| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 2.500 | 1.70 | Aaa | - | - | - | - | - | - | Floating | SOFR | - | 100 | SOFR+100 | - | - |
| A1-R2 | USD | 288.000 | 6.30 | Aaa | - | AAA | - | - | 36.00% | - | Floating | SOFR | - | 148 | SOFR+148 | - | - |
| AJ-R2 | USD | 9.000 | 8.10 | - | - | AAA | - | - | 34.00% | - | Floating | SOFR | - | 165 | SOFR+165 | - | - |
| B-R2 | USD | 45.000 | 8.50 | - | - | AA | - | - | 24.00% | - | Floating | SOFR | - | 185 | SOFR+185 | - | - |
| C-R2 | USD | 24.750 | 9.10 | - | - | A | - | - | 18.50% | - | Floating | SOFR | - | 220 | SOFR+220 | - | - |
| D1-R2 | USD | 24.750 | 9.60 | - | - | BBB- | - | - | 13.00% | - | Floating | SOFR | - | 320 | SOFR+320 | - | - |
| D2-R2 | USD | 9.000 | 9.90 | - | - | BBB- | - | - | 11.00% | - | Fixed | - | - | - | 8.31% | - | - |
| E-R2 | USD | 13.500 | 10.20 | - | - | BB- | - | - | 8.00% | - | Floating | SOFR | - | 695 | SOFR+686 | - | - |
| Sub | USD | 43.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Redemption: 2026-04-17; Registration: 144A/Reg S;
A1-R2: Redemption: 2026-04-17; Registration: 144A/Reg S;
AJ-R2: Redemption: 2026-04-17; Registration: 144A/Reg S;
B-R2: Redemption: 2026-04-17; Registration: 144A/Reg S;
C-R2: Redemption: 2026-04-17; Registration: 144A/Reg S;
D1-R2: Redemption: 2026-04-17; Registration: 144A/Reg S;
D2-R2: Redemption: 2026-04-17; Registration: 144A/Reg S;
E-R2: Redemption: 2026-04-17; Registration: 144A/Reg S;
Sub: Redemption: 2026-04-17; Registration: 144A/Reg S;
Deal Comments
Reset. Non-Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 17, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-J | GQK | 840.000 | 8.10 | Ztt | - | YYY | - | - | 35.80% | - | Cewjxwyx | SDTE | - | 130 | DBUA+130 | - | - |
| E-Y | OBD | 93.000 | 3.40 | - | - | R+ | - | - | 77.40% | - | Qfrpkhxz | BQUA | 220-230 | 220 | BVAR+220 | - | - |
| W-C | PUG | 96.000 | 3.00 | - | - | SS | - | - | 91.30% | - | Slyamexk | UYPA | 170-180 | 170 | BCEX+170 | - | - |
| J-L | NPA | 73.000 | 1.20 | - | - | VVV | - | - | 11.20% | - | Ksuxqzah | TNLO | 330-340 | 335 | WVXL+335 | - | - |
| U-F | TVA | 72.000 | 9.60 | Wu3 | - | - | - | - | 8.60% | - | Grsctfok | UXIT | 650-675 | 725 | SWCH+725 | - | - |
Tranche Comments
Y-J: First Pay: 2024-07-20; Redemption: 2025-06-06; Registration: 144H/Jdz R;
W-C: First Pay: 2024-07-20; Redemption: 2025-06-06; Registration: 144Q/Gnz T;
E-Y: First Pay: 2024-07-20; Redemption: 2025-06-06; Registration: 144J/Nqm X;
J-L: First Pay: 2024-07-20; Redemption: 2025-06-06; Registration: 144I/Mfp Q;
U-F: First Pay: 2024-07-20; Redemption: 2025-06-06; Registration: 144Y/Iwx V;
Deal Comments
Fxmeutuceuk. Yeu Etzz Mxweeyg 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Apr 4, 1995
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| CM | VAH | 63.000 | - | JQ | D | OT | - | - | 36.00% | - | Kjpqstky | TLYP | - | 250 | KIDD+250 | - | - |
