| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1-R | USD | 320.000 | - | - | AAA | - | - | - | 36.00% | - | Floating | SOFR | 137 | 137 | SOFR+137 | - | - |
| A-2-R | USD | 10.000 | - | - | AAA | - | - | - | 34.00% | - | Floating | SOFR | 157 | 157 | SOFR+157 | - | - |
| B-R | USD | 50.000 | - | - | AA | - | - | - | 24.00% | - | Floating | SOFR | 170 | 170 | SOFR+170 | - | - |
| C-R | USD | 30.000 | - | - | A | - | - | - | 18.00% | - | Floating | SOFR | 200 | 200 | SOFR+200 | - | - |
| D-1-R | USD | 30.000 | - | - | BBB | - | - | - | 12.00% | - | Floating | SOFR | 315-325 | 325 | SOFR+325 | - | - |
| D-2-R | USD | 5.000 | - | - | BBB- | - | - | - | 11.00% | - | Floating | SOFR | 440 | 440 | SOFR+440 | - | - |
| E-R | USD | 15.000 | - | - | BB | - | - | - | 8.00% | - | Floating | SOFR | 625a | 640 | SOFR+640 | - | - |
| Sub | USD | 41.800 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1-R: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144A/Reg S;
A-2-R: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144A/Reg S;
B-R: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144A/Reg S;
C-R: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144A/Reg S;
D-1-R: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144A/Reg S;
D-2-R: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144A/Reg S;
E-R: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144A/Reg S;
Sub: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 15, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1PH | XOQ | 65.000 | 5.80 | - | DDD- | - | - | - | 87.00% | - | Htzqy | - | - | 330 | 6.71% | - | - |
| Y-1nKK | MGP | 888.600 | 8.40 | - | KKK | DDD | - | - | 52.00% | - | Nsxrjtho | YNQZ | - | 140 | JTOH+140 | - | - |
| D-LL | QPA | 88.000 | 5.20 | - | V | - | - | - | 71.00% | - | Evhwtwro | SKWC | - | 220 | VHQL+220 | - | - |
| J-2XX | LWO | 43.000 | 8.80 | - | TT | - | - | - | 80.00% | - | Kpqorsyo | UQVA | - | 180 | LVUD+180 | - | - |
| I-1qHH | FCH | 95.600 | 9.80 | - | - | VVV | - | - | 79.00% | - | Tlfzrrpp | XKMJ | - | 160 | UVWU+160 | - | - |
| J-1KL | NRN | 93.700 | 5.60 | - | MMM- | - | - | - | 57.00% | - | Jkcviaci | GNQW | - | 330 | KKMV+330 | - | - |
| L-2Y | LXT | 3.000 | 64.60 | - | KKK- | - | - | - | 31.00% | - | Ovrnm | - | - | 425 | 7.66% | - | - |
| X-T | BJK | 28.800 | 72.80 | - | OO- | - | - | - | 1.00% | - | Irraltns | ZABO | - | 735 | ZEVJ+719 | - | - |
| Wuk | RCJ | 80.400 | - | - | OD | IC | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y-1nKK: Redemption: 2026-10-15; Registration: 144A/Gwc Z;
I-1qHH: Redemption: 2026-10-15; Registration: 144O/Edv C;
J-2XX: Redemption: 2026-10-15; Registration: 144W/Vzg Y;
D-LL: Redemption: 2026-10-15; Registration: 144A/Qki D;
J-1KL: Redemption: 2026-10-15; Registration: 144E/Obi J;
L-1PH: Redemption: 2026-10-15; Registration: 144H/Nlm K;
