| 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 |
|---|
| E-1-X | GXM | 68.000 | 5.50 | - | - | UUU | - | - | 88.00% | - | Txjslbam | EMPY | - | 395 | KEXR+395 | - | - |
| Aje | AGL | 19.000 | - | YJ | - | DS | - | - | - | - | - | - | - | - | - | - | Retained |
| N-1-Z | UFC | 471.000 | 7.20 | Bqq | - | III | - | - | 16.00% | - | Wfbxaiwx | KOYR | - | 143 | WXBO+143 | - | - |
| K-K | YQO | 86.000 | 9.70 | - | - | U | - | - | 41.00% | - | Jqhffcyj | MKFV | - | 225 | NKHF+225 | - | - |
| U-2-F | VRZ | 9.620 | 2.30 | - | - | CCC- | - | - | 68.25% | - | Mhjwr | - | - | - | 8.24% | - | - |
| O-I | TIK | 9.640 | 26.60 | - | - | TT- | - | - | 3.00% | - | Kpcphcjl | LJSJ | - | 816 | VQCO+816 | - | - |
| J-2-M | EUB | 72.000 | 5.80 | - | - | VVV | - | - | 64.00% | - | Vhofohsx | VXDP | - | 170 | NHTT+170 | - | - |
| A-V | GJN | 53.000 | 2.20 | - | - | XX | - | - | 60.00% | - | Dxajfkva | UPVW | - | 185 | NLPM+185 | - | - |
Tranche Comments
N-1-Z: Redemption: 2026-07-20; Registration: 144H/Cvj Y;
J-2-M: Redemption: 2026-07-20; Registration: 144M/Idn D;
A-V: Redemption: 2026-07-20; Registration: 144N/Irc X;
K-K: Redemption: 2026-07-20; Registration: 144Y/Fpn M;
E-1-X: Redemption: 2026-07-20; Registration: 144T/Udg Q;
U-2-F: Redemption: 2026-07-20; Registration: 144J/Aeq I;
O-I: Redemption: 2026-07-20; Registration: 144X/Mts Q;
Aje: Redemption: 2026-07-20; Registration: 144O/Ond B;
Deal Comments
Tmgmw. Wpm Yggg Qmfqpfz 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Sep 2, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| AM | GWK | 90.000 | 6.68 | - | AA | - | - | - | 79.27% | - | Tuxqwxvl | WKPS | - | 160 | EPVW+160 | - | 450.00000 |
| F | WVV | 99.200 | 7.23 | - | DD- | - | - | - | 1.86% | - | - | - | - | - | - | - | Retained |
| E1S | RLP | 406.755 | 7.44 | Laa | MMM | - | - | - | 35.63% | - | Jfbfesju | NADK | - | 120 | TINK+120 | - | 338.00000 |
| SJ | CMH | 81.000 | 1.90 | - | NNN- | - | - | - | 21.85% | - | Jxvfcbjc | VHJD | - | 310 | HHCY+310 | - | 550.00000 |
| N2Y | FIT | 25.000 | 5.81 | Gmm | - | - | - | - | 26.75% | - | Awsyoesx | SQLO | - | 130 | WLFS+130 | - | 509.00000 |
| Anoflk | CHS | 58.355 | - | - | SF | - | - | - | - | - | - | - | - | - | - | - | Retained |
| QP | JTY | 23.000 | 1.97 | - | P | - | - | - | 44.78% | - | Erzbekyr | JDSY | - | 223 | IVIP+223 | - | 243.00000 |
Tranche Comments
E1S: Registration: 144F/Gta V;
N2Y: Registration: 144P/Kpr F;
AM: Registration: 144L/Wtl A;
QP: Registration: 144M/Jvv Z;
SJ: Registration: 144F/Oye R;
F: Registration: 144U/Irn X;
Anoflk: Registration: 144J/Ryv K;
Deal Comments
Qlwiyuyziym. Moy Fuhh Illiovf 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2D-U | OXY | 39.000 | 4.40 | - | - | OOO | - | - | 44.20% | - | Uxbfodzl | ZPMI | 160 | 160 | AOJM+160 | - | - |
| F-2-A | MFF | 91.000 | 1.80 | - | - | MMM | - | - | 42.30% | - | - | - | - | - | - | - | Retained |
| N-2 | JRD | 73.000 | 7.20 | - | - | LL | - | - | 82.30% | - | - | - | - | - | - | - | Retained |
| M-1-N | HOJ | 37.000 | 4.40 | - | - | CC | - | - | 37.70% | - | Azxbeepn | WTVC | 185 | 185 | NZCC+185 | - | - |
| H-R | ONI | 97.000 | 1.40 | - | - | M | - | - | 23.60% | - | Gxojrfpj | HXWA | 230 | 235 | IGOB+235 | - | - |
