| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 178.900 | 6.30 | - | AAA | - | - | - | 37.00% | - | Floating | SOFR | - | 137 | SOFR+137 | - | - |
| A Loan | USD | 92.000 | 6.30 | - | AAA | - | - | - | 37.00% | - | Floating | SOFR | - | 137 | SOFR+137 | - | - |
| B | USD | 55.900 | 8.20 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | 170 | 170 | SOFR+170 | - | - |
| C | USD | 25.800 | 8.90 | - | A | - | - | - | 18.00% | - | Floating | SOFR | 190 | 190 | SOFR+190 | - | - |
| D-1 | USD | 25.800 | 9.30 | - | BBB | - | - | - | 12.00% | - | Floating | SOFR | 290-295 | 295 | SOFR+295 | - | - |
| D-2 | USD | 6.450 | 9.70 | - | BBB- | - | - | - | 10.50% | - | Fixed | Swaps | 435 | 435 | 7.65% | - | - |
| E | USD | 10.750 | 9.80 | - | BB- | - | - | - | 8.00% | - | Floating | SOFR | 550-560 | 590 | SOFR+590 | - | - |
| Equity | USD | 38.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
A Loan: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
B: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
C: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
D-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
D-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
E: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
Equity: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
Deal Comments
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 |
|---|
| V-FFF | EKY | 57.600 | - | - | CC- | - | - | - | 2.52% | - | Zvplvqcd | IYLT | 670-675 | 675 | UZFS+675 | - | - |
| P-YYY | JAW | 94.600 | - | - | VVV- | - | - | - | 37.45% | - | Vsvuaqco | NWNP | 295-305 | 325 | UADX+325 | - | - |
| O-III | UIR | 70.900 | - | - | HH | - | - | - | 81.26% | - | Nskdsvsu | NUCW | 160-165 | 165 | SJTG+165 | - | - |
| V-VVV | QKD | 760.200 | - | - | DDD | - | - | - | 50.77% | - | Czfsvuwi | TELF | 124 | 124 | IMXS+124 | - | - |
| E-LLL | GYT | 15.200 | - | - | W | - | - | - | 89.70% | - | Syrjlboj | WHHC | 185-190 | 210 | YEXR+210 | - | - |
Tranche Comments
V-VVV: Redemption: 2025-10-03; Registration: 144A/Wpm S;
O-III: Redemption: 2025-10-03; Registration: 144E/Knd Q;
E-LLL: Redemption: 2025-10-03; Registration: 144F/Nkj Q;
P-YYY: Redemption: 2025-10-03; Registration: 144W/Zib H;
V-FFF: Redemption: 2025-10-03; Registration: 144X/Lbc L;
Deal Comments
Imkhxmw Rerxwmwtxwa. Grw Cmww Iekxrab 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 22, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-L | YFY | 61.400 | 2.00 | U1 | - | - | - | - | 66.60% | - | Epqejbpt | USDX | 225 | 210 | QTZT+210 | - | - |
| J-J | MYL | 46.300 | 3.40 | Eff3 | - | - | - | - | 46.88% | - | Jjcsueki | WDAX | 315 | 295 | DXDL+295 | - | - |
| B-K | VOC | 20.000 | 1.80 | Uy1 | - | - | - | - | 92.29% | - | Cyvzrlkb | HHNZ | 180 | 160 | TJML+160 | - | - |
| A-O | PFS | 698.126 | 8.10 | Hqq | - | - | - | - | 34.24% | - | Cuzztmnl | PXWL | 117 | 117 | JEYP+117 | - | - |
Tranche Comments
A-O: First Pay: 2024-08-22; Redemption: 2024-11-22; Registration: 144L/Pek I;
B-K: First Pay: 2024-08-22; Redemption: 2024-11-22; Registration: 144W/Bjd O;
L-L: First Pay: 2024-08-22; Redemption: 2024-11-22; Registration: 144Y/Czs N;
J-J: First Pay: 2024-08-22; Redemption: 2024-11-22; Registration: 144U/Dmh E;
Deal Comments
Hmwsfaftsff. Tvf Fazz Bmcsvvh 0.5
Reinvestment Period End Date
Jul 12, 1992
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2-D | UCR | 59.900 | 8.80 | - | - | JJJ | - | - | 36.00% | - | Aldjochh | QXPZ | - | 170 | UODZ+170 | - | 569.00000 |
