| 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 |
|---|
| KU | RMH | 256.000 | - | - | FFF | - | - | - | 67.00% | - | Pmzbkxwh | DALQ | 139 | 139 | GLVO+139 | - | - |
| AI | UAO | 32.610 | - | - | CCC- | - | - | - | 31.10% | - | Letwhtcf | MTZM | 310 | 310 | VQJY+310 | - | - |
| TO | HJP | 40.000 | - | - | JJ- | - | - | - | 4.80% | - | Yfhzfifa | BCDA | 615 | 615 | BLKW+615 | - | - |
| DC | MUT | 83.000 | - | - | NN | - | - | - | 85.00% | - | Tmxjlyke | ZTZK | 180 | 180 | PDSV+180 | - | - |
| EV | CQU | 20.000 | - | - | W | - | - | - | 99.00% | - | Izwyxape | TVPY | 205 | 205 | VCZQ+205 | - | - |
| Wik | KIO | 79.650 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
KU: Redemption: 2026-10-24; Registration: 144H/Asp B;
DC: Redemption: 2026-10-24; Registration: 144G/Ipg V;
EV: Redemption: 2026-10-24; Registration: 144U/Ims U;
AI: Redemption: 2026-10-24; Registration: 144P/Yvb N;
TO: Redemption: 2026-10-24; Registration: 144H/Zsj F;
Wik: Redemption: 2026-10-24; Registration: 144C/Uyb K;
Deal Comments
Ucqcg. Iaa-Zytt Ecbaaqs 2.00. Ioc qcyt jyq hrqaycq
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 9, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | KIE | 56.000 | - | - | YYY- | - | - | - | 95.00% | - | Jvzaxqra | BSBA | - | 325 | LWCF+325 | - | - |
| W-1W | CTC | 457.000 | - | - | KKK | - | - | - | 12.00% | - | Uqdlkrii | EGNC | - | 140 | GCNE+140 | - | - |
| F | TXI | 63.000 | - | - | KK- | - | - | - | 2.00% | - | Qjqmxdtt | UDHV | - | 615 | NEOX+615 | - | - |
| Cok | PAE | 33.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-1G | BRC | 13.000 | - | - | DDD | - | - | - | 62.00% | - | Cesjtkvo | UKVV | - | 160 | CYVB+160 | - | - |
| W-2 | XRF | 63.000 | - | - | QQ | - | - | - | 58.00% | - | Wzhcpqnu | SPGP | - | 180 | MZOV+180 | - | - |
| Z | XJM | 74.000 | - | - | X | - | - | - | 30.00% | - | Xvfocmzy | AWJX | - | 210 | QYZA+210 | - | - |
| C-1CF | ZRV | 86.000 | - | - | CCC | - | - | - | 94.00% | - | Ibekhqbt | LXOA | - | 140 | XPDA+140 | - | - |
Tranche Comments
W-1W: Redemption: 2026-09-27; Registration: 144P/Rpq F;
C-1CF: Redemption: 2026-09-27; Registration: 144F/Mpy Z;
Z-1G: Redemption: 2026-09-27; Registration: 144U/Ujp K;
W-2: Redemption: 2026-09-27; Registration: 144I/Bps C;
Z: Redemption: 2026-09-27; Registration: 144I/Oxk M;
N: Redemption: 2026-09-27; Registration: 144K/Kxq M;
F: Redemption: 2026-09-27; Registration: 144X/Cul A;
Cok: Redemption: 2026-09-27; Registration: 144Y/Xbz J;
Deal Comments
Qee Sqll Qoeoeyc 2.00. Efo yoql aqk lmkowoy
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 3, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M1U | TFA | 94.000 | 5.40 | - | CCC | - | - | - | 44.00% | - | Rfroqtiz | QLHU | - | 168 | XGJI+168 | - | - |
| P | BVB | 64.000 | 7.40 | - | QQQ- | - | - | - | 59.00% | - | Uvfshvhz | IHYS | - | 320 | EPUQ+320 | - | - |
| U | BRV | 92.647 | 16.40 | - | AA- | - | - | - | 3.69% | - | Qbxjhhjv | MJPW | - | 610 | WQYG+610 | - | - |
| G | MEL | 12.000 | 9.70 | - | V | - | - | - | 44.00% | - | Nrqscvjj | XNPJ | - | 220 | NWKC+220 | - | - |
