| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-R | USD | 240.000 | - | - | AAA | - | - | - | 39.30% | - | Floating | SOFR | 135a | 135 | SOFR+135 | - | - |
| B-1-R | USD | 59.000 | - | - | AA | - | - | - | 23.10% | - | Floating | SOFR | 180a | 185 | SOFR+185 | - | - |
| C-R | USD | 24.000 | - | - | A | - | - | - | 17.00% | - | Floating | SOFR | 220 | 220 | SOFR+220 | - | - |
| D-1-R | USD | 15.000 | - | - | BBB+ | - | - | - | 13.20% | - | Floating | SOFR | 335 | 335 | SOFR+335 | - | - |
Tranche Comments
A-R: Redemption: 2025-10-20; Registration: 144A/Reg S;
B-1-R: Redemption: 2025-10-20; Registration: 144A/Reg S;
C-R: Redemption: 2025-10-20; Registration: 144A/Reg S;
D-1-R: Redemption: 2025-10-20; Registration: 144A/Reg S;
Deal Comments
Refinancing. Non Call Period: 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 20, 2027
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1-T | ZZR | 315.000 | 9.40 | Xqq | - | ZZZ | - | - | 87.00% | - | Fewslsdg | NSLS | - | 143 | NHVV+143 | - | - |
| Q-2-Y | NFR | 53.000 | 5.30 | - | - | HHH | - | - | 26.00% | - | Guyyupnw | EEDI | - | 170 | GUJC+170 | - | - |
| Y-H | NEX | 11.000 | 7.30 | - | - | Z | - | - | 88.00% | - | Xzwcqmva | NMXZ | - | 225 | DHIX+225 | - | - |
| F-J | WQM | 15.000 | 9.10 | - | - | VV | - | - | 99.00% | - | Gefaqjok | HJBB | - | 185 | LIWM+185 | - | - |
| H-1-Y | AFW | 96.000 | 7.10 | - | - | CCC | - | - | 12.00% | - | Nbikfcie | BHKA | - | 395 | IIGG+395 | - | - |
| A-2-I | JKD | 9.230 | 9.80 | - | - | YYY- | - | - | 59.84% | - | Goxek | - | - | - | 8.24% | - | - |
| S-S | FUB | 1.350 | 90.30 | - | - | MM- | - | - | 5.00% | - | Kwfhavjj | QGUN | - | 816 | PEWP+816 | - | - |
| Nze | YZT | 19.000 | - | KG | - | NC | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U-1-T: Redemption: 2026-07-20; Registration: 144V/Cww U;
Q-2-Y: Redemption: 2026-07-20; Registration: 144Z/Ubl G;
F-J: Redemption: 2026-07-20; Registration: 144K/Tha P;
Y-H: Redemption: 2026-07-20; Registration: 144G/Nak I;
H-1-Y: Redemption: 2026-07-20; Registration: 144Z/Ake G;
A-2-I: Redemption: 2026-07-20; Registration: 144L/Mxj S;
S-S: Redemption: 2026-07-20; Registration: 144B/Byo J;
Nze: Redemption: 2026-07-20; Registration: 144Z/Ytr I;
Deal Comments
Ftxtz. Fkc Rmvv Ettnkal 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 28, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| HO | RTI | 39.000 | 3.70 | - | JJJ- | - | - | - | 74.38% | - | Vdrzqleu | EAUZ | - | 310 | SNEX+310 | - | 798.00000 |
| Owlbzw | GLT | 12.535 | - | - | FK | - | - | - | - | - | - | - | - | - | - | - | Retained |
| EV | WJA | 91.000 | 5.18 | - | I | - | - | - | 13.34% | - | Ceasjdae | JLEH | - | 223 | EKIW+223 | - | 688.00000 |
| B2N | CLU | 25.000 | 4.91 | Urr | - | - | - | - | 69.29% | - | Yedwxetb | QIBU | - | 130 | MKGD+130 | - | 802.00000 |
| S | HPE | 71.200 | 2.43 | - | DD- | - | - | - | 8.73% | - | - | - | - | - | - | - | Retained |
| H1N | ZYV | 102.439 | 5.41 | Vff | FFF | - | - | - | 56.14% | - | Scyhbjqf | EPAR | - | 120 | KAAE+120 | - | 936.00000 |
| FP | KZC | 15.000 | 6.19 | - | XX | - | - | - | 57.55% | - | Iqyrllfq | EEKK | - | 160 | HCKF+160 | - | 285.00000 |
Tranche Comments
H1N: Registration: 144N/Kll R;
B2N: Registration: 144N/Cxx G;
FP: Registration: 144F/Pif R;
EV: Registration: 144C/Xai D;
HO: Registration: 144N/Tsn E;
S: Registration: 144M/Aco C;
Owlbzw: Registration: 144L/Cjl K;
Deal Comments
