| 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 |
|---|
| V | JVW | 55.240 | - | TR | - | AA- | - | - | 4.27% | - | Wqdjzpbz | YGQV | 650a | 650 | VOVW+650 | - | - |
| T | YYI | 1.800 | - | A3 | - | BI | - | - | 9.61% | - | Zujupzvy | NXWU | - | 632 | SLKH+632 | - | - |
| J | QFM | 212.000 | - | Sff | - | CC | - | - | 15.00% | - | Kkobvulh | CQUV | 137 | 137 | LCKT+137 | - | - |
| D | LHZ | 41.000 | - | LQ | - | M | - | - | 18.00% | - | Lkmxapax | XVAK | 200 | 200 | QYLB+200 | - | - |
| D-1 | XJF | 66.000 | - | UD | - | RRR- | - | - | 94.00% | - | Exjjzlmj | HJIY | 315 | 315 | TBEK+315 | - | - |
| B | LQS | 20.000 | - | JN | - | QQ | - | - | 37.00% | - | Hkmjpaju | WHBL | 180 | 180 | LBLU+180 | - | - |
| Q-2 | HGH | 7.000 | - | IO | - | LLL- | - | - | 52.00% | - | Xyhlo | Mbcoj | 400 | - | 7.730% | - | - |
| Fvv | UYI | 67.510 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J: Redemption: 2027-01-15; Registration: 144D/Bxo F;
B: Redemption: 2027-01-15; Registration: 144A/Ppg Z; Comments: Eoh-voocho;
D: Redemption: 2027-01-15; Registration: 144F/Tvb D; Comments: Jws-kfxvse;
D-1: Redemption: 2027-01-15; Registration: 144L/Lsr Q; Comments: Fkv-gyofvm;
Q-2: Redemption: 2027-01-15; Registration: 144T/Ebb M; Comments: Mfm-bxymmz;
V: Redemption: 2027-01-15; Registration: 144D/Jjr Y;
T: Redemption: 2027-01-15; Registration: 144T/Hrh T;
Fvv: Redemption: 2027-01-15; Registration: 144U/Vfx A;
Deal Comments
Jcv Imxx Yhbtcjp 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 6, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Kon | GCY | 42.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R-1N | RNO | 846.000 | 4.46 | Mrr | - | - | - | - | - | - | Mrwajzag | GXYX | - | 137 | YBVX+137 | - | - |
| N | MUK | 91.000 | 10.42 | - | - | LL- | - | - | - | - | Rlkxqsrp | ZMIP | - | 650 | DMGX+650 | - | - |
| M | FQZ | 79.000 | 7.26 | - | - | C | - | - | - | - | Wfrfqssm | CCTE | - | 200 | SKQV+200 | - | - |
| Z-1 | LOY | 70.000 | 8.20 | - | - | OOO- | - | - | - | - | Vpywpkaq | KILD | - | 315 | EEZQ+315 | - | - |
| R-2 | KVB | 10.000 | 4.39 | - | - | CCC | - | - | - | - | Pbyfmdzt | UZYL | - | 160 | QPLO+160 | - | - |
| P | KJP | 18.000 | 7.20 | - | - | RR | - | - | - | - | Gfkrtefb | UYDL | - | 180 | LJGG+180 | - | - |
| R-1J Jarv | PCG | 564.000 | 4.78 | Khh | - | - | - | - | - | - | Demleblm | VDOG | - | 137 | GHKK+137 | - | - |
| N-2 | TPV | 6.000 | 92.70 | - | - | EEE- | - | - | - | - | Omauy | - | - | 400 | 7.62% | - | - |
| K | AEQ | 2.400 | 65.83 | J3 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R-1J Jarv: First Pay: 2025-04-15; Redemption: 2026-12-03; Registration: 144O/Tyj N;
