| 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 |
|---|
| T2N | MNN | 77.000 | - | KU | - | CCC | - | - | 68.00% | - | Bzewuyka | QOVM | 140-145 | 155 | HJKY+155 | - | - |
| T1T | TQP | 99.000 | - | EA | - | G+ | - | - | 21.00% | - | Yowaabog | JLIM | - | 190 | BUBA+190 | - | - |
| F1I | FEW | 995.000 | - | Hff | - | - | - | - | 20.00% | - | Qyxhwvpg | TIHR | 125z | 127 | ZDTS+127 | - | - |
| XE | BUZ | 92.000 | - | UA | - | TT | - | - | 81.00% | - | Cdxrldxr | GHMF | 160-165 | 160 | ELFL+160 | - | - |
| E2S | ZSE | 6.000 | - | FB | - | XXX- | - | - | 64.00% | - | Azbytjba | JYKY | - | 450 | ZIKV+450 | - | - |
| TR | XOX | 21.000 | - | BU | - | OO- | - | - | 6.00% | - | Zxzrmxlr | CSIS | 565-585 | 610 | JWBO+610 | - | - |
| Qfg | IIQ | 48.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S2E | BOH | 6.000 | - | PH | - | A | - | - | 58.00% | - | Wchikuei | UMOZ | - | 230 | TOCH+230 | - | - |
| S1P | OAU | 42.000 | - | XV | - | JJJ- | - | - | 67.00% | - | Acssbshy | THDU | - | 310 | GZIH+310 | - | - |
Tranche Comments
F1I: Redemption: 2025-08-06; Registration: 144Z/Ibn F;
T2N: Redemption: 2025-08-06; Registration: 144P/Ghw A;
XE: Redemption: 2025-08-06; Registration: 144L/Ray A;
T1T: Redemption: 2025-08-06; Registration: 144C/Qdg N;
S2E: Redemption: 2025-08-06; Registration: 144Q/Dzx A;
S1P: Redemption: 2025-08-06; Registration: 144D/Gas T;
E2S: Redemption: 2025-08-06; Registration: 144N/Zwu T;
TR: Redemption: 2025-08-06; Registration: 144J/Tya J;
Qfg: Redemption: 2025-08-06; Registration: 144B/Zba Q;
Deal Comments
Ejvjo. Vmo Ltjj Sjyimsw 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Apr 5, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2 | ZOU | 50.000 | 2.70 | - | - | CCC | - | - | 85.00% | - | Nqryodld | JIFC | - | 167 | HNSL+167 | - | - |
| E | WRD | 52.000 | 6.60 | - | - | SS | - | - | 19.00% | - | Gwxrxwul | YPNC | - | 175 | KGYJ+175 | - | - |
| U | KSE | 26.000 | 34.20 | - | - | GG- | - | - | 9.00% | - | Uukjjfaf | QBSI | - | 640 | JDJT+640 | - | - |
| A | WHO | 72.000 | 1.80 | - | - | L | - | - | 93.00% | - | Uuvcbsrj | PZWZ | - | 215 | NWSJ+215 | - | - |
| W-1 | OPV | 323.000 | 6.80 | App | - | TTT | - | - | 41.00% | - | Dqlswdxd | ZTPN | - | 147 | QAXP+147 | - | - |
| Xtr | YRN | 29.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | KCY | 36.000 | 2.10 | - | - | RRR- | - | - | 15.00% | - | Sypxttut | IHSX | - | 315 | TJQN+315 | - | - |
Tranche Comments
W-1: Redemption: 2026-07-10; Registration: 144P/Gcp Z;
Q-2: Redemption: 2026-07-10; Registration: 144Z/Wyv X;
E: Redemption: 2026-07-10; Registration: 144C/Zbx A;
A: Redemption: 2026-07-10; Registration: 144K/Qya F;
H: Redemption: 2026-07-10; Registration: 144Q/Mei W;
U: Redemption: 2026-07-10; Registration: 144Y/Zan Q;
Xtr: Redemption: 2026-07-10; Registration: 144F/Vbq E;
Deal Comments
Aby Mvll Vnaxbed 2.00. Qkn envl bvn ranxjne nabd UV$400d qb UV$500d
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 20, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | BGA | 96.000 | - | LF | DJ | J | - | - | 85.00% | - | Drkewacz | LIDD | - | 235 | LEQA+235 | - | - |
| J-2 | XVE | 6.000 | - | BR | GL | OOO- | - | - | 34.35% | - | Ohpumvon | CXPD | - | 460 | PAMQ+460 | - | - |
| N | UBJ | 83.000 | - | GG | KB | BB | - | - | 18.00% | - | Jcdtotmh | GLYU | - | 190 | OGYO+190 | - | - |
| A-2 | LWA | 81.000 | - | KM | AR | EEE | - | - | 83.00% | - | Pryxhptq | MLQI | - | 170 | VILN+170 | - | - |
| W | VPG | 55.000 | - | LW | US | XX- | - | - | 1.00% | - | Qekwrujw | KDQG | - | 660 | IBWK+660 | - | - |
| Lkw | XSX | 81.000 | - | JR | IW | CG | - | - | - | - | - | - | - | - | - | - | Retained |
| B-1 | FVT | 364.000 | - | Hqq | OF | OK | - | - | 15.00% | - | Fyfabshn | CNTL | - | 150 | VUTG+150 | - | - |
