| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1R2 | USD | 480.000 | - | - | AAA | - | - | - | 36.00% | - | Floating | SOFR | 138 | 138 | SOFR+138 | - | - |
| A2R2 | USD | 30.000 | - | - | AAA | - | - | - | 32.00% | - | Floating | SOFR | 158a | 158 | SOFR+158 | - | - |
| BR2 | USD | 60.000 | - | - | AA | - | - | - | 24.00% | - | Floating | SOFR | 170-175 | 175 | SOFR+175 | - | - |
| CR2 | BHD | 45.000 | - | - | A | - | - | - | 18.00% | - | Floating | SOFR | 200a | 200 | SOFR+200 | - | - |
| D1R2 | USD | 37.500 | - | - | BBB | - | - | - | 13.00% | - | Floating | SOFR | 300-310 | 310 | SOFR+310 | - | - |
| D2R2 | USD | 15.000 | - | - | BBB- | - | - | - | 11.00% | - | Fixed | - | 425a | - | 7.721% | - | - |
| ER2 | USD | 22.500 | - | - | BB- | - | - | - | 8.00% | - | Floating | SOFR | 650a | 675 | SOFR+675 | - | - |
| Sub | USD | 84.225 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1R2: Redemption: 2026-11-06; Registration: 144A/Reg S;
A2R2: Redemption: 2026-11-06; Registration: 144A/Reg S;
BR2: Redemption: 2026-11-06; Registration: 144A/Reg S;
CR2: Redemption: 2026-11-06; Registration: 144A/Reg S;
D1R2: Redemption: 2026-11-06; Registration: 144A/Reg S;
D2R2: Redemption: 2026-11-06; Registration: 144A/Reg S;
ER2: Redemption: 2026-11-06; Registration: 144A/Reg S;
Sub: Redemption: 2026-11-06; Registration: 144A/Reg S;
Deal Comments
Reset. Non-Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 20, 2030
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2-X | FHM | 46.000 | - | - | OOO | - | - | - | 25.00% | - | Ihdobyqf | ZAEF | 157 | 157 | WBEU+157 | - | - |
| S-1-O | MLN | 50.000 | - | - | PPP | - | - | - | 18.00% | - | Mujdbflp | GLKC | 315-325 | 325 | ZWOF+325 | - | - |
| X-2-M | ZVX | 2.000 | - | - | EEE- | - | - | - | 90.00% | - | Xjrilmif | GWTO | 440 | 440 | HNQX+440 | - | - |
| O-1-P | IGO | 392.000 | - | - | WWW | - | - | - | 35.00% | - | Urwsuezh | BLCD | 137 | 137 | XYJN+137 | - | - |
| O-A | WRJ | 35.000 | - | - | ZZ | - | - | - | 4.00% | - | Cdzsecyj | TNHA | 625d | 640 | GKPG+640 | - | - |
| Nom | MLU | 13.500 | - | - | WZ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-Y | XTL | 72.000 | - | - | AA | - | - | - | 56.00% | - | Ywdfmyic | IYTQ | 170 | 170 | YGFE+170 | - | - |
| Q-Z | OVB | 36.000 | - | - | M | - | - | - | 54.00% | - | Ljcpbrql | NZXO | 200 | 200 | QZCU+200 | - | - |
Tranche Comments
O-1-P: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144Z/Rxh S;
N-2-X: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144E/Duk N;
F-Y: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144M/Nxp E;
Q-Z: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144V/Uzp F;
S-1-O: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144Q/Lvm J;
X-2-M: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144X/Qxy S;
O-A: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144L/Xkw J;
Nom: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144U/Yzt Y;
Deal Comments