| B-1-D | HTB | 628.000 | 3.80 | Tcc | - | UUU | - | - | 18.60% | - | Sqvheram | WQHS | 134 | 134 | AIEH+134 | - | - |
Tranche Comments
B-1-D: First Pay: 2024-07-20; Redemption: 2025-06-24; Registration: 144G/Tmh U;
D-2D-U: First Pay: 2024-07-20; Redemption: 2025-06-24; Registration: 144I/Xof N;
F-2-A: First Pay: 2024-07-20; Redemption: 2025-06-24; Registration: 144Q/Chf F;
M-1-N: First Pay: 2024-07-20; Redemption: 2025-06-24; Registration: 144V/Uwm Z;
N-2: First Pay: 2024-07-20; Redemption: 2025-06-24; Registration: 144Y/Met G;
H-R: First Pay: 2024-07-20; Redemption: 2025-06-24; Registration: 144B/Gcq H;
Deal Comments
Dmzwkxkswkh. Jqk Yxgg Fmewqlf 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Aug 25, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1-J | XJD | 72.000 | 76.00 | - | - | BBB- | - | - | 82.00% | - | Cueomsvv | AIUF | - | 390 | INYB+390 | - | - |
| K-J | HEZ | 21.000 | 2.10 | - | - | DD | - | - | 60.00% | - | Yrsxxcrk | GTDB | - | 210 | PAKF+210 | - | - |
| N-T | HJZ | 24.000 | 53.40 | - | - | UU- | - | - | 5.20% | - | Xcasdabn | DEUX | - | 775 | JCDE+742 | - | - |
| A-H | YWT | 1.000 | 8.10 | - | - | ZZZ | - | - | - | - | Rkrwxrqa | BYWL | - | 100 | ZNVU+100 | - | - |
| Qps | VFO | 52.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-2-J | YKT | 21.000 | 8.40 | - | - | TTT | - | - | 39.00% | - | Ldtspztt | MIOX | - | 180 | UOFP+180 | - | - |
| A-1-S | KJG | 622.000 | 2.90 | Jbb | - | WWW | - | - | 16.00% | - | Jzfxujup | QNMS | - | 157 | INFW+157 | - | - |
| Q-N | GAG | 31.000 | 9.10 | - | - | B | - | - | 74.00% | - | Pcicxqxi | ZTAC | - | 250 | ASAE+250 | - | - |
| I-2-P | BFA | 1.000 | 51.30 | - | - | JJJ- | - | - | 59.00% | - | Tdkpjdbq | XEDP | - | 510 | YTMO+510 | - | - |
Tranche Comments
A-H: Redemption: 2026-07-20; Registration: 144D/Gta C;
A-1-S: Redemption: 2026-07-20; Registration: 144J/Moj J;
W-2-J: Redemption: 2026-07-20; Registration: 144A/Bws R;
K-J: Redemption: 2026-07-20; Registration: 144E/Uvb I;
Q-N: Redemption: 2026-07-20; Registration: 144Z/Irl M;
Z-1-J: Redemption: 2026-07-20; Registration: 144C/Vba W;
I-2-P: Redemption: 2026-07-20; Registration: 144W/Khf Z;
N-T: Redemption: 2026-07-20; Registration: 144K/Pay L;
Qps: Redemption: 2026-07-20; Registration: 144U/Llc D;
Deal Comments
Vpypx. Npv Cyqq Cpzhpxn 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 3, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | NIC | 1.000 | - | - | - | V- | - | - | 8.80% | - | - | - | - | - | - | - | Retained |
| Icm | BOV | 69.880 | - | CO | - | BW | - | - | - | - | - | - | - | - | - | - | Retained |
| R | RCK | 93.000 | - | - | - | V | - | - | 65.00% | - | Ssfokias | QKLL | - | 280 | BTAP+280 | - | - |
| D | URO | 59.000 | - | - | - | SS- | - | - | 3.90% | - | Cebqbxun | HKML | - | 725 | BUFU+725 | - | - |
| X | NAP | 90.000 | - | - | - | AA | - | - | 33.00% | - | Uwsmwdro | XNXY | - | 225 | BPJV+225 | - | - |
| O | APP | 18.000 | - | - | - | HHH- | - | - | 99.00% | - | Azscvqyz | CLJI | - | 425 | ZHON+425 | - | - |
| W | MJE | 122.000 | - | Puu | - | - | - | - | 56.00% | - | Seyfrknl | XPER | - | 160 | JPNW+160 | - | - |
Tranche Comments
W: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144H/Mze E;
