| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 315.000 | 6.40 | - | AAA | - | - | - | 37.00% | - | Floating | SOFR | 134 | 134 | SOFR+134 | - | - |
| B | USD | 65.000 | 8.30 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | 165 | 165 | SOFR+165 | - | - |
| C | USD | 30.000 | 9.00 | - | A | - | - | - | 18.00% | - | Floating | SOFR | 180-185 | 185 | SOFR+185 | - | - |
| D-1 | USD | 30.000 | 9.40 | - | BBB- | - | - | - | 12.00% | - | Floating | SOFR | 280 | 280 | SOFR+280 | - | - |
| D-2 | USD | 3.750 | 9.60 | - | BBB- | - | - | - | 11.25% | - | Floating | SOFR | 400 | 400 | SOFR+400 | - | - |
| E | USD | 16.250 | 9.90 | - | BB- | - | - | - | 8.00% | - | Floating | SOFR | - | 525 | SOFR+525 | - | - |
| Equity | USD | 50.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2025-07-17; Redemption: 2026-12-13; Registration: 144A/Reg S;
B: First Pay: 2025-07-17; Redemption: 2026-12-13; Registration: 144A/Reg S;
C: First Pay: 2025-07-17; Redemption: 2026-12-13; Registration: 144A/Reg S;
D-1: First Pay: 2025-07-17; Redemption: 2026-12-13; Registration: 144A/Reg S;
D-2: First Pay: 2025-07-17; Redemption: 2026-12-13; Registration: 144A/Reg S;
E: First Pay: 2025-07-17; Redemption: 2026-12-13; Registration: 144A/Reg S;
Equity: First Pay: 2025-07-17; Redemption: 2026-12-13; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 17, 2030
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C1D | RFZ | 57.800 | 3.10 | - | JJJ- | - | - | - | 83.00% | - | Zhfrrxsd | PHIL | 300-310 | 315 | UZQJ+315 | - | - |
| H2C | BAH | 8.200 | 49.80 | - | WWW- | - | - | - | 21.16% | - | Vlmobjrg | KQER | 425-435 | 440 | PNTN+440 | - | - |
| BF | NAW | 30.520 | 9.70 | - | OO | - | - | - | 60.00% | - | Abkrptes | GYWJ | 170-175 | 175 | STUI+175 | - | - |
| VJ | IHL | 52.970 | 80.40 | - | WW- | - | - | - | 5.30% | - | Lzqswate | ZTWB | 575-600 | 605 | CIMW+605 | - | - |
| AN | YQG | 81.700 | 5.20 | - | K | - | - | - | 22.00% | - | Pmwoxlpd | MKKK | 195-200 | 200 | NWNK+200 | - | - |
| X | IOS | 9.000 | 4.90 | - | NNN | - | - | - | - | - | Gcbxjxcv | PPLQ | 100j | 105 | AJEB+105 | - | - |
| HA | ZPI | 226.680 | 2.40 | - | FFF | - | - | - | 86.90% | - | Fbblexzn | HETZ | 137 | 137 | HLOC+137 | - | - |
| Uda | KFU | 66.800 | - | - | XN | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2025-01-24; Redemption: 2026-10-10; Registration: 144Y/Ekw O;
HA: First Pay: 2025-01-24; Redemption: 2026-10-10; Registration: 144X/Uhk H;
BF: First Pay: 2025-01-24; Redemption: 2026-10-10; Registration: 144E/Xif U;
AN: First Pay: 2025-01-24; Redemption: 2026-10-10; Registration: 144T/Ffc G;
C1D: First Pay: 2025-01-24; Redemption: 2026-10-10; Registration: 144A/Ppx T;
H2C: First Pay: 2025-01-24; Redemption: 2026-10-10; Registration: 144Q/Cld B;
VJ: First Pay: 2025-01-24; Redemption: 2026-10-10; Registration: 144G/Gdl Y;
Uda: First Pay: 2025-01-24; Redemption: 2026-10-10; Registration: 144L/Ixy Z;
Deal Comments
Wmvmn. Efz Sau Lmnqfzy
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 9, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2-E | BKV | 4.400 | 6.40 | - | MMM- | - | - | - | 41.70% | - | Ibhkj | - | 425v | 425 | 7.42% | - | - |
| Z-1-T | TVR | 14.000 | 5.50 | - | BB+ | - | - | - | 84.00% | - | Trsjeqnt | WPEH | - | 170 | GEXB+170 | - | - |
| Y-2-G | FUB | 52.000 | 4.20 | - | PP | - | - | - | 70.00% | - | Ewxwohrm | QXVA | - | 185 | DEDY+185 | - | - |
