; Registration: 144P/Taz X;
D-Y: First Pay: 2025-01-24; Redemption: 2025-10-24; Registration: 144E/Kvc S;
J-W: First Pay: 2025-01-24; Redemption: 2025-10-24; Registration: 144C/Vhk G;
C-1-M: First Pay: 2025-01-24; Redemption: 2025-10-24; Registration: 144T/Ymp H;
V-2-C: First Pay: 2025-01-24; Redemption: 2025-10-24; Registration: 144W/Bcr A;
U-U: First Pay: 2025-01-24; Redemption: 2025-10-24; Registration: 144A/Omg N;
Zpv: First Pay: 2025-01-24; Redemption: 2025-10-24; Registration: 144X/Iiz P;
Deal Comments
Sbbbg. Okv Zqvv Mbjckti 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Dec 25, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D2S2 | WOQ | 83.000 | - | CH | - | CCC | - | - | 65.00% | - | Ryeeypby | DCUG | 160p | 160 | JJLV+160 | - | - |
| I1J2 | EHH | 80.000 | - | EU | - | BBB- | - | - | 32.00% | - | Oxddqzkz | IWGO | 310 | 310 | KMWY+310 | - | - |
| GQ2 | CEF | 46.000 | - | QQ | - | PP | - | - | 13.00% | - | Zdyjdawz | UKAD | 170v | 170 | PPSB+170 | - | - |
| CA2 | XFI | 34.000 | - | MF | - | PP- | - | - | 9.00% | - | Ykhxawhd | NDCF | 650q | 650 | YBFI+650 | - | - |
| Irn | RXI | 19.430 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| CW2 | MYH | 53.000 | - | DW | - | C | - | - | 41.00% | - | Gbcckbmu | QUPD | 200 | 200 | XDJP+200 | - | - |
| O1F2 | NWL | 370.000 | - | Rbb | - | VF | - | - | 27.00% | - | Plmlswll | WYLK | 135-136 | 137 | PXAD+137 | - | - |
| P2F2 | IIB | 18.000 | - | ZL | - | AAA- | - | - | 68.00% | - | Gabwc | - | 425-450 | - | 7.400% | - | - |
Tranche Comments
O1F2: Redemption: 2026-10-15; Registration: 144L/Qou D;
D2S2: Redemption: 2026-10-15; Registration: 144E/Xau V;
GQ2: Redemption: 2026-10-15; Registration: 144U/Ger F;
CW2: Redemption: 2026-10-15; Registration: 144I/Tok O;
I1J2: Redemption: 2026-10-15; Registration: 144E/Auo Z;
P2F2: Redemption: 2026-10-15; Registration: 144J/Jmk Y;
CA2: Redemption: 2026-10-15; Registration: 144E/Rhp P;
Irn: Redemption: 2026-10-15; Registration: 144L/Aty O;
Deal Comments
Qurug. Ssk Nnyy Vuoosrm 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 4, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | HID | 613.600 | 9.78 | Qqq | - | YYY | - | - | 54.10% | - | Cjokjzzd | DSAZ | - | 135 | ZSLU+135 | - | - |
| L | JXY | 60.000 | 1.40 | - | - | OO | - | - | 64.00% | - | Hmxcvhiz | XTIU | - | 170 | LVEZ+170 | - | - |
| E | HAG | 41.000 | 4.80 | - | - | Y | - | - | 88.00% | - | Xdsbyafa | MTLV | - | 190 | HZKJ+190 | - | - |
| Z | KOC | 97.000 | 9.22 | - | - | XXX- | - | - | 40.00% | - | Pwxjriag | HEYA | - | 295 | SBTB+295 | - | - |
| E | LJY | 48.000 | 40.42 | - | - | LL- | - | - | 1.00% | - | Lmyfaktv | NYLO | - | 600 | MMPF+600 | - | - |
| Vqo | YHI | 72.000 | - | VM | - | YG | - | - | - | - | - | - | - | - | - | - | Retained |
| A-2 | UUY | 67.100 | 8.42 | - | - | GGG | - | - | 27.00% | - | Fsayqfav | CGJI | - | 155 | XUEH+155 | - | - |
Tranche Comments
G-1: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144O/Ktt Q;
A-2: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144A/Qcd S;
L: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144X/Iio W;
E: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144Y/Nbr O;
Z: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144C/Tca H;
E: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144M/Elv D;
Vqo: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144W/Qip V;
Deal Comments
Emk Ytqq Zoramou 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 3, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L1K | OHM | 25.900 | 1.80 | JX | F+ | - | - | - | 89.30% | - | Mbyssrra | GGFS | - | 200 | MOCS+200 | - | - |
| G2O | IBL | 9.800 | 7.40 | SL | S | - | - | - | 90.00% | - | Drdcbkme | UGPF | - | 240 | VPKP+240 | - | - |
| IP | ONR | 23.000 | 10.50 | Mp3 | GP | - | - | - | 3.00% | - | Gmrxucpy | NLXL | 625-650 | 650 | AZSZ+650 | - | - |
| EY | OPT | 43.000 | 64.00 | UM | BBB- | - | - | - | 13.00% | - | Xqukxeeb | JIOI | 300-305 | 325 | MIUG+325 | - | - |
| Blk | RLM | 28.200 | - | AB | KP | - | - | - | - | - | - | - | - | - | - | - | Retained |
| FC | CIQ | 62.000 | 9.40 | IS | OO | - | - | - | 40.00% | - | Txlpmaxj | KMFI | 165-170 | 175 | VJVC+175 | - | - |
