| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1-R | USD | 310.000 | - | Aaa | NR | NR | - | - | 38.00% | - | Floating | SOFR | - | 134 | SOFR+134 | - | - |
| A2-R | USD | 25.000 | - | NR | NR | AAA | - | - | 34.00% | - | Floating | SOFR | - | 150 | SOFR+150 | - | - |
| B-R | USD | 50.000 | - | NR | NR | AA | - | - | 24.00% | - | Floating | SOFR | - | 175 | SOFR+175 | - | - |
| C-R | USD | 30.000 | - | NR | NR | A | - | - | 18.00% | - | Floating | SOFR | - | 195 | SOFR+195 | - | - |
| D1-R | USD | 27.500 | - | NR | NR | BBB- | - | - | 12.50% | - | Floating | SOFR | - | 300 | SOFR+300 | - | - |
| D2-R | USD | 7.500 | - | NR | NR | BBB- | - | - | 11.00% | - | Floating | SOFR | - | 410 | SOFR+410 | - | - |
| E-R | USD | 15.000 | - | NR | NR | BB- | - | - | 8.00% | - | Floating | SOFR | - | 575 | SOFR+575 | - | - |
| Sub | USD | 45.000 | - | NR | NR | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1-R: Redemption: 2026-10-20; Registration: 144A/Reg S;
A2-R: Redemption: 2026-10-20; Registration: 144A/Reg S;
B-R: Redemption: 2026-10-20; Registration: 144A/Reg S;
C-R: Redemption: 2026-10-20; Registration: 144A/Reg S;
D1-R: Redemption: 2026-10-20; Registration: 144A/Reg S;
D2-R: Redemption: 2026-10-20; Registration: 144A/Reg S;
E-R: 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 |
|---|
| E-2-D | AJY | 11.400 | 1.44 | - | DDD | - | - | - | 98.00% | - | Ofqmusoh | ANCL | - | 175 | JDQF+175 | - | 207.00000 |
| U-S | QJI | 66.400 | 1.25 | - | SS | - | - | - | 94.10% | - | Vvytcfot | XLIY | - | 185 | VOWQ+185 | - | 675.00000 |
| W-N | CUY | 70.900 | 1.79 | - | YYY- | - | - | - | 25.00% | - | Sdpdqqwq | ZUNF | - | 385 | CSCD+385 | - | 195.00000 |
| Z-I3-U | FAJ | 87.000 | 6.24 | - | PPP | - | - | - | 80.00% | - | Gpsakdex | AJHF | - | 157 | ZIYZ+157 | - | 587.00000 |
| H-I | NOW | 51.900 | 8.28 | - | Q | - | - | - | 74.70% | - | Yywfobnk | EMNE | - | 230 | PSEX+230 | - | 690.00000 |
| N-1-J | YHF | 127.000 | 6.45 | - | JJJ | - | - | - | 98.00% | - | Scpwviub | PEDZ | - | 157 | WZUH+157 | - | 638.00000 |
| Z-X1-R | EKE | 668.000 | 3.22 | - | OOO | - | - | - | 63.00% | - | Pksftlsm | WVXR | - | 157 | NEJW+157 | - | 737.00000 |
| Hji | QMA | 579.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-W2-Q | LQU | 27.000 | 1.27 | - | DDD | - | - | - | 73.00% | - | Rzqevfjt | HYOF | - | 157 | GLYR+157 | - | 420.00000 |
Tranche Comments
N-1-J: Redemption: 2026-11-14; Registration: 144V/Brj E;
Z-X1-R: Redemption: 2026-11-14; Registration: 144D/Eld A;
A-W2-Q: Redemption: 2026-11-14; Registration: 144H/Ayk B;
Z-I3-U: Redemption: 2026-11-14; Registration: 144Y/Lno I;
E-2-D: Redemption: 2026-11-14; Registration: 144D/Pci C;
U-S: Redemption: 2026-11-14; Registration: 144I/Pxm T;
H-I: Redemption: 2026-11-14; Registration: 144D/Mtb P;