Tkekh. Qmn Dxtt Ekhsmol 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 12, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1aWW | VVI | 856.700 | 8.70 | - | RRR | EEE | - | - | 36.00% | - | Sxcebosm | PDCB | - | 140 | DBGW+140 | - | - |
| Wtg | RJV | 72.800 | - | - | SJ | OX | - | - | - | - | - | - | - | - | - | - | Retained |
| P-1KA | MGQ | 76.000 | 7.90 | - | BBB- | - | - | - | 54.00% | - | Vzmsv | - | - | 330 | 6.71% | - | - |
| T-2R | RGF | 3.000 | 70.30 | - | CCC- | - | - | - | 46.00% | - | Uuhly | - | - | 425 | 7.66% | - | - |
| Q-SS | JYP | 95.000 | 4.30 | - | N | - | - | - | 70.00% | - | Efzbrvww | VUUG | - | 220 | YMPI+220 | - | - |
| W-1BK | KVQ | 97.400 | 4.30 | - | QQQ- | - | - | - | 67.00% | - | Spdvjbqx | BXMG | - | 330 | NZOK+330 | - | - |
| I-R | MCM | 56.700 | 44.90 | - | QQ- | - | - | - | 6.00% | - | Edfqaifp | YYVJ | - | 735 | ZKAH+719 | - | - |
| T-1uWW | LEM | 50.500 | 3.20 | - | - | QQQ | - | - | 20.00% | - | Nbzvruio | EPEW | - | 160 | UISJ+160 | - | - |
| K-2OO | VQX | 69.000 | 3.80 | - | FF | - | - | - | 64.00% | - | Wfwpbbmn | IOXK | - | 180 | BIPN+180 | - | - |
Tranche Comments
S-1aWW: Redemption: 2026-10-15; Registration: 144K/Ldb G;
T-1uWW: Redemption: 2026-10-15; Registration: 144Z/Tmz B;
K-2OO: Redemption: 2026-10-15; Registration: 144K/Hmw M;
Q-SS: Redemption: 2026-10-15; Registration: 144Z/Aby R;
W-1BK: Redemption: 2026-10-15; Registration: 144T/Mcm A;
P-1KA: Redemption: 2026-10-15; Registration: 144F/Ynw O;
T-2R: Redemption: 2026-10-15; Registration: 144F/Vvd R;
I-R: Redemption: 2026-10-15; Registration: 144A/Tkf D;
Wtg: Redemption: 2026-10-15; Registration: 144D/Vjw S;
Deal Comments
Gmmmj. Tzk Htjj Umyczrb 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 8, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| ZF | KXT | 46.000 | - | - | HH | - | - | - | 52.00% | - | Lmdhfrvh | NOXJ | 165-170 | 175 | LBXU+175 | - | - |
| EO | ZOI | 28.000 | - | - | W | - | - | - | 79.00% | - | Uyuseoak | AMSZ | 200-210 | 210 | AVKQ+210 | - | - |
| GI | FXU | 29.000 | - | - | MM- | - | - | - | 6.00% | - | Ordkersn | YOHH | 625-650 | 650 | HKHR+650 | - | - |
| X1DQ | HRS | 86.000 | - | - | CCC | - | - | - | 16.00% | - | Gkrzwaaa | KQXB | - | 138 | VGKP+138 | - | - |
| X2V | PAM | 3.000 | - | - | AAA- | - | - | - | 15.00% | - | Hxoskiue | YADW | 435-450 | 470 | COGQ+470 | - | - |
| M1S | YPF | 441.000 | - | - | JJJ | - | - | - | 66.00% | - | Rxqduwmv | STOB | 136f | 138 | ZXYH+138 | - | - |
| V1U | JXN | 19.000 | - | - | JJJ- | - | - | - | 36.00% | - | Relmzfws | XZAN | 300-310 | 330 | HZGH+330 | - | - |
| Jnk | GPW | 48.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T2T | HZH | 68.000 | - | - | III | - | - | - | 43.00% | - | Uxcyjcrq | PPWI | 155b | 158 | NHNR+158 | - | - |
Tranche Comments
M1S: Redemption: 2026-09-10; Registration: 144C/Rdx I;
X1DQ: Redemption: 2026-09-10; Registration: 144M/Xqa H;
T2T: Redemption: 2026-09-10; Registration: 144O/Mtn D;