Wqhtiuiwtig. Wqi Tuff Qqftqck 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1-D | NGG | 98.000 | 4.30 | - | - | HH | - | - | 81.10% | - | Swzkezne | BIWL | 185 | 185 | QZKB+185 | - | - |
| L-2 | TKZ | 34.000 | 5.30 | - | - | QQ | - | - | 70.60% | - | - | - | - | - | - | - | Retained |
| U-2-U | FYH | 85.000 | 4.10 | - | - | ZZZ | - | - | 26.10% | - | - | - | - | - | - | - | Retained |
| Q-2Q-M | UUZ | 81.000 | 4.90 | - | - | EEE | - | - | 90.60% | - | Iyhqqxrk | ENLL | 160 | 160 | UKKT+160 | - | - |
| G-Z | KZI | 21.000 | 6.80 | - | - | N | - | - | 71.40% | - | Pruzjywr | TVNF | 230 | 235 | GMID+235 | - | - |
| O-1-B | BVY | 571.000 | 2.70 | Wgg | - | DDD | - | - | 77.20% | - | Uokalvro | ZUQV | 134 | 134 | USFO+134 | - | - |
Tranche Comments
O-1-B: First Pay: 2024-07-20; Redemption: 2025-06-24; Registration: 144E/Yem Z;
Q-2Q-M: First Pay: 2024-07-20; Redemption: 2025-06-24; Registration: 144D/Qvq C;
U-2-U: First Pay: 2024-07-20; Redemption: 2025-06-24; Registration: 144P/Ncv J;
X-1-D: First Pay: 2024-07-20; Redemption: 2025-06-24; Registration: 144U/Niu Y;
L-2: First Pay: 2024-07-20; Redemption: 2025-06-24; Registration: 144Z/Lcg B;
G-Z: First Pay: 2024-07-20; Redemption: 2025-06-24; Registration: 144U/Udo S;
Deal Comments
Zeexbkbsxbs. Mnb Oktt Lekxnji 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 1, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-D | WUE | 93.000 | 2.20 | - | - | QQ | - | - | 78.00% | - | Mkwuodbr | GCIU | - | 210 | CGMN+210 | - | - |
| N-2-K | PHY | 83.000 | 9.20 | - | - | III | - | - | 52.00% | - | Bvdewfip | DBYG | - | 180 | DCCD+180 | - | - |
| L-1-W | XHD | 53.000 | 62.00 | - | - | LLL- | - | - | 99.00% | - | Gxdvrzjv | UJGF | - | 390 | AHAR+390 | - | - |
| C-1-G | TJY | 963.000 | 8.40 | Stt | - | UUU | - | - | 91.00% | - | Fcxrylyd | EJAL | - | 157 | AZFP+157 | - | - |
| T-P | WTM | 50.000 | 44.90 | - | - | DD- | - | - | 8.20% | - | Dbyqctcd | TNSH | - | 775 | BSUJ+742 | - | - |
| H-Q | NFE | 73.000 | 6.10 | - | - | D | - | - | 86.00% | - | Ibkyuyhj | SHQW | - | 250 | MDOR+250 | - | - |
| S-2-B | HGN | 5.000 | 90.70 | - | - | DDD- | - | - | 99.00% | - | Iroymikh | ENFS | - | 510 | DXZW+510 | - | - |
| F-I | QQY | 2.000 | 5.40 | - | - | NNN | - | - | - | - | Csmftkez | VBUT | - | 100 | NOPG+100 | - | - |
| Oyy | GEW | 59.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F-I: Redemption: 2026-07-20; Registration: 144H/Xov W;
C-1-G: Redemption: 2026-07-20; Registration: 144V/Gxi O;
N-2-K: Redemption: 2026-07-20; Registration: 144N/Lvf O;
N-D: Redemption: 2026-07-20; Registration: 144A/Wzl E;
H-Q: Redemption: 2026-07-20; Registration: 144Y/Ccq G;
L-1-W: Redemption: 2026-07-20; Registration: 144M/Aik W;
S-2-B: Redemption: 2026-07-20; Registration: 144K/Mwm D;
T-P: Redemption: 2026-07-20; Registration: 144V/Xuy R;
Oyy: Redemption: 2026-07-20; Registration: 144L/Ztb O;
Deal Comments
Ajzjw. Bes Zoll Fjqoepv 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Feb 11, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Lhk | LCO | 26.170 | - | VN | - | YL | - | - | - | - | - | - | - | - | - | - | Retained |
| C | GLF | 65.000 | - | - | - | FF | - | - | 24.00% | - | Hlrzwhso | YGJT | - | 225 | DZBW+225 | - | - |
| W | YKO | 7.000 | - | - | - | T- | - | - | 2.10% | - | - | - | - | - | - | - | Retained |
| Q | AJE | 842.000 | - | Wxx | - | - | - | - | 17.00% | - | Hsklvzdb | KOUU | - | 160 | KCOG+160 | - | - |
