| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-R | USD | 20.000 | 2.20 | - | AAA | - | - | - | - | - | Floating | SOFR | - | 130 | SOFR+130 | - | 100.00000 |
| A-R | USD | 174.000 | 5.52 | - | AAA | - | - | - | 44.00% | - | Floating | SOFR | - | 175 | SOFR+175 | - | 100.00000 |
| A-LR | USD | 50.000 | 5.52 | - | AAA | - | - | - | 44.00% | - | Floating | SOFR | - | 175 | SOFR+175 | - | 100.00000 |
| B-R | USD | 46.000 | 7.16 | - | AA | - | - | - | 32.50% | - | Floating | SOFR | - | 200 | SOFR+200 | - | 100.00000 |
| C-R | USD | 32.000 | 7.69 | - | A | - | - | - | 24.50% | - | Floating | SOFR | - | 245 | SOFR+245 | - | 100.00000 |
| D-R | USD | 24.000 | 8.02 | - | BBB- | - | - | - | 18.50% | - | Floating | SOFR | - | 490 | SOFR+481 | - | 99.50000 |
| E-R | USD | 26.000 | 8.51 | - | BB- | - | - | - | 12.00% | - | Floating | SOFR | - | 800 | SOFR+782 | - | 99.00000 |
| Equity | USD | 50.000 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-R: Redemption: 2026-09-18; Registration: 144A/Reg S;
A-R: Redemption: 2026-09-18; Registration: 144A/Reg S;
A-LR: Redemption: 2026-09-18; Registration: 144A/Reg S;
B-R: Redemption: 2026-09-18; Registration: 144A/Reg S;
C-R: Redemption: 2026-09-18; Registration: 144A/Reg S;
D-R: Redemption: 2026-09-18; Registration: 144A/Reg S;
E-R: Redemption: 2026-09-18; Registration: 144A/Reg S;
Equity: Redemption: 2026-09-18; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
4.08
Reinvestment Period End Date
Oct 15, 2028
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | QKV | 40.000 | 6.50 | - | M | - | - | - | 74.00% | - | Dyfksjpc | 3iAYIB | - | 275 | 3tPOPD+275 | - | - |
| Sfq | ZTH | 89.200 | - | - | VX | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | VZQ | 500.300 | 9.40 | - | VVV | - | - | - | 87.00% | - | Ehczxmcx | 3xGAYU | - | 170 | 3uZNNI+170 | - | - |
| U | ZGI | 17.000 | 6.30 | - | EE | - | - | - | 37.00% | - | Kwlldqtv | 3lCJUF | - | 195 | 3tYDQA+195 | - | - |
| G | NTM | 69.000 | 6.40 | - | PPP- | - | - | - | 98.00% | - | Pcjzfxba | 3hWLGA | - | 450 | 3qQWFX+450 | - | - |
| Q-V | HPG | 487.800 | 7.60 | - | RRR | - | - | - | 75.00% | - | Dzorsiak | 3dABVA | - | 170 | 3aLQSB+170 | - | - |
| R | OOR | 29.000 | 7.50 | - | OO- | - | - | - | 46.00% | - | Njswhvna | 3wQYTP | - | 800 | 3bDDHS+800 | - | - |
Tranche Comments
A: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144H/Msv B;
Q-V: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144D/Eur O;
U: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144P/Bfu Y;
T: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144N/Lvj D;
G: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144V/Crp K;
R: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144Q/Htd N;
Sfq: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144K/Abc Y;
Deal Comments
Cch Ajjj Cxqqcya 2.00. Mox yxjj xjv ncvqhxy jqcg YY$394.5g xc YY$493.2g
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 21, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Bwmhwxzz Ehchkztk | YOY | 94.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | KFX | 69.000 | 7.14 | - | QQQ- | - | - | - | 79.00% | - | Hscyvtfs | YVJD | - | 675 | HUMY+675 | - | 531.00000 |
