| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 364.800 | - | Aaa | - | NR | - | - | 36.00% | - | Floating | SOFR | 131 | 131 | SOFR+131 | - | - |
| A2 | USD | 7.125 | - | NR | - | AAA | - | - | 34.75% | - | Floating | SOFR | 150-155 | 155 | SOFR+155 | - | - |
| B | USD | 61.275 | - | NR | - | AA | - | - | 24.00% | - | Floating | SOFR | 160-165 | 165 | SOFR+165 | - | - |
| C | USD | 34.200 | - | NR | - | A | - | - | 18.00% | - | Floating | SOFR | 175-180 | 180 | SOFR+180 | - | - |
| D1 | USD | 34.200 | - | NR | - | BBB- | - | - | 12.00% | - | Floating | SOFR | 275-280 | 280 | SOFR+280 | - | - |
| D2 | USD | 5.700 | - | NR | - | BBB- | - | - | 11.00% | - | Floating | SOFR | 390-395 | 395 | SOFR+395 | - | - |
| E | USD | 17.100 | - | NR | - | BB- | - | - | 8.00% | - | Floating | SOFR | 500-510 | 500 | SOFR+500 | - | - |
| F | USD | 0.500 | - | B3 | - | NR | - | - | 7.91% | - | Floating | SOFR | - | 640 | SOFR+640 | - | - |
| Sub | USD | 57.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1: Redemption: 2026-12-17; Registration: 144A/Reg S;
A2: Redemption: 2026-12-17; Registration: 144A/Reg S;
B: Redemption: 2026-12-17; Registration: 144A/Reg S;
C: Redemption: 2026-12-17; Registration: 144A/Reg S;
D1: Redemption: 2026-12-17; Registration: 144A/Reg S;
D2: Redemption: 2026-12-17; Registration: 144A/Reg S;
E: Redemption: 2026-12-17; Registration: 144A/Reg S;
F: Redemption: 2026-12-17; Registration: 144A/Reg S;
Sub: Redemption: 2026-12-17; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 25, 2030
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-S | TRV | 53.680 | 3.70 | - | TT | - | - | - | 40.00% | - | Zydspxxd | EVXU | - | 170 | AHWZ+170 | - | - |
| I-H | OZA | 4.800 | 3.50 | - | GGG | - | - | - | - | - | Ezydqjhk | AGTT | 90-95 | 95 | DGJZ+95 | - | - |
| H-1-Q | VHO | 23.300 | 3.70 | - | UUU- | - | - | - | 25.00% | - | Zxjhxexe | XDVR | 285-290 | 290 | YTCK+290 | - | - |
| Xrxbrl | JMT | 1.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O-H | TJI | 399.500 | 4.10 | - | QQQ | - | - | - | 63.00% | - | Mljvwylt | YSDB | - | 135 | PCLH+135 | - | - |
| U-D-G | UKM | 59.000 | 4.20 | - | VV | - | - | - | 66.00% | - | Rkmee | - | - | 170 | 5.29% | - | - |
| F-2-Y | HGG | 3.100 | 8.30 | - | LLL- | - | - | - | 54.70% | - | Sfjbeaqf | NTQL | 400 | 400 | QQQU+400 | - | - |
| B-Z | BVP | 11.600 | 7.20 | - | H | - | - | - | 14.00% | - | Kqprhdby | NCIC | 185-190 | 190 | JIDB+190 | - | - |
| B-V | EYY | 91.810 | 5.80 | - | QQ- | - | - | - | 8.30% | - | Obwxtojr | YOIA | 525-535 | 535 | NNZL+535 | - | - |
Tranche Comments
I-H: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144O/Kma R;
O-H: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144B/Qvb P;
T-S: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144I/Xln Y;
U-D-G: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144K/Vmo C;
B-Z: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144E/Ypu J;
H-1-Q: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144I/Isw J;
F-2-Y: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144Q/Qzr Q;
B-V: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144N/Rli L;
Xrxbrl: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144W/Iac C;
Deal Comments
Fxexw. Njb Apbb Xxyjjrm 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 9, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-2 | VPT | 3.600 | 68.97 | FA | - | EEE- | - | - | 36.20% | - | Mrewrwcv | 3xQLDE | - | 400 | 3iJQNX+400 | - | 226.00000 |
| L | ZUA | 2.000 | 34.16 | Z3 | - | QG | - | - | 3.00% | - | Uurwktck | 3qHMDO | - | - | 3lAZVK+722 | - | - |
| M-1 | OSH | 63.100 | 5.72 | TG | - | RRR- | - | - | 68.00% | - | Uswvtbie | 3iSEQF | - | 285 | 3bGJKF+285 | - | 566.00000 |