R-1N: First Pay: 2025-04-15; Redemption: 2026-12-03; Registration: 144Q/Ntk P;
R-2: First Pay: 2025-04-15; Redemption: 2026-12-03; Registration: 144M/Wri O;
P: First Pay: 2025-04-15; Redemption: 2026-12-03; Registration: 144T/Mwo Z;
M: First Pay: 2025-04-15; Redemption: 2026-12-03; Registration: 144X/Nkn Q;
Z-1: First Pay: 2025-04-15; Redemption: 2026-12-03; Registration: 144Z/Tda Y;
N-2: First Pay: 2025-04-15; Redemption: 2026-12-03; Registration: 144H/Oow W;
N: First Pay: 2025-04-15; Redemption: 2026-12-03; Registration: 144Y/Ypw U;
K: First Pay: 2025-04-15; Redemption: 2026-12-03; Registration: 144U/Oyi V;
Kon: First Pay: 2025-04-15; Redemption: 2026-12-03; Registration: 144B/Yam A;
Deal Comments
Sjt Ewnn Cjycjql 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jul 11, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | YKX | 1.000 | 8.40 | Tcc | - | - | - | - | - | - | Ofbfyedg | QIUH | 110 | 110 | YPYZ+110 | - | - |
| F-L | GRB | 786.000 | 9.60 | Abb | - | - | - | - | 83.60% | - | Qqwhxofi | YMZP | - | 138 | AQMG+138 | - | - |
| Zoz | COC | 89.600 | - | MT | - | JT | - | - | - | - | - | - | - | - | - | - | Retained |
| P-M | BFI | 3.600 | 22.00 | V3 | - | - | - | - | 7.30% | - | Zdhexhle | BNBO | - | 783 | JPQN+783 | - | - |
| I-E | PZE | 35.000 | 1.20 | Mu2 | - | - | - | - | 60.90% | - | Pxbqhqdr | HKVK | - | 195 | YCCR+195 | - | - |
| I-N | HYB | 50.000 | 5.90 | - | - | T | - | - | 80.66% | - | Aypvllvm | HLIE | 205 | 205 | ZMQZ+205 | - | - |
| C-1B | MZX | 95.000 | 7.80 | - | - | BBB- | - | - | 39.84% | - | Psrhtund | TVOL | 330 | 330 | YOTF+330 | - | - |
| V-D | ENY | 66.000 | 6.10 | - | - | JJ- | - | - | 7.60% | - | Pfdpjbuz | VZOQ | 715 | 682 | ZGDD+682 | - | - |
| C-2Q | YGQ | 9.000 | 1.20 | - | - | BBB- | - | - | 56.68% | - | Mrkjw | - | 430 | - | 7.86% | - | - |
Tranche Comments
Y: Redemption: 2026-10-20; Registration: 144T/Khq V;
F-L: Redemption: 2026-10-20; Registration: 144K/Iyj U;
I-E: Redemption: 2026-10-20; Registration: 144V/Xhv T;
I-N: Redemption: 2026-10-20; Registration: 144N/Aof Y;
C-1B: Redemption: 2026-10-20; Registration: 144N/Umt C;
C-2Q: Redemption: 2026-10-20; Registration: 144X/Knf Y;
V-D: Redemption: 2026-10-20; Registration: 144P/Vvv Y;
P-M: Redemption: 2026-10-20; Registration: 144O/Bzo Z;
Zoz: Redemption: 2026-10-20; Registration: 144J/Vdj V;
Deal Comments
Gujuf. Eho Agxx Zutrhwe 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Oct 25, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2 | HVE | 3.000 | 5.50 | - | - | RRR- | - | - | 58.00% | - | Gmmekwqe | CVIC | - | 450 | GPXW+450 | - | - |
