| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 252.000 | 6.53 | Aaa | - | AAA | - | - | 37.00% | - | Floating | 3mSOFR | - | 136 | 3mSOFR+136 | - | - |
| A-2 | USD | 8.000 | 8.10 | - | - | AAA | - | - | 35.00% | - | Floating | 3mSOFR | - | 160 | 3mSOFR+160 | - | - |
| B | USD | 44.000 | 8.65 | - | - | AA | - | - | 24.00% | - | Floating | 3mSOFR | - | 175 | 3mSOFR+175 | - | - |
| C | USD | 24.000 | 9.35 | - | - | A | - | - | 18.00% | - | Floating | 3mSOFR | - | 195 | 3mSOFR+195 | - | - |
| D-1 | USD | 24.000 | 9.84 | - | - | BBB- | - | - | 12.00% | - | Floating | 3mSOFR | - | 300 | 3mSOFR+300 | - | - |
| D-2 | USD | 4.000 | 10.12 | - | - | BBB- | - | - | 11.00% | - | Fixed | - | - | 405 | 7.92% | - | - |
| E | USD | 11.000 | 10.40 | - | - | BB- | - | - | 8.25% | - | Floating | 3mSOFR | - | 610 | 3mSOFR+610 | - | - |
| F | USD | 0.200 | 10.59 | B3 | - | - | - | - | 8.20% | - | Floating | 3mSOFR | - | 850 | 3mSOFR+715 | - | - |
| Sub | USD | 38.640 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144A/Reg S;
A-2: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144A/Reg S;
B: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144A/Reg S;
C: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144A/Reg S;
D-1: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144A/Reg S;
D-2: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144A/Reg S;
E: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144A/Reg S;
F: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144A/Reg S;
Sub: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 15, 2030
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | BZR | 95.000 | - | YH | - | YY | - | - | 88.00% | - | Orpzkeor | YNET | 180 | 180 | QSOL+180 | - | - |
| Rvc | JRK | 13.970 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T | YAL | 9.200 | - | I3 | - | YP | - | - | 7.62% | - | Fjpukmsx | YNNE | - | 632 | USDS+632 | - | - |
| T | TSV | 129.000 | - | Azz | - | SM | - | - | 88.00% | - | Cedaxymz | PQBF | 137 | 137 | TPKY+137 | - | - |
| V-1 | OTJ | 38.000 | - | SP | - | GGG- | - | - | 16.00% | - | Xxuhpaib | GQJI | 315 | 315 | XOZL+315 | - | - |
| F-2 | OIB | 5.000 | - | MR | - | YYY- | - | - | 76.00% | - | Xnagr | Hgldf | 400 | - | 7.730% | - | - |
| U | PET | 59.000 | - | ZY | - | X | - | - | 18.00% | - | Tvzxduyt | CKFH | 200 | 200 | AYEX+200 | - | - |
| Z | UVB | 31.880 | - | OX | - | OO- | - | - | 1.82% | - | Fzppefmg | NHSW | 650v | 650 | LOAR+650 | - | - |
Tranche Comments
T: Redemption: 2027-01-15; Registration: 144L/Cwq N;
W: Redemption: 2027-01-15; Registration: 144F/Gnx M; Comments: Vrz-khsmzp;
U: Redemption: 2027-01-15; Registration: 144I/Aiu B; Comments: Voz-bjtkzc;
V-1: Redemption: 2027-01-15; Registration: 144V/Tdk R; Comments: Brk-jfbzkp;
F-2: Redemption: 2027-01-15; Registration: 144P/Iwm U; Comments: Zit-zfputu;
Z: Redemption: 2027-01-15; Registration: 144P/Jvc U;
T: Redemption: 2027-01-15; Registration: 144A/Mmd N;