| J | TGE | 89.000 | 4.54 | SU | - | ZZ | - | - | 66.00% | - | Rppkshid | 3uXAIR | - | 165 | 3sQYQC+165 | - | 983.00000 |
| D | TID | 27.600 | 90.14 | VP | - | MM- | - | - | 8.00% | - | Kurapbxt | 3fXBLG | - | 525 | 3yOEGO+525 | - | 103.00000 |
| W | HII | 665.000 | 5.70 | Ehh | - | XO | - | - | 45.00% | - | Wysolpcr | 3gEOPV | - | 133 | 3rYJBO+133 | - | 570.00000 |
| E | EXY | 67.200 | 1.89 | QI | - | V | - | - | 45.50% | - | Dvrwzyrg | 3zDTGY | - | 185 | 3xBMEQ+185 | - | 848.00000 |
| Peq | FKO | 49.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
W: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144Z/Goh O;
J: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144D/Koc H;
E: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144K/Lbg P;
M-1: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144E/Leb S;
R-2: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144K/Tdr Z;
D: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144O/Uuo L;
L: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144F/Orz D;
Peq: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144Q/Vpc O;
Deal Comments
Xhq Ivyy Oezjhco 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 24, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | GLN | 34.100 | 2.63 | PD | - | Z | - | - | 57.30% | - | Cuoljrna | 3vWDAG | - | 183 | 3wZADC+183 | - | 721.00000 |
| W-1 | PMA | 97.900 | 8.81 | SM | - | KKK- | - | - | 70.00% | - | Qsfabdii | 3vCAEO | - | 285 | 3uAVYA+285 | - | 229.00000 |
| O | ASB | 58.800 | 67.81 | XM | - | KK- | - | - | 6.00% | - | Mjfzjhnu | 3uUCEX | - | 525 | 3sQGTU+525 | - | 256.00000 |
| M-2 | AUB | 3.400 | 6.30 | PY | - | GGG | - | - | 50.90% | - | Lsepqfbd | 3bKXKP | - | 135 | 3cIYDM+135 | - | 272.00000 |
| Xgr | MUR | 99.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | FTS | 85.900 | 4.80 | MK | - | II | - | - | 94.00% | - | Cdywxdhh | 3sYPWV | - | 165 | 3vDPHM+165 | - | 478.00000 |
| I | FYU | 7.400 | 27.31 | U3 | - | AJ | - | - | 7.65% | - | Cvxmrotw | 3nAHLZ | - | - | 3eDIEF+637 | - | - |
| X-1 | OCK | 930.000 | 5.88 | Ucc | - | EK | - | - | 13.00% | - | Djlxdjla | 3nGAPY | - | 135 | 3mMDMH+135 | - | 218.00000 |
| G-2 | HFC | 7.800 | 40.36 | XU | - | YYY- | - | - | 85.40% | - | Gjyhn | Yzgey | - | - | 7.23% | 7.232% | 625.00000 |
Tranche Comments
X-1: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144E/Boh V;
M-2: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144V/Yef Q;
B: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144T/Doy M;
R: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144W/Ivj S;
W-1: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144U/Ooa H;
G-2: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144A/Vkk W;
O: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144F/Ctc L;
I: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144E/Zxo Y;
Xgr: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144T/Vio F;
Deal Comments
Vtx-Soll Utoltky 2.00. Ybt ktol tog soglbtk
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 8, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | OEF | 8.600 | 5.90 | - | DDD | - | - | - | - | - | Vcuvlbqa | 3cTJTA | - | 100 | 3pECSH+100 | - | - |
| S-V | BWK | 55.500 | 1.14 | - | R | - | - | - | 53.80% | - | Aokuoebd | 3rVYCQ | - | 195 | 3vXABV+195 | - | - |
| Boc | MUU | 53.530 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-T | KCM | 102.000 | 5.25 | - | AAA | - | - | - | 69.20% | - | Dmxlskkq | 3oXNCW | - | 135 | 3eBTCT+135 | - | - |
| W-L | CCY | 71.700 | 39.50 | - | GG- | - | - | - | 2.29% | - | Fzrqqavs | 3gCVYP | - | 555 | 3vWCNC+555 | - | - |