| A | CFJ | 66.000 | 6.35 | - | WW- | - | - | - | 75.00% | - | Wmjsdyaw | DTBC | - | 1000 | PJHA+1000 | - | 839.00000 |
| D-1 | HRC | 884.000 | 7.13 | - | YYY | - | - | - | 77.00% | - | Xdyfjcya | SQFK | - | 250 | MSIX+250 | - | 609.00000 |
| C-2 | QJC | 18.000 | 3.16 | - | QQQ | - | - | - | 48.00% | - | Owbio | - | - | - | 6.43% | - | - |
| M | JHR | 74.000 | 4.20 | - | U- | - | - | - | 98.00% | - | Cexwstil | YXKV | - | 450 | DKCV+450 | - | 286.00000 |
| A | EQJ | 12.000 | 9.17 | - | UU | - | - | - | 94.00% | - | Hcfdvdhp | HCSO | - | 350 | IMTW+350 | - | 191.00000 |
Tranche Comments
D-1: Registration: 144M/Gdm C;
C-2: Registration: 144W/Urj V;
A: Registration: 144H/Mlb B;
M: Registration: 144A/Acz S;
K: Registration: 144I/Xso L;
A: Registration: 144F/Ihj K;
Bwmhwxzz Ehchkztk: Registration: 144P/Wrm U;
Deal Comments
Yqs Jboo Zmnaqwp 2.00
Reinvestment Period (YRS)
2
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Sxhpbh | VAC | 58.463 | - | - | AQ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P | ORD | 14.000 | 2.50 | - | J- | - | - | - | 24.00% | - | Vhhzmbpf | WHPX | - | 455 | TOAH+455 | - | - |
| F-E | XES | 36.000 | 4.20 | - | PPP | - | - | - | 62.90% | - | Coxfhzso | XYPF | - | 260 | TEEY+260 | - | - |
| P | AEA | 52.000 | 3.20 | - | LL | - | - | - | 41.00% | - | Exsatyuh | UHMC | - | 365 | ZGEW+365 | - | - |
| M-P | COZ | 708.000 | 2.90 | - | SSS | - | - | - | 65.80% | - | Slpbmwbe | ALWH | - | 260 | NPMC+260 | - | - |
| K | NBH | 20.000 | 6.24 | - | PP- | - | - | - | 52.00% | - | Uxrlvlpq | MXZN | - | 1050 | SBIU+1010 | - | - |
| Z | PIC | 86.000 | 9.50 | - | FFF- | - | - | - | 10.00% | - | Akdvyujn | DLXD | - | 690 | GCBM+690 | - | - |
Tranche Comments
M-P: Registration: 144M/Uko Z;
F-E: Registration: 144F/Usj A;
P: Registration: 144Z/Rib L;
P: Registration: 144Y/Fol P;
Z: Registration: 144U/Msa U;
K: Registration: 144M/Vbd Y;
Sxhpbh: Registration: 144F/Gpc D;
Deal Comments
Gnm Zckk Ewnmnzd 2.00
Reinvestment Period (YRS)
5.3
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | HIM | 18.000 | - | - | III | - | - | - | - | - | Umhmxuzu | 3iU | - | 115 | 3zR+115 | - | 353.00000 |
| U | PHU | 91.000 | - | - | NN | - | - | - | - | - | Yvyodhuu | 3qJ | - | 190 | 3xC+190 | - | 729.00000 |
| O | MPP | 292.000 | - | - | DDD | - | - | - | - | - | Qruzhyao | 3iF | - | 155 | 3gJ+155 | - | 600.00000 |
| Chhnfa | QRH | 81.000 | - | - | CD | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | MAJ | 14.400 | - | - | LLL- | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-U | RBC | 78.000 | - | - | NNN | - | - | - | - | - | Jsydlyez | 3pD | - | 155 | 3eS+155 | - | 634.00000 |
| R | GFN | 12.000 | - | - | D | - | - | - | - | - | Qjfbdzyb | 3zD | - | 270 | 3qC+270 | - | 291.00000 |
| V | LYG | 40.400 | - | - | OO- | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J: Registration: 144B/Whn L;
O: Registration: 144O/Axc Q;
D-U: Registration: 144V/Pkp U;
U: Registration: 144Q/Vuc U;
R: Registration: 144Y/Mze R;
H: Registration: 144W/Tlz H;
V: Registration: 144C/Acy K;
Chhnfa: Registration: 144P/Vcy Q;
Deal Comments
Oxv Xynn Nlzoxfu 2.00
Reinvestment Period (YRS)
3.3
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | VIP | 22.400 | 9.87 | - | XX | - | - | HH | - | - | Hxxxdund | 3eQ | - | 205 | 3oW+205 | - | 761.00000 |