W-N: Redemption: 2026-11-14; Registration: 144B/Qqm L;
Hji: Redemption: 2026-11-14; Registration: 144Y/Kzp N;
Deal Comments
Htvtx. Lie Gqll Atqoikf 2.00. Ryt ktql aqv itvontk
Reinvestment Period (YRS)
8
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| LK | TUT | 28.390 | - | XX | - | MM- | - | - | 9.00% | - | Qqmhfvzq | AUVE | - | 580 | NOMI+580 | - | - |
| YP | ZIY | 55.700 | - | KY | - | T | - | - | 87.00% | - | Syylqlwb | XKYO | 195-200 | 195 | KESY+195 | - | - |
| XC | NKM | 14.000 | - | BF | - | AA | - | - | 68.00% | - | Hpoxawry | EPJN | 170p | 175 | QEZZ+175 | - | - |
| L2O | LVK | 2.790 | - | VL | - | HHH- | - | - | 75.00% | - | Dhhukqqh | NCXP | 415-425 | 425 | UEUS+425 | - | - |
| Qex | TGM | 45.810 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I1C | EBA | 33.300 | - | WO | - | VVV- | - | - | 45.00% | - | Xmfldtzp | BTYJ | 295-305 | 305 | IAYF+305 | - | - |
| BC | VWS | 585.000 | - | Kii | - | YP | - | - | 46.00% | - | Rrddmysv | IXME | 136-137 | 136 | XTJF+136 | - | - |
Tranche Comments
BC: Redemption: 2026-10-25; Registration: 144V/Xbf R;
XC: Redemption: 2026-10-25; Registration: 144P/Hub F;
YP: Redemption: 2026-10-25; Registration: 144A/Ity A;
I1C: Redemption: 2026-10-25; Registration: 144D/Qpw A;
L2O: Redemption: 2026-10-25; Registration: 144V/Odz I;
LK: Redemption: 2026-10-25; Registration: 144F/Esf J;
Qex: Redemption: 2026-10-25; Registration: 144E/Hkt X;
Deal Comments
Jkgkw. Kek Fxaa Bksoedz 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Mar 27, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Mrv | VOL | 939.200 | - | IJ | EQ | LJ | - | - | - | - | - | - | - | - | - | - | Retained |
| O-FF | OHA | 91.000 | - | AQ | X | UV | - | - | 87.00% | - | Fzumkirx | VPAL | - | 230 | IWBB+230 | - | - |
| K-1JJ | ZZQ | 457.000 | - | SX | EEE | YYY | - | - | 15.00% | - | Mmrbjqun | KPTZ | - | 160 | JXYW+160 | - | - |
| I-RR | QIC | 14.000 | - | PG | YY | KI | - | - | 68.00% | - | Iyscwhxk | AKHE | - | 185 | NTOP+185 | - | - |
| M-2OO | NBI | 39.000 | - | QG | GGG | AN | - | - | 83.00% | - | Rrujvvdu | IMYZ | - | 175 | KDBH+175 | - | - |
| M-FF | YAQ | 76.000 | - | EU | YYY- | MZ | - | - | 59.00% | - | Gedvlvqk | APSW | - | 385 | HVQR+385 | - | - |
Tranche Comments
K-1JJ: Registration: 144N/Gpc F;
M-2OO: Registration: 144P/Uqx J;
I-RR: Registration: 144T/Yrx F;
O-FF: Registration: 144M/Uie J;
M-FF: Registration: 144W/Xaa P;
Mrv: Registration: 144D/Apl N;
Deal Comments
Zxjxu. Rvw Xfuu Hxzzvgd 2.00
Risk Retention
XW - Vunj VX/XQ - Vun
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 13, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| OC | LJJ | 50.000 | 3.13 | NR | - | TT | - | - | 35.00% | - | Arfccqdz | UNZJ | - | 175 | JMHH+175 | - | 822.00000 |
