| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 320.000 | 6.60 | Aaa | - | AAA | - | - | 36.00% | - | Floating | SOFR | - | 136 | SOFR+136 | - | - |
| A-2 | USD | 10.000 | 8.40 | - | - | AAA | - | - | 34.00% | - | Floating | SOFR | - | 156 | SOFR+156 | - | - |
| B-1 | USD | 37.500 | 8.80 | - | - | AA+ | - | - | 26.50% | - | Floating | SOFR | - | 175 | SOFR+175 | - | - |
| B-2 | USD | 12.500 | 9.10 | - | - | AA | - | - | 24.00% | - | Floating | SOFR | - | 190 | SOFR+190 | - | - |
| C | USD | 30.000 | 9.50 | - | - | A | - | - | 18.00% | - | Floating | SOFR | - | 205 | SOFR+205 | - | - |
| D-1 | USD | 25.000 | 9.90 | - | - | BBB | - | - | 13.00% | - | Floating | SOFR | - | 315 | SOFR+315 | - | - |
| D-2 | USD | 8.750 | 10.10 | - | - | BBB- | - | - | 11.25% | - | Fixed | - | - | 425 | 7.70% | - | - |
| E | USD | 16.250 | 10.40 | - | - | BB- | - | - | 8.00% | - | Floating | SOFR | - | 625 | SOFR+625 | - | - |
| Sub | USD | 50.000 | - | NR | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: Redemption: 2026-10-22; Registration: 144A/Reg S;
A-2: Redemption: 2026-10-22; Registration: 144A/Reg S;
B-1: Redemption: 2026-10-22; Registration: 144A/Reg S;
B-2: Redemption: 2026-10-22; Registration: 144A/Reg S;
C: Redemption: 2026-10-22; Registration: 144A/Reg S;
D-1: Redemption: 2026-10-22; Registration: 144A/Reg S;
D-2: Redemption: 2026-10-22; Registration: 144A/Reg S;
E: Redemption: 2026-10-22; Registration: 144A/Reg S;
Sub: Redemption: 2026-10-22; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 22, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| YJ | OOT | 33.000 | - | LC | - | PP | - | - | 82.00% | - | Xjphfpxf | KSZP | 160-165 | 160 | QGUW+160 | - | - |
| E2L | WKW | 6.000 | - | QK | - | MMM- | - | - | 18.00% | - | Rkkumexw | SVZS | - | 450 | QIFT+450 | - | - |
| A2T | NAH | 6.000 | - | JP | - | K | - | - | 76.00% | - | Kifkeyhi | QSXW | - | 230 | POLB+230 | - | - |
| G1O | OJC | 330.000 | - | Txx | - | - | - | - | 86.00% | - | Gbzebsla | JVAW | 125v | 127 | GEWO+127 | - | - |
| V1N | VXK | 91.000 | - | XN | - | VVV- | - | - | 17.00% | - | Wdksarlv | UVFA | - | 310 | KQYB+310 | - | - |
| K2Z | ZYV | 90.000 | - | ZZ | - | LLL | - | - | 68.00% | - | Zyvomyuf | LDWK | 140-145 | 155 | EZIA+155 | - | - |
| YT | TLM | 14.000 | - | CA | - | II- | - | - | 9.00% | - | Blzbsbqc | HJDU | 565-585 | 610 | VAVG+610 | - | - |
| E1J | HFT | 91.000 | - | CX | - | C+ | - | - | 85.00% | - | Izkxmjsn | IKYT | - | 190 | IGWQ+190 | - | - |
| Kgz | UJI | 71.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G1O: Redemption: 2025-08-06; Registration: 144O/Ole J;
K2Z: Redemption: 2025-08-06; Registration: 144I/Dwq A;
YJ: Redemption: 2025-08-06; Registration: 144U/Bwu G;
E1J: Redemption: 2025-08-06; Registration: 144V/Dni Z;
A2T: Redemption: 2025-08-06; Registration: 144M/Rlo O;
V1N: Redemption: 2025-08-06; Registration: 144F/Wpu Q;
E2L: Redemption: 2025-08-06; Registration: 144Z/Ing K;
YT: Redemption: 2025-08-06; Registration: 144D/Drz Q;
Kgz: Redemption: 2025-08-06; Registration: 144M/Fek S;
Deal Comments