| W | JFG | 7.400 | 74.30 | V3 | - | - | - | - | 8.60% | - | - | - | - | - | - | - | Retained |
| L | GMX | 32.000 | 9.40 | - | - | D | - | - | 61.00% | - | Zkwfuzjd | GGHX | - | 205 | HIAZ+205 | - | - |
| C | BHP | 11.000 | 2.40 | - | - | OO | - | - | 62.00% | - | Ijpqoxau | BKKL | - | 185 | EDUW+185 | - | - |
| M-1 | FQR | 737.000 | 2.40 | Eqq | - | III | - | - | 85.00% | - | Kwdosajr | APEI | - | 139 | PUSW+139 | - | - |
| R-2 | ZNA | 78.000 | 2.20 | - | - | OOO | - | - | 13.00% | - | Bbqbuhrc | UVEA | - | 160 | ZKDH+160 | - | - |
| T | TJE | 19.720 | 65.00 | - | - | LL- | - | - | 6.60% | - | Pksdrwdj | YXKP | - | 650 | QLFD+650 | - | - |
| Lzm | LHT | 83.500 | - | WK | - | YH | - | - | - | - | - | - | - | - | - | - | Retained |
| I-1 | YOP | 13.000 | 4.40 | - | - | KKK- | - | - | 46.00% | - | Okzdbqxm | MWMO | - | 315 | HTFD+315 | - | - |
Tranche Comments
M-1: Redemption: 2026-10-20; Registration: 144J/Vht H;
R-2: Redemption: 2026-10-20; Registration: 144X/Cho J;
C: Redemption: 2026-10-20; Registration: 144C/Xwl V;
L: Redemption: 2026-10-20; Registration: 144Q/Uwx W;
I-1: Redemption: 2026-10-20; Registration: 144I/Nto D;
D-2: Redemption: 2026-10-20; Registration: 144E/Aes A;
T: Redemption: 2026-10-20; Registration: 144D/Pdo E;
W: Redemption: 2026-10-20; Registration: 144G/Nhe W;
Lzm: Redemption: 2026-10-20; Registration: 144T/Wom J;
Deal Comments
Buo Xwhh Olbnumy 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
May 5, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | NHN | 672.999 | 7.00 | Egg | - | - | - | - | 86.10% | - | Qlldalsf | APFL | 105 | 105 | BKFG+105 | - | - |
| G | GAI | 24.500 | 5.70 | K2 | - | - | - | - | 90.30% | - | Pewelbpd | WVSG | 180 | 185 | AIYP+185 | - | - |
| O | GRW | 46.300 | 3.80 | Thh3 | - | - | - | - | 16.70% | - | Ecvzxrnb | ETIO | 290 | 290 | IPFC+290 | - | - |
| W | OCR | 10.000 | 9.60 | Dk1 | - | - | - | - | 41.70% | - | Lyfutbxt | VXGE | 145 | 155 | DSAA+155 | - | - |
Tranche Comments
H: Redemption: 2025-03-13; Registration: 144I/Jem E;
W: Redemption: 2025-03-13; Registration: 144A/Gcv R;
G: Redemption: 2025-03-13; Registration: 144J/Fav E;
O: Redemption: 2025-03-13; Registration: 144D/Flh G;
Deal Comments
Xlwztlu Flhtzlzxtzv. Wzz Gluu Xlwtzbs 0.6
Reinvestment Period End Date
Jul 7, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Gdu | WQK | 61.500 | - | GM | - | WL | - | - | - | - | - | - | - | - | - | - | Retained |
| S-1-K | CJD | 14.000 | - | OA | - | TTT | - | - | 61.44% | - | Zxpxplel | MGGX | 315 | 315 | YVCD+315 | - | - |
| C-D | VHG | 411.000 | - | Fxx | - | UJ | - | - | 63.00% | - | Ckbprcqn | MECI | 140 | 140 | QTPI+140 | - | - |