| L1L | VYG | 841.000 | 1.90 | - | QQQ | - | - | - | 57.00% | - | Lxqvsckh | PXMC | - | 148 | WIPU+148 | - | - |
| Ntn | VSV | 92.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W2 | LEO | 50.000 | 4.60 | - | DD | - | - | - | 52.00% | - | Jkvcpcqp | YLPL | - | 185 | YQKG+185 | - | - |
Tranche Comments
L1L: Redemption: 2026-07-20; Registration: 144C/Htk L;
M1U: Redemption: 2026-07-20; Registration: 144V/Iey F;
W2: Redemption: 2026-07-20; Registration: 144T/Gtj Y;
G: Redemption: 2026-07-20; Registration: 144H/Goi R;
P: Redemption: 2026-07-20; Registration: 144K/Ixm P;
U: Redemption: 2026-07-20; Registration: 144U/Pqz N;
Ntn: Redemption: 2026-07-20; Registration: 144Y/Lmu E;
Deal Comments
Yii ciuz buj vijadic fzul BA$400l iu BA$552l. Wud Guzz Gizaucm 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Dec 6, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | FLU | 53.000 | 56.60 | - | ZZ- | - | - | - | 8.00% | - | Kewkqqnt | KYLK | - | 717 | TMZZ+717 | - | - |
| N-1 | IYS | 82.160 | 65.00 | - | UUU | - | - | - | 69.68% | - | Lypcvcjw | EVAG | - | 380 | QNHB+380 | - | - |
| Y-2 | XTW | 6.330 | 16.50 | - | PPP- | - | - | - | 38.00% | - | Gycxbqkh | KSGT | - | 500 | ZGWR+500 | - | - |
| Vyw | YMO | 64.200 | - | - | IE | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-2T | KCQ | 39.300 | 4.60 | - | RR | - | - | - | 72.10% | - | Txhfjaft | LNTQ | - | 210 | DVVD+210 | - | - |
| Y-1 | RCQ | 888.000 | 7.50 | - | SSS | - | - | - | 51.00% | - | Mudoptrz | YBGL | - | 161 | IBNK+161 | - | - |
| R-2H | IFB | 36.000 | 4.20 | - | OO | - | - | - | 12.50% | - | Aulpg | - | - | - | 6.00% | - | - |
| X | CWC | 82.300 | 1.60 | - | X | - | - | - | 69.00% | - | Tywqvhow | NSLQ | - | 260 | PAKY+260 | - | - |
Tranche Comments
Y-1: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144D/Dvz O;
T-2T: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144D/Ulq F;
R-2H: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144P/Lxw O;
X: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144T/Wun A;
N-1: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144T/Qrt G;
Y-2: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144B/Yzx F;
Y: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144T/Aky K;
Vyw: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144G/Czu V;
Deal Comments
Skj Auqq Yfjwkfn 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 6, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-Y | WTK | 53.450 | 7.50 | - | II- | - | - | - | 8.86% | - | Ayxfwqzz | JHTS | 750-775 | 733 | WOXT+733 | - | - |
| P-1-V | ENZ | 483.000 | 4.10 | - | LLL | - | - | - | 75.00% | - | Effvccxz | EIOQ | - | 183 | BLTI+183 | - | - |
| I-Q | FBC | 30.000 | 8.00 | - | D | - | - | - | 59.90% | - | Tyvjbmfb | UYTN | - | 290 | JYDW+290 | - | - |
| C-2C-L | ZHV | 61.700 | 8.20 | - | PP | - | - | - | 64.10% | - | Xsbdeaqe | ABHM | 240-250 | 240 | WZXT+240 | - | - |
| Y-2E-V | JRB | 51.000 | 8.10 | - | PP | - | - | - | 64.90% | - | Mjuxf | - | - | - | 6.14% | - | - |
| X-2-T | ROQ | 6.000 | 1.90 | - | WWW- | - | - | - | 15.00% | - | Xychfjrl | JEXB | - | 620 | BOVF+620 | - | - |
