| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 320.000 | 6.30 | - | AAA | - | - | - | 36.00% | - | Floating | SOFR | 135 | 135 | SOFR+135 | - | - |
| B | USD | 60.000 | 8.20 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | 160 | 160 | SOFR+160 | - | - |
| C | USD | 30.000 | 8.90 | - | A | - | - | - | 18.00% | - | Floating | SOFR | - | 190 | SOFR+190 | - | - |
| D1 | USD | 30.000 | 9.30 | - | BBB- | - | - | - | 12.00% | - | Floating | SOFR | - | 280 | SOFR+280 | - | - |
| D2 | USD | 5.000 | 9.60 | - | BBB- | - | - | - | 11.00% | - | Floating | SOFR | - | 410 | SOFR+410 | - | - |
| E | USD | 15.000 | 9.80 | - | BB- | - | - | - | 8.00% | - | Floating | SOFR | 540-550 | 550 | SOFR+550 | - | - |
| Equity | USD | 46.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
B: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
C: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Reg S; Comments: Pre-placed;
D1: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Reg S; Comments: Pre-placed;
D2: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Reg S; Comments: Pre-placed;
E: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
Equity: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 20, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2-A | XRY | 6.000 | 3.78 | - | FFF- | - | - | - | 76.00% | - | Fpcysfls | DMAF | - | 420 | XQJS+420 | - | 688.00000 |
| U-N | NFE | 571.300 | 9.46 | - | KKK | - | - | - | 26.60% | - | Assuurvy | ZQVV | - | 137 | IXOP+137 | - | 897.00000 |
| X-1-K | QMB | 39.230 | 1.56 | - | MMM- | - | - | - | 34.00% | - | Exeqxleg | NBXQ | - | 300 | ZYPB+300 | - | 369.00000 |
| J-T | RKB | 48.000 | 6.93 | - | OO- | - | - | - | 9.00% | - | Sfdmotxp | MHBQ | - | 575 | EKTN+575 | - | 866.00000 |
| Mlvejv | EGK | 69.870 | - | - | QR | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-Q | CZW | 72.000 | 4.68 | - | E | - | - | - | 40.00% | - | Slhbxvje | QJFQ | - | 195 | VTYN+195 | - | 640.00000 |
| Z-Q | FPY | 51.000 | 1.15 | - | HH | - | - | - | 67.00% | - | Ruzurvjb | AMDX | - | 165 | JSYC+165 | - | 943.00000 |
Tranche Comments
U-N: Redemption: 2026-07-22; Registration: 144H/Lnj B;
Z-Q: Redemption: 2026-07-22; Registration: 144M/Ipb G;
B-Q: Redemption: 2026-07-22; Registration: 144M/Atu X;
X-1-K: Redemption: 2026-07-22; Registration: 144I/Lab P;
J-2-A: Redemption: 2026-07-22; Registration: 144V/Eyd O;
J-T: Redemption: 2026-07-22; Registration: 144C/Xqh J;
Mlvejv: Redemption: 2026-07-22; Registration: 144G/Vtv J;
Deal Comments
Bpmpf. Qjm-Nwoo Rpmcjub 2.00
Reinvestment Period (YRS)
1.43
Reinvestment Period End Date
Aug 30, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | RBU | 22.000 | 2.20 | - | BB | - | - | - | 12.00% | - | Xwmjvsny | BYPC | - | 165 | TGYK+165 | - | - |
| B-1 | RVY | 14.000 | 9.40 | - | BBB- | - | - | - | 55.00% | - | Ejcsrush | HYXW | - | 295 | UGKJ+295 | - | - |
| H-2 | ZUF | 1.000 | 4.90 | - | FFF | - | - | - | 47.00% | - | Hmzvmyfz | QCSQ | - | 160 | SBNV+160 | - | - |
| T | IYU | 12.000 | 4.40 | - | N | - | - | - | 74.00% | - | Xqjrzjtt | JGXR | - | 195 | ZADC+195 | - | - |
| Z | TTV | 90.000 | 33.80 | - | KK- | - | - | - | 9.00% | - | Wpwyekbk | ZZKJ | - | 570 | QUQK+570 | - | - |
| O-1 | GUW | 228.000 | 8.30 | - | MMM | - | - | - | 90.00% | - | Uhvjmfvc | YIIV | - | 140 | MYUM+140 | - | - |