| Z-1 | EJS | 887.000 | 6.18 | - | UUU | - | - | MMM | - | - | Spwmvuku | 3eQ | - | 169 | 3bR+169 | - | 260.00000 |
| A | NOK | 66.200 | 1.49 | - | - | - | - | TTT- | - | - | - | - | - | - | - | - | Retained |
| Cwplwafl Xlklzlfz | WFG | 12.990 | - | - | - | - | - | CS | - | - | - | - | - | - | - | - | Retained |
| S-2 | QHX | 29.000 | 3.46 | - | MMM | - | - | LLL | - | - | Lpyrl | Pnnys | - | 169 | - | - | 33.96864 |
| T | HHB | 53.300 | 6.92 | - | P | - | - | M | - | - | Azelyekl | 3pZ | - | 310 | 3aL+310 | - | 707.00000 |
| Y | UTD | 87.790 | 9.61 | - | - | - | - | II- | - | - | - | - | - | - | - | - | Retained |
Deal Comments
Wvfve. Npm Zccc Tvgypyk 2.06
Reinvestment Period (YRS)
9.8
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-W-Q | YPM | 522.000 | - | - | AAA | - | - | TTT | 33.00% | - | Jscopbue | 3aX | - | 170 | 3dC+170 | - | - |
| K-R-1 | IMD | 835.000 | - | - | DDD | - | - | OOO | 67.00% | - | Eqlvjrnv | 3hZ | - | 170 | 3xC+170 | - | - |
| P-D-1 | QGJ | 70.600 | - | - | HH | - | - | CC | 86.00% | - | Etkudtnw | 3xI | - | 200 | 3iC+200 | - | - |
| K-G | XLO | 71.000 | - | - | A | - | - | C | 15.00% | - | Bpxdnqvn | 3pO | - | 320 | 3jF+320 | - | - |
| P-F | UQT | 87.000 | - | - | WC | - | - | PPP- | - | - | - | - | - | - | - | - | Retained |
| J-C-2 | GCO | 75.000 | - | - | SSS | - | - | RRR | 98.00% | - | Rwtgm | - | - | - | 2.720% | - | - |
| A-R-2 | EYA | 81.500 | - | - | BB | - | - | RR | 23.00% | - | Dpsar | - | - | - | 3.330% | - | - |
| Fagsarqh ksiskhxk | MQY | 52.000 | - | - | EI | - | - | CT | - | - | - | - | - | - | - | - | Retained |
| O-Z | GXP | 82.000 | - | - | GS | - | - | GG- | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K-R-1: Redemption: 2023-04-15; Registration: 144W/Dxm U;
P-W-Q: Redemption: 2023-04-15; Registration: 144Z/Tao N;
J-C-2: Redemption: 2023-04-15; Registration: 144Y/Tfd C;
P-D-1: Redemption: 2023-04-15; Registration: 144T/Qzp N;
A-R-2: Redemption: 2023-04-15; Registration: 144C/Zkg A;
K-G: Redemption: 2023-04-15; Registration: 144O/Bxw P;
P-F: Redemption: 2023-04-15; Registration: 144C/Fyb G;
O-Z: Redemption: 2023-04-15; Registration: 144Q/Jcd C;
Fagsarqh ksiskhxk: Redemption: 2023-04-15; Registration: 144X/Wri N;
Deal Comments
Hon Dpqq Gezbonl 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Oct 4, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | OTC | 89.409 | - | - | CH | - | - | EEE- | - | - | - | - | - | - | - | - | Retained |
| Cjs | GZW | 54.000 | - | - | GL | - | - | EQ | - | - | - | - | - | - | - | - | Retained |
| Q | FAR | 973.700 | - | - | MMM | - | - | TTT | - | - | Ezesqwnv | 3qJ | - | 195 | 3iF+195 | - | - |
| D | HUK | 89.000 | - | - | IK | - | - | RR- | - | - | - | - | - | - | - | - | Retained |
| Y-M | LVZ | 89.500 | - | - | LLL | - | - | EEE | - | - | Vekzsjpn | 3vE | - | 195 | 3lI+195 | - | - |
| J-1 | OYK | 42.000 | - | - | EE | - | - | LL | - | - | Uphduyep | 3qB | - | 260 | 3rK+260 | - | - |
| Z-2 | HJX | 86.600 | - | - | EE | - | - | LL | - | - | Ckwfw | - | - | 260 | 3.080% | - | - |
Tranche Comments
Q: Redemption: 2022-01-15; Registration: 144D/Ban Y;
Y-M: Redemption: 2022-01-15; Registration: 144F/Adz T;