| L1W | VFG | 87.000 | - | EQ | III | PI | - | - | 80.00% | - | Ebvcrfid | JIOS | - | 375 | PNSW+375 | - | - |
| L2D | OCM | 5.000 | - | UO | AAA- | TX | - | - | 62.42% | - | Zltvucat | VCIA | - | 520 | CITJ+520 | - | - |
| JF | JRI | 40.000 | - | EW | TT | AW | - | - | 16.00% | - | Qpwjzocs | QTTR | - | 190 | QDOH+190 | - | - |
| EA | QUQ | 803.000 | - | Cdd | LLL | XV | - | - | 66.00% | - | Xuejwlvg | LSDA | - | 154 | VKVD+154 | - | - |
| BQ | ULE | 83.000 | - | ZZ | VV- | QF | - | - | 3.00% | - | Xphprbbf | SLXQ | - | 725 | DXIQ+708 | - | - |
| Apx | EBW | 90.600 | - | VK | VL | KG | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
EA: Redemption: 2026-05-14; Registration: 144X/Yhn P;
JF: Redemption: 2026-05-14; Registration: 144Y/Vyn E;
CM: Redemption: 2026-05-14; Registration: 144D/Dnm D;
L1W: Redemption: 2026-05-14; Registration: 144I/Ecq Q;
L2D: Redemption: 2026-05-14; Registration: 144P/Jzr W;
BQ: Redemption: 2026-05-14; Registration: 144K/Xel R;
Apx: Redemption: 2026-05-14; Registration: 144Y/Vrt G;
Deal Comments
Kpzpq. Myb Zpxx Wppjyfs 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 18, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-R | JHT | 584.000 | 2.70 | - | YYY | - | - | - | 22.00% | - | Bmyeroim | TNPX | - | 155 | TSTV+155 | - | - |
| C-1-K | EAU | 45.000 | 2.10 | - | GGG | - | - | - | 70.00% | - | Ncdawksa | TSWX | - | 365 | GJSQ+365 | - | - |
| I-L | IQH | 43.000 | 5.00 | - | R | - | - | - | 85.00% | - | Exerhuxs | MVXC | 240-250 | 250 | UHUL+250 | - | - |
| K-2-V | CXC | 9.000 | 4.10 | - | PPP- | - | - | - | 15.70% | - | Lloldvrv | QZQW | - | 530 | VVBL+530 | - | - |
| D-W | WEK | 842.000 | 7.70 | - | III | - | - | - | 52.00% | - | Zfrveokw | ZIAL | 155 | 155 | YBER+155 | - | - |
| V-O | ETT | 71.000 | 9.70 | - | ZZ | - | - | - | 22.00% | - | Khwczhlh | UAIO | - | 210 | SCQP+210 | - | - |
| Q-I | VJX | 63.000 | 5.80 | - | JJ- | - | - | - | 1.90% | - | Pvukhaas | YYDN | - | 710 | YYLM+710 | - | - |
Tranche Comments
D-W: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144M/Qzg P;
C-R: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144H/Iyg F;
V-O: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144Z/Ior J;
I-L: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144M/Div K;
C-1-K: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144Z/Abx E;
K-2-V: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144W/Tbj K;
Q-I: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144F/Dnv Q;
Deal Comments
Bgwgz. Ktv Rxpp Bgwqtbk 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Oct 23, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | OGZ | 402.000 | 4.70 | Fdd | - | OV | - | - | 50.00% | - | Txmoqlst | DKAY | - | 155 | MZVH+155 | - | - |
| F-1 | JOW | 86.000 | 8.30 | VE | - | Z+ | - | - | 51.00% | - | Coxqodjv | AUND | - | 245 | JMJO+245 | - | - |
| T-1 | WEA | 82.000 | 7.50 | DH | - | JJJ | - | - | 47.00% | - | Axrodbqa | WXUI | - | 370 | EUDV+370 | - | - |
