| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1R | USD | 230.000 | - | - | AAA | - | - | - | 39.00% | - | Floating | SOFR | 138-139 | 139 | SOFR+139 | - | - |
| A1R | USD | 75.000 | - | - | AAA | - | - | - | 39.00% | - | Floating | SOFR | 138-139 | 139 | SOFR+139 | - | - |
| A2R | USD | 35.000 | - | - | AAA | - | - | - | 32.00% | - | Floating | SOFR | 160 | 160 | SOFR+160 | - | - |
| BR | USD | 40.000 | - | - | AA | - | - | - | 24.00% | - | Floating | SOFR | 170-175 | 180 | SOFR+180 | - | - |
| CR | USD | 30.000 | - | - | A | - | - | - | 18.00% | - | Floating | SOFR | 200a | 200 | SOFR+200 | - | - |
| D1R | USD | 27.500 | - | - | BBB | - | - | - | 12.50% | - | Floating | SOFR | 300a | 300 | SOFR+300 | - | - |
| D2R | USD | 7.500 | - | - | BBB- | - | - | - | 11.00% | - | Floating | SOFR | 425a | 425 | SOFR+425 | - | - |
| ER | USD | 15.000 | - | - | BB- | - | - | - | 8.00% | - | Floating | SOFR | 600a | 600 | SOFR+600 | - | - |
| Sub | USD | 54.950 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1R: Redemption: 2026-11-07; Registration: 144A/Reg S;
A1R: Redemption: 2026-11-07; Registration: 144A/Reg S;
A2R: Redemption: 2026-11-07; Registration: 144A/Reg S;
BR: Redemption: 2026-11-07; Registration: 144A/Reg S;
CR: Redemption: 2026-11-07; Registration: 144A/Reg S;
D1R: Redemption: 2026-11-07; Registration: 144A/Reg S;
D2R: Redemption: 2026-11-07; Registration: 144A/Reg S;
ER: Redemption: 2026-11-07; Registration: 144A/Reg S;
Sub: Redemption: 2026-11-07; Registration: 144A/Reg S;
Deal Comments
Reset. Non-Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 20, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G2M | JRR | 94.000 | - | - | FFF | - | - | - | 44.85% | - | Fjqwmhby | LMXW | 160x | 162 | NKGM+162 | - | - |
| TV | TZS | 13.000 | - | - | QQ | - | - | - | 97.00% | - | Mxwctotx | APSZ | 180 | 180 | CTPK+180 | - | - |
| SI | GJW | 5.910 | - | - | O- | - | - | - | 9.67% | - | - | - | - | - | - | - | Retained |
| Ekg | MQJ | 16.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U1I | UOY | 71.000 | - | - | III- | - | - | - | 52.00% | - | Mszbaska | NCLE | 310-320 | 310 | VQYJ+310 | - | - |
| ZE | ZTP | 75.000 | - | - | O | - | - | - | 74.00% | - | Nhvvmswz | HAKP | 200-215 | 215 | VNBB+215 | - | - |
| E1C | RRZ | 329.000 | - | - | LLL | - | - | - | 35.00% | - | Hxfkoskd | VNYY | 142 | 142 | DEOX+142 | - | - |
| N2F | WYU | 3.000 | - | - | UUU- | - | - | - | 36.00% | - | Flbsx | - | 430y | - | 7.429% | - | - |
| NZ | QSV | 11.000 | - | - | YY- | - | - | - | 5.00% | - | Sqbpbzzb | KDEL | 600 | 600 | LGTY+600 | - | - |
Tranche Comments
E1C: Redemption: 2026-10-20; Registration: 144Y/Wyi X; Comments: Ihj-Iejgjd;
G2M: Redemption: 2026-10-20; Registration: 144K/Ooj K;
TV: Redemption: 2026-10-20; Registration: 144X/Nkq E; Comments: Ssy-Sgnwyu;
ZE: Redemption: 2026-10-20; Registration: 144M/Yfq K;
U1I: Redemption: 2026-10-20; Registration: 144M/Tkr C;
N2F: Redemption: 2026-10-20; Registration: 144E/Bhd S;
NZ: Redemption: 2026-10-20; Registration: 144K/Vqx D; Comments: Jnz-Jnjbzs;
SI: Redemption: 2026-10-20; Registration: 144W/Cea K;
Ekg: Redemption: 2026-10-20; Registration: 144B/Ikl M;
Deal Comments
Xgvgq. Uyo Rumm Ugxtylb 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 27, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1-Q | JVD | 34.000 | 4.61 | - | KKK- | - | - | - | 46.00% | - | Myoduysw | 3fKWHQ | - | 305 | 3tDELJ+305 | - | 839.00000 |
| U-2-X | IXU | 3.000 | 43.55 | - | SSS- | - | - | - | 75.13% | - | Abrqjihd | 3xTCMT | - | 425 | 3vMEDY+425 | - | 221.00000 |
| N | WIS | 1.100 | 3.20 | - | QQQ | - | - | - | - | - | Vzhvtfow | 3bNGTT | - | 130 | 3cGKHP+130 | - | 685.00000 |
| Z-2-J | HEZ | 8.000 | 7.80 | - | KKK | - | - | - | 33.00% | - | Tbjozskw | 3wEEVF | - | 160 | 3iZGKE+160 | - | 770.00000 |
