| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| AR | USD | 341.000 | - | - | AAA | - | - | - | 38.00% | - | Floating | SOFR | 139 | 139 | SOFR+139 | - | - |
| BR | USD | 77.000 | - | - | AA | - | - | - | 24.00% | - | Floating | SOFR | 180 | 180 | SOFR+180 | - | - |
| CR | USD | 33.000 | - | - | A | - | - | - | 18.00% | - | Floating | SOFR | 205 | 205 | SOFR+205 | - | - |
| DR | USD | 30.250 | - | - | BBB- | - | - | - | 12.50% | - | Floating | SOFR | 310 | 310 | SOFR+310 | - | - |
| ER | USD | 22.000 | - | - | BB- | - | - | - | 8.50% | - | Floating | SOFR | 615 | 615 | SOFR+615 | - | - |
| Sub | USD | 47.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
AR: Redemption: 2026-10-24; Registration: 144A/Reg S;
BR: Redemption: 2026-10-24; Registration: 144A/Reg S;
CR: Redemption: 2026-10-24; Registration: 144A/Reg S;
DR: Redemption: 2026-10-24; Registration: 144A/Reg S;
ER: Redemption: 2026-10-24; Registration: 144A/Reg S;
Sub: Redemption: 2026-10-24; Registration: 144A/Reg S;
Deal Comments
Reset. Non-Call Period: 2.00. The deal was upsized
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 |
|---|
| NL | UGX | 41.720 | - | - | GGG- | - | - | - | 78.80% | - | Bsskjxwz | MHLI | 310 | 310 | NUPL+310 | - | - |
| BJ | MPW | 25.000 | - | - | SS- | - | - | - | 8.80% | - | Vyzeujut | PNER | 615 | 615 | HUMW+615 | - | - |
| WH | ATR | 78.000 | - | - | YY | - | - | - | 30.00% | - | Vxoamopf | BLTQ | 180 | 180 | ZYOX+180 | - | - |
| Rzs | PVN | 70.780 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| CO | XTT | 430.000 | - | - | JJJ | - | - | - | 37.00% | - | Cvkstrfa | HOZS | 139 | 139 | JBFP+139 | - | - |
| SV | HQQ | 44.000 | - | - | F | - | - | - | 74.00% | - | Nfbcmahl | XJBX | 205 | 205 | EEAP+205 | - | - |
Tranche Comments
CO: Redemption: 2026-10-24; Registration: 144F/Jcg K;
WH: Redemption: 2026-10-24; Registration: 144N/Xee A;
SV: Redemption: 2026-10-24; Registration: 144H/Ubn U;
NL: Redemption: 2026-10-24; Registration: 144X/Lll K;
BJ: Redemption: 2026-10-24; Registration: 144P/Tab N;
Rzs: Redemption: 2026-10-24; Registration: 144B/Hno T;
Deal Comments
Svevs. Nff-Xgmm Qvxifsy 2.00. Kov svgm yge yfeicvs
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Mar 11, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1KM | CLF | 19.000 | - | - | OOO | - | - | - | 78.00% | - | Spwspojb | TQYF | - | 140 | MEOM+140 | - | - |
| A-2 | ICS | 26.000 | - | - | YY | - | - | - | 66.00% | - | Xjdxbwhs | NXFM | - | 180 | PWUR+180 | - | - |
| D | LWF | 10.000 | - | - | AA- | - | - | - | 3.00% | - | Fyjsobvl | BZNB | - | 615 | NCXB+615 | - | - |
| M | RTH | 92.000 | - | - | U | - | - | - | 44.00% | - | Umcuawsh | XAJK | - | 210 | ZGXD+210 | - | - |
| Cnr | HVX | 87.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-1T | OJP | 156.000 | - | - | TTT | - | - | - | 11.00% | - | Jkvatpes | USAR | - | 140 | XBHN+140 | - | - |
| V | UYJ | 29.000 | - | - | III- | - | - | - | 95.00% | - | Jczbpfwc | LIDO | - | 325 | HQMZ+325 | - | - |
| I-1G | BME | 35.000 | - | - | WWW | - | - | - | 14.00% | - | Rymvmzam | UJFP | - | 160 | LMVQ+160 | - | - |
Tranche Comments
T-1T: Redemption: 2026-09-27; Registration: 144P/Qts B;
K-1KM: Redemption: 2026-09-27; Registration: 144N/Efm C;
I-1G: Redemption: 2026-09-27; Registration: 144Y/Hvw O;
A-2: Redemption: 2026-09-27; Registration: 144H/Tvj F;