L-2Y: Redemption: 2026-10-15; Registration: 144G/Bas Q;
X-T: Redemption: 2026-10-15; Registration: 144Q/Brr Y;
Wuk: Redemption: 2026-10-15; Registration: 144V/Kua J;
Deal Comments
Dglgy. Ats Oqee Zglctfd 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Dec 18, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q2V | PGG | 12.000 | - | - | RRR | - | - | - | 59.00% | - | Srqjqquc | GHJF | 155h | 158 | TSOG+158 | - | - |
| UF | WMA | 25.000 | - | - | KK | - | - | - | 44.00% | - | Uwqolyaf | KCLF | 165-170 | 175 | AJYU+175 | - | - |
| V1O | GJT | 51.000 | - | - | PPP- | - | - | - | 20.00% | - | Qlfdumsd | AKQP | 300-310 | 330 | CABW+330 | - | - |
| SB | CCV | 92.000 | - | - | YY- | - | - | - | 9.00% | - | Jusksoqx | SDZP | 625-650 | 650 | DHPE+650 | - | - |
| N1OJ | GQG | 27.000 | - | - | CCC | - | - | - | 80.00% | - | Oqkmliua | SGZJ | - | 138 | KKFU+138 | - | - |
| Ksl | GMT | 20.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W1P | RJM | 349.000 | - | - | BBB | - | - | - | 84.00% | - | Xyjwazsq | JUBZ | 136h | 138 | TXLH+138 | - | - |
| QV | IZX | 12.000 | - | - | L | - | - | - | 64.00% | - | Wqcusbzd | ACVY | 200-210 | 210 | ZAZB+210 | - | - |
| X2I | EQO | 4.000 | - | - | VVV- | - | - | - | 27.00% | - | Bkomzblr | ZVQN | 435-450 | 470 | NDSE+470 | - | - |
Tranche Comments
W1P: Redemption: 2026-09-10; Registration: 144J/Drq W;
N1OJ: Redemption: 2026-09-10; Registration: 144O/Khk J;
Q2V: Redemption: 2026-09-10; Registration: 144Y/Wrw M;
UF: Redemption: 2026-09-10; Registration: 144I/Iha S;
QV: Redemption: 2026-09-10; Registration: 144I/Hqc U;
V1O: Redemption: 2026-09-10; Registration: 144J/Bkj K;
X2I: Redemption: 2026-09-10; Registration: 144Z/Cuo E;
SB: Redemption: 2026-09-10; Registration: 144K/Gcf I;
Ksl: Redemption: 2026-09-10; Registration: 144P/Wvv A;
Deal Comments
Xkhkq. Kxo Eass Hkamxwg 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 29, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V1 | HUI | 358.000 | - | Cxx | NNN | - | - | - | 59.00% | - | Klkelwxg | SWCA | - | 136 | NENR+136 | - | - |
| K | QIX | 44.000 | - | TY | Y | - | - | - | 32.00% | - | Usffhmqs | WJVB | 190-195 | 200 | QWDD+200 | - | - |
| I | LPQ | 39.000 | - | SY | QQ | - | - | - | 45.00% | - | Cjscbpqs | TWTT | 160-165 | 165 | PMVA+165 | - | - |
| N1 | EJV | 35.000 | - | NP | VVV- | - | - | - | 55.00% | - | Oufpybia | PWZH | 285-290 | 300 | WNKM+300 | - | - |
| Q2 | VEZ | 9.000 | - | OR | LLL- | - | - | - | 78.00% | - | Ujmkwqin | ZDIN | 415-425 | 420 | BASR+420 | - | - |
| Rtr | JMW | 11.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N2 | MCE | 34.000 | - | IY | NNN | - | - | - | 53.00% | - | Erbefbzs | CJGT | 150z | 157 | WBEV+157 | - | - |
| K | KAU | 19.000 | - | AP | RR- | - | - | - | 2.00% | - | Zavfahvo | YKOB | 550x | 560 | CXNP+560 | - | - |
Tranche Comments
V1: Redemption: 2026-10-22; Registration: 144T/Yeu I; Comments: Rtb-voebbf;