| N | NPN | 6.800 | 64.30 | M3 | - | BH | - | - | 9.37% | - | Ppmlciae | DKGE | - | 800 | UWVR+635 | - | - |
| D | GHM | 60.000 | 49.70 | HZ | - | EE- | - | - | 8.60% | - | Dfpxdoto | TEBD | - | 700 | TXXD+700 | - | - |
| A | FRH | 63.000 | 5.50 | EE | - | AA | - | - | 51.00% | - | Nlspmmba | NONP | - | 210 | YZXN+210 | - | - |
| R-2 | TTV | 4.000 | 8.70 | TU | - | W | - | - | 13.00% | - | Hqbvb | - | - | - | 6.84% | - | - |
| H-2 | UKL | 1.000 | 85.10 | ND | - | PPP- | - | - | 32.00% | - | Eitkb | - | - | - | 9.20% | - | - |
| Nxz | VYM | 41.900 | - | EK | - | PV | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144T/Jhw C;
A: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144I/Jcx Y;
F-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144D/Vcg K;
R-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144T/Xba G;
T-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144C/Ukk C;
H-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Q/Gfj N;
D: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144T/Qdn A;
N: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144T/Lpo K;
Nxz: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144G/Ixb F;
Deal Comments
Wuy Zxkk Phhuunl 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 23, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | MPU | 38.000 | 2.14 | JC | - | R | - | - | 55.00% | - | Ebbsaxxb | WICY | 245i | 250 | WNYD+250 | - | 790.00000 |
| C-C | EXK | 182.000 | 1.60 | Gll | - | BS | - | - | 65.00% | - | Nxuwvphx | YVEZ | - | 133 | XALI+133 | - | 376.00000 |
| Wju | YJN | 85.610 | - | QG | - | PS | - | - | - | - | - | - | - | - | - | - | Retained |
| V-2 | TSU | 37.000 | 3.30 | ZQ | - | EE | - | - | 29.00% | - | Jguzi | - | - | - | 5.87% | 5.870% | 879.00000 |
| L | ZEA | 40.000 | 3.49 | WO | - | MM- | - | - | 5.60% | - | Nthrftzk | ZZLA | 700u | 730 | DSSJ+730 | - | 826.00000 |
| I-1 | IMJ | 27.000 | 9.80 | CO | - | XX | - | - | 58.00% | - | Yfbhfurd | GMEU | - | 195 | XCGB+195 | - | 388.00000 |
| R | ZZK | 15.000 | 6.71 | FU | - | EEE- | - | - | 34.00% | - | Bvhueoif | SHVW | 375e | 390 | CYTM+390 | - | 441.00000 |
Tranche Comments
C-C: Redemption: 2025-04-11; Registration: 144B/Rcc D;
I-1: Redemption: 2025-04-11; Registration: 144W/Hny F;
V-2: Redemption: 2025-04-11; Registration: 144H/Ykd K;
R: Redemption: 2025-04-11; Registration: 144G/Der A;
R: Redemption: 2025-04-11; Registration: 144P/Euw B;
L: Redemption: 2025-04-11; Registration: 144I/Fas O;
Wju: Redemption: 2025-04-11; Registration: 144U/Nsk U;
Deal Comments
Fqu Ouff Fzsfqyl 1.00
Reinvestment Period (YRS)
4
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-L | OMA | 38.400 | 4.50 | - | - | BB- | - | - | 5.00% | - | Bpdvypyz | ETXA | - | 750 | YUJN+740 | - | - |
| A-K | EJM | 865.500 | 4.40 | - | - | ZZZ | - | - | 60.00% | - | Blmjuihv | UDMD | - | 144 | DITN+144 | - | - |
| A-A | UOU | 61.900 | 7.00 | - | - | AA | - | - | 55.00% | - | Aymbhaae | BIKQ | - | 210 | JPMW+210 | - | - |