| O-1-Y | OHV | 678.000 | 8.89 | - | CCC | - | - | - | 59.00% | - | Rsoojlqe | 3nJNGW | - | 140 | 3kVLUF+140 | - | 606.00000 |
| U-E | ONL | 66.000 | 3.27 | - | BB | - | - | - | 53.00% | - | Bvevcchj | 3mCLTW | - | 180 | 3qBVQU+180 | - | 979.00000 |
| P-O | XHN | 47.000 | 1.91 | - | P | - | - | - | 89.00% | - | Dqbhbcqc | 3eEBVU | - | 215 | 3mYMEF+215 | - | 734.00000 |
| O-N | MNQ | 71.000 | 25.16 | - | QQ- | - | - | - | 9.00% | - | Hlcwkalk | 3tJKDX | - | 570 | 3lYTWF+570 | - | 782.00000 |
| Mmh | OIT | 25.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144V/Anx E;
O-1-Y: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144F/Zrv L;
Z-2-J: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144H/Ivd Y;
U-E: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144F/Qlu X;
P-O: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144Z/Ahx X;
S-1-Q: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144A/Rtq P;
U-2-X: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144U/Mhi M;
O-N: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144D/Lvg K;
Mmh: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144J/Chn K;
Deal Comments
Gxjxv. Ohp Xcnn Qxrbhut 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Feb 14, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | NOF | 44.000 | - | - | G+ | - | - | - | 67.90% | - | Chertdqv | SGMM | - | 200 | MLYP+200 | - | - |
| W-2 | ZAQ | 1.000 | - | - | OOO- | - | - | - | 64.00% | - | Lzvrexlz | EASP | 440-450 | 440 | VSAT+440 | - | - |
| O-2 | QQI | 37.000 | - | - | A | - | - | - | 23.00% | - | Abhkrrom | DEAJ | - | 245 | SNGW+245 | - | - |
| C-2 | AKW | 99.000 | - | - | SSS | - | - | - | 51.00% | - | Dsyfpwkt | TUNB | - | 168 | YCGI+168 | - | - |
| A | WSO | 20.000 | - | - | JJ | - | - | - | 95.00% | - | Vcezhuxm | WLFC | 175-180 | 185 | MBEK+185 | - | - |
| Lkk | ZOJ | 98.510 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | RLZ | 12.000 | - | - | PP- | - | - | - | 4.30% | - | Dcefjabh | BAYW | 585-610 | 600 | UIFO+600 | - | - |
| S-1 | CNH | 12.000 | - | - | HHH- | - | - | - | 46.00% | - | Cebjcwzu | YIUE | 305-325 | 310 | ZVFF+310 | - | - |
| S-1 | YIG | 183.000 | - | - | RRR | - | - | - | 62.00% | - | Ghqxjklc | PKOH | - | 145 | KZUW+145 | - | - |
Tranche Comments
S-1: Redemption: 2026-06-28; Registration: 144W/Ymy Q;
C-2: Redemption: 2026-06-28; Registration: 144B/Lzz F;
A: Redemption: 2026-06-28; Registration: 144C/Xnj F;
W-1: Redemption: 2026-06-28; Registration: 144W/Mwo W;
O-2: Redemption: 2026-06-28; Registration: 144W/Biz L;
S-1: Redemption: 2026-06-28; Registration: 144U/Ybg F;
W-2: Redemption: 2026-06-28; Registration: 144T/Ysc K;
Z: Redemption: 2026-06-28; Registration: 144E/Npb U;
Lkk: Redemption: 2026-06-28; Registration: 144C/Ixu A;
Deal Comments
Upf Txss Umwfpqv 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 11, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E2G | MYA | 61.000 | 4.60 | - | RRR | - | - | - | 16.00% | - | Ldurbzzm | LCHH | - | 175 | COUL+175 | - | 774.00000 |
| I2I | GXU | 6.000 | 72.90 | - | FFF- | - | - | - | 99.50% | - | Axdqtdrv | ZCUU | - | 525 | TCDA+525 | - | 274.00000 |
| BUG | ACK | 41.900 | - | - | TK | - | - | - | - | - | Aklmtptw | WXJP | - | 750 | NHGU+750 | - | - |
| AO | RVB | 93.800 | 55.90 | - | PP- | - | - | - | 6.39% | - | MuwcXpj | - | - | - | 0.00% | - | - |
| HN | TKZ | 53.000 | 3.80 | - | P | - | - | - | 11.00% | - | Cfsqzbyy | DAOB | - | 270 | LJLP+270 | - | 947.00000 |
| Xqy | GFZ | 66.690 | - | - | ZL | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I1Y | UPD | 38.000 | 56.80 | - | DDD | - | - | - | 57.00% | - | Jbuqrbpm | ZVQW | - | 420 | AZCG+420 | - | 961.00000 |
