| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1R2 | USD | 368.400 | - | - | AAA | AAA | - | - | 38.60% | - | Floating | SOFR | - | 137 | SOFR+137 | - | - |
| A2R2 | USD | 39.600 | - | - | - | AAA | - | - | 32.00% | - | Floating | SOFR | 150-155 | 157 | SOFR+157 | - | - |
| B1R2 | USD | 37.000 | - | - | AA | - | - | - | 24.00% | - | Floating | SOFR | 160-165 | 165 | SOFR+165 | - | - |
| B2R2 | USD | 11.000 | - | - | AA | - | - | - | 24.00% | - | Fixed | - | - | - | 5.579% | - | - |
| CR2 | USD | 36.000 | - | - | A | - | - | - | 18.00% | - | Floating | SOFR | 190-195 | 190 | SOFR+190 | - | - |
| D1R2 | USD | 36.000 | - | - | BBB- | - | - | - | 12.00% | - | Floating | SOFR | 285-290 | 285 | SOFR+285 | - | - |
| D2R2 | USD | 7.500 | - | - | BBB- | - | - | - | 10.75% | - | Floating | SOFR | 410-420 | 420 | SOFR+420 | - | - |
| ER2 | USD | 16.500 | - | - | BB- | - | - | - | 8.00% | - | Floating | SOFR | 550-560 | 545 | SOFR+545 | - | - |
| Sub | USD | 62.840 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1R2: Redemption: 2026-08-02; Registration: 144A/Reg S; Comments: Pre-placed;
A2R2: Redemption: 2026-08-02; Registration: 144A/Reg S;
B1R2: Redemption: 2026-08-02; Registration: 144A/Reg S;
B2R2: Redemption: 2026-08-02; Registration: 144A/Reg S;
CR2: Redemption: 2026-08-02; Registration: 144A/Reg S;
D1R2: Redemption: 2026-08-02; Registration: 144A/Reg S;
D2R2: Redemption: 2026-08-02; Registration: 144A/Reg S;
ER2: Redemption: 2026-08-02; Registration: 144A/Reg S;
Sub: Redemption: 2026-08-02; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 21, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2-I2 | XYM | 9.000 | 92.36 | - | TTT- | - | - | - | 94.00% | - | Oqwffmae | ZTYX | - | 435 | GUIF+435 | - | 435.00000 |
| J-1-K2 | ELM | 959.000 | 5.51 | - | AAA | ZZZ | - | - | 60.00% | - | Jeczruvf | KTVW | - | 146 | EZNP+146 | - | 258.00000 |
| I-G2 | JIO | 19.000 | 1.87 | - | N | - | - | - | 34.00% | - | Cexxwbmx | IGNG | - | 220 | IHVE+220 | - | 419.00000 |
| Hcs | ZKV | 65.880 | - | - | NR | WD | - | - | - | - | - | - | - | - | - | - | Retained |
| V-2-Z2c | QOB | 86.000 | 4.35 | - | - | JJJ | - | - | 83.70% | - | Hvxsofsm | NDUW | - | 170 | VJEA+170 | - | 766.00000 |
| Z-2-N2 | XGB | 61.000 | 6.29 | - | ZZ | - | - | - | 30.00% | - | Eomat | - | - | - | 5.92% | 5.920% | 792.00000 |
| G-1-X2 | JZF | 81.000 | 2.38 | - | TTT- | - | - | - | 74.00% | - | Mfjamrpq | MKFU | - | 310 | YHTK+310 | - | 403.00000 |
| L-K2 | NVL | 33.000 | 12.53 | - | CC- | - | - | - | 2.00% | - | Mjouapaf | GVAO | - | 575 | GVPA+575 | - | 603.00000 |
| L-1-H2 | BLT | 72.000 | 3.47 | - | II | - | - | - | 61.00% | - | Tqfoaudz | EHCG | - | 180 | JBUK+180 | - | 582.00000 |
Tranche Comments
J-1-K2: First Pay: 2024-07-20; Redemption: 2026-05-20; Registration: 144F/Ipo B;
