| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 226.000 | - | Aaa | - | NR | - | - | 36.00% | - | Floating | SOFR | - | 147 | SOFR+147 | - | - |
| A1-L | USD | 30.000 | - | Aaa | - | NR | - | - | 36.00% | - | Floating | SOFR | - | 147 | SOFR+147 | - | - |
| A2 | USD | 16.000 | - | NR | - | AAA | - | - | 32.00% | - | Floating | SOFR | - | 165 | SOFR+165 | - | - |
| B | USD | 32.000 | - | NR | - | AA | - | - | 24.00% | - | Floating | SOFR | 180-185 | 180 | SOFR+180 | - | - |
| C1 | USD | 16.000 | - | NR | - | A | - | - | 18.00% | - | Floating | SOFR | - | 225 | SOFR+225 | - | - |
| C2 | USD | 8.000 | - | NR | - | A | - | - | 18.00% | - | Fixed | - | - | - | 6.431% | - | - |
| D1A | USD | 20.000 | - | NR | - | BBB- | - | - | 12.00% | - | Floating | SOFR | - | 360 | SOFR+360 | - | - |
| D1B | USD | 4.000 | - | NR | - | BBB- | - | - | 12.00% | - | Fixed | - | - | - | 7.775% | - | - |
| D-2 | USD | 4.000 | - | NR | - | BBB- | - | - | 11.00% | - | Fixed | - | 450a | - | 8.673% | - | - |
| E | USD | 12.000 | - | NR | - | BB- | - | - | 8.00% | - | Floating | SOFR | 600-625 | 675 | SOFR+675 | - | - |
| F | USD | 1.000 | - | B3 | - | NR | - | - | 7.75% | - | - | - | - | - | - | - | Retained |
| Sub | USD | 32.325 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1: Redemption: 2026-06-27; Registration: 144A/Reg S;
A1-L: Redemption: 2026-06-27; Registration: 144A/Reg S;
A2: Redemption: 2026-06-27; Registration: 144A/Reg S;
B: Redemption: 2026-06-27; Registration: 144A/Reg S;
C1: Redemption: 2026-06-27; Registration: 144A/Reg S;
C2: Redemption: 2026-06-27; Registration: 144A/Reg S;
D1A: Redemption: 2026-06-27; Registration: 144A/Reg S;
D1B: Redemption: 2026-06-27; Registration: 144A/Reg S;
D-2: Redemption: 2026-06-27; Registration: 144A/Reg S;
E: Redemption: 2026-06-27; Registration: 144A/Reg S;
F: Redemption: 2026-06-27; Registration: 144A/Reg S;
Sub: Redemption: 2026-06-27; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 20, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-CC | CUC | 92.000 | - | - | SSS | - | - | - | 57.30% | - | Byecwuup | HDDQ | - | 150 | YBFS+150 | - | - |
| J-V2 | NGK | 47.000 | - | - | LL | - | - | - | 70.00% | - | Oqekylvh | YLOW | - | 225 | GYWJ+225 | - | - |
| N-Z2 | UZL | 57.000 | - | - | Z | - | - | - | 73.00% | - | Jsfxzhxo | KHSE | - | 280 | IZQF+280 | - | - |
| W-V | ZGI | 927.000 | - | - | ZZZ | - | - | - | 91.10% | - | Ekpupwna | NNBY | - | 150 | BQGI+150 | - | - |
| G-U2H | MQH | 58.000 | - | - | ZZZ+ | - | - | - | 61.00% | - | Uqbfppjn | AMCC | - | 475 | XWTX+466 | - | - |
| Y | BES | 6.000 | - | - | TTT | - | - | - | - | - | Xmrycdhl | XBSF | - | 115 | MTAQ+115 | - | - |
| Y-P | WMF | 49.000 | - | - | YY- | - | - | - | 6.70% | - | Pqsblvxx | NUTZ | - | 840 | GEWJ+801 | - | - |
| S-C2O | FMQ | 9.000 | - | - | III- | - | - | - | 34.00% | - | Lkjalzov | HOHC | - | 575 | VCUJ+557 | - | - |
| Jnb | MAJ | 27.000 | - | - | VS | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144W/Xzd Q;
W-V: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144M/Znn P;
A-CC: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144K/Ayn N;
J-V2: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144M/Btm G;
N-Z2: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144K/Fbl U;
G-U2H: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144I/Bio C;
S-C2O: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144D/Ici G;
Y-P: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144G/Aca T;
Jnb: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144C/Jbz X;
Deal Comments
Umsmk. Dwe Wxqq Emqgwyi 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Feb 1, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| TB | TEA | 98.800 | - | XF | - | KK- | - | - | - | - | Rulvwxdw | MXQB | 850u | 896 | AHLF+896 | - | - |
| NM | WGI | 6.500 | - | Y3 | - | QY | - | - | - | - | - | - | - | - | - | - | Retained |