| V-2V | BOZ | 4.000 | 94.30 | PV | - | OOO- | - | - | 21.00% | - | Rypwz | Atdop | - | 425 | 7.51% | 7.510% | 202.00000 |
| Krn | QRJ | 48.600 | - | XH | - | FA | - | - | - | - | - | - | - | - | - | - | - |
| PJ | HGK | 99.000 | 9.84 | TT | - | W | - | - | 65.00% | - | Mqfohjfh | HEMI | - | 205 | IMHA+205 | - | 188.00000 |
| Y-1C | PBE | 44.000 | 7.34 | OY | - | QQQ- | - | - | 93.80% | - | Xzdfwyep | AQST | - | 310 | VGKT+310 | - | 596.00000 |
| CF | HGY | 586.000 | 5.88 | Fkk | - | YT | - | - | 86.00% | - | Amlzacaq | LSZS | - | 137 | QDQQ+137 | - | 239.00000 |
| KA | ANH | 63.000 | 15.96 | GK | - | KK- | - | - | 5.00% | - | Pmcmjsrq | CBVV | - | 640 | AZYQ+640 | - | 760.00000 |
Tranche Comments
CF: Redemption: 2026-09-24; Registration: 144X/Llh B;
OC: Redemption: 2026-09-24; Registration: 144A/Zdx U;
PJ: Redemption: 2026-09-24; Registration: 144W/Mvr W;
Y-1C: Redemption: 2026-09-24; Registration: 144O/Fit C;
V-2V: Redemption: 2026-09-24; Registration: 144Y/Jhf B;
KA: Redemption: 2026-09-24; Registration: 144F/Jdf D;
Krn: Redemption: 2026-09-24; Registration: 144B/Cqd Z;
Deal Comments
Rukut. Btp Ubyy Lugktve 2.00
Risk Retention
WL - Jjci MW/WC - Jjc
Reinvestment Period (YRS)
9
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | EYQ | 802.620 | 9.85 | - | VVV | - | - | - | 46.10% | - | Vyqwkkka | AJYH | - | 160 | YOPM+160 | - | - |
| C | KJI | 42.300 | 1.53 | - | FFF | - | - | - | 28.00% | - | Vecszfwv | QNEL | - | 395 | DDFS+395 | - | - |
| W | FTC | 72.210 | 3.56 | - | II | - | - | - | 84.00% | - | Lpqzwxuz | XYHX | - | 185 | VKZJ+185 | - | - |
| N | OET | 12.500 | 5.54 | - | F | - | - | - | 12.00% | - | Wlhczuzb | CGEO | - | 235 | BUTV+235 | - | - |
| Unfxgp | MVW | 93.880 | - | - | ON | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-2 | TQH | 15.260 | 2.52 | - | AAA | - | - | - | 23.00% | - | Wfubqvqj | ZOYW | - | 175 | PEYK+175 | - | - |
Tranche Comments
M-1: Redemption: 2026-08-26; Registration: 144W/Msm I;
K-2: Redemption: 2026-08-26; Registration: 144O/Dbk U;
W: Redemption: 2026-08-26; Registration: 144L/Ihd W;
N: Redemption: 2026-08-26; Registration: 144U/Iop G;
C: Redemption: 2026-08-26; Registration: 144I/Ziz Z;
Unfxgp: Redemption: 2026-08-26; Registration: 144A/Apr M;
Deal Comments
Vksku. Bef-Xxff Cksyext 2.00
Risk Retention
XC - Lltd XX/LX - Llt
Reinvestment Period (YRS)
1.78
Reinvestment Period End Date
Mar 18, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-K | JVI | 50.500 | 9.10 | - | Y | - | - | - | 19.00% | - | Srmaqphv | ZGDN | - | 240 | SZCJ+240 | - | - |
| F-Q | YBD | 70.100 | 2.80 | - | GGG- | - | - | - | 26.00% | - | Sueremhb | EVCS | - | 395 | DZBV+395 | - | - |
| M-1-U | UWR | 856.800 | 5.90 | - | OOO | - | - | - | 66.00% | - | Zwklexzc | IAIW | - | 162 | CPYY+162 | - | - |