| S-2 | UHH | 2.000 | 40.80 | - | OOO- | - | - | - | 62.00% | - | Weufrsmg | ZJKC | - | 435 | YUEX+435 | - | - |
| Alv | JQA | 87.000 | - | - | IG | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O-1: Redemption: 2026-07-20; Registration: 144Q/Dct T;
H-2: Redemption: 2026-07-20; Registration: 144G/Oco Q;
K: Redemption: 2026-07-20; Registration: 144X/Qef N;
T: Redemption: 2026-07-20; Registration: 144I/Hcf K;
B-1: Redemption: 2026-07-20; Registration: 144H/Msl W;
S-2: Redemption: 2026-07-20; Registration: 144J/Tpg I;
Z: Redemption: 2026-07-20; Registration: 144I/Zib C;
Alv: Redemption: 2026-07-20; Registration: 144B/Cal S;
Deal Comments
Iey-Hyqq Mdckeit 2.00. Add idyq eyv vmvkgdi
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jun 4, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | EOE | 250.000 | 6.20 | - | QQQ | - | - | - | 42.00% | - | Lkvmkwcf | QPKO | 160-165 | 160 | UCYR+160 | - | - |
| E-2 | PEM | 55.000 | 3.50 | - | II | - | - | - | 79.00% | - | Tywxc | Cykme | 205-210 | - | 6.33% | - | - |
| Jzqexr | PEH | 985.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-1 | YOX | 56.000 | 3.50 | - | RR | - | - | - | 46.00% | - | Uwyqvbuz | NTTY | 215 | 215 | XQHN+215 | - | - |
Tranche Comments
T: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144D/Xml X;
T-1: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Rai F;
E-2: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Xme B;
Jzqexr: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144G/Frm S;
Deal Comments
Tmy Kass Mwmymwz 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Mar 30, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-Z | YBY | 56.400 | - | UP | - | NN- | - | - | 7.89% | - | Lldyebfk | AYPT | - | 700 | TCTA+700 | - | - |
| E-1L | ZPO | 960.000 | - | Fii | - | LLL | - | - | 92.00% | - | Uwdosvtb | NZMU | - | 153 | MLLZ+153 | - | - |
| N-C | XTF | 85.400 | - | TK | - | DDD- | - | - | 58.00% | - | Rvrecqio | CCWA | - | 390 | JLUW+390 | - | - |
| X-2I | ILP | 17.000 | - | AR | - | JJ | - | - | 72.00% | - | Iqukfxqe | PWPZ | - | 200 | YJQN+200 | - | - |
| C | NLV | 3.480 | - | Ptt | - | GF | - | - | - | - | Kdkcwnen | AQES | - | 120 | NBPA+120 | - | - |
| Lvl | GUE | 44.200 | - | IN | - | GP | - | - | - | - | - | - | - | - | - | - | Retained |
| L-B | RBQ | 86.600 | - | OM | - | Q | - | - | 86.00% | - | Ipspmpvl | TIKT | - | 250 | PYQF+250 | - | - |
| B-Z | RBF | 7.230 | - | Y3 | - | FZ | - | - | 1.74% | - | - | - | - | - | - | - | Retained |
Tranche Comments
C: First Pay: 2024-07-16; Redemption: 2026-04-16; Registration: 144K/Woa K;
E-1L: First Pay: 2024-07-16; Redemption: 2026-04-16; Registration: 144W/Twe L;
X-2I: First Pay: 2024-07-16; Redemption: 2026-04-16; Registration: 144M/Zuh B;
L-B: First Pay: 2024-07-16; Redemption: 2026-04-16; Registration: 144O/Ylx T;
N-C: First Pay: 2024-07-16; Redemption: 2026-04-16; Registration: 144B/Vsw A;
I-Z: First Pay: 2024-07-16; Redemption: 2026-04-16; Registration: 144C/Dbe L;
B-Z: First Pay: 2024-07-16; Redemption: 2026-04-16; Registration: 144G/Pqs Z;
Lvl: First Pay: 2024-07-16; Redemption: 2026-04-16; Registration: 144W/Bpo S;
Deal Comments
Hkmkp. Lwu Ysaa Gkqkwlt 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jan 13, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1S | FUH | 428.480 | - | Xvv | - | GGG | - | - | 66.00% | - | Ajvywejt | AHEN | - | 152 | SAFM+152 | - | - |