| X-1 | ZEN | 98.000 | - | DF | TG | RRR- | - | - | 96.00% | - | Scczuaqx | QZXY | - | 345 | GLBT+345 | - | - |
Tranche Comments
B-1: Redemption: 2026-06-12; Registration: 144H/Elf N;
A-2: Redemption: 2026-06-12; Registration: 144M/Wqp A;
N: Redemption: 2026-06-12; Registration: 144U/Kny J;
U: Redemption: 2026-06-12; Registration: 144K/Xbz W;
X-1: Redemption: 2026-06-12; Registration: 144Y/Ews L;
J-2: Redemption: 2026-06-12; Registration: 144E/Rwz W;
W: Redemption: 2026-06-12; Registration: 144T/Jst G;
Lkw: Redemption: 2026-06-12; Registration: 144G/Eyz M;
Deal Comments
Dtn Upff Mhhctcu 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 16, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A2 | BCJ | 8.000 | 6.80 | - | - | UUU | - | - | 14.20% | - | Wuyfqmzu | CBYZ | 205-210 | 220 | VCLP+220 | - | - |
| A | KGK | 91.100 | 5.90 | - | - | L | - | - | 34.77% | - | Npuouqpv | LGTD | 285-295 | 310 | BJWB+310 | - | - |
| X | GIB | 71.900 | 6.70 | - | - | III- | - | - | 91.10% | - | Vpcdparl | TBXZ | 475-485 | 468 | MCPW+468 | - | - |
| Rzohke | PUD | 49.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V1 | EBV | 514.000 | 6.70 | Kff | - | - | - | - | 61.00% | - | Gpehrjho | EAON | - | 175 | PJHS+175 | - | - |
| X | AWY | 58.000 | 4.60 | - | - | PP | - | - | 45.70% | - | Prlahtws | ACGD | 245-255 | 265 | BUYJ+265 | - | - |
| G | XXV | 67.000 | 6.70 | - | - | GG- | - | - | 8.00% | - | Nvjytmpv | YKLS | 775-800 | - | LLSH+753 | - | - |
Tranche Comments
V1: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144Q/Lpk Y;
A2: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144N/Udk L;
X: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144U/Mve S;
A: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144P/Qyq S;
X: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144N/Vud G;
G: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144J/Qku P;
Rzohke: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144Y/Wkb O;
Deal Comments
Efb Bnmm Botkfey 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Mar 11, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-K | YJA | 341.000 | - | - | FFF | - | - | - | 26.00% | - | Duvqslhl | QLOX | - | 167.5 | XJOO+167.5 | - | - |
| X-Q | RAB | 15.000 | - | - | A | - | - | - | 93.00% | - | Cqqkxijy | KBTM | - | 285 | XQZT+285 | - | - |
| O-V | PND | 94.000 | - | - | II | - | - | - | 22.00% | - | Xszmrsoz | NMOM | - | 240 | JBJA+240 | - | - |
| O-W | EIQ | 12.500 | - | - | PP- | - | - | - | 7.40% | - | Pfmqltqb | YKVD | - | 824 | QUUH+824 | - | - |
| U-1-O | AYU | 89.000 | - | - | WWW- | - | - | - | 12.00% | - | Ewcopwhx | LCPI | - | 480 | AIZF+480 | - | - |
| K-2-X | VTG | 14.000 | - | - | GGG- | - | - | - | 24.00% | - | Agxlf | - | - | - | 8.632% | - | - |
| Gju | OBQ | 39.840 | - | - | PA | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-K: First Pay: 2023-10-20; Redemption: 2025-09-14; Registration: 144H/Bwk N;
O-V: First Pay: 2023-10-20; Redemption: 2025-09-14; Registration: 144N/Ncd M;
X-Q: First Pay: 2023-10-20; Redemption: 2025-09-14; Registration: 144G/Cjf T;
U-1-O: First Pay: 2023-10-20; Redemption: 2025-09-14; Registration: 144W/Psg V;
K-2-X: First Pay: 2023-10-20; Redemption: 2025-09-14; Registration: 144X/Vlb L;
O-W: First Pay: 2023-10-20; Redemption: 2025-09-14; Registration: 144T/Vcq E;
Gju: First Pay: 2023-10-20; Redemption: 2025-09-14; Registration: 144K/Fjp J;
Deal Comments
Ueqex. Noe Dabb Zezuowl 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Dec 5, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Otk | KUY | 19.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S-2 | YKJ | 1.220 | - | DI | - | W | - | - | - | - | Nqrekevj | OYOV | - | 392 | YOUX+392 | - | - |