J-1: Redemption: 2022-01-15; Registration: 144M/Efo M;
Z-2: Redemption: 2022-01-15; Registration: 144Q/Laj S;
S: Redemption: 2022-01-15; Registration: 144U/Gnc G;
D: Redemption: 2022-01-15; Registration: 144F/Qbw P;
Cjs: Redemption: 2022-01-15; Registration: 144M/Tft A;
Deal Comments
Lwc Wqoo Dfjqwxz 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 3, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | IWG | 41.000 | 4.50 | FM | Q | XY | - | - | 32.50% | - | Xbypchko | 3oA | - | 365 | 3nW+365 | - | 228.00000 |
| A | CME | 66.000 | 7.20 | MO | EE | AF | - | - | 56.00% | - | Cysjpkum | 3rW | - | 280 | 3lX+280 | - | 564.00000 |
| K-1K | AXR | 752.000 | 6.20 | CI | RRR | VVV | - | - | 28.24% | - | Kkfhpshg | 3lD | - | 185 | 3rS+185 | - | 300.00000 |
| K-1U | FIT | 74.200 | 3.70 | TU | JJJ | FFF | - | - | 24.86% | - | Mgfhp | - | - | - | 4.04% | - | - |
| V | JNM | 12.000 | 4.00 | FJ | CCC- | LT | - | - | 87.10% | - | Adflpfsj | 3kW | - | 465 | 3mX+465 | - | 555.00000 |
| S-2S2 | GJH | 1.000 | 9.90 | WT | YYY | PPP | - | - | 64.60% | - | Mynmd | - | - | - | 2.25% | - | - |
| P-1H | JQN | 85.000 | 5.40 | EQ | ZZZ | XXX | - | - | 33.50% | - | Bmizh | - | - | 185 | 3.88% | - | 554.00000 |
| P-2P1 | QKS | 41.000 | 5.70 | VN | AAA | LLL | - | - | 98.90% | - | Ogtkv | - | - | 170 | 4.46% | - | 510.00000 |
| W-2C | NIB | 5.600 | 2.80 | FJ | LLL | NNN | - | - | 60.75% | - | Aaijp | - | - | - | 2.65% | - | - |
| Ect | PVV | 36.000 | - | XX | AZ | JC | - | - | - | - | - | - | - | - | - | - | - |
| M | LIL | 88.000 | 8.10 | YP | QQ- | CP | - | - | 64.20% | - | Oydbksrg | 3dZ | - | 865 | 3hV+865 | - | 286.00000 |
Tranche Comments
K-1K: Redemption: 4/15/2021;
K-1U: Redemption: 4/15/2021;
P-1H: Redemption: 4/15/2021;
P-2P1: Redemption: 4/15/2021;
S-2S2: Redemption: 4/15/2021;
W-2C: Redemption: 4/15/2021;
A: Redemption: 4/15/2021;
S: Redemption: 4/15/2021;
V: Redemption: 4/15/2021;
M: Redemption: 4/15/2021;
Ect: Redemption: 4/15/2021;
Reinvestment Period End Date
Jul 28, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2 | MFL | 90.300 | 1.89 | - | H | - | - | - | - | - | Eybmrjxc | 3yV | - | 240 | 3hL+240 | - | 374.00000 |
| G-2 | IRT | 49.000 | 2.82 | - | HHH | KKK | - | - | - | - | Hfatq | Xxvri | - | 147 | 0.04% | - | 97.54808 |
| N | KLA | 82.100 | 6.92 | - | NN- | - | - | - | - | - | Njorqhnw | 3fR | - | 800 | 3jD+800 | - | 965.00000 |
| Q | JPQ | 42.620 | 5.72 | - | JJJ- | - | - | - | - | - | Obubpmzv | 3kY | - | 375 | 3vR+375 | - | 678.00000 |
| K-1 | GMF | 288.000 | 1.98 | - | SSS | NNN | - | - | - | - | Uwkoucht | 3gC | 147s | 147 | 3eW+147 | - | 809.00000 |
| Y-1 | JIJ | 43.950 | 5.59 | - | V | - | - | - | - | - | Jvzzueot | 3kE | 240n | 240 | 3uA+240 | - | 684.00000 |
| Yhx | FWU | 79.360 | 7.99 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| O | VHD | 90.700 | 2.83 | - | WW | - | - | - | - | - | Prdofjsp | 3tQ | 185o | 185 | 3tQ+185 | - | 513.00000 |
Tranche Comments
K-1: Registration: 144X/Vup P;
G-2: Registration: 144V/Jcs F;
O: Registration: 144F/Rpb I;
Y-1: Registration: 144X/Wyu E;
E-2: Registration: 144C/Cvp P;
Q: Registration: 144H/Ojo S;
N: Registration: 144T/Pcs Y;
Yhx: Registration: 144W/Kox R;
Deal Comments
Ixy-Jptt Oappxnm 1.95
Reinvestment Period (YRS)
6.84