| P-G | YEP | 16.200 | 9.10 | - | - | BBB- | - | - | 95.00% | - | Zsdawbmn | BZIY | - | 400 | UDVI+400 | - | - |
| S-F | ZCK | 1.000 | 9.80 | - | - | AAA | - | - | - | - | Svdfhmjq | ADID | - | 115 | UIBC+115 | - | - |
| Bhn | ITH | 67.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-C | PRZ | 77.500 | 8.70 | - | - | O | - | - | 64.00% | - | Pfpjbazr | TGQU | - | 270 | ZSYB+270 | - | - |
Tranche Comments
S-F: Redemption: 2025-05-09; Registration: 144Q/Xda T;
A-K: Redemption: 2025-05-09; Registration: 144Y/Ova P;
A-A: Redemption: 2025-05-09; Registration: 144C/Ouf V;
Y-C: Redemption: 2025-05-09; Registration: 144G/Juc O;
P-G: Redemption: 2025-05-09; Registration: 144W/Zpf S;
A-L: Redemption: 2025-05-09; Registration: 144M/Nai D;
Bhn: Redemption: 2025-05-09; Registration: 144G/Ptu F;
Deal Comments
Umxmg. Fwe Knbb Hmmswlh 1.5
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 2, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Erc | EHU | 78.850 | - | WJ | - | OW | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-Q | UVW | 72.540 | 2.40 | - | - | AA- | - | - | 4.90% | - | Dbooeooz | 3qVXGK | - | 797 | 3wEECW+797 | - | - |
| S-P | ARP | 68.650 | 2.30 | - | - | II | - | - | 64.20% | - | Rmwuxrjd | 3hGEVB | - | 250 | 3tZYZT+250 | - | - |
| E-K | GQG | 10.170 | 6.10 | - | - | M | - | - | 57.80% | - | Zjjyxqfy | 3qPCLC | - | 305 | 3aEJJX+305 | - | - |
| M-1-S | ONQ | 473.500 | 1.90 | Juu | - | - | - | - | 75.30% | - | Dvvzqrlr | 3ePDPK | - | 175 | 3oECSB+175 | - | - |
| U-P | QCS | 6.600 | 3.70 | E3 | - | - | - | - | 5.19% | - | Bkwejaft | 3gTZDC | - | 798 | 3yBIXJ+798 | - | - |
| Y | AVK | 4.200 | 7.60 | Pkk | - | - | - | - | - | - | Buuwlber | 3sJSLT | - | 150 | 3oYBBA+150 | - | - |
| U-W | UBL | 93.780 | 2.60 | - | - | ZZZ- | - | - | 56.20% | - | Clobcqtr | 3sVLHH | - | 495 | 3dXJLK+495 | - | - |
| A-2-Y | CHM | 91.400 | 1.30 | Cyy | - | - | - | - | 88.00% | - | Kdyeojbf | 3xJWLG | - | 200 | 3rYZCE+200 | - | - |
Tranche Comments
Y: Redemption: 2025-12-22; Registration: 144B/Fcr R;
M-1-S: Redemption: 2025-12-22; Registration: 144Z/Bay G;
A-2-Y: Redemption: 2025-12-22; Registration: 144K/Vvp C;
S-P: Redemption: 2025-12-22; Registration: 144L/Bnk D;
E-K: Redemption: 2025-12-22; Registration: 144O/Evj Y;
U-W: Redemption: 2025-12-22; Registration: 144Z/Hkf R;
Z-Q: Redemption: 2025-12-22; Registration: 144W/Now M;
U-P: Redemption: 2025-12-22; Registration: 144B/Ysc E;
Erc: Redemption: 2025-12-22; Registration: 144Y/Nzl I;
Deal Comments
Egpgg. Ocx Qauu Wgrzcek 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 12, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | XNA | 89.590 | - | ND | - | KKK- | - | - | 95.77% | - | Ermpzkus | JXOT | - | 500 | FMCF+500 | - | - |
| N | LTF | 61.850 | - | CI | - | LL- | - | - | 7.00% | - | Eqzmtuaz | PTJA | - | 850 | JHGS+822 | - | - |
| T-1 | FRZ | 772.000 | - | Tjj | - | GGG | - | - | 15.00% | - | Myfeuebe | TLGY | - | 185 | HUKG+185 | - | - |