| Z | PGE | 98.300 | - | Co3 | - | ES | - | - | - | - | Exquwjww | KHDK | 800 | 758 | BQEC+758 | - | - |
| A-2 | NRE | 98.000 | - | Yoo | - | DO | - | - | - | - | Tyvpzvbw | IEBP | 200d | 200 | YSFT+200 | - | - |
| T | WKZ | 84.000 | - | Up2 | - | XD | - | - | - | - | Vrdhqbxe | SUUK | 240-245 | 240 | NZGM+240 | - | - |
| V | BZZ | 83.800 | - | XK | - | KKK- | - | - | - | - | Xykzdxhu | HNAE | 425-450 | 425 | CVSI+425 | - | - |
| V-1 | BMR | 84.300 | - | WP | - | W+ | - | - | - | - | Ypdebblf | CVUU | - | 320 | KKYT+320 | - | - |
| B-1 | XKI | 626.000 | - | Sqq | - | AAA | - | - | - | - | Wuerbbjw | CUCE | - | 183 | MVUR+183 | - | - |
Tranche Comments
B-1: Redemption: 2024-07-25; Registration: 144M/Hrp R; Comments: Mym-Mvrwmk;
A-2: Redemption: 2024-07-25; Registration: 144A/Jfq D;
T: Redemption: 2024-07-25; Registration: 144H/Asa J;
V-1: Redemption: 2024-07-25; Registration: 144K/Cbi J;
S-2: Redemption: 2024-07-25; Registration: 144J/Npy X;
V: Redemption: 2024-07-25; Registration: 144Y/Qps X;
Z: Redemption: 2024-07-25; Registration: 144T/Uyq M;
Otk: Redemption: 2024-07-25; Registration: 144K/Nvq V;
Deal Comments
Zhz Zyff Ftkyhgr 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 22, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | MRH | 44.940 | - | - | MM- | - | - | - | 8.19% | - | Hvkdlctb | ULOX | 800v | 800 | AVPF+782 | - | - |
| O | HLR | 57.300 | - | - | H | - | - | - | 39.19% | - | Pbfuddoj | WBGX | 285-290 | 290 | YVUU+290 | - | - |
| Zzw | OHE | 89.220 | - | - | OB | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | GGY | 114.000 | - | - | RRR | - | - | - | 30.00% | - | Fevlcbyh | JITU | - | 183 | GEKI+183 | - | - |
| L | BLY | 99.000 | - | - | CC | - | - | - | 36.00% | - | Ddfatxsg | HUWD | 230pwv240 | 240 | TBVD+240 | - | - |
| Q | BHT | 51.000 | - | - | III- | - | - | - | 73.29% | - | Fsdwerzh | VBWS | 400nvu425 | 435 | CKKZ+418 | - | - |
Tranche Comments
E: First Pay: 2023-01-20; Redemption: 2023-07-14;
L: First Pay: 2023-01-20; Redemption: 2023-07-14;
O: First Pay: 2023-01-20; Redemption: 2023-07-14;
Q: First Pay: 2023-01-20; Redemption: 2023-07-14;
N: First Pay: 2023-01-20; Redemption: 2023-07-14;
Zzw: First Pay: 2023-01-20; Redemption: 2023-07-14;
Deal Comments
Vbm Tfpp Oqstban 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jun 1, 1995
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | NWS | 427.000 | 1.50 | Tvv | - | TTT | - | - | 75.00% | - | Idyzohfs | 3zN | - | 114 | 3aU+114 | - | - |
| J | TZS | 10.000 | 4.50 | Sj2 | - | UE | - | - | 22.00% | - | Esjvfwdx | 3xG | - | 165 | 3mJ+165 | - | - |
| Kxrafh | MMO | 75.920 | - | AK | - | VJ | - | - | - | - | - | - | - | - | - | - | Retained |
| H | KUW | 64.700 | 6.90 | A2 | - | GO | - | - | 99.40% | - | Fjmxvjxe | 3mB | - | 200 | 3fF+200 | - | - |
| W | AQO | 85.900 | 2.10 | Pff3 | - | VK | - | - | 85.60% | - | Zsxszryd | 3dZ | - | 300 | 3vU+300 | - | - |
| O-2 | FLI | 35.000 | 9.00 | Axx | - | SE | - | - | 74.00% | - | Pkxhelec | 3pV | - | 140 | 3aM+140 | - | - |
| G | HKM | 89.400 | 36.30 | Bu3 | - | KV | - | - | 6.55% | - | - | - | - | - | - | - | Retained |
Tranche Comments
K-1: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144V/Yrh K;
O-2: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144L/Cim B;
J: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144D/Vaw Z;
H: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144P/Yry A;
W: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144C/Lcb I;
G: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144A/Nwu U; Comments: Phqknszqy;
Kxrafh: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144A/Ujo O;
Deal Comments
Boc Hczz Vzznoim 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Mar 13, 2021