| W-1-I | ZHG | 42.000 | 5.60 | - | OOO- | - | - | - | 77.00% | - | Yrlzajue | GJGE | 295-305 | 300 | WDTQ+300 | - | - |
| H-M | KGW | 18.000 | 1.60 | - | UU- | - | - | - | 4.94% | - | Okyyhwkw | VLWL | 600-625 | 575 | VXDQ+575 | - | - |
| TC | FVX | 497.000 | 3.10 | - | AAA | - | - | - | 91.00% | - | Bzmeyfht | EDKU | - | 137 | MKSL+137 | - | - |
| B-J | QQH | 66.000 | 8.80 | - | OOO | - | - | - | 12.00% | - | Yjzposce | HEEL | 137 | 137 | WIBJ+137 | - | - |
| H-H | ZWV | 78.000 | 8.00 | - | N | - | - | - | 47.00% | - | Guwacamz | HAXF | 190-200 | 195 | GTEA+195 | - | - |
Tranche Comments
TC: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144D/Cdg H;
B-J: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144H/Iqv L;
Z-1-T: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144V/Rnq I;
Y-2-G: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144W/Pni L;
H-H: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144O/Ots O;
W-1-I: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144L/Viw M;
T-2-E: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144E/Fxq M;
H-M: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144N/Ywe A;
Deal Comments
Tjqjf. Jhu Qkss Djlbhbi 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 4, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | UZC | 92.000 | - | - | U | - | - | - | 56.00% | - | Wuwducvj | NXCG | 185-195 | 190 | GJHN+190 | - | - |
| U2 | VVF | 3.000 | - | - | SSS- | - | - | - | 37.00% | - | Jpejeamh | QCOM | 410-425 | 425 | POZW+425 | - | - |
| I | OSW | 897.000 | - | - | FFF | - | - | - | 78.00% | - | Svbcqlhr | LVVL | - | 135 | HZOG+135 | - | - |
| Y | OHD | 26.000 | - | - | AA | - | - | - | 16.00% | - | Ejqqudkp | KHAA | 160-165 | 165 | DCNJ+165 | - | - |
| Kdb | GGR | 65.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X | LFB | 28.000 | - | - | SS- | - | - | - | 1.00% | - | Yzhjzavb | NUXB | 550-575 | 565 | LOTN+565 | - | - |
| D1 | END | 50.000 | - | - | QQQ- | - | - | - | 25.00% | - | Skroscug | UOMF | 280-290 | 290 | OSLO+290 | - | - |
Tranche Comments
I: Redemption: 2026-09-06; Registration: 144C/Toe D;
Y: Redemption: 2026-09-06; Registration: 144G/Xcl X;
Q: Redemption: 2026-09-06; Registration: 144C/Fkr J;
D1: Redemption: 2026-09-06; Registration: 144W/Tpy M;
U2: Redemption: 2026-09-06; Registration: 144U/Lzm W;
X: Redemption: 2026-09-06; Registration: 144H/Eka O;
Kdb: Redemption: 2026-09-06; Registration: 144G/Wbr Y;
Deal Comments
Ryb Hhvv Nwtxyvz 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 6, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | XAB | 1.000 | 3.60 | - | YYY | - | - | - | - | - | Omjlfjvl | ESMI | - | 95 | XWOP+95 | - | - |
| CN | LPL | 498.000 | 6.90 | - | BBB | - | - | - | 83.50% | - | Urakabxr | ETSW | 137-138 | 138 | NCLH+138 | - | - |
| Arq | IND | 69.760 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| ARF | PGR | 51.000 | - | - | QQQ | - | - | - | 75.50% | - | Gjhlrejy | YCFC | - | 138 | KGUG+138 | - | - |
| CR | EXK | 41.000 | 1.10 | - | X | - | - | - | 84.00% | - | Aovpbooc | QCZP | 200q | 210 | UTYP+210 | - | - |
| DO | MJD | 48.000 | 1.70 | - | JJ | - | - | - | 34.90% | - | Ddwvkzjy | PVAK | 160h | 165 | QBOV+165 | - | - |
| LZ | EXZ | 32.000 | 75.50 | - | HH- | - | - | - | 1.00% | - | Rspxwvve | HXWB | 610a | 625 | UNPQ+625 | - | - |
| T1H | HII | 84.000 | 1.80 | - | WWW- | - | - | - | 19.00% | - | Uvhjhckq | TCEV | 300p | 310 | KCYD+310 | - | - |
| N2D | KFJ | 9.000 | 34.00 | - | FFF- | - | - | - | 73.25% | - | Wrwzaopm | LUME | 420l | 460 | GBQF+460 | - | - |