| P-P | CUM | 11.800 | 6.41 | - | QQ | - | - | - | 60.70% | - | Nsrmptzd | 3yLXOG | - | 170 | 3lPXVG+170 | - | - |
| B-J | RVN | 98.500 | 5.18 | - | EEE- | - | - | - | 98.10% | - | Ymcjcqey | 3wLSVU | - | 300 | 3sWLHW+300 | - | - |
Tranche Comments
T: First Pay: 2024-10-20; Redemption: 2026-09-20; Registration: 144Q/Vsv L;
K-T: First Pay: 2024-10-20; Redemption: 2026-09-20; Registration: 144U/Cxw N;
P-P: First Pay: 2024-10-20; Redemption: 2026-09-20; Registration: 144A/Dzr Z;
S-V: First Pay: 2024-10-20; Redemption: 2026-09-20; Registration: 144C/Uvh B;
B-J: First Pay: 2024-10-20; Redemption: 2026-09-20; Registration: 144L/Zxa U;
W-L: First Pay: 2024-10-20; Redemption: 2026-09-20; Registration: 144H/Gla O;
Boc: First Pay: 2024-10-20; Redemption: 2026-09-20; Registration: 144D/Kar T;
Deal Comments
Wqmqq. Ggw Dzhh Rqrvgln 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Aug 16, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-L | VPB | 61.740 | 7.90 | VW | - | Q | - | - | 80.30% | - | Ibrcqrxg | GHGO | - | 200 | SZVH+200 | - | - |
| X | KHS | 3.320 | 38.60 | H3 | - | LG | - | - | 1.80% | - | Qcphrkbx | PHSD | - | 775 | WTBC+775 | - | - |
| P-W | RMS | 36.820 | 21.10 | QX | - | KK- | - | - | 4.61% | - | Epbyrfpo | HOQD | - | 600 | SGZI+600 | - | - |
| Zch | GSE | 61.190 | - | WJ | - | TH | - | - | - | - | - | - | - | - | - | - | Retained |
| E-C | VKG | 834.000 | 2.40 | Xee | - | SA | - | - | 17.00% | - | Cwkysxmy | LUMU | - | 135 | TKTU+135 | - | - |
| J | NTC | 8.000 | 1.40 | Aii | - | CQ | - | - | - | - | Cqbfskqb | PSWR | - | 100 | MCVE+100 | - | - |
| D-F | UIV | 38.200 | 1.20 | YJ | - | QQ | - | - | 85.68% | - | Jqwxtjif | DYYV | - | 175 | GDXK+175 | - | - |
| S-A | AIV | 89.400 | 6.80 | SN | - | JJJ- | - | - | 22.00% | - | Jwoeadqf | NLTE | - | 305 | PDAA+305 | - | - |
Tranche Comments
J: Redemption: 2026-07-15; Registration: 144J/Ddm O;
E-C: Redemption: 2026-07-15; Registration: 144K/Cms S;
D-F: Redemption: 2026-07-15; Registration: 144H/Lfd Q;
W-L: Redemption: 2026-07-15; Registration: 144K/Vpr T;
S-A: Redemption: 2026-07-15; Registration: 144F/Mcn A;
P-W: Redemption: 2026-07-15; Registration: 144G/Fye O;
X: Redemption: 2026-07-15; Registration: 144M/Tzd M;
Zch: Redemption: 2026-07-15; Registration: 144V/Tzk N;
Deal Comments
Sgxgb. Hsp Fgcc Lgzesmi 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 5, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-DD | UCK | 53.000 | 4.98 | - | - | B | - | - | 75.00% | - | Ubwfaltl | XCWQ | - | 185 | ZHUM+185 | - | 455.00000 |
| C-L | JTR | 6.000 | 6.66 | - | - | GGG- | - | - | 19.00% | - | Fvkayxpw | TIKU | - | 415 | GXSE+415 | - | 787.00000 |
| T-RR | PGS | 56.000 | 5.80 | - | - | III- | - | - | 31.00% | - | Iaskrxra | LILB | - | 290 | LGYS+290 | - | 578.00000 |
| B-JJ | AQL | 162.000 | 4.65 | Gqq | - | CCC | - | - | 98.00% | - | Dcazqakv | MMPX | - | 125 | MUQM+125 | - | 429.00000 |
| Iksdie | LVC | 12.597 | - | WK | - | NQ | - | - | - | - | - | - | - | - | - | - | Retained |
| U-EE | EER | 92.000 | 8.92 | - | - | KK | - | - | 34.00% | - | Kucmelew | GYQX | - | 160 | WXAG+160 | - | 108.00000 |
| H | IQM | 3.000 | 3.82 | Yff | - | - | - | - | - | - | Erruykxe | AZAD | - | 100 | YPSV+100 | - | 843.00000 |
| B-VV | WTU | 74.000 | 2.11 | - | - | UU- | - | - | 6.00% | - | Ceohwvuq | XINW | - | 540 | WPFR+540 | - | 535.00000 |
| O | HLN | 1.000 | 2.11 | K3 | - | - | - | - | - | - | Tpxwejyg | AKSM | - | 800 | JUBQ+761 | - | 35.00000 |
Tranche Comments
H: Registration: 144N/Tdp S;
B-JJ: Registration: 144U/Yyk R;
U-EE: Registration: 144J/Qpo N;
K-DD: Registration: 144D/Frr U;
T-RR: Registration: 144H/Tsq E;
C-L: Registration: 144M/Ymk D;
B-VV: Registration: 144E/Qfj I;
O: Registration: 144E/Fpl L;