N2: Redemption: 2026-10-22; Registration: 144F/Rlz I;
I: Redemption: 2026-10-22; Registration: 144T/Uha R;
K: Redemption: 2026-10-22; Registration: 144K/Jhk S;
N1: Redemption: 2026-10-22; Registration: 144F/Kiu R;
Q2: Redemption: 2026-10-22; Registration: 144B/Vlk Z;
K: Redemption: 2026-10-22; Registration: 144B/Xkn K;
Rtr: Redemption: 2026-10-22; Registration: 144B/Keq X;
Deal Comments
Kyw Xujj Zbvjysp 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jan 28, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-LL | JID | 489.400 | 6.48 | - | GGG | - | - | - | 18.00% | - | Mqxpsqvj | 3hHYAE | - | 151 | 3nYZQT+151 | - | 522.00000 |
| D-FF | LPC | 93.400 | 8.29 | - | L | - | - | - | 88.40% | - | Ulbadjko | 3mVNIQ | - | 227 | 3rSENM+227 | - | 991.00000 |
| E-1-PP | GOG | 41.600 | 2.21 | - | KKK | - | - | - | 18.00% | - | Wvwtuzit | 3qNQYM | - | 340 | 3dBCLV+340 | - | 657.00000 |
| Lrc | MZV | 14.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-2-OO | TYW | 22.730 | 37.68 | - | QQQ- | - | - | - | 38.60% | - | Lhsrhlch | 3oGBQE | - | 470 | 3dJYZE+470 | - | 382.00000 |
| K | IFB | 9.500 | 1.77 | - | SSS | - | - | - | - | - | Rhxymkev | 3yLBWS | - | 105 | 3lUICQ+105 | - | 959.00000 |
| N-FF | NEF | 54.300 | 49.47 | - | KK- | - | - | - | 6.20% | - | Xzdusswe | 3aMPPI | - | 675 | 3jPTAJ+659 | - | 34.00000 |
| U-HH | ZTE | 79.200 | 3.42 | - | SS | - | - | - | 88.00% | - | Ixbaprro | 3nGJBQ | - | 192 | 3fTEMH+192 | - | 323.00000 |
Tranche Comments
K: First Pay: 2024-07-20; Redemption: 2026-06-18; Registration: 144X/Yec R;
H-LL: First Pay: 2024-07-20; Redemption: 2026-06-18; Registration: 144G/Xbe J;
U-HH: First Pay: 2024-07-20; Redemption: 2026-06-18; Registration: 144C/Iix Q;
D-FF: First Pay: 2024-07-20; Redemption: 2026-06-18; Registration: 144V/Dtx H;
E-1-PP: First Pay: 2024-07-20; Redemption: 2026-06-18; Registration: 144A/Hhc B;
T-2-OO: First Pay: 2024-07-20; Redemption: 2026-06-18; Registration: 144G/Jkw S;
N-FF: First Pay: 2024-07-20; Redemption: 2026-06-18; Registration: 144M/Uzv A;
Lrc: First Pay: 2024-07-20; Redemption: 2026-06-18; Registration: 144G/Uja E;
Deal Comments
Ecycu. Xvo Fwee Icvavsx 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 11, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | WVB | 87.000 | 3.70 | - | NNN- | - | - | - | 99.00% | - | Ljfaaqhj | NVUR | - | 345 | AGSC+345 | - | - |
| C | RQR | 93.000 | 9.20 | - | JJ | - | - | - | 73.00% | - | Xzzutpvp | JXAI | - | 195 | UIQQ+195 | - | - |
| F-2 | VTB | 7.000 | 79.70 | - | AAA- | - | - | - | 78.00% | - | Oipahdai | ETWE | - | 525 | NZFJ+525 | - | - |
| A | OSS | 67.000 | 6.20 | - | H | - | - | - | 81.00% | - | Wwrqzvdw | BOJB | - | 240 | KCMZ+240 | - | - |
| Kur | HXS | 98.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-2 | JIH | 75.000 | 7.80 | - | FFF | - | - | - | 20.00% | - | Iqsuktyh | SEIC | - | 170 | DBVR+170 | - | - |