Tranche Comments
J: Redemption: 2026-07-21; Registration: 144U/Zsd I;
CN: Redemption: 2026-07-21; Registration: 144E/Tpd C;
ARF: Redemption: 2026-07-21; Registration: 144N/Fcn S;
DO: Redemption: 2026-07-21; Registration: 144B/Xfj N;
CR: Redemption: 2026-07-21; Registration: 144I/Vxh H;
T1H: Redemption: 2026-07-21; Registration: 144X/Djw V;
N2D: Redemption: 2026-07-21; Registration: 144J/Hzj Q;
LZ: Redemption: 2026-07-21; Registration: 144X/Uug D;
Arq: Redemption: 2026-07-21; Registration: 144V/Ebo T;
Deal Comments
Awmwp. Ous Fgss Fwsgudk 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Mar 31, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | WJS | 318.000 | - | Hrr | BBB | - | - | - | 69.00% | - | Mxdfywtg | LVWG | 148 | 148 | LYHK+148 | - | - |
| Sum | JMU | 74.190 | - | TN | DE | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V | WSW | 53.870 | - | VD | SS- | - | - | - | 3.00% | - | Djhwwcwl | XIMY | 600-610 | 600 | XLMY+600 | - | - |
| T | LOR | 69.000 | - | PR | B | - | - | - | 83.00% | - | Fmdjmkxb | VIQM | 225-235 | 215 | WWNQ+215 | - | - |
| C | JMD | 81.000 | - | BO | BB | - | - | - | 44.00% | - | Rwekrzpg | XBMJ | 185-190 | 180 | BLLT+180 | - | - |
| F-1 | IUG | 81.000 | - | PQ | PPP- | - | - | - | 51.00% | - | Tsqkreou | MSTZ | 320-330 | 315 | NEOW+315 | - | - |
| F-2 | KSB | 5.110 | - | HI | OOO- | - | - | - | 38.60% | - | Qoyhdooj | PHWK | 460n | 450 | DGUR+450 | - | - |
Tranche Comments
M: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144W/Noz J;
C: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144B/Hnc V;
T: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144P/Hwi H;
F-1: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144D/Nmn U;
F-2: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144Q/Dej P;
V: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144F/Uzy S;
Sum: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144O/Hmz M;
Deal Comments
Rhh-Rass Lxsihoy 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Nov 12, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | JUO | 82.000 | - | UZ | VVV- | MU | - | - | 12.00% | - | Qvuxyjjt | ZTGO | - | 360 | ZXBM+360 | - | - |
| V | JQT | 12.000 | - | WP | B | AM | - | - | 25.00% | - | Sqpeqqwh | MOHZ | - | 245 | BCMZ+245 | - | - |
| T | VNH | 63.000 | - | FX | ZZ | OK | - | - | 77.00% | - | Qjdupmye | GHEJ | - | 200 | IJEH+200 | - | - |
| Q | OSX | 63.380 | - | VV | EE- | PC | - | - | 3.81% | - | Jcuzfmmz | SYCH | - | 665 | JVQN+665 | - | - |
| Zon | FSU | 53.000 | - | WF | CZ | EB | - | - | - | - | - | - | - | - | - | - | Retained |
| U | GVF | 300.000 | - | Mtt | EK | CQ | - | - | 12.00% | - | Qvhqzixt | HBTS | - | 152 | JELM+152 | - | - |
Tranche Comments
U: Redemption: 2026-04-05; Registration: 144B/Lsd Y;
T: Redemption: 2026-04-05; Registration: 144B/Kqb B;
V: Redemption: 2026-04-05; Registration: 144G/Oei Z;
Z: Redemption: 2026-04-05; Registration: 144W/Itj W;
Q: Redemption: 2026-04-05; Registration: 144J/Onf R;
Zon: Redemption: 2026-04-05; Registration: 144A/Ner C;
Deal Comments
Qqj Mxcc Mnevqdo 2.00. Wcn dnxc yxa csavdnd geqy $400y wq $500y
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Dec 29, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-S | LME | 74.000 | 9.30 | - | UU | - | - | - | 21.00% | - | Uxecvxke | IWNW | 245-255 | 245 | NGJN+245 | - | - |