ZF: Redemption: 2026-09-10; Registration: 144Z/Jmi S;
EO: Redemption: 2026-09-10; Registration: 144Y/Jap V;
V1U: Redemption: 2026-09-10; Registration: 144Y/Qql J;
X2V: Redemption: 2026-09-10; Registration: 144N/Qpb W;
GI: Redemption: 2026-09-10; Registration: 144F/Okb Q;
Jnk: Redemption: 2026-09-10; Registration: 144V/Owm U;
Deal Comments
Sgqgx. Hfv Kwff Vgzofsi 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 29, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N1 | ZZI | 364.000 | - | Pll | NNN | - | - | - | 56.00% | - | Yukkotuj | PZHG | - | 136 | YOMW+136 | - | - |
| A2 | VVZ | 65.000 | - | QH | FFF | - | - | - | 97.00% | - | Smrzzcjl | LXOG | 150p | 157 | EKHW+157 | - | - |
| S1 | YEQ | 74.000 | - | ET | AAA- | - | - | - | 15.00% | - | Izqycffl | SQFJ | 285-290 | 300 | ZIPG+300 | - | - |
| V | UNB | 25.000 | - | SG | KK | - | - | - | 83.00% | - | Alrcoeco | DKCO | 160-165 | 165 | MASW+165 | - | - |
| N2 | JLA | 8.000 | - | KK | SSS- | - | - | - | 79.00% | - | Hvfetmiu | DSFA | 415-425 | 420 | LYEZ+420 | - | - |
| Y | CKB | 70.000 | - | YJ | GG- | - | - | - | 6.00% | - | Weoluzrh | BTQN | 550q | 560 | QPUU+560 | - | - |
| Tiy | KNB | 10.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M | KBG | 44.000 | - | GK | X | - | - | - | 91.00% | - | Xkoascif | EDPN | 190-195 | 200 | ENOU+200 | - | - |
Tranche Comments
N1: Redemption: 2026-10-22; Registration: 144K/Hlm J; Comments: Lbg-znusgp;
A2: Redemption: 2026-10-22; Registration: 144U/Are Y;
V: Redemption: 2026-10-22; Registration: 144I/Xji V;
M: Redemption: 2026-10-22; Registration: 144H/Gth O;
S1: Redemption: 2026-10-22; Registration: 144L/Wrr C;
N2: Redemption: 2026-10-22; Registration: 144Y/Ayv L;
Y: Redemption: 2026-10-22; Registration: 144G/Dmh B;
Tiy: Redemption: 2026-10-22; Registration: 144T/Pyo L;
Deal Comments
Yyc Stjj Ltrtyqz 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 13, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-EE | XUD | 47.600 | 7.22 | - | ZZ | - | - | - | 67.00% | - | Qvqxfrfh | 3cBIYP | - | 192 | 3fHKJR+192 | - | 664.00000 |
| H | ZCG | 3.200 | 2.15 | - | WWW | - | - | - | - | - | Hdcnehon | 3qKDJS | - | 105 | 3aPWGU+105 | - | 294.00000 |
| Q-2-AA | PZA | 13.250 | 49.46 | - | CCC- | - | - | - | 89.70% | - | Cyfvpdeb | 3iQVLE | - | 470 | 3mUONX+470 | - | 980.00000 |
| D-QQ | INH | 77.100 | 4.24 | - | L | - | - | - | 67.30% | - | Belpufzp | 3gBQFY | - | 227 | 3vCIHI+227 | - | 629.00000 |
| F-BB | IVP | 37.700 | 26.75 | - | QQ- | - | - | - | 7.60% | - | Nfcforbr | 3fEBMR | - | 675 | 3yCYZQ+659 | - | 60.00000 |
| Hgk | CGY | 97.160 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-II | AHC | 630.700 | 4.42 | - | NNN | - | - | - | 57.00% | - | Jmfsauxo | 3iVGWZ | - | 151 | 3sNUAS+151 | - | 703.00000 |
| G-1-FF | XFN | 41.500 | 3.24 | - | TTT | - | - | - | 24.00% | - | Njuvjxww | 3bWDUE | - | 340 | 3kELUY+340 | - | 594.00000 |
Tranche Comments
H: First Pay: 2024-07-20; Redemption: 2026-06-18; Registration: 144Y/Asv G;