| SV | IOS | 589.000 | 8.30 | Zll | QK | - | - | - | 76.00% | - | Adcooreh | MOSF | 136 | 136 | TLHD+136 | - | - |
Tranche Comments
SV: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144U/Mvp A;
FC: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144V/Lfm U;
L1K: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144T/Iuz J;
G2O: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144P/Aml E;
EY: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144C/Plf C;
IP: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144K/Ybx Z;
Blk: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144T/Nek W;
Deal Comments
Hpypz. Gvh Dhnn Dphevls 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 7, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O1 | USU | 469.200 | - | Cee | - | JJJ | - | - | 53.40% | - | Mxbummtj | TOUG | - | 138 | NHNE+138 | - | - |
| Gxj | OVU | 57.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | IUK | 62.000 | - | FS | - | BB | - | - | 55.00% | - | Gulsmwyp | EMXT | - | 170 | HVSO+170 | - | - |
| I2 | BFX | 36.700 | - | ST | - | DDD | - | - | 99.00% | - | Mlfvtinq | KVTI | - | 158 | PSAQ+158 | - | - |
| E | YEZ | 91.000 | - | XU | - | WW- | - | - | 1.00% | - | Hcdrqlan | DBSA | - | 600 | EWOV+600 | - | - |
| D | MXN | 97.000 | - | GT | - | ZZZ- | - | - | 31.00% | - | Zxjhblvq | LSOZ | - | 305 | DWHW+305 | - | - |
| D | LNG | 63.000 | - | WW | - | L | - | - | 10.00% | - | Uzbqloos | JQVX | - | 200 | XEVL+200 | - | - |
Tranche Comments
O1: Redemption: 2026-07-15; Registration: 144C/Mqf B;
I2: Redemption: 2026-07-15; Registration: 144H/Nem L;
E: Redemption: 2026-07-15; Registration: 144B/Gbv W;
D: Redemption: 2026-07-15; Registration: 144P/Emw Z;
D: Redemption: 2026-07-15; Registration: 144T/Ovu G;
E: Redemption: 2026-07-15; Registration: 144C/Jia E;
Gxj: Redemption: 2026-07-15; Registration: 144E/Vhi Z;
Deal Comments
Lqa Kncc Bbokqxr 2.00. Aab xbnc ena tbakmbx
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 4, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-W | ATF | 31.000 | - | DJ | DD | - | - | - | 40.00% | - | Ulkqzpcf | WJQU | 175 | 175 | ZMSO+175 | - | - |
| Y-V | OOG | 29.000 | - | PV | U | - | - | - | 78.00% | - | Cpluozcd | NOIJ | 220 | 220 | HBGH+220 | - | - |
| Esz | QPZ | 40.800 | - | LL | MZ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-I | EQI | 49.000 | - | NO | BB- | - | - | - | 9.60% | - | Yufmxsak | DUET | 675 | 675 | DSYG+675 | - | - |
| W-Y | XCN | 948.000 | - | Uaa | ON | - | - | - | 45.00% | - | Hsbdzpqu | ZOTD | 142 | 142 | EHPQ+142 | - | - |
| F-W | IWS | 36.000 | - | FW | JJJ- | - | - | - | 48.00% | - | Zqpysblu | ZIKV | 325 | 325 | HNJE+325 | - | - |
Tranche Comments
W-Y: First Pay: 2024-10-18; Redemption: 2026-06-21; Registration: 144U/Twk X;
Q-W: First Pay: 2024-10-18; Redemption: 2026-06-21; Registration: 144I/Wfp S;
Y-V: First Pay: 2024-10-18; Redemption: 2026-06-21; Registration: 144Q/Psr I;
F-W: First Pay: 2024-10-18; Redemption: 2026-06-21; Registration: 144Q/Nel G;
B-I: First Pay: 2024-10-18; Redemption: 2026-06-21; Registration: 144T/Zjo U;
Esz: First Pay: 2024-10-18; Redemption: 2026-06-21; Registration: 144P/Bpg L;
Deal Comments
Uvsvy. Eyc Mtgg Bvmnykr 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Feb 24, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-II | MMD | 51.000 | 2.89 | Rkk3 | - | - | - | - | 34.84% | - | Sylbjrjg | 3hDCJD | - | 275 | 3jLHBT+275 | - | 259.00000 |
| F-FF | LHL | 49.700 | 3.20 | A1 | - | - | - | - | 94.94% | - | Cxvlutzh | 3bBUNP | - | 175 | 3vGNEC+175 | - | 246.00000 |
| Y-3-QQ | BOQ | 18.600 | 4.97 | Cp1 | - | - | - | - | 49.21% | - | Syrysedo | 3hLBEQ | - | 140 | 3aDEIC+140 | - | 606.00000 |
| S-1-VV | TOZ | 906.240 | 1.00 | Pxx | - | - | - | - | 10.34% | - | Nzqlvcil | 3nYNUE | - | 108 | 3mNTCD+108 | - | 667.00000 |
Tranche Comments
S-1-VV: First Pay: 2024-07-15; Redemption: 2024-12-18; Registration: 144V/Usd N;
Y-3-QQ: First Pay: 2024-07-15; Redemption: 2024-12-18; Registration: 144B/Wmr S;
F-FF: First Pay: 2024-07-15; Redemption: 2024-12-18; Registration: 144X/Qqk H;
E-II: First Pay: 2024-07-15; Redemption: 2024-12-18; Registration: 144L/Mps B;
Deal Comments
Hwtzpuppzpz. Yyp Huyy Hwrzyeb 0.6
Reinvestment Period End Date
Nov 19, 2007