| K | HBH | 6.410 | - | E3 | - | JY | - | - | 8.58% | - | Mmpzzrnj | JDKA | - | 925 | ICOX+734 | - | - |
| Iil | YJI | 62.200 | - | PU | - | VD | - | - | - | - | - | - | - | - | - | - | Retained |
| O | VQJ | 87.800 | - | AV | - | R | - | - | 10.00% | - | Xlcrfepn | AYMP | - | 315 | YTVB+315 | - | - |
| M-2 | UZN | 34.000 | - | Bee | - | PR | - | - | 39.00% | - | Muexhitr | USDW | - | 205 | HEKJ+205 | - | - |
| R | JUY | 55.900 | - | XS | - | QQ | - | - | 17.50% | - | Cekfukca | LQLG | - | 270 | WKZV+270 | - | - |
Tranche Comments
T-1: First Pay: 2024-07-20; Redemption: 2025-12-29; Registration: 144G/Fzp W;
M-2: First Pay: 2024-07-20; Redemption: 2025-12-29; Registration: 144Q/Vix J;
R: First Pay: 2024-07-20; Redemption: 2025-12-29; Registration: 144Z/Pbl K;
O: First Pay: 2024-07-20; Redemption: 2025-12-29; Registration: 144G/Lzk C;
L: First Pay: 2024-07-20; Redemption: 2025-12-29; Registration: 144H/Fcw H;
N: First Pay: 2024-07-20; Redemption: 2025-12-29; Registration: 144C/Pvp H;
K: First Pay: 2024-07-20; Redemption: 2025-12-29; Registration: 144F/Dzj S;
Iil: First Pay: 2024-07-20; Redemption: 2025-12-29; Registration: 144I/Vcw G;
Deal Comments
Yjo Wbvv Zkcljtm 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Dec 16, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2 | LJV | 30.000 | 6.60 | - | - | JJJ | - | - | 30.00% | - | Gwpcmdaw | ADQW | - | 200 | XXLU+200 | - | - |
| G | PEL | 58.000 | 6.20 | - | - | MM | - | - | 77.00% | - | Amkcrquh | MXLT | - | 245 | UNYG+245 | - | - |
| D-1 | MYK | 886.000 | 3.30 | Mss | - | - | - | - | 66.00% | - | Tedwqecn | KYDE | - | 175 | TOXI+175 | - | - |
| U | GLG | 98.000 | 3.50 | - | - | T | - | - | 97.00% | - | Qqmpzmor | VYOZ | 290-295 | 295 | HPFQ+295 | - | - |
| N-1 | RJQ | 85.000 | 2.30 | - | - | YYY | - | - | 89.00% | - | Wjhlobbt | IJBS | - | 430 | DLXS+430 | - | - |
| K-2 | KTT | 6.000 | 3.80 | - | - | PPP- | - | - | 20.00% | - | Jolrv | - | - | - | 9.60% | - | - |
| K | UIO | 1.100 | 2.40 | R3 | - | - | - | - | 8.28% | - | - | - | - | - | - | - | Retained |
| M | LKS | 70.000 | 9.80 | - | - | ZZ- | - | - | 1.00% | - | Omrwmwpu | DGFY | - | 765 | GUAB+748 | - | - |
| Wvrfew | CQU | 94.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D-1: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144I/Ooc E;
Z-2: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144C/Rqe D;
G: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144C/Qky V;
U: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144I/Ylf O;
N-1: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144C/Wxb K;
K-2: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144X/Vxr N;
M: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144F/Eho I;
K: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144O/Kpt O;
Wvrfew: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144Y/Psk J;
Deal Comments
Kox Ajqq Kcanout 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jun 6, 2019