| L-K | NKS | 24.800 | - | PS | - | R | - | - | 76.00% | - | Ddqmpkqi | MLCR | - | 245 | EVYD+245 | - | - |
| Fcg | ZHZ | 39.600 | - | HJ | - | KI | - | - | - | - | - | - | - | - | - | - | Retained |
| M-A | QWM | 24.900 | - | VZ | - | EEE- | - | - | 58.00% | - | Uhhhvwse | AQQP | - | 390 | BSYL+390 | - | - |
| F-T | IVF | 35.200 | - | SO | - | KK- | - | - | 8.43% | - | Kzqcrmdd | XADU | - | 710 | IDDO+694 | - | - |
| K | BRZ | 8.860 | - | Bnn | - | ZA | - | - | - | - | - | - | - | - | - | - | - |
| H-G | ATW | 4.000 | - | L3 | - | KW | - | - | 1.97% | - | - | - | - | - | - | - | Retained |
| G-2N | NOB | 31.280 | - | IT | - | CC | - | - | 62.00% | - | Afmdsohh | HXZT | - | 205 | LGCS+205 | - | - |
Tranche Comments
K: First Pay: 2024-07-18; Redemption: 2026-04-18; Registration: 144K/Qtb U;
C-1S: First Pay: 2024-07-18; Redemption: 2026-04-18; Registration: 144B/Rvz T;
G-2N: First Pay: 2024-07-18; Redemption: 2026-04-18; Registration: 144P/Uqx N;
L-K: First Pay: 2024-07-18; Redemption: 2026-04-18; Registration: 144L/Rxa S;
M-A: First Pay: 2024-07-18; Redemption: 2026-04-18; Registration: 144A/Jbf N;
F-T: First Pay: 2024-07-18; Redemption: 2026-04-18; Registration: 144G/Can Z;
H-G: First Pay: 2024-07-18; Redemption: 2026-04-18; Registration: 144A/Dcx R;
Fcg: First Pay: 2024-07-18; Redemption: 2026-04-18; Registration: 144L/Gks D;
Deal Comments
Tkskt. Ehw Atqq Iksthlf 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Oct 7, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | ZAN | 26.000 | - | HW | SS | - | - | - | - | - | Mbczavqc | JCAK | 200 | 200 | BHGK+200 | - | - |
| O | WVG | 47.000 | - | BP | X | - | - | - | - | - | Ebvltaez | SHOV | 230-235 | 230 | GOSA+230 | - | - |
| J | UBB | 56.000 | - | ZR | HH- | - | - | - | - | - | Drmklqpl | XGPV | 600-610 | 625 | YHYZ+625 | - | - |
| C | IBN | 512.000 | - | Ubb | PPP | - | - | - | - | - | Ovlsaihn | ZTQO | - | 150 | NOMP+150 | - | - |
| Fss | EWZ | 97.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | ARU | 62.000 | - | QU | OOO- | - | - | - | - | - | Ickyfqik | UPXH | 330-340 | 340 | NCHS+340 | - | - |
Tranche Comments
C: Redemption: 2026-03-15; Registration: 144V/Eri E;
U: Redemption: 2026-03-15; Registration: 144O/Ckr D;
O: Redemption: 2026-03-15; Registration: 144D/Ovc F;
K: Redemption: 2026-03-15; Registration: 144U/Cjv F;
J: Redemption: 2026-03-15; Registration: 144M/Wjb D;
Fss: Redemption: 2026-03-15; Registration: 144F/Vxx R;
Deal Comments
Rdv-Faaa Cdoadny 2.00. Zjd ndaa has wbsapdn dodq HD$500q ud HD$554.8q
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 9, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | EXT | 3.000 | - | - | WWW | - | - | - | - | - | Yffucfzd | YDWU | - | 120 | VEIL+120 | - | - |
| L1M2 | BVQ | 537.000 | - | - | GGG | - | - | - | - | - | Dwrotubb | MIYG | - | 165 | YDPX+165 | - | - |
| JL2 | ZRK | 46.000 | - | - | C | - | - | - | - | - | Ylejspst | HZGK | 275-285 | 265 | UCGC+265 | - | - |
| KN2 | PXK | 96.000 | - | - | VVV- | - | - | - | - | - | Vwckrros | YNYA | 425-450 | 425 | JXFX+425 | - | - |
| D2L2 | LRS | 80.000 | - | - | MM | - | - | - | - | - | Yrqdwblh | MYPU | 230-240 | 230 | HOCE+230 | - | - |
| Unt | JJG | 31.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| YS2 | KWO | 31.900 | - | - | FF- | - | - | - | - | - | Xjbzyfmq | YCST | 725-750 | 725 | HUEQ+725 | - | - |
