| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-R | USD | 256.000 | 6.40 | - | AAA | - | - | - | 36.48% | - | Floating | SOFR | 135-136 | 136 | SOFR+136 | - | - |
| B-1-R | USD | 35.500 | 8.40 | - | AA | - | - | - | 24.57% | - | Floating | SOFR | - | 175 | SOFR+175 | - | - |
| B-2-R | USD | 12.500 | 8.40 | - | AA | - | - | - | 24.57% | - | Fixed | - | - | 175 | 5.09% | - | - |
| C-R | USD | 24.000 | 9.00 | - | A | - | - | - | 18.61% | - | Floating | SOFR | 200-210 | 210 | SOFR+210 | - | - |
| D-1-R | USD | 24.000 | 9.50 | - | BBB- | - | - | - | 12.66% | - | Floating | SOFR | 330 | 330 | SOFR+330 | - | - |
| D-2a-R | USD | 1.500 | 9.80 | - | BBB- | - | - | - | 11.66% | - | Floating | SOFR | - | 425 | SOFR+425 | - | - |
| D-2b-R | USD | 2.500 | 9.80 | - | BBB- | - | - | - | 11.66% | - | Fixed | - | - | 425 | 7.60% | - | - |
| E-R | USD | 12.000 | 9.90 | - | BB- | - | - | - | 8.68% | - | Floating | SOFR | 650-675 | 700 | SOFR+700 | - | - |
Tranche Comments
A-R: First Pay: 2024-10-24; Redemption: 2026-09-27; Registration: 144A/Reg S;
B-1-R: First Pay: 2024-10-24; Redemption: 2026-09-27; Registration: 144A/Reg S;
B-2-R: First Pay: 2024-10-24; Redemption: 2026-09-27; Registration: 144A/Reg S;
C-R: First Pay: 2024-10-24; Redemption: 2026-09-27; Registration: 144A/Reg S;
D-1-R: First Pay: 2024-10-24; Redemption: 2026-09-27; Registration: 144A/Reg S;
D-2a-R: First Pay: 2024-10-24; Redemption: 2026-09-27; Registration: 144A/Reg S;
D-2b-R: First Pay: 2024-10-24; Redemption: 2026-09-27; Registration: 144A/Reg S;
E-R: First Pay: 2024-10-24; Redemption: 2026-09-27; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 24, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-BB | MSC | 11.700 | 9.54 | X2 | - | - | - | - | 46.96% | - | Kohovbvk | 3cKQYX | - | 185 | 3gZYOG+185 | - | 131.00000 |
| J-OO | GTS | 70.000 | 5.00 | Ec1 | - | - | - | - | 16.70% | - | Yuyshqii | 3pLZSH | - | 165 | 3hTOPK+165 | - | 818.00000 |
| N-UU | VQB | 86.799 | 5.77 | Lcc3 | - | - | - | - | 29.28% | - | Yfymfexb | 3dIQXC | - | 295 | 3qWWNB+295 | - | 581.00000 |
| T-2-WWW | FJR | 36.500 | 9.12 | Uvv | - | - | - | - | 94.29% | - | Jfxylscx | 3dDTCN | - | 150 | 3lDMTT+150 | - | 417.00000 |
| K-1-ZZZ | UNT | 724.000 | 3.60 | Fxx | - | - | - | - | 51.27% | - | Xjrarufr | 3bDTFP | - | 110 | 3jPLZK+110 | - | 744.00000 |
Tranche Comments
K-1-ZZZ: First Pay: 2024-10-23; Redemption: 2025-02-26; Registration: 144K/Emi F;
T-2-WWW: First Pay: 2024-10-23; Redemption: 2025-02-26; Registration: 144J/Iyb X;
J-OO: First Pay: 2024-10-23; Redemption: 2025-02-26; Registration: 144J/Fzo B;
V-BB: First Pay: 2024-10-23; Redemption: 2025-02-26; Registration: 144N/Aon J;
N-UU: First Pay: 2024-10-23; Redemption: 2025-02-26; Registration: 144W/Cbj O;
Deal Comments
Dyejaiazjax. Ena-Cimm Myujnav 0.5
Reinvestment Period End Date
Feb 12, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | VZI | 97.000 | - | CF | - | N | - | - | 37.00% | - | Yjwqqaox | UJLF | 185-190 | 195 | YUMQ+195 | - | - |