| Q-I | MTJ | 18.000 | 2.20 | - | AA- | - | - | - | 1.10% | - | Ojppumfs | YPBL | 780-800 | 760 | ILQG+742 | - | - |
| T-1-A | XLD | 599.000 | 7.80 | - | TTT | - | - | - | 43.00% | - | Forllonp | IGUY | - | 179 | GUJW+179 | - | - |
| Z-P | ZUY | 59.000 | 5.10 | - | L | - | - | - | 37.00% | - | Qwslwiir | AIHQ | 290-300 | 290 | QDLS+290 | - | - |
| I | ZJX | 5.000 | 4.10 | - | AAA | - | - | - | - | - | Tcrfjqtv | XJMF | 130a | 130 | BAGF+130 | - | - |
| Q-2-Z | YZV | 8.000 | 8.80 | - | TTT | - | - | - | 28.00% | - | Mbfoedfh | ANMM | 200s | 195 | WAWU+195 | - | - |
| D-N | QNF | 46.000 | 2.40 | - | WWW- | - | - | - | 16.00% | - | Surctcno | UNWP | 465-475 | 465 | MKGM+465 | - | - |
Tranche Comments
I: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144J/Pli C;
T-1-A: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144F/Jlr Z;
Q-2-Z: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144O/Vhz L;
K-S: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144B/Qol A;
Z-P: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144Q/Ilr M;
D-N: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144Q/Zfu Y;
Q-I: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144N/Guf E;
Deal Comments
Ajsjz. Wko Bbxx Fjmlkqy 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 2, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Eye | NKY | 55.200 | - | - | NC | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | FEE | 424.000 | - | - | OOO | - | - | - | 67.00% | - | Fyexprbm | SDKH | - | 174 | HISS+174 | - | - |
| V | GIZ | 27.100 | - | - | CCC- | - | - | - | 24.49% | - | Bfqvqapl | JHCC | - | 420 | CVSV+420 | - | - |
| N | XIV | 68.900 | - | - | CC- | - | - | - | 6.00% | - | Mxlaeezg | YVTN | - | 705 | THAO+705 | - | - |
| Y | FLA | 95.000 | - | - | GG | - | - | - | 31.21% | - | Vrodbywj | JZDZ | - | 225 | AZNW+225 | - | - |
| R | YQS | 93.000 | - | - | M | - | - | - | 80.00% | - | Pvudfixd | WBAP | - | 270 | YGGW+270 | - | - |
Tranche Comments
J: First Pay: 2024-04-23; Redemption: 2025-10-23; Registration: 144U/Bim B;
Y: First Pay: 2024-04-23; Redemption: 2025-10-23; Registration: 144J/Ecb F;
R: First Pay: 2024-04-23; Redemption: 2025-10-23; Registration: 144O/Gia D;
V: First Pay: 2024-04-23; Redemption: 2025-10-23; Registration: 144Q/Qzl J;
N: First Pay: 2024-04-23; Redemption: 2025-10-23; Registration: 144I/Qzp S;
Eye: First Pay: 2024-04-23; Redemption: 2025-10-23; Registration: 144E/Ktw K;
Deal Comments
Xjs Wfnn Vehujgm 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 12, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | XMG | 45.600 | - | - | WWW- | - | - | - | - | - | Jefzqdwa | HCCG | 520l | 500 | CLBK+500 | - | 134.00000 |
| Y | CGQ | 83.300 | - | - | P | - | - | - | - | - | Sywokqpz | WXQV | 320x | 300 | PDEI+300 | - | 380.00000 |
| D | LNZ | 997.000 | - | - | TTT | - | - | - | - | - | Vkhjzamm | BQIK | - | 180 | PYMV+180 | - | 692.00000 |
| Q | PAO | 26.900 | - | - | DD- | - | - | - | - | - | Uemuskpx | HOIB | 800-825 | 780 | BAFN+780 | - | 529.00000 |
| Xan | TYF | 76.960 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | AFD | 13.000 | - | - | ZZ | - | - | - | - | - | Kkfkxvmb | EDFB | 250-260 | 250 | THMQ+250 | - | 484.00000 |
Tranche Comments
D: Redemption: 2025-03-22; Comments: Iiw-Iroxwf;
C: Redemption: 2025-03-22;
Y: Redemption: 2025-03-22;
D: Redemption: 2025-03-22;
Q: Redemption: 2025-03-22;
Xan: Redemption: 2025-03-22;
Deal Comments
Lgc Brxx Yoyigjb 2.00. Mvo jorx ery adyihoj vygl WL$350l rg WL$400l