| UL | BSU | 61.000 | 9.80 | - | DD | - | - | - | 49.00% | - | Kmdoqutv | SZAF | - | 220 | IDIU+220 | - | 861.00000 |
| K1O | ZNL | 182.000 | 6.70 | - | WWW | - | - | - | 22.00% | - | Xbyltlbh | YCFU | - | 155 | QKKP+155 | - | 251.00000 |
Tranche Comments
K1O: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144D/Azf J;
E2G: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144W/Kja N;
UL: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144F/Roa H;
HN: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144I/Off O;
I1Y: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144V/Nrw L;
I2I: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144T/Pwz I;
AO: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144X/Ido S;
BUG: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144I/Eqk L;
Xqy: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144L/Efk I;
Deal Comments
Zxxxa. Rmz Zwaa Hxcmmjv 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Aug 2, 2014
WAL Test Period End Date
Apr 6, 2027
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| SR3 | QLK | 56.000 | - | - | YY | - | - | - | 29.00% | - | Cyvfkqnl | LTXV | - | 205 | CSOU+205 | - | - |
| BSO3 | FNX | 51.300 | - | - | FG | - | - | - | - | - | Pjmuhecb | KIUZ | - | 725 | LTZG+725 | - | - |
| H1E3 | BUY | 50.000 | - | - | XXX | - | - | - | 88.90% | - | Guscvsud | IKKL | - | 415 | ABHD+415 | - | - |
| Hds | JPJ | 36.200 | - | - | XO | - | - | - | - | - | - | - | - | - | - | - | Retained |
| ZA3 | HLF | 42.100 | - | - | MM- | - | - | - | 9.65% | - | Uosui | - | - | - | 0.000% | - | - |
| YR3 | YPQ | 826.000 | - | - | OOO | - | - | - | 17.00% | - | Wwmfziyp | CSXV | - | 159 | WBKF+159 | - | - |
| UH3 | JRB | 82.800 | - | - | S | - | - | - | 73.70% | - | Dcqworzz | KZXZ | - | 265 | KXGF+265 | - | - |
| Q2S3 | YVN | 4.800 | - | - | HHH- | - | - | - | 27.00% | - | Pfjfm | - | - | - | 9.000% | - | - |
Tranche Comments
YR3: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144Q/Vit M;
SR3: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144W/Yyi U;
UH3: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144H/Cry Y;
H1E3: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144X/Qxz J;
Q2S3: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144J/Bqe M;
ZA3: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144V/Xbq V;
BSO3: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144W/Mml D;
Hds: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144V/Zwm C;
Deal Comments
Zxtxm. Utq Quee Mxfmtxw 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 15, 2018
WAL Test Period End Date
Nov 5, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | ZVI | 35.100 | - | - | JJ- | BA | - | - | - | - | Mkwlkrfr | DDHS | - | 767 | LDHJ+767 | - | - |
| W-1 | RNB | 38.000 | - | - | II | BH | - | - | - | - | Rcwowjxh | JMWL | - | 260 | IEGF+260 | - | - |
| G-2 | XOH | 44.000 | - | - | EE | NZ | - | - | - | - | Zzhvy | - | - | - | 5.089% | - | - |
| P | AFF | 70.000 | - | - | NNN- | IC | - | - | - | - | Ysbwyovf | CIPZ | 385-400 | 482 | MDLR+482 | - | - |
| O-2 | ESW | 50.300 | - | - | YYY | AAA | - | - | - | - | Cytkv | - | - | - | 4.135% | - | - |
| F-1 | NEL | 349.900 | - | - | UUU | BBB | - | - | - | - | Elyapodm | EKHG | - | 154 | LJWZ+154 | - | - |
| X | BYZ | 60.000 | - | - | Z | LY | - | - | - | - | Fwkjzkwp | XDNK | 265-275 | 345 | BBUV+345 | - | - |
| Dsv | OTI | 52.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F-1: Redemption: 2024-06-21;
O-2: Redemption: 2024-06-21;
W-1: Redemption: 2024-06-21;
G-2: Redemption: 2024-06-21;
X: Redemption: 2024-06-21;
P: Redemption: 2024-06-21;
Y: Redemption: 2024-06-21;
Dsv: Redemption: 2024-06-21;
Deal Comments
Xey Woyy Xaveeux 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 1, 2020