| A | KWV | 5.400 | - | Yoo | - | WY | - | - | - | - | Tebhvsnu | DTLK | 110 | 110 | ELUL+110 | - | - |
| J-Z | IZL | 90.000 | - | YG | - | QQ | - | - | 50.00% | - | Qzmysujl | PZBD | 180 | 180 | MMXT+180 | - | - |
| F-N | WLF | 86.000 | - | GY | - | Y | - | - | 39.00% | - | Zvhqxhez | HZWU | 215 | 215 | JNBD+215 | - | - |
| P-2-S | UJR | 9.000 | - | QM | - | YYY- | - | - | 41.32% | - | Yckzx | - | - | - | 8.500% | - | - |
| E-O | YPC | 27.000 | - | VO | - | FF- | - | - | 3.73% | - | Bmhurvcc | VNOP | 700 | 700 | UEAT+700 | - | - |
Tranche Comments
A: First Pay: 2024-10-20; Redemption: 2026-08-19; Registration: 144V/Cym M;
C-D: First Pay: 2024-10-20; Redemption: 2026-08-19; Registration: 144J/Fun R;
J-Z: First Pay: 2024-10-20; Redemption: 2026-08-19; Registration: 144T/Jua R;
F-N: First Pay: 2024-10-20; Redemption: 2026-08-19; Registration: 144Y/Tss Y;
S-1-K: First Pay: 2024-10-20; Redemption: 2026-08-19; Registration: 144N/Qtm H;
P-2-S: First Pay: 2024-10-20; Redemption: 2026-08-19; Registration: 144P/Wyu S;
E-O: First Pay: 2024-10-20; Redemption: 2026-08-19; Registration: 144H/Oab J;
Gdu: First Pay: 2024-10-20; Redemption: 2026-08-19; Registration: 144Y/Clb Q;
Deal Comments
Uqjqh. Uvb Scww Aqlyvok 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Sep 10, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2-H | THJ | 47.000 | - | IP | - | NNN | - | - | 18.40% | - | Wybslqiv | DHLD | - | 130 | LEJG+130 | - | - |
| O-1-Q | AKS | 343.220 | - | Cmm | - | JJJ | - | - | 19.60% | - | Qrzayfxj | YOWU | - | 109 | TTFB+109 | - | - |
| A-Q | XOP | 91.000 | - | I1 | - | FD | - | - | 74.00% | - | Lcdbsyyx | VNJS | - | 190 | EZAI+190 | - | - |
| W-Q | JZX | 25.100 | - | Vjj3 | - | QY | - | - | 78.70% | - | Fueapyks | JGXP | - | 305 | LGIG+305 | - | - |
| Q-H | NLV | 58.880 | - | Ww1 | - | NY | - | - | 68.40% | - | Bzouhcqf | JTBQ | - | 155 | NZPH+155 | - | - |
Tranche Comments
O-1-Q: First Pay: 2024-10-20; Redemption: 2025-03-04; Registration: 144M/Zmf G;
G-2-H: First Pay: 2024-10-20; Redemption: 2025-03-04; Registration: 144N/Usi T;
Q-H: First Pay: 2024-10-20; Redemption: 2025-03-04; Registration: 144K/Urd W;
A-Q: First Pay: 2024-10-20; Redemption: 2025-03-04; Registration: 144O/Uxx Z;
W-Q: First Pay: 2024-10-20; Redemption: 2025-03-04; Registration: 144W/Bvm M;
Deal Comments
Mzypqfqupqz. Rtq Lfbb Azzptao 2.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-P2 | XQO | 29.300 | - | Bw3 | - | - | - | - | 9.96% | - | Veuqeadu | UKNQ | - | 650 | KGYF+650 | - | - |
| N-1-U2 | GTU | 509.227 | - | Bss | - | - | - | - | 32.88% | - | Zfszzich | UUMU | - | 110 | IGLG+110 | - | - |
| U-2-C2 | UXD | 85.000 | - | Nrr | - | - | - | - | 57.23% | - | Ilzjzacu | YBXZ | - | 135 | CJQO+135 | - | - |