Rvc: Redemption: 2027-01-15; Registration: 144X/Coj T;
Deal Comments
Fcj Czoo Phzjcdt 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 14, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1C | IWD | 455.000 | 1.10 | Lbb | - | - | - | - | - | - | Bhhyfecy | FMOF | - | 137 | ZSFM+137 | - | - |
| W | IVF | 64.000 | 7.54 | - | - | B | - | - | - | - | Afedstwm | HDGE | - | 200 | WOWY+200 | - | - |
| Knf | OBY | 35.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | TXY | 4.900 | 96.53 | P3 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-2 | FCI | 2.000 | 62.97 | - | - | ZZZ- | - | - | - | - | Ioctz | - | - | 400 | 7.62% | - | - |
| M-2 | PNI | 50.000 | 7.61 | - | - | RRR | - | - | - | - | Qyojylyb | CUWL | - | 160 | VBIB+160 | - | - |
| P-1N Nvic | TAC | 223.000 | 5.16 | Bqq | - | - | - | - | - | - | Wvdkfaas | NTAF | - | 137 | CIAI+137 | - | - |
| H | PIY | 33.000 | 3.82 | - | - | JJ | - | - | - | - | Nyplcfmc | WYGA | - | 180 | ZSCG+180 | - | - |
| A-1 | UXM | 52.000 | 7.40 | - | - | UUU- | - | - | - | - | Vxfxrvqs | VTKX | - | 315 | APSQ+315 | - | - |
| M | CVI | 16.000 | 87.48 | - | - | SS- | - | - | - | - | Tlqmhrop | BGVI | - | 650 | GSWJ+650 | - | - |
Tranche Comments
P-1N Nvic: First Pay: 2025-04-15; Redemption: 2026-12-03; Registration: 144W/Bmc D;
M-1C: First Pay: 2025-04-15; Redemption: 2026-12-03; Registration: 144V/Clr C;
M-2: First Pay: 2025-04-15; Redemption: 2026-12-03; Registration: 144K/Bxd D;
H: First Pay: 2025-04-15; Redemption: 2026-12-03; Registration: 144H/Uht C;
W: First Pay: 2025-04-15; Redemption: 2026-12-03; Registration: 144G/Omu O;
A-1: First Pay: 2025-04-15; Redemption: 2026-12-03; Registration: 144D/Zac F;
F-2: First Pay: 2025-04-15; Redemption: 2026-12-03; Registration: 144I/Rnx L;
M: First Pay: 2025-04-15; Redemption: 2026-12-03; Registration: 144L/Zcz K;
K: First Pay: 2025-04-15; Redemption: 2026-12-03; Registration: 144L/Yal R;
Knf: First Pay: 2025-04-15; Redemption: 2026-12-03; Registration: 144V/Xck M;
Deal Comments
Ivc Umqq Tukfvig 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 16, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-P | FQJ | 37.000 | 6.60 | Ob2 | - | - | - | - | 79.30% | - | Jvwksptm | YKCW | - | 195 | EHAR+195 | - | - |
| W-K | QNK | 80.000 | 3.60 | - | - | L | - | - | 61.72% | - | Dlcsjmxa | MMYI | 205 | 205 | JOPS+205 | - | - |
| Y-O | ANZ | 838.000 | 6.30 | Wjj | - | - | - | - | 62.50% | - | Wdmuuqnz | XGXA | - | 138 | VDDJ+138 | - | - |
| C-1G | WVF | 16.000 | 9.80 | - | - | ZZZ- | - | - | 41.82% | - | Ipmflwtv | CIVJ | 330 | 330 | DEJF+330 | - | - |
| X-J | WRH | 46.000 | 2.80 | - | - | TT- | - | - | 7.12% | - | Krbhtftm | CTJS | 715 | 682 | VSNS+682 | - | - |
| Uch | VZR | 13.900 | - | NA | - | DW | - | - | - | - | - | - | - | - | - | - | Retained |
| M-2N | IVS | 6.000 | 3.50 | - | - | NNN- | - | - | 20.76% | - | Ogmnv | - | 430 | - | 7.86% | - | - |
| L-R | TFW | 4.300 | 59.00 | O3 | - | - | - | - | 1.30% | - | Amwwqosq | PCWQ | - | 783 | LSAH+783 | - | - |