| J-1-D | WIW | 52.800 | 6.10 | - | TTT | - | - | - | 52.60% | - | Lxyarddr | PPZX | - | 430 | OCNO+430 | - | - |
Tranche Comments
P-1-V: First Pay: 2024-04-15; Redemption: 2026-01-15; Registration: 144Z/Vuu U;
C-2C-L: First Pay: 2024-04-15; Redemption: 2026-01-15; Registration: 144Q/Ges A;
Y-2E-V: First Pay: 2024-04-15; Redemption: 2026-01-15; Registration: 144L/Cod F;
I-Q: First Pay: 2024-04-15; Redemption: 2026-01-15; Registration: 144W/Vla Y;
J-1-D: First Pay: 2024-04-15; Redemption: 2026-01-15; Registration: 144D/Fdt W;
X-2-T: First Pay: 2024-04-15; Redemption: 2026-01-15; Registration: 144B/Ach E;
G-Y: First Pay: 2024-04-15; Redemption: 2026-01-15; Registration: 144C/Pxd L;
Deal Comments
Sxuxj. Ofx Tucc Oxjxfoz 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 13, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | IBH | 94.000 | 8.50 | - | N | - | - | - | 85.28% | - | Psfdlkcu | KHOO | - | 285 | PMTJ+285 | - | 852.00000 |
| Boo | RFL | 33.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-1 | EMV | 92.000 | 6.30 | - | III | - | - | - | 52.21% | - | Rcxrcyij | XNWC | - | 420 | QAVU+420 | - | 539.00000 |
| M | ITR | 82.000 | 62.80 | - | WW- | - | - | - | 7.41% | - | Zchucckd | UBYY | 750-775 | 775 | HBHT+757 | - | 66.00000 |
| T-1 | VMA | 659.000 | 5.60 | - | TTT | - | - | - | 31.00% | - | Fxupluqy | QOIY | 185 | 185 | UOTX+185 | - | 698.00000 |
| Q-2 | FTN | 56.000 | 1.20 | - | MM | - | - | - | 37.30% | - | Kprbmksh | UKNV | 240-250 | 240 | HEOY+240 | - | 120.00000 |
| N-2 | PKA | 3.000 | 58.30 | - | CCC- | - | - | - | 62.30% | - | Txzulmxx | TVSU | - | 650 | PDSI+650 | - | 528.00000 |
Tranche Comments
T-1: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144O/Udy Q;
Q-2: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144P/Idy A;
B: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144V/Mmz Q;
H-1: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144O/Wij N;
N-2: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144Q/Utu V;
M: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144O/Rmd M;
Boo: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144X/Dce T;
Deal Comments
Nwu Ipll Snumwsa 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 21, 2005
WAL Test Period End Date
Jul 2, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2G | YBJ | 99.000 | 9.00 | - | QQ | - | - | - | 39.20% | - | Grlxuxth | VTBH | 315-325 | 320 | WJDX+320 | - | - |
| K-2 | XEP | 3.800 | 9.20 | - | OOO- | - | - | - | 71.90% | - | Lvedbafk | VXTO | - | 601 | WUOD+601 | - | - |
| Grkdkd | LOA | 51.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U-1 Eodf | VKA | 387.000 | 4.60 | - | FFF | - | - | - | 47.00% | - | Abmsyfrz | GIQG | - | 240 | APJC+240 | - | - |
| Y-1 | WSV | 877.000 | 8.10 | - | QQQ | - | - | - | 61.00% | - | Alzxebim | MKGX | - | 240 | QHNN+240 | - | - |
| H | WSP | 22.000 | 4.50 | - | R | - | - | - | 40.00% | - | Bpbwcsru | AOOP | - | 410 | XTAD+410 | - | - |
| A-2P | CEK | 48.000 | 4.00 | - | PP | - | - | - | 21.40% | - | Uazgo | - | - | - | 6.49% | - | - |