X-II: First Pay: 2024-07-20; Redemption: 2026-06-18; Registration: 144P/Ohg N;
T-EE: First Pay: 2024-07-20; Redemption: 2026-06-18; Registration: 144U/Njy E;
D-QQ: First Pay: 2024-07-20; Redemption: 2026-06-18; Registration: 144E/Zeq M;
G-1-FF: First Pay: 2024-07-20; Redemption: 2026-06-18; Registration: 144Q/Gpi P;
Q-2-AA: First Pay: 2024-07-20; Redemption: 2026-06-18; Registration: 144A/Wni V;
F-BB: First Pay: 2024-07-20; Redemption: 2026-06-18; Registration: 144C/Hsy V;
Hgk: First Pay: 2024-07-20; Redemption: 2026-06-18; Registration: 144Z/Zyt I;
Deal Comments
Wqzqy. Aqy Twjj Sqxxqzv 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 24, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | BRI | 70.000 | 92.60 | - | MM- | - | - | - | 1.00% | - | Kzpfcank | IPIM | - | 650 | AJST+650 | - | - |
| D | WHB | 40.000 | 2.30 | - | R | - | - | - | 94.00% | - | Czklxzcm | BUZU | - | 240 | AZCL+240 | - | - |
| D-1 | OAD | 30.000 | 2.60 | - | MMM- | - | - | - | 78.00% | - | Ghfkfouu | SNVS | - | 345 | GPZF+345 | - | - |
| G | NRQ | 15.000 | 2.60 | - | EE | - | - | - | 44.00% | - | Rcsfdpbw | KVMP | - | 195 | XBVC+195 | - | - |
| Kqw | AYO | 14.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-1 | IPI | 960.000 | 8.30 | - | MMM | - | - | - | 85.00% | - | Qwsmvbdt | WIPM | - | 153 | CXHO+153 | - | - |
| B-2 | OKW | 58.000 | 6.90 | - | KKK | - | - | - | 22.00% | - | Dhrefphb | XVPO | - | 170 | GKBQ+170 | - | - |
| M-2 | LGJ | 6.000 | 75.70 | - | RRR- | - | - | - | 17.00% | - | Vvcszqjm | HBQD | - | 525 | AVET+525 | - | - |
Tranche Comments
X-1: Redemption: 2026-04-20; Registration: 144E/Dyq S;
B-2: Redemption: 2026-04-20; Registration: 144K/Ipw Z;
G: Redemption: 2026-04-20; Registration: 144G/Ceq G;
D: Redemption: 2026-04-20; Registration: 144T/Yzf S;
D-1: Redemption: 2026-04-20; Registration: 144E/Nmp P;
M-2: Redemption: 2026-04-20; Registration: 144Z/Fdm A;
Z: Redemption: 2026-04-20; Registration: 144U/Gtl R;
Kqw: Redemption: 2026-04-20; Registration: 144C/Ozn X;
Deal Comments
Aov Zhjj Okkboft 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Sep 3, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | GCF | 3.000 | 6.00 | - | NNN | - | - | - | - | - | Pzdzpmdw | MYCC | - | 95 | BLGQ+95 | - | - |
| W | PLR | 31.000 | 5.70 | - | B | - | - | - | 84.00% | - | Uvfuzqdc | LESB | - | 250 | WHHN+250 | - | - |
| Y | FAE | 52.000 | 7.80 | - | UU | - | - | - | 76.00% | - | Gynmkrcn | BCEX | - | 205 | JZCA+205 | - | - |
| P-2 | JTB | 45.000 | 6.40 | - | FFF | - | - | - | 97.00% | - | Suykxumv | XHLZ | - | 175 | JCZN+175 | - | - |
| A-1 | IRB | 575.000 | 3.10 | - | YYY | - | - | - | 64.00% | - | Xqyfljkn | XAZL | - | 155 | EXCT+155 | - | - |
| D | TIT | 81.000 | 62.90 | - | FF- | - | - | - | 4.00% | - | Pxfzkcqu | LDPQ | - | 675 | VWZD+659 | - | - |
| O | CVK | 52.000 | 25.10 | - | PPP- | - | - | - | 81.00% | - | Zsrevlxm | ZKEY | - | 365 | CSVG+365 | - | - |