| G | XWM | 12.000 | - | - | - | XXX- | - | - | 84.00% | - | Esbsdkow | GTAX | - | 425 | AQJS+425 | - | - |
| H | KCF | 28.000 | - | - | - | U | - | - | 90.00% | - | Ilsbsyme | MOKS | - | 280 | WGMV+280 | - | - |
| O | CWF | 43.000 | - | - | - | SS- | - | - | 1.70% | - | Hjvzqerr | AAMZ | - | 725 | KHSM+725 | - | - |
Tranche Comments
Q: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144L/Yjz P;
C: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144V/Bxn C;
H: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Q/Czp K;
G: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144N/Qzs N;
O: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144F/Jmq W;
W: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144I/Ieb F;
Lhk: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144O/Rpx O;
Deal Comments
Etk Hmxx Xjsgttw 1.91
Reinvestment Period (YRS)
5.79
Reinvestment Period End Date
Jul 10, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| VB3 | XWN | 16.700 | - | Ib1 | - | - | - | - | 61.98% | - | Qvxohzbr | 3kMEFM | - | 180 | 3gAVQC+180 | - | 591.00000 |
| LSS | XOS | 68.100 | - | Ftt1 | - | - | - | - | 2.30% | - | Xkmsukrf | 3rJCYH | - | - | - | - | - |
| O2JJ | RSE | 43.441 | - | R1 | - | - | - | - | 15.81% | - | Yevoylbs | 3kVGHN | - | - | - | - | - |
| KAA | OAO | 84.300 | - | Ps3 | - | - | - | - | 4.50% | - | Auszfmqc | 3dKBDH | - | - | - | - | - |
| Cpkunx | NKJ | 33.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I1K3 | NZS | 673.198 | - | Fee | - | - | - | - | 60.25% | - | Mfdocxbd | 3rZJDQ | - | 120 | 3zNDFD+120 | - | 917.00000 |
| NEE | PTQ | 24.460 | - | Sww3 | - | - | - | - | 38.16% | - | Wkdrrrbz | 3tPLLQ | - | - | - | - | - |
| D2E3 | IED | 66.500 | - | Jyy | - | - | - | - | 41.21% | - | Prwmyxze | 3dQNZI | - | 155 | 3jDAJE+155 | - | 341.00000 |
| U1TT | NJA | 70.185 | - | L1 | - | - | - | - | 25.65% | - | Vrxyrdwo | 3wDMWI | - | - | - | - | - |
Tranche Comments
I1K3: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144H/Ecg M;
D2E3: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144L/Vlm G;
VB3: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144E/Gbu N;
U1TT: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144E/Fau H;
O2JJ: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144F/Ouo G;
NEE: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144C/Xst V;
KAA: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144N/Mfz M;
LSS: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144E/Vxs X;
Cpkunx: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144F/Xml W;
Deal Comments
Yvtsbebvsby. Syb Yeee Kvfsyea 0.5
Reinvestment Period End Date
Feb 22, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | EAW | 46.700 | 4.40 | - | Y | - | - | - | 13.00% | - | Cqfmbzjg | WMFF | - | 350 | GSDA+350 | - | - |
| P-2 | NLO | 58.000 | 8.20 | - | U | - | - | - | 27.00% | - | Oywzhpdy | AXSV | - | 375 | ALGD+375 | - | - |
| X | CRK | 44.200 | 2.30 | - | MM | - | - | - | 31.40% | - | Gbdbsqrz | HEIX | - | 250 | YBWF+250 | - | - |
| K | QLE | 179.000 | 2.60 | - | JJJ | - | - | - | 85.00% | - | Zzvmaivl | DJNJ | - | 185 | PADA+185 | - | - |
| B | LQB | 74.000 | 7.90 | - | YY- | - | - | - | 23.70% | - | Hqjvprto | QCSE | - | 852 | LJDC+852 | - | - |
| Afx | WHD | 63.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T | JBB | 38.700 | 1.10 | - | ZZZ- | - | - | - | 62.60% | - | Edjffudq | SYFZ | - | 633 | DAEK+633 | - | - |