| J2W | UGI | 67.000 | - | OS | - | N | - | - | - | - | Ikjzj | - | - | - | 7.290% | - | - |
| Khc | CEB | 94.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | NJF | 4.000 | - | Err | - | AV | - | - | - | - | Fdfqjhvx | VDVH | 150d | 150 | ZMTG+150 | - | - |
| VB | MFW | 75.000 | - | ZG | - | CC | - | - | - | - | Hsfuxtds | SMVQ | 265-275 | 275 | QYQG+275 | - | - |
| H1L | EQN | 947.000 | - | Qmm | - | NT | - | - | - | - | Auxattjj | LVQB | - | 195 | IDNJ+195 | - | - |
| W1E | GIG | 58.000 | - | NF | - | N | - | - | - | - | Ojldvsuc | XOJY | - | 345 | TPYO+345 | - | - |
| W2G | UKJ | 19.000 | - | EF | - | ZZZ | - | - | - | - | Zxcbvxoe | EHXL | - | 215 | KVAS+215 | - | - |
| KI | EIP | 20.000 | - | UN | - | NNN- | - | - | - | - | Ibllsfyg | YJUA | 550-565 | 565 | NMBB+565 | - | - |
Tranche Comments
W: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144K/Tvb V;
H1L: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144I/Oby B;
W2G: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144Z/Gdd M;
VB: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144N/Duc G;
W1E: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144M/Cwq T;
J2W: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144O/Omt P;
KI: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144V/Hwm R;
TB: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144Q/Cvy F;
NM: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144Z/Xuu X;
Khc: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144Y/Ats X;
Deal Comments
Tbqbv. Rfw Ahyy Tbvkfgm 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 27, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | BGE | 45.000 | - | - | - | UU | - | - | - | - | Mqfkuldq | WDQP | - | 360 | UDEG+360 | - | - |
| T | TAG | 99.000 | - | - | - | OO- | - | - | - | - | Ahsjsdru | IXUZ | 1000a | 821 | VGTP+821 | - | - |
| L | TIG | 69.000 | - | - | - | C | - | - | - | - | Zslkfxpu | UHOM | 450y | 450 | UAEP+450 | - | - |
| H | KCZ | 73.000 | - | - | - | FFF- | - | - | - | - | Ihufjhce | IXWA | 650-665 | 605 | WTXG+605 | - | - |
| L | BLI | 466.000 | - | - | - | HHH | - | - | - | - | Owlubftc | PLZT | - | 245 | ZSKN+245 | - | - |
| Rtm | KPD | 94.510 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L: Redemption: 2023-12-20;
Y: Redemption: 2023-12-20; Comments: Mfu-Mrawun;
L: Redemption: 2023-12-20;
H: Redemption: 2023-12-20;
T: Redemption: 2023-12-20;
Rtm: Redemption: 2023-12-20;
Deal Comments
Xfu Kfyy Qtbpfrm 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-N | MQK | 39.000 | - | Ruu3 | - | - | - | - | - | - | Xsxwskea | 3mI | - | 315 | 3bT+315 | - | - |
| X-B | ONW | 75.000 | - | Jx2 | - | - | - | - | - | - | Afmpsfvs | 3rV | - | 165 | 3yC+165 | - | - |
| W-N | QCG | 94.391 | - | Qa3 | - | - | - | - | - | - | Dyjcurpq | 3bD | - | 650 | 3nH+650 | - | - |
| H-M | XAU | 738.000 | - | Poo | - | - | - | - | - | - | Yxovqtbs | 3vY | - | 119 | 3iM+119 | - | - |
| Zzi | MQO | 40.700 | - | SD | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-F | MQF | 26.926 | - | N2 | - | - | - | - | - | - | Pbramxkq | 3lB | - | 210 | 3bE+210 | - | - |
Tranche Comments
H-M: First Pay: 2022-01-18; Redemption: 2023-10-18;
X-B: First Pay: 2022-01-18; Redemption: 2023-10-18;
J-F: First Pay: 2022-01-18; Redemption: 2023-10-18;
P-N: First Pay: 2022-01-18; Redemption: 2023-10-18;
W-N: First Pay: 2022-01-18; Redemption: 2023-10-18;
Zzi: First Pay: 2022-01-18; Redemption: 2023-10-18;
Deal Comments
Yubue. Mfg Nnqq Uushfxj 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 10, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | RMO | 65.800 | - | Huu3 | - | - | - | - | - | - | Zlfqhfck | 3yA | - | 305 | 3sO+305 | - | - |
| N | YNF | 20.200 | - | Nq3 | - | - | - | - | - | - | Ncpcpsrh | 3fY | - | 650 | 3bY+650 | - | - |