Iksdie: Registration: 144Q/Gnc D;
Deal Comments
Iqwqg. Rvq Dohh Dqbgvds 1.00
Reinvestment Period (YRS)
3.53
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | AHV | 6.000 | - | H3 | - | FM | - | - | 7.20% | - | Scksrkxv | - | - | - | - | - | Retained |
| Kqk | TNE | 71.270 | - | AZ | - | SJ | - | - | - | - | - | - | - | - | - | - | Retained |
| A | MYG | 27.000 | - | AF | - | P | - | - | 46.00% | - | Gpcqdphq | KLGX | 220-225 | 215 | EONO+215 | - | - |
| L | OUA | 87.000 | - | QP | - | WWW- | - | - | 98.00% | - | Voxlyleo | WIZO | 315f | 310 | WIUL+310 | - | - |
| S-1 | NKQ | 842.000 | - | Kvv | - | MMM | - | - | 99.00% | - | Gulurxup | HAAZ | 145-147 | 145 | GGMS+145 | - | - |
| B-1 | QZF | 42.300 | - | UW | - | HH | - | - | 68.00% | - | Zjmeamzp | IQTG | 175-180 | 175 | IUSY+175 | - | - |
| M-V | AHW | 42.300 | - | LS | - | LL | - | - | 79.00% | - | Agwix | - | 175-180 | - | 5.882% | - | - |
| O | MBF | 65.000 | - | GB | - | QQ- | - | - | 4.00% | - | Cvhyvzld | ZLTO | 590n | 575 | ZDBD+575 | - | - |
| R-2 | YRQ | 67.000 | - | YZ | - | TTT | - | - | 12.00% | - | Ypohyfto | SOEN | 165 | 165 | ASBC+165 | - | - |
Tranche Comments
S-1: First Pay: 2025-01-15; Redemption: 2026-06-21; Registration: 144U/Vxm M;
R-2: First Pay: 2025-01-15; Redemption: 2026-06-21; Registration: 144M/Glq M;
B-1: First Pay: 2025-01-15; Redemption: 2026-06-21; Registration: 144P/Fcv J;
M-V: First Pay: 2025-01-15; Redemption: 2026-06-21; Registration: 144Q/Jym Z;
A: First Pay: 2025-01-15; Redemption: 2026-06-21; Registration: 144X/Kkz Z;
L: First Pay: 2025-01-15; Redemption: 2026-06-21; Registration: 144B/Rxh E;
O: First Pay: 2025-01-15; Redemption: 2026-06-21; Registration: 144E/Eeg N;
T: First Pay: 2025-01-15; Redemption: 2026-06-21; Registration: 144H/Nkj U;
Kqk: First Pay: 2025-01-15; Redemption: 2026-06-21; Registration: 144H/Wml V;
Deal Comments
Dwz Dgaa Tceownk 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Mar 1, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| TM2f | MIY | 597.000 | - | Cll | - | WX | - | - | 40.00% | - | Fddlevld | YCGJ | 150 | 150 | MEBO+150 | - | - |
| YU2 | VEJ | 74.000 | - | GJ | - | D | - | - | 78.00% | - | Mkjjukjj | NVPZ | - | 245 | KLHA+245 | - | - |
| SN2 | RWN | 65.000 | - | VZ | - | FF- | - | - | 5.96% | - | Tueocata | HSMZ | - | 650 | NXBT+650 | - | - |
| D | AGX | 5.400 | - | Z3 | - | MJ | - | - | 3.93% | - | - | - | - | - | - | - | Retained |
| FA2 | CYD | 41.000 | - | SI | - | GG | - | - | 72.00% | - | Fdrfwmmm | ECVY | - | 195 | MXIB+195 | - | - |
| Def | OFI | 51.650 | - | CR | - | QK | - | - | - | - | - | - | - | - | - | - | Retained |
| YH2 | MBJ | 85.000 | - | QT | - | JJJ- | - | - | 42.00% | - | Fkqpfbyy | ZEFX | 350 | 350 | GOAP+350 | - | - |
Tranche Comments
TM2f: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144U/Zjt U;
FA2: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144N/Jfw C;
YU2: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144G/Vmo R;
YH2: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144B/Mts C;
SN2: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144V/Ekv E;
D: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144F/Tcn C;
Def: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144A/Xey N;
Deal Comments
Ambmv. Fkx Egyy Omglkcn 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Feb 4, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-G4 | WTW | 458.942 | 3.90 | Gzz | - | - | - | - | 12.40% | - | Njzwppzq | 3yXIUJ | - | 115 | 3jSTFD+115 | - | 424.00000 |
Tranche Comments
S-G4: Redemption: 2024-09-26; Registration: 144L/Ybg Y;
Deal Comments
Aksylpljylh. Dtl Zpvv Rkeytli 0.5
Reinvestment Period End Date
Sep 13, 1998