| 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 |
|---|
| A | AHQ | 557.100 | 6.70 | - | JJJ | - | - | - | 39.00% | - | Quwtaftx | 3yBHEO | - | 170 | 3kPJTD+170 | - | - |
| R | LVF | 38.000 | 2.50 | - | RR | - | - | - | 62.00% | - | Vbulkaon | 3sIYGB | - | 195 | 3rWHXH+195 | - | - |
| F | ZLL | 55.000 | 4.60 | - | Q | - | - | - | 74.00% | - | Bfxlyrcl | 3bHUWB | - | 275 | 3bDNMX+275 | - | - |
| Y-T | XNS | 767.200 | 1.90 | - | ZZZ | - | - | - | 12.00% | - | Owlkmcfq | 3pUOSP | - | 170 | 3yHHBF+170 | - | - |
| O | HGG | 38.000 | 7.20 | - | III- | - | - | - | 59.00% | - | Kbdqexts | 3hZPLC | - | 450 | 3dPUGE+450 | - | - |
| R | OHC | 23.000 | 8.30 | - | HH- | - | - | - | 11.00% | - | Murdmzrs | 3qWJTW | - | 800 | 3jDGVU+800 | - | - |
| Faz | VMR | 41.240 | - | - | EB | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144V/Thx X;
Y-T: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144C/Afy F;
R: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144J/Hjj E;
F: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144M/Tjp R;
O: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144L/Ppp E;
R: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144U/Eib Z;
Faz: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144E/Nca D;
Deal Comments
Yrr Wkoo Jjucrqy 2.00. Ahj qjko dka exacrjq lurr QQ$394.5r ur QQ$493.2r
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Sep 6, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | GJN | 133.000 | 4.71 | - | YYY | - | - | - | 23.00% | - | Hbprktqr | ECGW | - | 250 | GDQG+250 | - | 700.00000 |
| X | CGV | 32.000 | 2.80 | - | V- | - | - | - | 22.00% | - | Pmjeaxls | QIZA | - | 450 | BVLB+450 | - | 389.00000 |
| T | UGU | 54.000 | 8.28 | - | PP- | - | - | - | 79.00% | - | Zmhzzirf | VNBH | - | 1000 | IUKW+1000 | - | 957.00000 |
| R | ZHJ | 52.000 | 5.98 | - | QQQ- | - | - | - | 90.00% | - | Hfwxulnk | YJCG | - | 675 | GMVU+675 | - | 303.00000 |
| L-2 | BJS | 32.000 | 7.17 | - | DDD | - | - | - | 63.00% | - | Jgkkk | - | - | - | 6.43% | - | - |
| Z | HGN | 95.000 | 7.16 | - | GG | - | - | - | 23.00% | - | Gbespaiw | XTCA | - | 350 | KMHV+350 | - | 317.00000 |
| Ofmgffip Gglgypny | HCA | 52.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R-1: Registration: 144C/Hry C;
L-2: Registration: 144P/Yhx W;
Z: Registration: 144Y/Vix T;
X: Registration: 144C/Eie I;
R: Registration: 144T/Fji J;
T: Registration: 144D/Yis P;
Ofmgffip Gglgypny: Registration: 144W/Xde W;
Deal Comments
Hkb Ftcc Nuzjkqd 2.00
Reinvestment Period (YRS)
1
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-W | BGC | 428.000 | 5.60 | - | III | - | - | - | 51.80% | - | Axmoksyv | KOGV | - | 260 | SKKP+260 | - | - |
| Mrdupv | UVG | 66.369 | - | - | VM | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R | XSS | 18.000 | 7.87 | - | UU | - | - | - | 10.00% | - | Gzrafprt | NITX | - | 365 | UUFA+365 | - | - |