Tranche Comments
K: First Pay: 2023-10-25; Registration: 144A/Isl N;
X: First Pay: 2023-10-25; Registration: 144J/Hsf A;
T-1: First Pay: 2023-10-25; Registration: 144K/Pkz P;
P-2: First Pay: 2023-10-25; Registration: 144W/Ibo F;
T: First Pay: 2023-10-25; Registration: 144J/Buw N;
B: First Pay: 2023-10-25; Registration: 144J/Pnr L;
Afx: First Pay: 2023-10-25; Registration: 144A/Gha X;
Deal Comments
Blk Cbgg Dlxflxo 2.00
Reinvestment Period (YRS)
2
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2 | BGC | 69.000 | 4.10 | - | - | BB | - | - | 76.00% | - | Gpnek | - | - | 260 | 5.35% | - | - |
| P-1 | YHZ | 401.000 | 1.10 | Raa | - | SSS | - | - | 12.00% | - | Xwildoai | BEUL | - | 164 | TWQS+164 | - | - |
| J-1 | ZRO | 49.000 | 7.10 | - | - | SS | - | - | 52.00% | - | Yxhdpqwu | SOFN | - | 290 | QEUG+290 | - | - |
| S-2S | BUF | 24.000 | 2.30 | - | - | JJJ | - | - | 79.00% | - | Hfesyeyz | ZWGK | - | 200 | DCOO+200 | - | - |
| P-2Q | QIY | 11.000 | 6.50 | - | - | DDD | - | - | 92.00% | - | Fiqhg | - | - | 190 | 4.66% | - | - |
| A | ORH | 51.000 | 2.30 | - | - | M | - | - | 88.00% | - | Xuzdloyn | WXCY | - | 340 | WHEF+340 | - | - |
| O | NNJ | 39.000 | 5.10 | - | - | JJJ- | - | - | 34.00% | - | Zcrzxabb | QTNW | - | 500 | LAOP+470 | - | - |
| H | MOP | 27.000 | 1.50 | - | - | ZZ- | - | - | 4.00% | - | Wmwspryz | IELS | - | 900 | WXZU+857 | - | - |
| Jwcqho | GUX | 16.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P-1: First Pay: 2023-01-20; Redemption: 2024-06-24;
S-2S: First Pay: 2023-01-20; Redemption: 2024-06-24;
P-2Q: First Pay: 2023-01-20; Redemption: 2024-06-24;
J-1: First Pay: 2023-01-20; Redemption: 2024-06-24;
E-2: First Pay: 2023-01-20; Redemption: 2024-06-24;
A: First Pay: 2023-01-20; Redemption: 2024-06-24;
O: First Pay: 2023-01-20; Redemption: 2024-06-24;
H: First Pay: 2023-01-20; Redemption: 2024-06-24;
Jwcqho: First Pay: 2023-01-20; Redemption: 2024-06-24;
Deal Comments
Sxo Vzyy Zprbxcs 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Apr 13, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2 | PXA | 7.000 | - | - | VVV- | - | - | - | 78.00% | - | Kcwckbbk | KAMB | - | 542 | MPOD+542 | - | - |
| P-1 | BLO | 23.000 | - | - | VVV+ | - | - | - | 83.61% | - | Sxlsfqxh | DBIW | - | 355 | JWAE+355 | - | - |
| Q | HRO | 705.000 | - | - | HHH | - | - | - | 50.00% | - | Lqdrkazu | GHHG | - | 153 | MELP+153 | - | - |
| E | EQX | 45.000 | - | - | D | - | - | - | 91.00% | - | Eqqephyq | PWSG | - | 275 | ADIV+275 | - | - |
| F | JPG | 82.000 | - | - | XX- | - | - | - | 9.46% | - | Eweryadc | CAPE | - | 812 | CXGS+812 | - | - |
| Gpe | WLY | 57.410 | - | - | TJ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-1 | NBW | 78.000 | - | - | KK | - | - | - | 99.00% | - | Ksfbqrwh | VICX | - | 235 | GDKI+235 | - | - |
| G-2 | XJK | 6.000 | - | - | YY | - | - | - | 66.00% | - | Gwyac | - | - | - | 5.027% | - | - |
Tranche Comments
Q: First Pay: 2022-10-20; Redemption: 2024-07-20;
G-1: First Pay: 2022-10-20; Redemption: 2024-07-20;
G-2: First Pay: 2022-10-20; Redemption: 2024-07-20;
E: First Pay: 2022-10-20; Redemption: 2024-07-20;
P-1: First Pay: 2022-10-20; Redemption: 2024-07-20;
C-2: First Pay: 2022-10-20; Redemption: 2024-07-20;
F: First Pay: 2022-10-20; Redemption: 2024-07-20;
Gpe: First Pay: 2022-10-20; Redemption: 2024-07-20;
Deal Comments
Kgh Uoss Wcncgja 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 5, 2022