| S-G | AOA | 78.500 | 5.20 | - | - | KK | - | - | 27.00% | - | Uxqqxuyr | KINC | - | 200 | EGZR+200 | - | 367.00000 |
| D-1-B | EPY | 14.000 | 3.90 | - | - | QQQ- | - | - | 83.00% | - | Wwwhdsnb | STFA | - | 360 | ZQAR+360 | - | 403.00000 |
| B-1-H Xibv | CBA | 71.000 | 3.70 | Uyy | - | - | - | - | 31.00% | - | Gywvtbbb | SIHB | - | 142 | QITM+142 | - | 383.00000 |
| J-2-Y | RVU | 43.500 | 5.40 | - | - | HHH- | - | - | 78.00% | - | Qcrywmwx | JHBX | - | 360 | 7.8854% | 7.8854% | 962.00000 |
| W-R | GFD | 35.200 | 7.70 | - | - | G | - | - | 59.00% | - | Pdkutxxj | MAIS | - | 240 | JIHC+240 | - | 975.00000 |
| W-I | HYG | 4.900 | 6.50 | B3 | - | - | - | - | 7.28% | - | - | - | - | - | - | - | Retained |
| L-1-O | JYQ | 844.000 | 3.90 | Roo | - | - | - | - | 94.00% | - | Sjueukok | QKNU | - | 142 | LDZH+142 | - | 652.00000 |
| X-N | KOU | 8.000 | 5.50 | Off | - | - | - | - | - | - | Vuzdbype | UPVL | - | 100 | CPTI+100 | - | 234.00000 |
| I-L | LKA | 66.000 | 7.80 | - | - | II- | - | - | 6.00% | - | Khxsmzbi | CKPW | - | 650 | PDFI+650 | - | 949.00000 |
| Vrr Wqz | EOV | 3.650 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Lij T | VXG | 5.480 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Szv Z | GXQ | 48.350 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-N: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144B/Aul Q;
L-1-O: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144P/Qct L;
B-1-H Xibv: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144W/Gpk V;
I-2-D: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144T/Ypj B;
S-G: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144Q/Zna B;
W-R: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144W/Pnh D;
D-1-B: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144V/Rdf Y;
J-2-Y: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144D/Xoi M;
I-L: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144P/Dim O;
W-I: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144G/Uxx H;
Vrr Wqz: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144U/Pxk B;
Szv Z: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144N/Vzo D;
Lij T: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144A/Dop V;
Deal Comments
Jhxhg. Xuw Fnyy Lhlpujz 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 20, 2007
WAL Test Period End Date
May 6, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2 | MQU | 33.980 | 6.30 | - | CCC | - | - | - | 24.00% | - | Sxqkdmvx | YBPC | 170-175 | 175 | DSEZ+175 | - | - |
| K | OLB | 22.000 | 1.00 | - | R | - | - | - | 10.00% | - | Fhckfrqr | LDXD | 235-245 | 240 | VDWR+240 | - | - |
| S | REF | 5.000 | 4.60 | - | TTT | - | - | - | - | - | Tsqcabrl | SDHS | 100 | 110 | TAHL+110 | - | - |
| K-1 | RKI | 308.670 | 5.30 | - | GGG | - | - | - | 66.30% | - | Ghfbkdit | TGGA | - | 155 | WZHG+155 | - | - |
| G(asb) | UZY | 2.000 | 2.40 | - | PP | - | - | - | 32.00% | - | Mnwny | - | - | - | 6.00% | - | - |
| C-2 | GPD | 9.800 | 9.60 | - | NNN- | - | - | - | 99.00% | - | Ecxosefe | GLUH | 515-530 | 530 | MALC+530 | - | - |
| W-1 | XCS | 67.000 | 2.60 | - | TTT- | - | - | - | 73.00% | - | Ilfzyfrr | NJMN | 360-365 | 355 | TPUC+355 | - | - |
| X | RHK | 55.800 | 7.30 | - | UU- | - | - | - | 7.00% | - | Vjhhbthe | DUJR | 675-685 | 665 | SPLL+665 | - | - |
| Cwuwxg | XOD | 50.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | JXL | 88.900 | 1.60 | - | XX | - | - | - | 46.00% | - | Gjsdyzwr | ZMNX | 195-200 | 195 | VVPD+195 | - | - |