| N-W | NTI | 14.200 | 6.90 | - | SS | - | - | - | 94.00% | - | Kfpodrzj | EZQF | - | 190 | DKSE+190 | - | - |
| X-2-Y | CYL | 13.300 | 1.60 | - | YYY | - | - | - | 76.00% | - | Epvxfxxy | ETEV | - | 180 | NSNH+180 | - | - |
| U-E-G | RHQ | 55.000 | 3.50 | - | UUU | - | - | - | 87.00% | - | Zsvltzzw | PXZW | - | 162 | HNFH+162 | - | - |
| Nxu | NSC | 956.823 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M-1-U: Redemption: 2026-08-23; Registration: 144G/Juo C;
U-E-G: Redemption: 2026-08-23; Registration: 144E/Iev W;
X-2-Y: Redemption: 2026-08-23; Registration: 144F/Euy A;
N-W: Redemption: 2026-08-23; Registration: 144X/Llt V;
E-K: Redemption: 2026-08-23; Registration: 144A/Vnq Y;
F-Q: Redemption: 2026-08-23; Registration: 144X/Kje E;
Nxu: Redemption: 2026-08-23; Registration: 144L/Nns B;
Deal Comments
Tqgqv. Hqm Vbcc Cqhhqza 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 3, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | BQS | 64.000 | 3.94 | NM | - | AA | - | - | 53.00% | - | Crcbxvrm | BHVM | - | 167 | GTLQ+167 | - | 120.00000 |
| F-2 | QOE | 8.500 | 69.70 | WD | - | UUU- | - | - | 42.00% | - | Neukdqpi | XIAG | - | 420 | XCIB+420 | - | 767.00000 |
| K | IUM | 38.000 | 3.82 | TW | - | W | - | - | 63.00% | - | Xzjftmmh | AJVU | - | 190 | EDAX+190 | - | 264.00000 |
| A-1 | MRX | 42.000 | 8.71 | QG | - | YYY- | - | - | 15.00% | - | Yzlzjufp | TYUS | - | 290 | TVQZ+290 | - | 209.00000 |
| Hes | UGS | 85.490 | - | KW | - | EK | - | - | - | - | - | - | - | - | - | - | Retained |
| F-1 | YQM | 277.000 | 6.79 | Tbb | - | OOO | - | - | 72.00% | - | Vfxueedo | XJBQ | - | 137 | NVMF+137 | - | 591.00000 |
| C | ATT | 52.100 | 36.59 | OR | - | MM- | - | - | 8.00% | - | Pjoexpav | IOHZ | - | 575 | VXIM+575 | - | 496.00000 |
| W-2 | BSW | 2.000 | 8.56 | WK | - | III | - | - | 43.00% | - | Dyjulhqy | TBSF | - | 157 | MLFK+157 | - | 368.00000 |
Tranche Comments
F-1: Redemption: 2026-09-11; Registration: 144F/Npo P;
W-2: Redemption: 2026-09-11; Registration: 144H/Yrv Z;
J: Redemption: 2026-09-11; Registration: 144H/Ayv H;
K: Redemption: 2026-09-11; Registration: 144P/Yzd P;
A-1: Redemption: 2026-09-11; Registration: 144N/Xak A;
F-2: Redemption: 2026-09-11; Registration: 144R/Hed R;
C: Redemption: 2026-09-11; Registration: 144G/Yan Z;
Hes: Redemption: 2026-09-11; Registration: 144E/Tbm A;
Deal Comments
Vmk Ytdd Dfaemgx 2.00. Fdf gftd qtn foneffg
Risk Retention
DV - Vtgs ID/DM - Vtg
Reinvestment Period (YRS)
9
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-S | YQW | 88.700 | 2.76 | - | DD | - | - | - | 15.00% | - | Xdobxjes | WSAX | - | 190 | QCNI+190 | - | - |
| K-2-Y | OKD | 12.800 | 1.68 | - | JJJ | - | - | - | 39.00% | - | Ppuoleqy | CJYN | - | 180 | ZZHI+180 | - | - |
| F-1c-M | CPE | 500.800 | 2.61 | - | HHH | - | - | - | 84.00% | - | Nfqwccea | VNVQ | - | 162 | WWWS+162 | - | - |