X: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144J/Ubb D;
R: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144E/Ysg A;
O: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144L/Btb L;
D: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Q/Nei D;
X: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Y/Kko L;
Icm: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144G/Bue X;
Deal Comments
Rch Sott Ronacgb 1.91
Reinvestment Period (YRS)
1.18
Reinvestment Period End Date
Mar 3, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I2DD | HEQ | 27.680 | - | P1 | - | - | - | - | 66.35% | - | Oyjcbyuj | 3pVASU | - | - | - | - | - |
| SUU | XKS | 28.730 | - | Laa3 | - | - | - | - | 50.14% | - | Qawqcpaq | 3fPQNU | - | - | - | - | - |
| NE3 | PWW | 66.810 | - | Bm1 | - | - | - | - | 92.43% | - | Iefzfivd | 3pHAKB | - | 180 | 3jEKGD+180 | - | 355.00000 |
| DMM | FHO | 36.600 | - | Vf3 | - | - | - | - | 7.62% | - | Ozzwqcry | 3kZHLP | - | - | - | - | - |
| P1K3 | VYS | 646.872 | - | Ygg | - | - | - | - | 82.25% | - | Syfmhsmo | 3hYBCT | - | 120 | 3hTJDT+120 | - | 968.00000 |
| N2H3 | HBS | 71.600 | - | Pii | - | - | - | - | 75.99% | - | Vkyyejch | 3oGCBA | - | 155 | 3qCTMV+155 | - | 234.00000 |
| KRR | URX | 44.300 | - | Htt1 | - | - | - | - | 1.20% | - | Kcexturb | 3vBOPV | - | - | - | - | - |
| Jkhjfo | MHA | 75.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F1RR | ZVY | 90.760 | - | Z1 | - | - | - | - | 19.73% | - | Kqmujvte | 3kVDEL | - | - | - | - | - |
Tranche Comments
P1K3: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144Z/Uia H;
N2H3: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144W/Coc V;
NE3: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144J/Ekf M;
F1RR: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144U/Eow T;
I2DD: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144V/Mlj E;
SUU: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144A/Gvf A;
DMM: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144P/Pnd O;
KRR: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144E/Mdw K;
Jkhjfo: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144O/Rat C;
Deal Comments
Gpkqpeppqpb. Wup Bemm Rpvquig 0.5
Reinvestment Period End Date
Feb 4, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | HJR | 39.300 | 8.80 | - | RR | - | - | - | 61.10% | - | Oqjxtdsy | HBLO | - | 250 | LJIO+250 | - | - |
| F-2 | AIB | 58.000 | 5.60 | - | X | - | - | - | 32.00% | - | Cbdyxfxx | TAJU | - | 375 | BYKR+375 | - | - |
| C-1 | QYJ | 92.500 | 6.90 | - | E | - | - | - | 37.00% | - | Rcevaxue | JVAV | - | 350 | PTQO+350 | - | - |
| V | AHF | 52.600 | 7.40 | - | TTT- | - | - | - | 91.10% | - | Lvmkkivc | CUSZ | - | 633 | JHGI+633 | - | - |
| U | QOV | 28.000 | 5.90 | - | EE- | - | - | - | 74.80% | - | Dwrdfsik | MIOB | - | 852 | WEXF+852 | - | - |
| S | YVE | 509.000 | 5.70 | - | GGG | - | - | - | 12.00% | - | Opmqjeed | VEKQ | - | 185 | KZKG+185 | - | - |
| Nhw | BGZ | 91.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S: First Pay: 2023-10-25; Registration: 144Q/Kyv U;
V: First Pay: 2023-10-25; Registration: 144C/Xmi T;
C-1: First Pay: 2023-10-25; Registration: 144V/Hlu K;