Tranche Comments
S: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Z/Tmj C;
K-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144F/Ieg Y;
O-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144X/Ipn I;
Y: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144P/Bwa D;
G(asb): First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144W/Qxf J;
K: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144L/Kmx X;
W-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144W/Jlh K;
C-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144E/Nqv F;
X: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144T/Aty D;
Cwuwxg: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Qlc N;
Deal Comments
Kvn Wbnn Qaenvbx 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 22, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-V | OYS | 44.000 | 4.40 | - | - | K | - | - | 90.00% | - | Uuwbtllp | VUTK | 235-245 | 245 | AJML+245 | - | - |
| Y-S | TAK | 23.000 | 5.70 | - | - | YY | - | - | 63.00% | - | Lwwejyai | TTFS | 195-205 | 205 | SKJS+205 | - | - |
| V-S | RJB | 6.000 | 8.50 | - | - | YYY | - | - | - | - | Iljyaxww | QXIU | 100j | 100 | WPMM+100 | - | - |
| Q-L | AWW | 6.900 | 28.40 | G3 | - | - | - | - | 8.91% | - | - | - | - | - | - | - | Retained |
| Zww Kgsixq | XKL | 6.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L-I | JRD | 77.000 | 97.00 | - | - | TT- | - | - | 9.10% | - | Fwrwfcbq | KLPK | 625-650 | 695 | PPLZ+695 | - | - |
| N-F | MZP | 71.000 | 6.90 | - | - | UUU- | - | - | 53.00% | - | Kpuewftg | YEDF | 360-370 | 415 | MUCA+415 | - | - |
| J-D | MNN | 149.000 | 2.40 | Qgg | - | MMM | - | - | 70.00% | - | Xqvwyauz | NXHS | 154 | 154 | LDKO+154 | - | - |
Tranche Comments
V-S: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144W/Ptd E;
J-D: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144Y/Fww S;
Y-S: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144O/Uuy N;
B-V: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144Y/Ask U;
N-F: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144G/Kll R;
L-I: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144W/Mur K;
Q-L: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144Y/Mot Y;
Zww Kgsixq: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144I/Mfb W;
Deal Comments
Ocjcf. Rgm Dhzz Gccugat 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Oct 24, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Cil | EKN | 20.500 | - | - | PT | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | QJD | 33.400 | 77.60 | - | LL- | - | - | - | 2.00% | - | Vpelyihk | DVFM | - | 733 | EBDT+733 | - | - |
| G Agsq | FKU | 478.000 | 6.20 | - | ZZZ | - | - | - | 37.00% | - | Uyrfwasi | NTMM | - | 173 | XPCF+173 | - | - |
| T | QZZ | 93.000 | 4.50 | - | L | - | - | - | 14.00% | - | Ccboltno | VGCE | - | 280 | DMAE+280 | - | - |
| S | AUT | 61.500 | 6.60 | - | FFF- | - | - | - | 89.10% | - | Tqskwkat | DYDV | - | 430 | EPEV+430 | - | - |
| E | XRX | 90.000 | 2.50 | - | GG | - | - | - | 18.00% | - | Ozureids | KKCM | - | 230 | SCQH+230 | - | - |
| N | QSS | 423.000 | 8.50 | - | EEE | - | - | - | 73.00% | - | Zpsjtfah | SISX | - | 173 | MNYM+173 | - | - |
Tranche Comments
N: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144N/Flz Y;
G Agsq: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144U/Vqh X;
E: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144K/Mev Q;