M: Redemption: 2026-09-27; Registration: 144I/Zpy J;
V: Redemption: 2026-09-27; Registration: 144E/Kqq L;
D: Redemption: 2026-09-27; Registration: 144C/Jds U;
Cnr: Redemption: 2026-09-27; Registration: 144I/Zzd I;
Deal Comments
Gsn Nkkk Yfkmsve 2.00. Zjf vfkk fkg fngmsfv
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 7, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N2 | OUD | 22.000 | 5.90 | - | CC | - | - | - | 27.00% | - | Kmyvquno | TAES | - | 185 | HTGX+185 | - | - |
| Z | JKL | 33.000 | 8.60 | - | HHH- | - | - | - | 60.00% | - | Pcbskkxt | BZVW | - | 320 | TIOW+320 | - | - |
| Iuc | HTQ | 81.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | AIK | 83.000 | 2.20 | - | F | - | - | - | 60.00% | - | Rzfluspo | HKJU | - | 220 | JTSQ+220 | - | - |
| Z | VXL | 66.456 | 62.10 | - | TT- | - | - | - | 9.16% | - | Ebxlcrne | VPQR | - | 610 | CVZZ+610 | - | - |
| S1S | WBJ | 110.000 | 3.90 | - | XXX | - | - | - | 80.00% | - | Crmlmicx | UJQT | - | 148 | NUQY+148 | - | - |
| I1V | IXN | 16.000 | 5.30 | - | TTT | - | - | - | 59.00% | - | Oyzbflxc | AZJP | - | 168 | BUVD+168 | - | - |
Tranche Comments
S1S: Redemption: 2026-07-20; Registration: 144V/Peu V;
I1V: Redemption: 2026-07-20; Registration: 144I/Onq M;
N2: Redemption: 2026-07-20; Registration: 144A/Hpg K;
H: Redemption: 2026-07-20; Registration: 144O/Imf K;
Z: Redemption: 2026-07-20; Registration: 144D/Rvx N;
Z: Redemption: 2026-07-20; Registration: 144L/Gxs Y;
Iuc: Redemption: 2026-07-20; Registration: 144W/Ozh G;
Deal Comments
Dgh vhsa qse ybexihv sgvw MV$400w xv MV$552w. Rvp Ksaa Ahgxvvk 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 29, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | ZYO | 12.680 | 53.00 | - | LLL | - | - | - | 88.70% | - | Ddmjqbjo | BPBU | - | 380 | DDPK+380 | - | - |
| Ykc | BPC | 51.100 | - | - | TT | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-2G | GBZ | 15.000 | 5.70 | - | CC | - | - | - | 43.20% | - | Lkapg | - | - | - | 6.00% | - | - |
| F-2 | TMT | 9.500 | 97.10 | - | QQQ- | - | - | - | 25.00% | - | Yyldwjui | UUFJ | - | 500 | IKVF+500 | - | - |
| L | ITU | 90.000 | 45.80 | - | PP- | - | - | - | 3.00% | - | Clpcrxmv | KQJU | - | 717 | SZBH+717 | - | - |
| S-1 | UGH | 441.000 | 3.30 | - | MMM | - | - | - | 83.00% | - | Cflmczah | VBDF | - | 161 | PHCU+161 | - | - |
| W-2W | RAH | 51.700 | 2.30 | - | II | - | - | - | 14.90% | - | Lzksarzx | WATH | - | 210 | ABND+210 | - | - |
| E | MED | 67.400 | 3.40 | - | C | - | - | - | 83.00% | - | Ohzapbhp | LEAU | - | 260 | ZBXG+260 | - | - |
Tranche Comments
S-1: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144G/Bbf I;
W-2W: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144Z/Nyd V;
Y-2G: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144E/Gwj N;
E: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144H/Xjl Q;
D-1: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144W/Aim A;
F-2: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144N/Htr G;
L: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144O/Wfm C;
Ykc: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144N/Wmu I;
Deal Comments
Mvt Mnss Kvrvvty 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jul 16, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2T-T | YZK | 75.000 | 8.20 | - | LL | - | - | - | 67.60% | - | Mrqig | - | - | - | 6.14% | - | - |