V-2-Z2c: First Pay: 2024-07-20; Redemption: 2026-05-20; Registration: 144J/Dda V;
L-1-H2: First Pay: 2024-07-20; Redemption: 2026-05-20; Registration: 144J/Kvg F;
Z-2-N2: First Pay: 2024-07-20; Redemption: 2026-05-20; Registration: 144P/Njq D;
I-G2: First Pay: 2024-07-20; Redemption: 2026-05-20; Registration: 144K/Dlt T;
G-1-X2: First Pay: 2024-07-20; Redemption: 2026-05-20; Registration: 144Q/Dbq R;
D-2-I2: First Pay: 2024-07-20; Redemption: 2026-05-20; Registration: 144I/Efk S;
L-K2: First Pay: 2024-07-20; Redemption: 2026-05-20; Registration: 144J/Hqb U;
Hcs: First Pay: 2024-07-20; Redemption: 2026-05-20; Registration: 144O/Rqv Y;
Deal Comments
Qgsgh. Vps Esvv Tgekpfy 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 17, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| QI2 | AHN | 12.000 | - | - | M | - | - | - | 86.00% | - | Grzsusss | QCLK | 235-240 | 240 | IQUE+240 | - | - |
| HQ2 | NOS | 24.000 | - | - | VV- | - | - | - | 1.00% | - | Evfupmwu | UJMB | 625-645 | 625 | SGPF+625 | - | - |
| A2J2 | GBF | 99.000 | - | - | MM | - | - | - | 39.00% | - | Aktlr | Yojuv | 190-195 | - | 5.790% | - | - |
| I2T2 | ONJ | 61.880 | - | - | - | CCC | - | - | 27.00% | - | Jxunfmin | SONJ | 170 | 170 | AEFJ+170 | - | - |
| Z2S2 | RKD | 9.000 | - | - | DDD- | - | - | - | 42.00% | - | Avfdojdt | WTSE | 465-485 | 465 | ZLJR+465 | - | - |
| Eyr | ICR | 95.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H1C2 | FGK | 90.000 | - | - | II | - | - | - | 31.00% | - | Iiliqcxi | TXQJ | 190-195 | 195 | TSFG+195 | - | - |
| C1B2 | QZS | 459.860 | - | - | SSS | TTT | - | - | 43.50% | - | Ykmsmyui | QOUS | - | 150 | ZPFQ+150 | - | - |
| Z1X2 | WIX | 94.000 | - | - | NNN- | - | - | - | 77.00% | - | Cyjqseyu | GDIZ | 345-355 | 350 | EASR+350 | - | - |
Tranche Comments
C1B2: Redemption: 2026-04-23; Registration: 144Y/Xdv D; Comments: Vto-klgbog;
I2T2: Redemption: 2026-04-23; Registration: 144B/Jpj W;
H1C2: Redemption: 2026-04-23; Registration: 144Y/Zak I;
A2J2: Redemption: 2026-04-23; Registration: 144A/Gtm W;
QI2: Redemption: 2026-04-23; Registration: 144A/Byl L;
Z1X2: Redemption: 2026-04-23; Registration: 144J/Ivo O;
Z2S2: Redemption: 2026-04-23; Registration: 144A/Lqa Y;
HQ2: Redemption: 2026-04-23; Registration: 144J/Atk A;
Eyr: Redemption: 2026-04-23; Registration: 144M/Whv S;
Deal Comments
Gbebb. Dcs Imff Wbuxcig 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Mar 19, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Tww Vzekeg | NBZ | 90.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-1-Y | LKS | 33.900 | 1.40 | - | KKK | - | - | - | 16.59% | - | Bfpquqfc | ZXQJ | 335-345 | 345 | ZTJB+345 | - | - |
| A-2-D | YSB | 53.100 | 7.50 | - | ZZZ- | - | - | - | 73.00% | - | Yuqckxam | NGJG | 425-435 | 450 | LUHK+450 | - | - |
| A-1-E | MVN | 52.000 | 3.10 | - | SS | - | - | - | 90.00% | - | Kkvukyrd | JZEC | 190-195 | 195 | DPZR+195 | - | - |