| Sqp | UMK | 15.000 | - | - | XG | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q: Redemption: 2026-04-20; Registration: 144I/Quz T;
A-1: Redemption: 2026-04-20; Registration: 144L/Ihs R;
P-2: Redemption: 2026-04-20; Registration: 144W/Wdm O;
Y: Redemption: 2026-04-20; Registration: 144V/Cjz M;
W: Redemption: 2026-04-20; Registration: 144Z/Oac H;
O: Redemption: 2026-04-20; Registration: 144H/Mbc Y;
D: Redemption: 2026-04-20; Registration: 144U/Arl M;
Sqp: Redemption: 2026-04-20; Registration: 144G/Imo L;
Deal Comments
Wjx Ycss Fnzcjso 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 14, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| HS | WWQ | 18.000 | - | - | YY | - | - | - | - | - | Dpfkeulk | EAHP | 220j | 215 | ZELV+215 | - | - |
| X1N | AGT | 976.000 | - | - | MMM | - | - | - | - | - | Nzjcckoi | VUQZ | 155t | 155 | ZNST+155 | - | - |
| GO | PZP | 55.700 | - | - | SS- | - | - | - | - | - | Hzmzn | KZDJ | - | 775 | NPHA+775 | - | - |
| WW | YCF | 20.000 | - | - | E | - | - | - | - | - | Zlxjvsme | NCCP | 270n | 270 | ZPWJ+270 | - | - |
| I2B | VJL | 25.000 | - | - | UUU | - | - | - | - | - | Ydkjuvfh | JBZK | 175b | 180 | UCKI+180 | - | - |
| SQ | AYZ | 77.000 | - | - | VVV- | - | - | - | - | - | Hsdyuvav | PPAP | 425-450 | 450 | TPWA+450 | - | - |
Tranche Comments
X1N: Redemption: 2024-07-15; Registration: 144V/Qdi Q;
I2B: Redemption: 2024-07-15; Registration: 144T/Ubn Q;
HS: Redemption: 2024-07-15; Registration: 144M/Oyj F;
WW: Redemption: 2024-07-15; Registration: 144C/Oup G;
SQ: Redemption: 2024-07-15; Registration: 144M/Pfk A;
GO: Redemption: 2024-07-15; Registration: 144E/Ejk Z;
Deal Comments
Iqxmeueumes. Hhe Guhh Mqomhtd 0.5
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 14, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Nma | RRA | 48.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-A | GRS | 2.000 | 1.00 | Hjj | DW | - | - | - | 91.00% | - | Gtkzutsc | QBUV | - | 225 | DZHP+225 | - | - |
| R | ASE | 50.000 | 1.20 | JO | QQ | - | - | - | 84.00% | - | Lfmphbkq | ACDE | - | 270 | CMAV+270 | - | - |
| H | HQI | 343.000 | 4.50 | Qii | JN | - | - | - | 30.00% | - | Chofymfv | VVCE | - | 190 | DMFB+190 | - | - |
| D | TPV | 26.000 | 1.30 | DB | DDD- | - | - | - | 89.00% | - | Yujhbdvf | SYYN | - | 545 | SOUC+545 | - | - |
| A | EPC | 49.000 | 5.10 | IV | I | - | - | - | 61.00% | - | Ayruriyr | TNBR | - | 325 | HEUC+325 | - | - |
| A | ALJ | 32.000 | 80.20 | AX | II- | - | - | - | 7.60% | - | Xpovzess | EKUT | - | 900 | SMNU+865 | - | - |
Tranche Comments
H: Redemption: 2025-07-20; Registration: 144O/Rhi O;
D-A: Redemption: 2025-07-20; Registration: 144T/Jcq S;
R: Redemption: 2025-07-20; Registration: 144A/Fza I;
A: Redemption: 2025-07-20; Registration: 144I/Hua L;
D: Redemption: 2025-07-20; Registration: 144A/Wip N;
A: Redemption: 2025-07-20; Registration: 144C/Xnl U;
Nma: Redemption: 2025-07-20; Registration: 144T/Zcl T;
Deal Comments
Asm Sxuu Oxzpsyn 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Aug 21, 2011