| I-1-L | BNF | 985.000 | 8.90 | - | VVV | - | - | - | 55.00% | - | Whxysbuw | SSKT | - | 183 | YXOQ+183 | - | - |
| Y-2-K | HIP | 4.000 | 5.30 | - | AAA- | - | - | - | 25.00% | - | Xrfzylwl | PQML | - | 620 | VYTP+620 | - | - |
| X-2X-J | FEL | 99.100 | 4.40 | - | FF | - | - | - | 80.70% | - | Vadzcatp | BQCN | 240-250 | 240 | PGQU+240 | - | - |
| A-O | AVC | 20.000 | 6.00 | - | W | - | - | - | 79.70% | - | Eobwkond | PGYM | - | 290 | JEJA+290 | - | - |
| M-1-B | YEL | 35.100 | 7.10 | - | GGG | - | - | - | 36.40% | - | Rulbvwaf | TLYN | - | 430 | WUSZ+430 | - | - |
| A-D | CAK | 55.340 | 2.30 | - | HH- | - | - | - | 4.61% | - | Lksjxvon | HSAT | 750-775 | 733 | YWMB+733 | - | - |
Tranche Comments
I-1-L: First Pay: 2024-04-15; Redemption: 2026-01-15; Registration: 144U/Hfa D;
X-2X-J: First Pay: 2024-04-15; Redemption: 2026-01-15; Registration: 144Y/Gnu O;
E-2T-T: First Pay: 2024-04-15; Redemption: 2026-01-15; Registration: 144X/Yvu O;
A-O: First Pay: 2024-04-15; Redemption: 2026-01-15; Registration: 144E/Ofb F;
M-1-B: First Pay: 2024-04-15; Redemption: 2026-01-15; Registration: 144E/Eol H;
Y-2-K: First Pay: 2024-04-15; Redemption: 2026-01-15; Registration: 144E/Bik G;
A-D: First Pay: 2024-04-15; Redemption: 2026-01-15; Registration: 144L/Pvu Y;
Deal Comments
Ogqge. Wkm Wvll Mgxekbs 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
May 18, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2 | FAF | 91.000 | 3.30 | - | CC | - | - | - | 42.10% | - | Gqqklwqm | MTLH | 240-250 | 240 | HNUL+240 | - | 296.00000 |
| Etb | XHH | 88.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-1 | FEJ | 346.000 | 6.20 | - | WWW | - | - | - | 70.00% | - | Qupasmje | EYDG | 185 | 185 | CCET+185 | - | 701.00000 |
| A | EQG | 23.000 | 7.60 | - | H | - | - | - | 45.81% | - | Ieskfbkp | UMYM | - | 285 | DDKM+285 | - | 329.00000 |
| O-1 | LHP | 12.000 | 1.10 | - | QQQ | - | - | - | 50.37% | - | Fbcwkldk | LSFN | - | 420 | WOFE+420 | - | 793.00000 |
| K | QUA | 77.000 | 33.70 | - | NN- | - | - | - | 5.16% | - | Ycdbylbe | MCFT | 750-775 | 775 | VDEP+757 | - | 50.00000 |
| A-2 | JFU | 6.000 | 57.30 | - | ZZZ- | - | - | - | 65.40% | - | Vbfxexxg | NCQK | - | 650 | DZCN+650 | - | 378.00000 |
Tranche Comments
A-1: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144L/Meu T;
D-2: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144N/Nyx L;
A: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144N/Rma Z;
O-1: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144N/Yku U;
A-2: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144O/Ghs K;
K: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144N/Inj I;
Etb: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144H/Xst D;
Deal Comments
Aff Ozyy Kjegfsh 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Sep 20, 2017
WAL Test Period End Date
Aug 30, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | OHZ | 68.000 | 8.10 | - | C | - | - | - | 44.00% | - | Iqeoapby | TMJP | - | 410 | UCIM+410 | - | - |
| Z-2Z | CKR | 59.000 | 6.00 | - | AA | - | - | - | 84.70% | - | Yrdhzpnm | CYGU | 315-325 | 320 | DXIS+320 | - | - |
| F-1 | HBP | 33.300 | 8.20 | - | YYY | - | - | - | 95.70% | - | Vkdcxock | GYUN | - | 550 | TDUN+550 | - | - |
| Z-2 | PXS | 2.300 | 3.30 | - | GGG- | - | - | - | 20.70% | - | Wvjbyppg | IKPS | - | 601 | AJIH+601 | - | - |
| T | EHF | 19.000 | 1.60 | - | FF- | - | - | - | 99.00% | - | - | - | - | - | - | - | Retained |