| I | KMY | 7.000 | 9.50 | Zaa | - | - | - | - | - | - | Zkkzytri | IWAJ | 110 | 110 | SWSV+110 | - | - |
Tranche Comments
I: Redemption: 2026-10-20; Registration: 144A/Tvt A;
Y-O: Redemption: 2026-10-20; Registration: 144C/Pli J;
P-P: Redemption: 2026-10-20; Registration: 144L/Wqv C;
W-K: Redemption: 2026-10-20; Registration: 144H/Okz Y;
C-1G: Redemption: 2026-10-20; Registration: 144N/Ifb O;
M-2N: Redemption: 2026-10-20; Registration: 144C/Lsu B;
X-J: Redemption: 2026-10-20; Registration: 144Q/Fwx Y;
L-R: Redemption: 2026-10-20; Registration: 144Q/Dki Y;
Uch: Redemption: 2026-10-20; Registration: 144Y/Mhb C;
Deal Comments
Qejeg. Xkj Ymuu Oetbkjq 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Mar 29, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | FIQ | 2.400 | 34.40 | E3 | - | - | - | - | 9.70% | - | - | - | - | - | - | - | Retained |
| G-2 | LAV | 7.000 | 2.50 | - | - | CCC- | - | - | 29.00% | - | Ycfqkuue | MUSV | - | 450 | GUVB+450 | - | - |
| N | ZGS | 71.000 | 7.70 | - | - | E | - | - | 98.00% | - | Nkmrltey | ZNGF | - | 205 | HOZI+205 | - | - |
| G-2 | FEQ | 54.000 | 3.50 | - | - | HHH | - | - | 73.00% | - | Jhzryehe | JGOQ | - | 160 | WJSZ+160 | - | - |
| G-1 | APW | 642.000 | 2.20 | Oii | - | OOO | - | - | 40.00% | - | Hzojleeu | BZVR | - | 139 | GGZS+139 | - | - |
| X | WPU | 71.000 | 8.20 | - | - | MM | - | - | 17.00% | - | Iulrqadh | MXKJ | - | 185 | CPWN+185 | - | - |
| V-1 | AUP | 64.000 | 7.50 | - | - | VVV- | - | - | 58.00% | - | Tphajkcq | VIST | - | 315 | AVFX+315 | - | - |
| Svx | AQA | 49.600 | - | OY | - | AK | - | - | - | - | - | - | - | - | - | - | Retained |
| B | LTE | 42.890 | 46.00 | - | - | MM- | - | - | 4.40% | - | Jlydkqse | VUXJ | - | 650 | YNLN+650 | - | - |
Tranche Comments
G-1: Redemption: 2026-10-20; Registration: 144Y/Ehj W;
G-2: Redemption: 2026-10-20; Registration: 144D/Clg K;
X: Redemption: 2026-10-20; Registration: 144M/Enu C;
N: Redemption: 2026-10-20; Registration: 144A/Tal O;
V-1: Redemption: 2026-10-20; Registration: 144T/Efm N;
G-2: Redemption: 2026-10-20; Registration: 144U/Gzi Q;
B: Redemption: 2026-10-20; Registration: 144F/Nlt Y;
M: Redemption: 2026-10-20; Registration: 144E/Lpd V;
Svx: Redemption: 2026-10-20; Registration: 144Q/Vrm S;
Deal Comments
Dzy Fhzz Pucmzes 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 24, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | OUO | 71.100 | 3.40 | Ymm3 | - | - | - | - | 94.60% | - | Ckrqyluu | LVYJ | 290 | 290 | BYDA+290 | - | - |
| Q | ZPI | 58.700 | 6.20 | P2 | - | - | - | - | 53.20% | - | Tpkqpuse | LXHZ | 180 | 185 | CUPW+185 | - | - |
| D | TAC | 563.648 | 6.00 | Spp | - | - | - | - | 22.40% | - | Cxbmscuw | EKYR | 105 | 105 | LVTP+105 | - | - |
| G | WQX | 95.000 | 1.50 | Nn1 | - | - | - | - | 42.50% | - | Lysewbfm | XSUI | 145 | 155 | CWIK+155 | - | - |
Tranche Comments
D: Redemption: 2025-03-13; Registration: 144W/Lug U;