| H-D2 | ECF | 28.910 | - | Gww3 | - | - | - | - | 94.10% | - | Mzxecfmz | SWLA | - | 300 | IQCA+300 | - | - |
| X-B2 | EGL | 58.100 | - | Cp2 | - | - | - | - | 13.92% | - | Zdsmtmyy | SUIT | - | 155 | MLAU+155 | - | - |
| H-M2 | UED | 23.820 | - | Y2 | - | - | - | - | 56.16% | - | Juxqzhwn | HEAK | - | 190 | AXWC+190 | - | - |
Tranche Comments
N-1-U2: First Pay: 2024-10-18; Redemption: 2025-02-14; Registration: 144E/Qtv W;
U-2-C2: First Pay: 2024-10-18; Redemption: 2025-02-14; Registration: 144E/Anw U;
X-B2: First Pay: 2024-10-18; Redemption: 2025-02-14; Registration: 144L/Hmv Q;
H-M2: First Pay: 2024-10-18; Redemption: 2025-02-14; Registration: 144L/Cvf O;
H-D2: First Pay: 2024-10-18; Redemption: 2025-02-14; Registration: 144Z/Cct L;
J-P2: First Pay: 2024-10-18; Redemption: 2025-02-14; Registration: 144L/Bmd V;
Deal Comments
Bjxmmwmzmmk. Rem Ywff Ajvmera 0.5
Reinvestment Period End Date
May 30, 1992
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | LTJ | 50.000 | 2.11 | - | - | LLL- | - | - | 18.00% | - | Ismjeuic | ITNR | - | 315 | HQAM+315 | - | 621.00000 |
| H-1 | EZD | 542.000 | 1.80 | Pvv | - | - | - | - | 49.00% | - | Hskxtmud | QBOH | - | 140 | TQHY+140 | - | 300.00000 |
| R | RVD | 56.900 | 3.67 | - | - | TT | - | - | 69.00% | - | Vlrwdkbv | TGFK | - | 175 | JPUU+175 | - | 354.00000 |
| Y-2 | HGS | 6.000 | 9.35 | - | - | YYY- | - | - | 15.00% | - | Jelejzyf | AKYM | - | 420 | ZPQI+420 | - | 343.00000 |
| V-2 | ACL | 47.600 | 5.13 | - | - | CCC | - | - | 96.70% | - | Ehfhpvzl | YSPA | - | 160 | SYPU+160 | - | 745.00000 |
| K | TCJ | 87.000 | 6.68 | - | - | HH- | - | - | 9.00% | - | Kmhhkkvm | SCPU | - | 650 | BNZJ+650 | - | 287.00000 |
| Dfspev | IJG | 75.900 | - | CP | - | ZW | - | - | - | - | - | - | - | - | - | - | Retained |
| G | ZYN | 75.000 | 3.80 | - | - | X | - | - | 50.00% | - | Dxcsocac | CGSR | - | 205 | HZPF+205 | - | 794.00000 |
| Z | FST | 1.860 | 10.30 | U3 | - | - | - | - | 5.62% | - | - | - | - | - | - | - | Retained |
Tranche Comments
H-1: Redemption: 2026-10-15; Registration: 144N/Rcm W;
V-2: Redemption: 2026-10-15; Registration: 144I/Owd P;
R: Redemption: 2026-10-15; Registration: 144O/Jzh Z;
G: Redemption: 2026-10-15; Registration: 144N/Kwu A;
K-1: Redemption: 2026-10-15; Registration: 144Q/Hxb I;
Y-2: Redemption: 2026-10-15; Registration: 144V/Tyx Q;
K: Redemption: 2026-10-15; Registration: 144Z/Cdu R;
Z: Redemption: 2026-10-15; Registration: 144J/Xkf M;
Dfspev: Redemption: 2026-10-15; Registration: 144Y/Zfg T;
Deal Comments
Soz Mjcc Iksnokp 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 13, 2022