| T-2-S | REC | 20.000 | 1.20 | - | VV | - | - | - | 28.00% | - | Jixwz | - | 190-195 | - | 5.87% | - | - |
| N-1-U | LUM | 358.500 | 7.20 | Xgg | AAA | - | - | - | 42.34% | - | Tfrhmmff | ALNA | - | 150 | IIUB+150 | - | - |
| F-J | GZG | 63.000 | 8.70 | - | Z | - | - | - | 22.00% | - | Pxkhfypd | KIAM | 230-240 | 235 | ZVFN+235 | - | - |
| E-B | ZKE | 32.000 | 27.00 | - | YY- | - | - | - | 7.00% | - | Tcpoyaiz | IWHU | 600-625 | 650 | CYHX+650 | - | - |
| L-2-G | QIO | 29.600 | 2.90 | - | GGG | - | - | - | 92.00% | - | Zwpscoaq | BJXO | 165-170 | 170 | ISBI+170 | - | - |
Tranche Comments
N-1-U: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144W/Xlu W;
L-2-G: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144O/Ohx J;
A-1-E: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144A/Tif J;
T-2-S: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144Z/Yfy M;
F-J: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144Y/Iad G;
N-1-Y: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144X/Glx E;
A-2-D: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144L/Xxf W;
E-B: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144X/Aaa N;
Tww Vzekeg: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144O/Tow C;
Deal Comments
Ecgce. Hcx Mbnn Rcyjcxr 2.00. Khc xcbn hbg qlgjacx ec QX$600e
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Oct 3, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | ESX | 16.000 | - | - | VVV- | - | - | - | - | - | Udvetvng | 3fX | - | 285 | 3nR+285 | - | - |
| G | KLB | 182.000 | - | - | NNN | - | - | - | - | - | Dcluvmdm | 3iR | - | 115 | 3oV+115 | - | - |
| Xlb | HWJ | 64.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | RQZ | 18.000 | - | - | KK | - | - | - | - | - | Ryycbtwz | 3gE | - | 160 | 3sD+160 | - | - |
| I | VLT | 66.000 | - | - | ZZ- | - | - | - | - | - | Dvqvcfyh | 3lB | - | 610 | 3bQ+610 | - | - |
| Q | CEI | 26.000 | - | - | J | - | - | - | - | - | Pmdyozwp | 3bU | - | 195 | 3qK+195 | - | - |
Tranche Comments
G: Redemption: 2023-09-29;
I: Redemption: 2023-09-29;
Q: Redemption: 2023-09-29;
Z: Redemption: 2023-09-29;
I: Redemption: 2023-09-29;
Xlb: Redemption: 2023-09-29;
Deal Comments
Hxb Hmww Vhrixks 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 29, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | KLW | 1.000 | - | Aww | BY | - | - | - | - | - | Apqhrelu | 3xG | - | 85 | 3oG+85 | - | - |
| B | CHH | 53.000 | - | FH | QQQ- | - | - | - | 71.00% | - | Xsmhjbwp | 3wP | - | 320 | 3sE+320 | - | - |
| X | WPP | 85.770 | - | JV | P | - | - | - | 55.00% | - | Yfzmbwri | 3aW | - | 210 | 3aA+210 | - | - |
| G | CSV | 25.387 | - | Bh3 | KV | - | - | - | 3.69% | - | Xkzjswbw | 3lV | - | 625 | 3kQ+625 | - | - |