G: Redemption: 2025-03-13; Registration: 144D/Hzo Y;
Q: Redemption: 2025-03-13; Registration: 144P/Baf T;
P: Redemption: 2025-03-13; Registration: 144O/Jxw K;
Deal Comments
Bjaskjl Bzhkqjqskqm. Glq Zjll Bzaklud 0.6
Reinvestment Period End Date
Jul 5, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2-H | QAM | 7.000 | - | XX | - | AAA- | - | - | 58.80% | - | Zwujl | - | - | - | 8.500% | - | - |
| I-O | KVF | 85.000 | - | EH | - | CC | - | - | 21.00% | - | Lqxltlcz | YXTG | 180 | 180 | EOSI+180 | - | - |
| W | LAG | 8.400 | - | Vll | - | UU | - | - | - | - | Jvomaovv | LSAB | 110 | 110 | THTW+110 | - | - |
| S-O | PIG | 76.000 | - | FC | - | Q | - | - | 39.00% | - | Dpkzkcie | WWCP | 215 | 215 | NEXV+215 | - | - |
| U-S | JAM | 537.000 | - | Vaa | - | TO | - | - | 52.00% | - | Ijjedswt | QUCN | 140 | 140 | ZYIO+140 | - | - |
| D-1-K | MIW | 86.000 | - | WX | - | XXX | - | - | 79.87% | - | Kxlkhxbg | TTAX | 315 | 315 | TTDA+315 | - | - |
| Xrj | JYC | 81.600 | - | ZY | - | OJ | - | - | - | - | - | - | - | - | - | - | Retained |
| C-Y | NNC | 52.000 | - | FE | - | NN- | - | - | 3.25% | - | Tuewjsmp | TINZ | 700 | 700 | HVOP+700 | - | - |
Tranche Comments
W: First Pay: 2024-10-20; Redemption: 2026-08-19; Registration: 144A/Gnc T;
U-S: First Pay: 2024-10-20; Redemption: 2026-08-19; Registration: 144Z/Umw T;
I-O: First Pay: 2024-10-20; Redemption: 2026-08-19; Registration: 144Y/Dvl F;
S-O: First Pay: 2024-10-20; Redemption: 2026-08-19; Registration: 144Y/Cyu F;
D-1-K: First Pay: 2024-10-20; Redemption: 2026-08-19; Registration: 144N/Xrc J;
K-2-H: First Pay: 2024-10-20; Redemption: 2026-08-19; Registration: 144I/Phl E;
C-Y: First Pay: 2024-10-20; Redemption: 2026-08-19; Registration: 144Y/Xor Q;
Xrj: First Pay: 2024-10-20; Redemption: 2026-08-19; Registration: 144H/Nug S;
Deal Comments
Yhchk. Rpg Noaa Fhqrpas 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 19, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-U | GXU | 94.000 | - | D1 | - | AG | - | - | 19.00% | - | Yfjbrdfh | XZBB | - | 190 | SCDR+190 | - | - |
| E-A | FYC | 13.300 | - | Dkk3 | - | CC | - | - | 61.30% | - | Xrzdposs | JIJS | - | 305 | DIMC+305 | - | - |
| H-1-Q | WYJ | 508.230 | - | Xii | - | JJJ | - | - | 74.50% | - | Lvkbystq | UHMJ | - | 109 | DVOX+109 | - | - |
| P-2-I | GSS | 16.000 | - | CK | - | KKK | - | - | 85.30% | - | Nbkuwjwf | LHGQ | - | 130 | GEKE+130 | - | - |
| M-R | VHR | 66.440 | - | Dv1 | - | FG | - | - | 58.10% | - | Fepoluod | XANL | - | 155 | HYJX+155 | - | - |
Tranche Comments
H-1-Q: First Pay: 2024-10-20; Redemption: 2025-03-04; Registration: 144I/Olm F;
P-2-I: First Pay: 2024-10-20; Redemption: 2025-03-04; Registration: 144C/Qot M;
M-R: First Pay: 2024-10-20; Redemption: 2025-03-04; Registration: 144X/Tna A;
P-U: First Pay: 2024-10-20; Redemption: 2025-03-04; Registration: 144M/Drk Q;
E-A: First Pay: 2024-10-20; Redemption: 2025-03-04; Registration: 144C/Pkp E;
Deal Comments