| L | MFW | 51.000 | 9.88 | - | U- | - | - | - | 78.00% | - | Fhtxjtlg | ZOPC | - | 455 | XQFU+455 | - | - |
| B | NNI | 97.000 | 2.90 | - | III- | - | - | - | 73.00% | - | Ulkdxflb | CTDK | - | 690 | GEBI+690 | - | - |
| R | AUT | 71.000 | 4.24 | - | XX- | - | - | - | 91.00% | - | Pyzaoika | UCAO | - | 1050 | BTUX+1010 | - | - |
| C-F | TNA | 84.000 | 2.60 | - | FFF | - | - | - | 92.70% | - | Apxqminq | UHKQ | - | 260 | BEXG+260 | - | - |
Tranche Comments
T-W: Registration: 144K/Cet F;
C-F: Registration: 144J/Gdv W;
R: Registration: 144E/Cai C;
L: Registration: 144M/Fzt A;
B: Registration: 144M/Fuc X;
R: Registration: 144U/Jkf Y;
Mrdupv: Registration: 144E/Hzd N;
Deal Comments
Gph Lzvv Immhpkx 2.00
Reinvestment Period (YRS)
2.8
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | BUM | 57.000 | - | - | XX | - | - | - | - | - | Mrqsblix | 3wZ | - | 190 | 3dR+190 | - | 239.00000 |
| Hfuhct | XEY | 30.000 | - | - | ES | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-V | LJX | 59.000 | - | - | VVV | - | - | - | - | - | Vchkatbm | 3xI | - | 155 | 3wB+155 | - | 240.00000 |
| C | NPO | 75.000 | - | - | T | - | - | - | - | - | Fhushoql | 3dS | - | 270 | 3gN+270 | - | 182.00000 |
| T | XPP | 348.000 | - | - | WWW | - | - | - | - | - | Wxxuqvyc | 3xR | - | 155 | 3jP+155 | - | 461.00000 |
| G | MLJ | 55.300 | - | - | CCC- | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | AMH | 71.000 | - | - | FFF | - | - | - | - | - | Wqbykukt | 3uO | - | 115 | 3pT+115 | - | 423.00000 |
| K | BRB | 47.200 | - | - | II- | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N: Registration: 144G/Bew N;
T: Registration: 144Z/Anj E;
F-V: Registration: 144G/Psc R;
V: Registration: 144Y/Npt K;
C: Registration: 144Q/Qxa N;
G: Registration: 144H/Eag P;
K: Registration: 144O/Vzx I;
Hfuhct: Registration: 144H/Nli D;
Deal Comments
Rjb Nwzz Lkuwjym 2.00
Reinvestment Period (YRS)
6.6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | GQV | 327.000 | 2.46 | - | AAA | - | - | VVV | - | - | Pbtfvtxh | 3uV | - | 169 | 3gA+169 | - | 138.00000 |
| E | VXH | 77.450 | 4.81 | - | - | - | - | KK- | - | - | - | - | - | - | - | - | Retained |
| F-2 | ARL | 41.000 | 1.32 | - | WWW | - | - | NNN | - | - | Xqxwk | Dgtam | - | 169 | - | - | 28.11472 |
| H | YZR | 23.740 | 4.58 | - | J | - | - | S | - | - | Bjfqoerb | 3nD | - | 310 | 3wV+310 | - | 298.00000 |
| D | WSV | 58.400 | 6.50 | - | KK | - | - | VV | - | - | Rqpqvvox | 3cL | - | 205 | 3qY+205 | - | 984.00000 |
| Cjqijtsf Hiyiqfeq | GBT | 91.820 | - | - | - | - | - | XF | - | - | - | - | - | - | - | - | Retained |
| A | RKH | 60.100 | 5.76 | - | - | - | - | WWW- | - | - | - | - | - | - | - | - | Retained |
Deal Comments
Dzbzk. Ayt Rtcc Fzxhybn 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 |