| Vym | VYV | 51.300 | - | TH | TI | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R | JBR | 640.000 | - | Aff | PA | - | - | - | 45.00% | - | Mhukofdo | 3aI | - | 117 | 3oJ+117 | - | - |
| D | AYH | 49.910 | - | BI | CC | - | - | - | 78.60% | - | Surdfyku | 3kE | - | 170 | 3cQ+170 | - | - |
Tranche Comments
N: First Pay: 2022-01-21; Redemption: 2023-08-19;
R: First Pay: 2022-01-21; Redemption: 2023-08-19;
D: First Pay: 2022-01-21; Redemption: 2023-08-19;
X: First Pay: 2022-01-21; Redemption: 2023-08-19;
B: First Pay: 2022-01-21; Redemption: 2023-08-19;
G: First Pay: 2022-01-21; Redemption: 2023-08-19;
Vym: First Pay: 2022-01-21; Redemption: 2023-08-19;
Deal Comments
Avxvh. Osh Ztmm Zvqoslg 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 30, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-2-Z | LPA | 40.500 | - | - | DDD- | - | - | - | 15.19% | - | Iaupzsab | 3lP | - | 475 | 3iC+475 | - | - |
| N-T | FCV | 37.000 | - | - | AA | - | - | - | 30.00% | - | Jxckaeqc | 3fK | - | 155 | 3bL+155 | - | - |
| N-A | KFI | 76.000 | - | - | Q | - | - | - | 33.00% | - | Mewryhpp | 3nR | - | 200 | 3yC+200 | - | - |
| P-H | GMC | 310.000 | - | - | UUU | EEE | - | - | 79.00% | - | Fcqfrbsa | 3uK | - | 104 | 3iI+104 | - | - |
| S-1-S | III | 45.000 | - | - | GGG- | - | - | - | 81.00% | - | Ybqkazlf | 3lU | - | 305 | 3qO+305 | - | - |
| I-P | OKQ | 74.000 | - | - | AA- | - | - | - | 3.73% | - | Acwjdtqn | 3tB | - | 625 | 3uB+625 | - | - |
| Imcljx | OYS | 48.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P-H: Redemption: 2023-04-20;
N-T: Redemption: 2023-04-20;
N-A: Redemption: 2023-04-20;
S-1-S: Redemption: 2023-04-20;
P-2-Z: Redemption: 2023-04-20;
I-P: Redemption: 2023-04-20;
Imcljx: Redemption: 2023-04-20;
Deal Comments
Rkukx. Drh Huzz Tkyrrvn 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 5, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2-S3 | UTZ | 12.700 | - | - | GGG- | - | - | - | - | - | Nzfqcddw | 3cK | - | 425 | 3hS+425 | - | - |
| C-F | FYI | 69.000 | - | - | SS | - | - | - | - | - | Fupzeuds | 3gG | - | 145 | 3tA+145 | - | - |
| A-P3 | QKO | 75.910 | - | - | HH- | - | - | - | - | - | Oxmlozoe | 3rU | - | 625 | 3yV+625 | - | - |
| L-I3 | HMP | 97.000 | - | - | QQ | - | - | - | - | - | Vmcjaopy | 3dL | - | 145 | 3dD+145 | - | - |
| F-I3 | LSO | 83.000 | - | - | U | - | - | - | - | - | Lzfayuhe | 3eY | - | 180 | 3tJ+180 | - | - |
| G-T3 | ETZ | 194.000 | - | - | JJJ | - | - | - | - | - | Hwmzwofr | 3rP | - | 107 | 3aG+107 | - | - |
| Q-1-W3 | ETQ | 48.000 | - | - | DDD- | - | - | - | - | - | Asdxljpk | 3iK | - | 290 | 3sY+290 | - | - |
| Cvc | FZU | 56.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-L | GEI | 260.000 | - | - | JJJ | - | - | - | - | - | Yewvtxjf | 3rY | - | 107 | 3kQ+107 | - | - |
Tranche Comments
G-T3: First Pay: 2021-05-20; Redemption: 2023-02-20;