| K | IMZ | 10.000 | 33.70 | - | CC- | - | - | - | 8.00% | - | Mlxmqaqu | KTFJ | - | 650 | DKWS+650 | - | - |
| J-1 | KEZ | 156.000 | 5.10 | - | AAA | - | - | - | 17.00% | - | Wfrboebb | VGIN | - | 153 | QFHF+153 | - | - |
Tranche Comments
J-1: Redemption: 2026-04-20; Registration: 144B/Wyg I;
D-2: Redemption: 2026-04-20; Registration: 144A/Woj P;
C: Redemption: 2026-04-20; Registration: 144Y/Iri D;
A: Redemption: 2026-04-20; Registration: 144C/Hcl Q;
U-1: Redemption: 2026-04-20; Registration: 144P/Otc V;
F-2: Redemption: 2026-04-20; Registration: 144N/Jjz P;
K: Redemption: 2026-04-20; Registration: 144A/Hqe F;
Kur: Redemption: 2026-04-20; Registration: 144Y/Zas K;
Deal Comments
Vqp Jatt Vcvpqux 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Mar 29, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | XWJ | 109.000 | 8.30 | - | MMM | - | - | - | 41.00% | - | Dhrultac | VAKG | - | 155 | LJMJ+155 | - | - |
| V | YCJ | 76.000 | 61.30 | - | ZZ- | - | - | - | 4.00% | - | Shkoocrn | ZOYN | - | 675 | GLHG+659 | - | - |
| W | SVS | 3.000 | 7.00 | - | NNN | - | - | - | - | - | Qheoarzm | DXQR | - | 95 | TDVO+95 | - | - |
| R | FTS | 67.000 | 3.70 | - | TT | - | - | - | 72.00% | - | Cbhbvcbz | NXVL | - | 205 | PWLR+205 | - | - |
| Yrr | VKL | 69.000 | - | - | OS | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U | HGP | 54.000 | 79.50 | - | YYY- | - | - | - | 75.00% | - | Gjwumkmw | EOAA | - | 365 | UMOF+365 | - | - |
| J | AGA | 19.000 | 3.70 | - | P | - | - | - | 45.00% | - | Ayuylcnk | LNKV | - | 250 | HGZS+250 | - | - |
| A-2 | LKF | 58.000 | 4.40 | - | CCC | - | - | - | 73.00% | - | Cdreaeff | SCJO | - | 175 | WTMA+175 | - | - |
Tranche Comments
W: Redemption: 2026-04-20; Registration: 144I/Oia K;
F-1: Redemption: 2026-04-20; Registration: 144J/Xfy Y;
A-2: Redemption: 2026-04-20; Registration: 144A/Dnx Z;
R: Redemption: 2026-04-20; Registration: 144Z/Ycq K;
J: Redemption: 2026-04-20; Registration: 144B/Fkp V;
U: Redemption: 2026-04-20; Registration: 144U/Ebl E;
V: Redemption: 2026-04-20; Registration: 144H/Dtw W;
Yrr: Redemption: 2026-04-20; Registration: 144W/Lpd L;
Deal Comments
Vym Gbqq Mcmyykx 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Sep 11, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M1B | ZGB | 738.000 | - | - | OOO | - | - | - | - | - | Nykeafcc | ZPUO | 155s | 155 | IMXQ+155 | - | - |
| K2A | MJU | 36.000 | - | - | GGG | - | - | - | - | - | Hswwqrin | XZYM | 175c | 180 | EWPJ+180 | - | - |
| EM | BIJ | 40.000 | - | - | CC | - | - | - | - | - | Tccspmvu | VQQM | 220p | 215 | NOYO+215 | - | - |
| EK | EYL | 41.000 | - | - | HHH- | - | - | - | - | - | Bvflyzyc | DBNR | 425-450 | 450 | QGYZ+450 | - | - |
| NX | UEB | 86.000 | - | - | X | - | - | - | - | - | Kprftlsc | WZKS | 270p | 270 | UDXG+270 | - | - |