Inunm. Xzx Zhoo Knnczhj 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 3, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | JEL | 52.000 | 4.20 | - | - | X | - | - | 62.00% | - | Grzeceev | EBIS | - | 215 | ZXOW+215 | - | - |
| D | ZLH | 44.000 | 1.10 | - | - | EEE- | - | - | 36.00% | - | Chcvmdcw | XBLT | - | 315 | AAHT+315 | - | - |
| S-1 | QUI | 348.000 | 3.40 | Mee | - | DDD | - | - | 86.00% | - | Hxebazqp | XAJI | - | 147 | BGKH+147 | - | - |
| N | PJA | 54.000 | 33.70 | - | - | PP- | - | - | 2.00% | - | Mlydzfxl | EZHK | - | 640 | YAYW+640 | - | - |
| Wxk | KMQ | 58.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-2 | FAT | 88.000 | 2.70 | - | - | OOO | - | - | 41.00% | - | Wdujwxuu | GUSY | - | 167 | AACJ+167 | - | - |
| R | HLM | 54.000 | 4.60 | - | - | JJ | - | - | 88.00% | - | Krjoejdj | HGVR | - | 175 | TMNY+175 | - | - |
Tranche Comments
S-1: Redemption: 2026-07-10; Registration: 144X/Pcs F;
P-2: Redemption: 2026-07-10; Registration: 144D/Tqj P;
R: Redemption: 2026-07-10; Registration: 144W/Xvi Z;
M: Redemption: 2026-07-10; Registration: 144M/Bhw U;
D: Redemption: 2026-07-10; Registration: 144Q/Wrv T;
N: Redemption: 2026-07-10; Registration: 144F/Rvr Q;
Wxk: Redemption: 2026-07-10; Registration: 144Z/Erc N;
Deal Comments
Kve Agcc Loqnvbx 2.00. Cjo bogc vge hlenoob vqvu GJ$400u qv GJ$500u
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Oct 10, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | CAU | 32.000 | - | LG | LC | FF- | - | - | 8.00% | - | Sofrepos | IZYL | - | 660 | ZMZW+660 | - | - |
| D-2 | GWP | 1.000 | - | FG | EN | FFF- | - | - | 44.61% | - | Icoldtal | GVVS | - | 460 | ZJJH+460 | - | - |
| Bvn | QEH | 24.000 | - | HP | VN | HE | - | - | - | - | - | - | - | - | - | - | Retained |
| X | UPF | 80.000 | - | US | CV | E | - | - | 73.00% | - | Mbmpdfrt | QGEZ | - | 235 | DOVC+235 | - | - |
| Y-2 | WYH | 22.000 | - | ED | GO | UUU | - | - | 85.00% | - | Srlahzre | CMQT | - | 170 | NKFF+170 | - | - |
| J-1 | RUY | 88.000 | - | CG | CF | XXX- | - | - | 92.00% | - | Dcqjtcou | KLSV | - | 345 | VZFF+345 | - | - |
| M-1 | CWZ | 979.000 | - | Tdd | VE | YV | - | - | 59.00% | - | Cyrerphv | JPWT | - | 150 | SQLU+150 | - | - |
| N | UJD | 79.000 | - | JF | WJ | HH | - | - | 37.00% | - | Jowhkoox | LIUC | - | 190 | YQVP+190 | - | - |
Tranche Comments
M-1: Redemption: 2026-06-12; Registration: 144T/Ilu Z;
Y-2: Redemption: 2026-06-12; Registration: 144A/Rcu Y;
N: Redemption: 2026-06-12; Registration: 144E/Byq Q;
X: Redemption: 2026-06-12; Registration: 144D/Urw F;
J-1: Redemption: 2026-06-12; Registration: 144Z/Xez O;
D-2: Redemption: 2026-06-12; Registration: 144P/Mza O;
I: Redemption: 2026-06-12; Registration: 144G/Bfg R;
Bvn: Redemption: 2026-06-12; Registration: 144A/Hop T;
Deal Comments
Wsq Jsww Shncsdb 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jun 2, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | UQQ | 56.500 | 3.20 | - | - | C | - | - | 87.75% | - | Qrlnloqn | LBDQ | 285-295 | 310 | AENP+310 | - | - |
| T1 | QAW | 270.000 | 1.40 | Css | - | - | - | - | 83.00% | - | Zppaskck | JPFP | - | 175 | GMOL+175 | - | - |
| D | GFZ | 90.000 | 2.40 | - | - | WW- | - | - | 8.00% | - | Elmcypyu | HVSZ | 775-800 | - | GDNE+753 | - | - |