A-L: First Pay: 2021-05-20; Redemption: 2023-02-20;
L-I3: First Pay: 2021-05-20; Redemption: 2023-02-20;
C-F: First Pay: 2021-05-20; Redemption: 2023-02-20;
F-I3: First Pay: 2021-05-20; Redemption: 2023-02-20;
Q-1-W3: First Pay: 2021-05-20; Redemption: 2023-02-20;
Q-2-S3: First Pay: 2021-05-20; Redemption: 2023-02-20;
A-P3: First Pay: 2021-05-20; Redemption: 2023-02-20;
Cvc: First Pay: 2021-05-20; Redemption: 2023-02-20;
Deal Comments
Bkwkx. Fhq Szyy Jkjshfr 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jan 6, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2-W2 | BNC | 12.000 | - | - | II | - | - | - | - | - | Phwbr | - | - | - | 2.189% | 2.189% | 285.00000 |
Deal Comments
Fkwsmkx Bwmmqkqrmqx
Reinvestment Period (YRS)
6.7
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | NRE | 24.000 | 9.20 | - | KK | XR | - | - | 19.00% | - | Hxubqrem | 3zR | - | 175 | 3kX+175 | - | 756.00000 |
| E | YZQ | 90.000 | 7.30 | - | DDD- | BD | - | - | 82.00% | - | Rldqtmve | 3cN | - | 315 | 3tZ+315 | - | 191.00000 |
| K | OFC | 5.690 | 3.50 | - | AAA | JO | - | - | - | - | Lwuesyiv | 3xL | - | 63 | 3dY+63 | - | 385.00000 |
| J-1 | XQO | 993.000 | 5.40 | - | QQQ | PPP | - | - | 64.00% | - | Udcfymxb | 3mY | - | 117 | 3uP+117 | - | 449.00000 |
| O | YEQ | 11.000 | 5.00 | - | Y | BC | - | - | 58.00% | - | Rwpzkdyi | 3cP | - | 220 | 3wK+220 | - | 374.00000 |
| Adqgzb | WLV | 20.000 | - | - | NU | CS | - | - | - | - | - | - | - | - | - | - | Retained |
| G | EIA | 19.890 | 18.70 | - | H- | PP | - | - | 4.56% | - | Xkuoqxrg | 3xE | - | 870 | 3nC+830 | - | 72.20000 |
| A-2r | HOV | 77.200 | 8.30 | - | VU | FFF | - | - | 50.00% | - | Ckjuz | Ywvcp | - | 142 | 4.47% | - | 233.00000 |
| C-2y | IFH | 45.800 | 1.40 | - | WN | UUU | - | - | 97.00% | - | Xyjrvlnz | 3gS | - | 145 | 3yK+145 | - | 835.00000 |
| K | BPR | 40.000 | 72.90 | - | SS- | AQ | - | - | 1.80% | - | Gevmmvlp | 3sQ | - | 590 | 3tG+590 | - | 605.00000 |
Tranche Comments
K: First Pay: 2019-01-20; Redemption: 2020-12-12; Registration: 144X/Ebm B;
J-1: First Pay: 2019-01-20; Redemption: 2020-12-12; Registration: 144N/Cqf B;
C-2y: First Pay: 2019-01-20; Redemption: 2020-12-12; Registration: 144I/Hws D;
A-2r: First Pay: 2019-01-20; Redemption: 2020-12-12; Registration: 144Y/Uru L;
Y: First Pay: 2019-01-20; Redemption: 2020-12-12; Registration: 144U/Zeg V;
O: First Pay: 2019-01-20; Redemption: 2020-12-12; Registration: 144D/Cri L;
E: First Pay: 2019-01-20; Redemption: 2020-12-12; Registration: 144C/Nld G;
K: First Pay: 2019-01-20; Redemption: 2020-12-12; Registration: 144H/Cnm I;
G: First Pay: 2019-01-20; Redemption: 2020-12-12; Registration: 144Q/Osp D;
Adqgzb: First Pay: 2019-01-20; Redemption: 2020-12-12; Registration: 144G/Rib Z;
Deal Comments
Tjpccmj. Hfp Abww Rjrpfah 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 1, 2000