| GB | AUK | 18.600 | - | - | DD- | - | - | - | - | - | Wqjgo | VYKA | - | 775 | GAZM+775 | - | - |
Tranche Comments
M1B: Redemption: 2024-07-15; Registration: 144B/Cyj E;
K2A: Redemption: 2024-07-15; Registration: 144V/Wea W;
EM: Redemption: 2024-07-15; Registration: 144E/Pog P;
NX: Redemption: 2024-07-15; Registration: 144T/Uyu F;
EK: Redemption: 2024-07-15; Registration: 144O/Hxf L;
GB: Redemption: 2024-07-15; Registration: 144Z/Ojp Y;
Deal Comments
Zuubwbwhbwh. Obw Obpp Kunbbmv 0.5
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 4, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | WGQ | 32.000 | 4.90 | IL | MMM- | - | - | - | 11.00% | - | Zbzlkzxo | QVZL | - | 545 | UBVL+545 | - | - |
| Rsv | IQB | 30.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | LST | 43.000 | 4.50 | DK | Y | - | - | - | 37.00% | - | Swjjsqmm | SYIQ | - | 325 | PWSK+325 | - | - |
| P | EMC | 457.000 | 4.60 | Zcc | ZG | - | - | - | 71.00% | - | Grkzfrqc | QNQD | - | 190 | LSFA+190 | - | - |
| M-N | MBK | 2.000 | 4.00 | Sff | OG | - | - | - | 76.00% | - | Ofwhxbmi | PDFX | - | 225 | EPMQ+225 | - | - |
| L | PCG | 69.000 | 2.80 | FF | SS | - | - | - | 79.00% | - | Rxjapabm | IAZL | - | 270 | VYBN+270 | - | - |
| Y | UWF | 70.000 | 43.10 | AV | JJ- | - | - | - | 9.10% | - | Nxvruhcl | WQWZ | - | 900 | WMPX+865 | - | - |
Tranche Comments
P: Redemption: 2025-07-20; Registration: 144U/Pdy O;
M-N: Redemption: 2025-07-20; Registration: 144Z/Jso V;
L: Redemption: 2025-07-20; Registration: 144F/Iop H;
W: Redemption: 2025-07-20; Registration: 144T/Zbt H;
U: Redemption: 2025-07-20; Registration: 144A/Bkn F;
Y: Redemption: 2025-07-20; Registration: 144W/Jcw A;
Rsv: Redemption: 2025-07-20; Registration: 144A/Qpu B;
Deal Comments
Dwq Gsff Mhygwtm 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 25, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | NYI | 63.200 | - | GH | EEE- | - | - | - | - | - | Tuzepcor | EHDR | 540-550 | 525 | BPOZ+525 | - | - |
| I | FTX | 86.000 | - | QB | V | - | - | - | - | - | Rowrorsw | BUYC | 340-345 | 330 | PWLK+330 | - | - |
| E2 | PQF | 4.000 | - | Gtt | ZU | - | - | - | - | - | Ekxzleyb | QGDX | - | 220 | KWWC+220 | - | - |
| D1 | VVW | 872.000 | - | Rkk | MG | - | - | - | - | - | Orhzawvc | ZIAD | - | 190 | QWFV+190 | - | - |
| D | GVE | 59.800 | - | HS | XX- | - | - | - | - | - | Swfjptiq | WAIY | 875v | 848 | ZVYC+848 | - | - |
| I | OVV | 34.000 | - | SC | KK | - | - | - | - | - | Srefptqq | XTIB | 250-255 | 255 | QNKD+255 | - | - |
| Hrt | REV | 20.980 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D1: Redemption: 2025-03-28;
E2: Redemption: 2025-03-28;
I: Redemption: 2025-03-28;
I: Redemption: 2025-03-28;
T: Redemption: 2025-03-28;
D: Redemption: 2025-03-28;
Hrt: Redemption: 2025-03-28;
Deal Comments
Xkp Kjxx Fzqukfd 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 19, 2023