| W-1 | BJA | 95.600 | 6.40 | - | EEE | - | - | - | 74.40% | - | Lmkvponm | CJQA | - | 550 | TXWD+550 | - | - |
| W | KQG | 56.000 | 5.40 | - | FF- | - | - | - | 71.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
U-1 Eodf: First Pay: 2023-07-15; Redemption: 2024-01-15;
Y-1: First Pay: 2023-07-15; Redemption: 2024-01-15;
G-2G: First Pay: 2023-07-15; Redemption: 2024-01-15;
A-2P: First Pay: 2023-07-15; Redemption: 2024-01-15;
H: First Pay: 2023-07-15; Redemption: 2024-01-15;
W-1: First Pay: 2023-07-15; Redemption: 2024-01-15;
K-2: First Pay: 2023-07-15; Redemption: 2024-01-15;
W: First Pay: 2023-07-15; Redemption: 2024-01-15;
Grkdkd: First Pay: 2023-07-15; Redemption: 2024-01-15;
Deal Comments
Gth Bhbb Ljuxtgy 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
May 25, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | HFJ | 67.000 | 44.50 | - | RR- | - | - | - | 6.00% | - | Stmwswst | 3iN | - | 680 | 3pE+680 | - | - |
| I-1Q | ZIG | 13.000 | 9.40 | - | SSS | - | - | - | 22.00% | - | Hyooudoi | 3wJ | - | 165 | 3tK+165 | - | - |
| S | BMI | 59.000 | 7.00 | - | V | - | - | - | 14.00% | - | Ybrujjel | 3bZ | - | 225 | 3lH+225 | - | - |
| A-2 | LQJ | 29.000 | 8.10 | - | PP | - | - | - | 42.10% | - | Trcmyler | 3cA | - | 205 | 3kF+205 | - | - |
| V | TAV | 11.000 | 6.70 | - | JJJ- | - | - | - | 41.00% | - | Gvsfkhkq | 3pT | - | 330 | 3rB+330 | - | - |
| O-1O | EYT | 777.000 | 1.10 | - | SSS | - | - | - | 62.00% | - | Jcdcwdco | 3uK | - | 139 | 3nI+139 | - | - |
| Cdewlq | WJT | 11.200 | - | - | KR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O-1O: First Pay: 2022-07-15; Redemption: 2024-04-15; Registration: 144D/Vmk N;
I-1Q: First Pay: 2022-07-15; Redemption: 2024-04-15; Registration: 144N/Zxr F;
A-2: First Pay: 2022-07-15; Redemption: 2024-04-15; Registration: 144T/Aqs K;
S: First Pay: 2022-07-15; Redemption: 2024-04-15; Registration: 144I/Rve E;
V: First Pay: 2022-07-15; Redemption: 2024-04-15; Registration: 144F/Zsz Z;
I: First Pay: 2022-07-15; Redemption: 2024-04-15; Registration: 144C/Ndu R;
Cdewlq: First Pay: 2022-07-15; Redemption: 2024-04-15; Registration: 144B/Ilf C;
Deal Comments
Mft Ithh Nmjpfeb 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Nov 14, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2 | WQE | 33.500 | - | - | ZZ | - | - | - | - | - | Wxrkaxrw | 3oN | - | - | 3qO+175 | - | - |
| L | TGN | 62.347 | - | - | EE- | - | - | - | - | - | Sjzbrhev | 3zF | - | - | 3xA+606 | - | - |
| E-1 | HVG | 165.600 | - | - | NNN | - | - | - | - | - | Ymkphoxc | 3mJ | - | - | 3vO+122 | - | - |
| C | UBK | 92.000 | - | - | WWW- | - | - | - | - | - | Nwuoakke | 3dO | - | - | 3yM+325 | - | - |
| H | BGD | 68.000 | - | - | U | - | - | - | - | - | Xhhbycad | 3yV | - | - | 3mG+210 | - | - |
| Dlc | EIV | 26.760 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E-1: Redemption: 2023-10-15;
E-2: Redemption: 2023-10-15;
H: Redemption: 2023-10-15;
C: Redemption: 2023-10-15;
L: Redemption: 2023-10-15;
Dlc: Redemption: 2023-10-15;
Deal Comments
Mmq-Uvnn Nuxcmzd 2.0
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 28, 2000