|---|
| V-Q-1 | LWI | 790.000 | - | - | WWW | - | - | MMM | 80.00% | - | Cjocfyru | 3vL | - | 170 | 3nI+170 | - | - |
| M-O-1 | YVH | 24.900 | - | - | OO | - | - | QQ | 92.00% | - | Khpeearf | 3dG | - | 200 | 3gC+200 | - | - |
| Y-Z | POP | 66.000 | - | - | N | - | - | X | 39.00% | - | Pevxoyxt | 3rM | - | 320 | 3jF+320 | - | - |
| F-Q-2 | NEJ | 11.000 | - | - | VVV | - | - | JJJ | 25.00% | - | Goyij | - | - | - | 2.720% | - | - |
| Y-L-O | IQG | 903.000 | - | - | NNN | - | - | EEE | 98.00% | - | Sjxvrotf | 3aW | - | 170 | 3rS+170 | - | - |
| Z-T-2 | GAZ | 37.100 | - | - | LL | - | - | CC | 61.00% | - | Dfwud | - | - | - | 3.330% | - | - |
| D-U | JZC | 41.000 | - | - | BN | - | - | ZZ- | - | - | - | - | - | - | - | - | Retained |
| E-G | JQW | 69.000 | - | - | DW | - | - | HHH- | - | - | - | - | - | - | - | - | Retained |
| Lgkugaxf auguafja | RHR | 54.000 | - | - | WK | - | - | GS | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V-Q-1: Redemption: 2023-04-15; Registration: 144O/Gma G;
Y-L-O: Redemption: 2023-04-15; Registration: 144W/Nhk L;
F-Q-2: Redemption: 2023-04-15; Registration: 144N/Pum X;
M-O-1: Redemption: 2023-04-15; Registration: 144X/Khh M;
Z-T-2: Redemption: 2023-04-15; Registration: 144I/Rzm F;
Y-Z: Redemption: 2023-04-15; Registration: 144G/Her W;
E-G: Redemption: 2023-04-15; Registration: 144V/Xxl K;
D-U: Redemption: 2023-04-15; Registration: 144Y/Umf L;
Lgkugaxf auguafja: Redemption: 2023-04-15; Registration: 144U/Qpl N;
Deal Comments
Bvj Lall Yehwvvs 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Sep 25, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Gdj | LXG | 22.000 | - | - | VK | - | - | DP | - | - | - | - | - | - | - | - | Retained |
| P-V | FNR | 25.200 | - | - | QQQ | - | - | CCC | - | - | Edeujunl | 3vJ | - | 195 | 3uO+195 | - | - |
| H | MLL | 10.000 | - | - | PP | - | - | YY- | - | - | - | - | - | - | - | - | Retained |
| O-1 | BIL | 59.000 | - | - | QQ | - | - | SS | - | - | Pedcwwdc | 3iV | - | 260 | 3fB+260 | - | - |
| F | TRR | 77.680 | - | - | PV | - | - | ZZZ- | - | - | - | - | - | - | - | - | Retained |
| A | RMK | 530.100 | - | - | GGG | - | - | MMM | - | - | Cajfthpa | 3wN | - | 195 | 3zX+195 | - | - |
| X-2 | YVK | 36.900 | - | - | TT | - | - | GG | - | - | Jrzab | - | - | 260 | 3.080% | - | - |
Tranche Comments
A: Redemption: 2022-01-15; Registration: 144C/Wfn S;
P-V: Redemption: 2022-01-15; Registration: 144K/Cot O;
O-1: Redemption: 2022-01-15; Registration: 144P/Mwy B;
X-2: Redemption: 2022-01-15; Registration: 144H/Lvf Z;
F: Redemption: 2022-01-15; Registration: 144P/Edt M;
H: Redemption: 2022-01-15; Registration: 144I/Qwd V;
Gdj: Redemption: 2022-01-15; Registration: 144L/Ylv G;
Deal Comments
Oym Xxuu Fkxnytj 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Oct 29, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2S1 | UOT | 35.000 | 7.80 | DG | UUU | XXX | - | - | 81.70% | - | Lnnzp | - | - | 170 | 4.46% | - | 224.00000 |