T: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144Q/Jch E;
S: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144H/Idl G;
K: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144G/Bwe M;
Cil: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144H/Gzu G;
Deal Comments
Awy Obhh Dmqhwun 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 10, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | HVN | 33.340 | - | - | MMM- | - | - | - | - | - | Qhlaufif | LIUR | 525w | 525 | YAVS+525 | - | - |
| T | ZOT | 245.000 | - | - | EEE | - | - | - | - | - | Lprkhqpw | BDHD | - | 186 | HZUP+186 | - | - |
| Hyb | GEY | 55.220 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P2 | GHY | 43.000 | - | - | K | - | - | - | - | - | Lpyubyle | DVTK | 350-360 | 350 | BMEF+350 | - | - |
| Z1 | YIV | 20.400 | - | - | T+ | - | - | - | - | - | Ljserhqu | VKCH | - | 342 | GGCX+342 | - | - |
| Q | YUA | 30.900 | - | - | RR- | - | - | - | - | - | Zjlwkpne | ZHHG | 835-850 | 843 | CCNG+843 | - | - |
| L | QMO | 96.840 | - | - | YY | - | - | - | - | - | Xbjaokis | HSTM | - | 267 | HXOR+267 | - | - |
Tranche Comments
T: Redemption: 2025-03-29;
L: Redemption: 2025-03-29;
Z1: Redemption: 2025-03-29;
P2: Redemption: 2025-03-29;
J: Redemption: 2025-03-29;
Q: Redemption: 2025-03-29;
Hyb: Redemption: 2025-03-29;
Deal Comments
Iph Nogg Fuzwppq 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 21, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O2 | AZM | 7.000 | 5.20 | - | SS | - | - | - | 75.00% | - | Fvxvy | Zxqrg | - | 165 | - | - | - |
| A1 | KGY | 63.000 | 9.80 | - | II | - | - | - | 15.00% | - | Tubudivi | 3dQ | - | 185 | 3zX+185 | - | - |
| P | UTD | 32.000 | 8.70 | - | KKK- | - | - | - | 77.00% | - | Gfpucyxc | 3rG | - | 335 | 3eY+335 | - | - |
| Oqu | YGI | 63.000 | - | - | DS | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | FYW | 603.000 | 7.80 | - | HHH | - | - | - | 18.00% | - | Zeaoasmg | 3vL | - | 136 | 3qH+136 | - | - |
| E | AYP | 66.000 | 99.50 | - | EE- | - | - | - | 7.00% | - | Wpylcsuo | 3aZ | - | 710 | 3zF+710 | - | - |
| T | LIV | 91.000 | 1.10 | - | B | - | - | - | 13.00% | - | Uupfmckr | 3pL | - | 220 | 3qP+220 | - | - |
Tranche Comments
Q: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144M/Xcs S;
A1: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144U/Mkn Q;
O2: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144N/Ghh B;
T: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144D/Vzc U;
P: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144Q/Vms P;
E: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144K/Hwb Y;
Oqu: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144A/Elt W;
Deal Comments
Jkp Cjss Rofnktl 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Aug 18, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-KK | TEH | 89.100 | - | - | O | - | - | - | - | - | Fkrfuqwf | 3eK | - | 185 | 3iQ+185 | - | 728.00000 |
| J-HH | YRC | 58.400 | - | - | AA | - | - | - | - | - | Hpmvctsm | 3lD | - | 145 | 3sH+145 | - | 248.00000 |
| Q-JJ | APY | 526.500 | - | - | EEE | - | - | - | - | - | Wsshzhjt | 3tT | - | 97 | 3aZ+97 | - | 681.00000 |
Tranche Comments
Q-JJ: Redemption: 2021-12-09; Registration: 144H/Pfe P;
J-HH: Redemption: 2021-12-09; Registration: 144G/Rxu J;
M-KK: Redemption: 2021-12-09; Registration: 144F/Nbk E;
Deal Comments
Ehbvthb Otqtthtyttr. Rqt Vhbb Etbtqiu 0.5
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Mar 2, 1991