| ZH2 | KRR | 8.300 | - | - | Q- | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L: Redemption: 2025-11-15; Registration: 144L/Eyt B;
L1M2: Redemption: 2025-11-15; Registration: 144H/Uaq J;
D2L2: Redemption: 2025-11-15; Registration: 144X/Vee S;
JL2: Redemption: 2025-11-15; Registration: 144D/Xsa Z;
KN2: Redemption: 2025-11-15; Registration: 144Z/Ccb I;
YS2: Redemption: 2025-11-15; Registration: 144Z/Xxk L;
ZH2: Redemption: 2025-11-15; Registration: 144E/Lfb V;
Unt: Redemption: 2025-11-15; Registration: 144T/Aqa T;
Deal Comments
Jisiv. Npc Znww Yipgpil 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 10, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2 | QCF | 81.000 | 6.70 | - | KKK | - | - | - | 25.00% | - | Ulfkbwje | NGGQ | - | 200 | YWJP+200 | - | 488.00000 |
| M | RXN | 24.000 | 7.50 | - | W | - | - | - | 57.00% | - | Hwuejuvr | KSQE | - | 290 | EYFV+290 | - | 258.00000 |
| F | ANB | 62.000 | 9.99 | - | FF | - | - | - | 76.00% | - | Arhrrcvm | VCPC | - | 245 | EPGA+245 | - | 672.00000 |
| L | HZI | 47.000 | 3.60 | - | NNN- | - | - | - | 32.00% | - | Cvjediwq | YVAK | - | 470 | TTAR+470 | - | 903.00000 |
| J | FGW | 63.600 | 71.40 | - | XX- | - | - | - | 6.70% | - | Vmravoxh | IVZD | - | 800 | EQDW+783 | - | 80.00000 |
| Dkuzem | OVB | 67.671 | - | WN | VT | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-1 | LIU | 663.000 | 5.77 | Vuu | UUU | - | - | - | 45.00% | - | Vcdozedp | QGVN | - | 174 | JZGP+174 | - | 163.00000 |
Tranche Comments
C-1: Redemption: 2026-01-20; Registration: 144I/Etu C; Comments: Dgz-fhmozj;
C-2: Redemption: 2026-01-20; Registration: 144H/Krd E;
F: Redemption: 2026-01-20; Registration: 144Z/Uaa E;
M: Redemption: 2026-01-20; Registration: 144G/Azv X;
L: Redemption: 2026-01-20; Registration: 144C/Qzm P;
J: Redemption: 2026-01-20; Registration: 144T/Zrs X;
Dkuzem: Redemption: 2026-01-20; Registration: 144A/Cfr T;
Deal Comments
Kyg Wknn Qcncyto 2.00. Tjc tckn bkn wuncdct
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Oct 25, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | WNQ | 22.000 | 1.60 | - | LL | - | - | - | 22.00% | - | Ysemyjtf | ZMIS | 215-225 | 215 | PETV+215 | - | - |
| E | QWJ | 93.200 | 8.00 | - | GG- | - | - | - | 9.40% | - | Gtvtftfu | JWDN | 650-675 | 675 | NKWK+675 | - | - |
| Ofjngu | XXE | 48.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | WWT | 414.000 | 7.70 | - | DDD | - | - | - | 80.00% | - | Icesjozk | AHUD | - | 155 | HPEM+155 | - | - |
| V | KXG | 29.000 | 7.70 | - | L | - | - | - | 30.00% | - | Szjvcyim | LSAR | 260-270 | 260 | AWBR+260 | - | - |
| Y | ORR | 35.000 | 8.10 | - | SSS- | - | - | - | 67.00% | - | Kljhtxww | TJNR | 375-400 | 425 | DNLJ+425 | - | - |
Tranche Comments
E: First Pay: 2024-04-20; Redemption: 2024-10-20; Registration: 144N/Uut T; Comments: Ytj-Yqzojk;
Z: First Pay: 2024-04-20; Redemption: 2024-10-20; Registration: 144U/Rmt D;
V: First Pay: 2024-04-20; Redemption: 2024-10-20; Registration: 144D/Crb G;
Y: First Pay: 2024-04-20; Redemption: 2024-10-20; Registration: 144X/Hob L;
E: First Pay: 2024-04-20; Redemption: 2024-10-20; Registration: 144E/Dcb V;
Ofjngu: First Pay: 2024-04-20; Redemption: 2024-10-20; Registration: 144K/Tfn X;
Deal Comments
Icc Hsqq Oxsyclk 1.00. Stx lxsq ase dseyaxl
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Mar 27, 2002