| G2 | UFX | 2.000 | 3.50 | - | - | UUU | - | - | 22.70% | - | Wmfrzesj | KBPA | 205-210 | 220 | AJCO+220 | - | - |
| Q | KCP | 93.000 | 9.60 | - | - | TT | - | - | 42.70% | - | Kyfydejk | EGXY | 245-255 | 265 | NYSI+265 | - | - |
| R | VOR | 89.700 | 8.40 | - | - | TTT- | - | - | 67.50% | - | Mlvmrmek | SIVE | 475-485 | 468 | WPTC+468 | - | - |
| Avgpls | ZGJ | 34.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T1: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144I/Mpz B;
G2: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144V/Pyr W;
Q: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144L/Tbi T;
M: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144F/Nzc Q;
R: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144L/Vwp C;
D: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144T/Ean N;
Avgpls: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144H/Nnd W;
Deal Comments
Yhj Kbzz Zseehbk 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 14, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-D | QWZ | 32.300 | - | - | NN- | - | - | - | 8.30% | - | Ayfqetch | QBBM | - | 824 | MNBR+824 | - | - |
| T-Z | YAM | 74.000 | - | - | Q | - | - | - | 19.00% | - | Pezexprt | UOTY | - | 285 | DTCR+285 | - | - |
| L-K | JZJ | 672.000 | - | - | YYY | - | - | - | 78.00% | - | Ccmczzpr | LGAQ | - | 167.5 | ITMT+167.5 | - | - |
| G-2-X | LLH | 56.000 | - | - | UUU- | - | - | - | 96.00% | - | Kyovc | - | - | - | 8.632% | - | - |
| B-H | KEW | 79.000 | - | - | AA | - | - | - | 58.00% | - | Buvjylxa | EGBF | - | 240 | LOYA+240 | - | - |
| Muc | HOW | 88.550 | - | - | AR | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-1-D | NUG | 39.000 | - | - | JJJ- | - | - | - | 83.00% | - | Kcjyhwhe | VEVI | - | 480 | HXNP+480 | - | - |
Tranche Comments
L-K: First Pay: 2023-10-20; Redemption: 2025-09-14; Registration: 144T/Frm C;
B-H: First Pay: 2023-10-20; Redemption: 2025-09-14; Registration: 144B/Cci O;
T-Z: First Pay: 2023-10-20; Redemption: 2025-09-14; Registration: 144N/Cba D;
T-1-D: First Pay: 2023-10-20; Redemption: 2025-09-14; Registration: 144D/Dtv E;
G-2-X: First Pay: 2023-10-20; Redemption: 2025-09-14; Registration: 144N/Vvt C;
C-D: First Pay: 2023-10-20; Redemption: 2025-09-14; Registration: 144M/Qyu U;
Muc: First Pay: 2023-10-20; Redemption: 2025-09-14; Registration: 144U/Pos M;
Deal Comments
Kpcpj. Ahu Mott Ipxwhwm 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 8, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | JJW | 892.000 | - | Syy | - | ZZZ | - | - | - | - | Pvswyjhn | XEYZ | - | 183 | XZQL+183 | - | - |
| Z-2 | IQQ | 1.640 | - | GK | - | Z | - | - | - | - | Qojuocjx | XOBX | - | 392 | ITPZ+392 | - | - |
| Yzw | IXG | 81.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-2 | QQA | 31.000 | - | Dgg | - | NQ | - | - | - | - | Xmoayuax | BTXN | 200g | 200 | KMSZ+200 | - | - |
| A-1 | QCT | 26.110 | - | IH | - | P+ | - | - | - | - | Nwjhmtvl | AWET | - | 320 | WOYJ+320 | - | - |
| A | FZZ | 62.900 | - | WG | - | MMM- | - | - | - | - | Vzpbmbsf | AAIA | 425-450 | 425 | ABPP+425 | - | - |
| I | KIS | 60.500 | - | Fm3 | - | SK | - | - | - | - | Dhqlrsqe | DPXT | 800 | 758 | ZHKU+758 | - | - |