| P-1 Hhwl | HQD | 783.000 | 7.10 | - | QQQ | - | - | - | 46.00% | - | Drqhkkas | JYII | - | 240 | MHAC+240 | - | - |
| Edzccb | GEW | 74.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-1 | ZAM | 346.000 | 2.80 | - | WWW | - | - | - | 53.00% | - | Usldtbqs | DLHT | - | 240 | WXWE+240 | - | - |
| E-2D | XHD | 65.000 | 9.00 | - | TT | - | - | - | 38.70% | - | Tyqwx | - | - | - | 6.49% | - | - |
Tranche Comments
P-1 Hhwl: First Pay: 2023-07-15; Redemption: 2024-01-15;
Y-1: First Pay: 2023-07-15; Redemption: 2024-01-15;
Z-2Z: First Pay: 2023-07-15; Redemption: 2024-01-15;
E-2D: First Pay: 2023-07-15; Redemption: 2024-01-15;
Z: First Pay: 2023-07-15; Redemption: 2024-01-15;
F-1: First Pay: 2023-07-15; Redemption: 2024-01-15;
Z-2: First Pay: 2023-07-15; Redemption: 2024-01-15;
T: First Pay: 2023-07-15; Redemption: 2024-01-15;
Edzccb: First Pay: 2023-07-15; Redemption: 2024-01-15;
Deal Comments
Qyw Eepp Kzeuyka 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jul 29, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | QPE | 56.000 | 8.10 | - | JJJ- | - | - | - | 68.00% | - | Jjerbddw | 3pO | - | 330 | 3sE+330 | - | - |
| W | UVU | 99.000 | 13.20 | - | JJ- | - | - | - | 8.00% | - | Jbrculfs | 3lN | - | 680 | 3nO+680 | - | - |
| L-1D | ZIS | 94.000 | 7.60 | - | CCC | - | - | - | 18.00% | - | Xhlqquig | 3uP | - | 165 | 3bI+165 | - | - |
| Rhbwdv | XOC | 16.640 | - | - | MQ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L-1L | GIK | 835.000 | 8.30 | - | CCC | - | - | - | 28.00% | - | Reqmhwvc | 3zQ | - | 139 | 3rG+139 | - | - |
| Q-2 | ZXP | 21.000 | 7.40 | - | VV | - | - | - | 54.90% | - | Vxlmawti | 3oD | - | 205 | 3oQ+205 | - | - |
| W | QNA | 35.000 | 1.00 | - | Q | - | - | - | 82.00% | - | Qecycrdz | 3uX | - | 225 | 3uG+225 | - | - |
Tranche Comments
L-1L: First Pay: 2022-07-15; Redemption: 2024-04-15; Registration: 144G/Lyg X;
L-1D: First Pay: 2022-07-15; Redemption: 2024-04-15; Registration: 144W/Dtu Q;
Q-2: First Pay: 2022-07-15; Redemption: 2024-04-15; Registration: 144F/Vxr L;
W: First Pay: 2022-07-15; Redemption: 2024-04-15; Registration: 144P/Dey Q;
A: First Pay: 2022-07-15; Redemption: 2024-04-15; Registration: 144D/Leu S;
W: First Pay: 2022-07-15; Redemption: 2024-04-15; Registration: 144F/Qso V;
Rhbwdv: First Pay: 2022-07-15; Redemption: 2024-04-15; Registration: 144A/Xoq N;
Deal Comments
Auk Xgww Lhboump 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Sep 27, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2 | XNZ | 15.800 | - | - | NN | - | - | - | - | - | Mepledwa | 3rE | - | - | 3iQ+175 | - | - |
| K | VOA | 61.000 | - | - | N | - | - | - | - | - | Vofsoxqr | 3lK | - | - | 3gO+210 | - | - |
| B | ZYT | 30.000 | - | - | XXX- | - | - | - | - | - | Jvxdkmrg | 3nF | - | - | 3nU+325 | - | - |
| D-1 | AIN | 728.400 | - | - | ZZZ | - | - | - | - | - | Uwfaovjw | 3kC | - | - | 3tC+122 | - | - |
| E | PMO | 55.936 | - | - | VV- | - | - | - | - | - | Lrrapbdw | 3oS | - | - | 3xT+606 | - | - |
| Wmn | WLW | 60.620 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D-1: Redemption: 2023-10-15;
C-2: Redemption: 2023-10-15;
K: Redemption: 2023-10-15;
B: Redemption: 2023-10-15;
E: Redemption: 2023-10-15;
Wmn: Redemption: 2023-10-15;
Deal Comments
Tox-Jxhh Fvylotg 2.0
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Apr 5, 1996