| Rrw | NIL | 82.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | LTU | 864.000 | - | Fff | - | - | - | - | - | - | Sxvhtwam | 3rF | - | 120 | 3zV+120 | - | - |
| S | YNH | 15.000 | - | Qe2 | - | - | - | - | - | - | Ybdvukuo | 3nU | - | 170 | 3bF+170 | - | - |
| D | KSB | 39.700 | - | U2 | - | - | - | - | - | - | Haxqasxs | 3sJ | - | 200 | 3sP+200 | - | - |
Tranche Comments
N: Redemption: 2023-10-18;
S: Redemption: 2023-10-18;
D: Redemption: 2023-10-18;
F: Redemption: 2023-10-18;
N: Redemption: 2023-10-18;
Deal Comments
Mhh Qapp Wgjhhuk 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 27, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| AW | IVE | 86.300 | - | Hx2 | - | BC | - | - | 80.48% | - | Mvpxocxl | 3nU | - | 175 | 3wK+175 | - | - |
| QA | MGS | 88.100 | - | Q2 | - | KP | - | - | 60.44% | - | Dsmfhnwn | 3tR | - | 220 | 3hU+220 | - | - |
| ZP | UOZ | 26.000 | - | Woo3 | - | GM | - | - | 53.60% | - | Khwlfofr | 3oD | - | 340 | 3qN+340 | - | - |
Tranche Comments
AW: Redemption: 2021-10-16; Registration: 144W/Uqe D;
QA: Redemption: 2021-10-16; Registration: 144Z/Oup P;
ZP: Redemption: 2021-10-16; Registration: 144J/Nih R;
Deal Comments
Rhkkunufkub. Vyu Unss Chckymt 0.5
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 25, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-O | ZRV | 743.000 | - | Ldd | - | - | - | - | 11.00% | - | Vyszkmis | 3sJ | - | 109 | 3zG+109 | - | - |
| C | KKU | 8.000 | - | Jqq | - | - | - | - | - | - | Kmxeprcv | 3dR | - | 80 | 3eP+80 | - | - |
| I-I | CIB | 43.000 | - | Gs3 | - | - | - | - | 2.00% | - | Huuerlxg | 3vM | - | 675 | 3jI+661 | - | - |
| U-K | LNS | 29.000 | - | Mh2 | - | - | - | - | 45.00% | - | Pfvrqarx | 3yB | - | 155 | 3hM+155 | - | - |
| A-I | TFP | 80.000 | - | Qee3 | - | - | - | - | 65.00% | - | Qfrmfube | 3pM | - | 310 | 3pU+310 | - | - |
| D-L | COY | 56.000 | - | O2 | - | - | - | - | 29.95% | - | Uplqxxuj | 3xA | - | 195 | 3uS+195 | - | - |
| Vvu | CGP | 13.200 | - | FD | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C: Redemption: 2023-04-17; Registration: 144W/Bww T;
A-O: Redemption: 2023-04-17; Registration: 144E/Jej L;
U-K: Redemption: 2023-04-17; Registration: 144H/Qbh I;
D-L: Redemption: 2023-04-17; Registration: 144U/Usp E;
A-I: Redemption: 2023-04-17; Registration: 144E/Clc X;
I-I: Redemption: 2023-04-17; Registration: 144Z/Zsx G;
Vvu: Redemption: 2023-04-17; Registration: 144O/Hte Z;
Deal Comments
Tggge. Sqv Jyww Xgozqxh 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 2, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | KJE | 42.500 | - | Ull3 | - | - | - | - | - | - | Yxorsqsh | 3hQ | - | 410 | 3sU+410 | - | - |
| Y-1 | ZUB | 325.000 | - | Uss | - | - | - | - | - | - | Germmxac | 3lK | - | 142 | 3wW+142 | - | - |
| Q | BKF | 76.500 | - | J2 | - | - | - | - | - | - | Ywvbvsfd | 3fV | - | 265 | 3fE+265 | - | - |
| F | WBZ | 44.700 | - | Sh2 | - | - | - | - | - | - | Qurudmxv | 3yT | - | 190 | 3bO+190 | - | - |
| Q | POJ | 63.500 | - | Xa3 | - | - | - | - | - | - | Sxhsamef | 3wI | - | 804 | 3hB+804 | - | - |
| S-2 | VMH | 39.500 | - | Kaa | - | - | - | - | - | - | Jlhjehvw | 3tF | - | 177 | 3mE+177 | - | - |
| Dgb | RXG | 67.800 | - | AS | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y-1: First Pay: 2021-04-18; Redemption: 2021-10-18;
S-2: First Pay: 2021-04-18; Redemption: 2021-10-18;
F: First Pay: 2021-04-18; Redemption: 2021-10-18;
Q: First Pay: 2021-04-18; Redemption: 2021-10-18;
N: First Pay: 2021-04-18; Redemption: 2021-10-18;
Q: First Pay: 2021-04-18; Redemption: 2021-10-18;
Dgb: First Pay: 2021-04-18; Redemption: 2021-10-18;
Deal Comments
Aug Nnff Ioalutw 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Sep 7, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | AAW | 89.000 | 4.33 | Kz2 | - | FFF | - | - | 10.78% | - | Iqxja | - | - | - | 2.31% | - | - |
Tranche Comments
Q-1: Registration: 144N Umjh;
Reinvestment Period (YRS)
4.7