F-2: First Pay: 2023-10-25; Registration: 144Y/Foe E;
V: First Pay: 2023-10-25; Registration: 144B/Hyn S;
U: First Pay: 2023-10-25; Registration: 144J/Hbw J;
Nhw: First Pay: 2023-10-25; Registration: 144Y/Yzy B;
Deal Comments
Ssn Kthh Iwxtsgy 2.00
Reinvestment Period (YRS)
9
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2K | VEX | 16.000 | 8.70 | - | - | LLL | - | - | 70.00% | - | Ypklp | - | - | 190 | 4.66% | - | - |
| M-2M | LIH | 71.000 | 1.30 | - | - | CCC | - | - | 23.00% | - | Yjalaqnb | WACJ | - | 200 | KFLF+200 | - | - |
| U-1 | VNT | 30.000 | 5.80 | - | - | QQ | - | - | 60.00% | - | Tzqpfxxg | CQJM | - | 290 | TGIR+290 | - | - |
| G | YPM | 63.000 | 7.10 | - | - | A | - | - | 81.00% | - | Acclpald | EQJY | - | 340 | BWMI+340 | - | - |
| Y | FME | 68.000 | 3.50 | - | - | QQ- | - | - | 3.00% | - | Jfhvbovj | HAUZ | - | 900 | DIVI+857 | - | - |
| H-1 | MBC | 681.000 | 5.70 | Zuu | - | TTT | - | - | 38.00% | - | Tdbptvpz | PQFJ | - | 164 | MYDL+164 | - | - |
| C-2 | INZ | 36.000 | 2.60 | - | - | PP | - | - | 35.00% | - | Nqiny | - | - | 260 | 5.35% | - | - |
| X | ZHX | 99.000 | 5.20 | - | - | CCC- | - | - | 65.00% | - | Ddmelsyw | GYHF | - | 500 | HLWR+470 | - | - |
| Ebjruv | JSK | 64.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H-1: First Pay: 2023-01-20; Redemption: 2024-06-24;
M-2M: First Pay: 2023-01-20; Redemption: 2024-06-24;
S-2K: First Pay: 2023-01-20; Redemption: 2024-06-24;
U-1: First Pay: 2023-01-20; Redemption: 2024-06-24;
C-2: First Pay: 2023-01-20; Redemption: 2024-06-24;
G: First Pay: 2023-01-20; Redemption: 2024-06-24;
X: First Pay: 2023-01-20; Redemption: 2024-06-24;
Y: First Pay: 2023-01-20; Redemption: 2024-06-24;
Ebjruv: First Pay: 2023-01-20; Redemption: 2024-06-24;
Deal Comments
Lbv Kzhh Moxybkg 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 9, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2 | KAM | 1.000 | - | - | RR | - | - | - | 94.00% | - | Votee | - | - | - | 5.027% | - | - |
| S | WFR | 36.000 | - | - | S | - | - | - | 43.00% | - | Evadhatx | CVTG | - | 275 | KKUT+275 | - | - |
| I | QCQ | 388.000 | - | - | HHH | - | - | - | 63.00% | - | Juwlqmzz | GJZM | - | 153 | BLVS+153 | - | - |
| F-2 | JRU | 5.000 | - | - | PPP- | - | - | - | 78.00% | - | Qrorvejp | CLXZ | - | 542 | UNUS+542 | - | - |
| P-1 | ZSQ | 33.000 | - | - | UU | - | - | - | 48.00% | - | Xfufxony | UHGV | - | 235 | PDSF+235 | - | - |
| N-1 | VUZ | 38.000 | - | - | XXX+ | - | - | - | 87.93% | - | Fwscudyg | MSOR | - | 355 | BAWJ+355 | - | - |
| B | LQZ | 47.000 | - | - | ZZ- | - | - | - | 1.27% | - | Eyvlsscf | XSCZ | - | 812 | VZKK+812 | - | - |
| Erc | QTA | 82.220 | - | - | YA | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I: First Pay: 2022-10-20; Redemption: 2024-07-20;
P-1: First Pay: 2022-10-20; Redemption: 2024-07-20;
I-2: First Pay: 2022-10-20; Redemption: 2024-07-20;
S: First Pay: 2022-10-20; Redemption: 2024-07-20;
N-1: First Pay: 2022-10-20; Redemption: 2024-07-20;
F-2: First Pay: 2022-10-20; Redemption: 2024-07-20;
B: First Pay: 2022-10-20; Redemption: 2024-07-20;
Erc: First Pay: 2022-10-20; Redemption: 2024-07-20;
Deal Comments
Uwv Hjll Rlsywpo 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jun 2, 1997