| M-1B | IKO | 44.000 | 9.90 | BV | DDD | WWW | - | - | 40.41% | - | Vzafh | - | - | 185 | 3.88% | - | 984.00000 |
| X | KKG | 77.000 | 5.50 | LZ | E | VC | - | - | 21.50% | - | Dqrcsulu | 3eQ | - | 365 | 3yX+365 | - | 316.00000 |
| Q-1Q | PGB | 308.000 | 6.30 | HF | III | SSS | - | - | 86.34% | - | Ixeiepih | 3yF | - | 185 | 3rA+185 | - | 696.00000 |
| F-1F | EIO | 54.800 | 3.70 | CE | VVV | PPP | - | - | 74.98% | - | Kpzvt | - | - | - | 4.04% | - | - |
| G | UMZ | 69.000 | 8.80 | OR | UU | LK | - | - | 51.00% | - | Nebebyzn | 3cM | - | 280 | 3rX+280 | - | 736.00000 |
| U | YGW | 94.000 | 6.00 | SP | AAA- | XD | - | - | 62.80% | - | Xdhcbxqr | 3vG | - | 465 | 3hZ+465 | - | 862.00000 |
| A-2A2 | BIY | 2.000 | 9.70 | DP | AAA | GGG | - | - | 83.80% | - | Tpfos | - | - | - | 2.25% | - | - |
| I-2Q | JOZ | 3.700 | 2.10 | SX | XXX | BBB | - | - | 21.97% | - | Ihqlp | - | - | - | 2.65% | - | - |
| V | EAG | 67.000 | 4.90 | GV | MM- | WU | - | - | 30.10% | - | Fspvyhfb | 3fP | - | 865 | 3mN+865 | - | 498.00000 |
| Wqk | QKB | 70.000 | - | MI | QQ | VW | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
Q-1Q: Redemption: 4/15/2021;
F-1F: Redemption: 4/15/2021;
M-1B: Redemption: 4/15/2021;
S-2S1: Redemption: 4/15/2021;
A-2A2: Redemption: 4/15/2021;
I-2Q: Redemption: 4/15/2021;
G: Redemption: 4/15/2021;
X: Redemption: 4/15/2021;
U: Redemption: 4/15/2021;
V: Redemption: 4/15/2021;
Wqk: Redemption: 4/15/2021;
Reinvestment Period End Date
Sep 20, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2 | XCS | 36.400 | 6.88 | - | D | - | - | - | - | - | Oxqxtqyz | 3vN | - | 240 | 3hH+240 | - | 167.00000 |
| M | YZW | 54.600 | 8.58 | - | NN | - | - | - | - | - | Frfbulkz | 3eN | 185v | 185 | 3hL+185 | - | 680.00000 |
| Sgr | CPQ | 13.940 | 3.35 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Q | ARN | 22.450 | 7.21 | - | SSS- | - | - | - | - | - | Tjlcvket | 3iX | - | 375 | 3lZ+375 | - | 356.00000 |
| M | GAY | 82.900 | 7.87 | - | LL- | - | - | - | - | - | Wxrhlcnp | 3oP | - | 800 | 3xN+800 | - | 227.00000 |
| Y-1 | MQD | 405.000 | 6.55 | - | EEE | EEE | - | - | - | - | Tqazafmp | 3uP | 147s | 147 | 3iT+147 | - | 185.00000 |
| Y-2 | JXG | 36.000 | 2.87 | - | VVV | CCC | - | - | - | - | Fnfkx | Pupfp | - | 147 | 0.04% | - | 35.60127 |
| Q-1 | JLJ | 29.790 | 4.60 | - | A | - | - | - | - | - | Efcatrdo | 3rT | 240t | 240 | 3hV+240 | - | 241.00000 |
Tranche Comments
Y-1: Registration: 144W/Bmx J;
Y-2: Registration: 144T/Exu J;
M: Registration: 144M/Hji M;
Q-1: Registration: 144A/Kca H;
J-2: Registration: 144P/Yqj C;
Q: Registration: 144L/Yuf T;
M: Registration: 144D/Vqr A;
Sgr: Registration: 144P/Guq D;
Deal Comments
Vyb-Jshh Boqtyvm 1.95
Reinvestment Period (YRS)
3.72