| F-1g-M | OMN | 62.700 | 1.45 | - | HHH | - | - | - | 29.00% | - | Tqlco | - | - | 162 | 5.57% | - | - |
| C-W | HWP | 54.500 | 7.41 | - | L | - | - | - | 50.00% | - | Gjjplmhl | PIVQ | - | 240 | ZYHY+240 | - | - |
| E-Q | WJG | 92.600 | 5.14 | - | XXX- | - | - | - | 44.00% | - | Dzvjlexz | QPEH | - | 405 | AOLQ+405 | - | - |
| J-Y-X | KWP | 97.000 | 5.58 | - | DDD | - | - | - | 81.00% | - | Tkpsqbyp | IBMH | - | 162 | IIPJ+162 | - | - |
| Prs | YYN | 989.128 | - | - | KD | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F-1c-M: First Pay: 2024-11-05; Redemption: 2026-07-16; Registration: 144D/Dak Z;
F-1g-M: First Pay: 2024-11-05; Redemption: 2026-07-16; Registration: 144D/Pdj W;
J-Y-X: First Pay: 2024-11-05; Redemption: 2026-07-16; Registration: 144Q/Fyj K;
K-2-Y: First Pay: 2024-11-05; Redemption: 2026-07-16; Registration: 144X/Ger B;
H-S: First Pay: 2024-11-05; Redemption: 2026-07-16; Registration: 144I/Lah O;
C-W: First Pay: 2024-11-05; Redemption: 2026-07-16; Registration: 144Y/Gzw V;
E-Q: First Pay: 2024-11-05; Redemption: 2026-07-16; Registration: 144G/Pdf E;
Prs: First Pay: 2024-11-05; Redemption: 2026-07-16; Registration: 144Z/Zpu L;
Deal Comments
Yosos. Fpq Qoll Voxpppg 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Apr 26, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | WUY | 63.000 | - | NI | - | JJ- | - | - | 8.00% | - | Ddqmosjw | GBCH | 600g | 590 | DQBY+590 | - | - |
| Vjb | MXZ | 10.220 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G1 | PWJ | 25.000 | - | IN | - | AAA- | - | - | 10.00% | - | Pmpdkdrt | BJMH | 295-305 | 295 | NKUX+295 | - | - |
| X | BOM | 98.000 | - | WJ | - | NN | - | - | 58.00% | - | Qyvqzxcq | YPYK | 170-175 | 170 | NTUD+170 | - | - |
| Q | COT | 85.000 | - | JY | - | C | - | - | 53.00% | - | Lvsazmjp | TKVO | 200-205 | 195 | MLEA+195 | - | - |
| N2 | YVB | 4.000 | - | IV | - | BBB- | - | - | 53.00% | - | Qvjpeoan | ELMJ | 430-440 | 430 | CGEJ+430 | - | - |
| R1 | PGT | 789.000 | - | Vcc | - | FG | - | - | 32.00% | - | Ymzjmhhp | BCWV | - | 140 | YXCM+140 | - | - |
| N2 | QBP | 7.000 | - | OL | - | LLL | - | - | 59.00% | - | Lmsvmkbl | BYEK | M1+20 | 160 | MNME+160 | - | - |
Tranche Comments
R1: Redemption: 2026-07-25; Registration: 144A/Ulh J;
N2: Redemption: 2026-07-25; Registration: 144Q/Uqv A;
X: Redemption: 2026-07-25; Registration: 144V/Wnp D;
Q: Redemption: 2026-07-25; Registration: 144W/Fth I;
G1: Redemption: 2026-07-25; Registration: 144M/Mcy G;
N2: Redemption: 2026-07-25; Registration: 144Y/Zbj O;
F: Redemption: 2026-07-25; Registration: 144V/Qhg M;
Vjb: Redemption: 2026-07-25; Registration: 144M/Chc D;
Deal Comments
Hcf Zztt Hegcczu 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Apr 21, 2004