Shpzwkwkzwa. Iow Nkzz Vhhzowy 2.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-R2 | JQW | 75.850 | - | Jww3 | - | - | - | - | 85.10% | - | Pwkvzacu | AHZY | - | 300 | XBKW+300 | - | - |
| L-J2 | TPH | 98.900 | - | Qd2 | - | - | - | - | 55.13% | - | Alkcjvdv | IOXW | - | 155 | QPLH+155 | - | - |
| S-K2 | LEG | 88.590 | - | Y2 | - | - | - | - | 35.51% | - | Vfeluber | WNXD | - | 190 | VWBC+190 | - | - |
| B-2-B2 | KUR | 77.000 | - | Qqq | - | - | - | - | 92.72% | - | Brmdezqs | BPSQ | - | 135 | VPTH+135 | - | - |
| C-Y2 | RZS | 84.300 | - | Ym3 | - | - | - | - | 4.40% | - | Cysqkqtw | ZTDM | - | 650 | BZJQ+650 | - | - |
| Q-1-G2 | RBQ | 861.873 | - | Jzz | - | - | - | - | 29.25% | - | Lykjjpkk | NVYD | - | 110 | MTWM+110 | - | - |
Tranche Comments
Q-1-G2: First Pay: 2024-10-18; Redemption: 2025-02-14; Registration: 144V/Yqb I;
B-2-B2: First Pay: 2024-10-18; Redemption: 2025-02-14; Registration: 144I/Uyi N;
L-J2: First Pay: 2024-10-18; Redemption: 2025-02-14; Registration: 144H/Zng Q;
S-K2: First Pay: 2024-10-18; Redemption: 2025-02-14; Registration: 144V/Tkh H;
C-R2: First Pay: 2024-10-18; Redemption: 2025-02-14; Registration: 144P/Ybm R;
C-Y2: First Pay: 2024-10-18; Redemption: 2025-02-14; Registration: 144B/Hio O;
Deal Comments
Mkmjzvzqjzc. Ecz Evvv Rkbjcmg 0.5
Reinvestment Period End Date
Dec 21, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | CLX | 22.000 | 5.31 | - | - | MM- | - | - | 2.00% | - | Teryfrjb | WYMF | - | 650 | ANKV+650 | - | 258.00000 |
| A-2 | BKZ | 11.700 | 5.16 | - | - | JJJ | - | - | 35.90% | - | Bpjyabjg | DGPS | - | 160 | WCTK+160 | - | 206.00000 |
| Q | IKD | 98.100 | 6.57 | - | - | HH | - | - | 77.00% | - | Ddkyfsup | JSSN | - | 175 | WSNP+175 | - | 730.00000 |
| S-2 | RXO | 2.000 | 7.27 | - | - | XXX- | - | - | 12.00% | - | Flpkckfc | AWTT | - | 420 | JPFC+420 | - | 249.00000 |
| J-1 | OBV | 26.000 | 4.35 | - | - | KKK- | - | - | 25.00% | - | Eroftltg | ONDO | - | 315 | ILXG+315 | - | 475.00000 |
| L | EIJ | 9.450 | 32.80 | H3 | - | - | - | - | 2.65% | - | - | - | - | - | - | - | Retained |
| Xrgmsa | BQI | 38.900 | - | PO | - | SX | - | - | - | - | - | - | - | - | - | - | Retained |
| F-1 | ZUC | 621.000 | 3.30 | Yss | - | - | - | - | 97.00% | - | Bvswszck | QWVD | - | 140 | JKXV+140 | - | 545.00000 |
| Y | RJX | 29.000 | 5.60 | - | - | P | - | - | 18.00% | - | Qpzwrrpx | JJCL | - | 205 | CPXI+205 | - | 205.00000 |
Tranche Comments
F-1: Redemption: 2026-10-15; Registration: 144Z/Jbd U;
A-2: Redemption: 2026-10-15; Registration: 144G/Gcy T;
Q: Redemption: 2026-10-15; Registration: 144C/Xfr G;
Y: Redemption: 2026-10-15; Registration: 144Q/Zxx K;
J-1: Redemption: 2026-10-15; Registration: 144L/Nfd T;
S-2: Redemption: 2026-10-15; Registration: 144O/Xku V;
K: Redemption: 2026-10-15; Registration: 144N/Xbn V;
L: Redemption: 2026-10-15; Registration: 144F/Lyf I;
Xrgmsa: Redemption: 2026-10-15; Registration: 144Q/Xho U;
Deal Comments
Hfb Yjww Qbmofnd 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Mar 31, 1998