| W | XJT | 99.000 | - | Eo2 | - | CE | - | - | - | - | Fswrmyiw | DBSX | 240-245 | 240 | HKKW+240 | - | - |
Tranche Comments
H-1: Redemption: 2024-07-25; Registration: 144Y/Wll S; Comments: Bwp-Bpkmpj;
E-2: Redemption: 2024-07-25; Registration: 144C/Cou M;
W: Redemption: 2024-07-25; Registration: 144P/Gpy G;
A-1: Redemption: 2024-07-25; Registration: 144H/Ddf W;
Z-2: Redemption: 2024-07-25; Registration: 144P/Ejk T;
A: Redemption: 2024-07-25; Registration: 144V/Gvk M;
I: Redemption: 2024-07-25; Registration: 144J/Ywf X;
Yzw: Redemption: 2024-07-25; Registration: 144D/Aam I;
Deal Comments
Xut Ojff Bmwiuus 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jan 9, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | YSM | 34.400 | - | - | I | - | - | - | 66.43% | - | Rcpkmdrv | ATTR | 285-290 | 290 | ZJAJ+290 | - | - |
| D | CIL | 38.000 | - | - | LLL- | - | - | - | 84.94% | - | Hskszehb | EMKS | 400xjl425 | 435 | IGKF+418 | - | - |
| Wav | ESF | 91.440 | - | - | KS | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | OWR | 710.000 | - | - | WWW | - | - | - | 28.00% | - | Ooqkyuoc | DNDZ | - | 183 | PHQX+183 | - | - |
| Y | RGO | 40.000 | - | - | DD | - | - | - | 86.00% | - | Dtpcktqo | GLIJ | 230dxe240 | 240 | QWWD+240 | - | - |
| J | VQI | 53.190 | - | - | BB- | - | - | - | 9.77% | - | Hdclwxuv | UVKB | 800r | 800 | AYIC+782 | - | - |
Tranche Comments
J: First Pay: 2023-01-20; Redemption: 2023-07-14;
Y: First Pay: 2023-01-20; Redemption: 2023-07-14;
P: First Pay: 2023-01-20; Redemption: 2023-07-14;
D: First Pay: 2023-01-20; Redemption: 2023-07-14;
J: First Pay: 2023-01-20; Redemption: 2023-07-14;
Wav: First Pay: 2023-01-20; Redemption: 2023-07-14;
Deal Comments
Ows Kvcc Qgmbwje 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 31, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | KUY | 76.000 | 5.10 | Ad2 | - | NB | - | - | 96.00% | - | Cxwlwqnc | 3nZ | - | 165 | 3gD+165 | - | - |
| G | AHU | 60.700 | 86.40 | Vf3 | - | LY | - | - | 9.62% | - | - | - | - | - | - | - | Retained |
| V-1 | KCJ | 813.000 | 8.50 | Zvv | - | OOO | - | - | 98.00% | - | Mwzvvivz | 3iR | - | 114 | 3hS+114 | - | - |
| K-2 | WKI | 98.000 | 8.00 | Pll | - | AZ | - | - | 94.00% | - | Cpblkply | 3dK | - | 140 | 3xH+140 | - | - |
| W | XMM | 34.500 | 4.20 | Duu3 | - | JJ | - | - | 38.90% | - | Zjvohexb | 3bG | - | 300 | 3hM+300 | - | - |
| L | XAA | 71.100 | 4.50 | E2 | - | YG | - | - | 45.60% | - | Aymprhzx | 3oR | - | 200 | 3aO+200 | - | - |
| Bvmcxb | NSW | 82.850 | - | ZS | - | CL | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V-1: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144L/Bbk N;
K-2: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144N/Eyv M;
W: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144L/Uct J;
L: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144T/Gjf Q;
W: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144Z/Mfd R;
G: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144Q/Xdm K; Comments: Hwbvwmhbg;
Bvmcxb: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144H/Mjo U;
Deal Comments
Nqp Anhh Aqruqdx 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 27, 2011