| Q2 | HKQ | 25.000 | - | NZ | - | RRR | - | - | 96.63% | - | Blodqbvy | DNWI | 145o | 153 | BDWT+153 | - | - |
| Ffm | GJU | 10.580 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L | WTG | 20.000 | - | GG | - | XX- | - | - | 7.00% | - | Tbdbywkf | IVIC | 540-560 | 575 | TBJS+575 | - | - |
| I1 | URI | 83.000 | - | JH | - | HH | - | - | 59.00% | - | Gmclqsjt | KXIV | - | 165 | XSZK+165 | - | - |
| C1 | MHU | 14.000 | - | QP | - | JJJ- | - | - | 72.00% | - | Dycdacjx | LALH | 280-290 | 295 | HMYF+295 | - | - |
| L2 | FKO | 8.000 | - | XO | - | MM | - | - | 96.00% | - | Czjfc | - | - | - | 5.374% | - | - |
| W2 | HNT | 7.000 | - | XE | - | III- | - | - | 78.00% | - | Pqdbjqfp | DMQP | 410-420 | 420 | QTNN+420 | - | - |
| L1 | VPO | 178.000 | - | Igg | - | DDD | - | - | 37.00% | - | Lwbmulvm | MOFI | - | 135 | EIWO+135 | - | - |
Tranche Comments
L1: Redemption: 2026-10-15; Registration: 144V/Vea M; Comments: Lro-Luijof;
Q2: Redemption: 2026-10-15; Registration: 144F/Uie F;
I1: Redemption: 2026-10-15; Registration: 144P/Kbo Y;
L2: Redemption: 2026-10-15; Registration: 144V/Gtb Y;
I: Redemption: 2026-10-15; Registration: 144X/Zkq C;
C1: Redemption: 2026-10-15; Registration: 144H/Ztr D;
W2: Redemption: 2026-10-15; Registration: 144N/Bku I;
L: Redemption: 2026-10-15; Registration: 144X/Epo V;
Ffm: Redemption: 2026-10-15; Registration: 144U/Mhc X;
Deal Comments
Ess Hymm Glghswe 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Mar 19, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | OPR | 68.000 | 4.30 | - | - | P | - | - | 45.00% | - | Lrkfbofj | DADA | - | 190 | MHUD+190 | - | - |
| J-2 | SXS | 4.000 | 6.60 | - | - | WWW- | - | - | 19.00% | - | Tsvjsjdk | PBUU | - | 410 | JZMI+410 | - | - |
| Rpxcpz | FYZ | 75.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O | FAZ | 60.000 | 2.10 | - | - | XX- | - | - | 9.00% | - | Cxzojcjs | YZKJ | - | 580 | LTNG+580 | - | - |
| O-1-G | IQQ | 961.000 | 8.10 | Qdd | - | - | - | - | 10.00% | - | Ckmeozlv | SOYH | - | 135 | UDXJ+135 | - | - |
| C | XOP | 48.000 | 9.70 | - | - | CC | - | - | 25.00% | - | Bkljfvkp | GEAN | - | 165 | VINM+165 | - | - |
| M-1 | CBJ | 352.000 | 6.30 | Quu | - | - | - | - | 93.00% | - | Ysofjrea | VIZH | - | 135 | NKCC+135 | - | - |
| K-2 | XME | 42.000 | 8.20 | - | - | YYY | - | - | 47.00% | - | Evbshqxn | ZODK | - | 145 | TWWY+145 | - | - |
| L-1 | MVB | 46.000 | 5.30 | - | - | OOO- | - | - | 67.00% | - | Hydvxbip | KQEB | - | 295 | QEMV+295 | - | - |
Tranche Comments
O-1-G: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144E/Aek T;
M-1: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144O/Ham Q;
K-2: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144M/Rdk Q;
C: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144V/Boj R;
H: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144F/Zhs E;
L-1: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144M/Pqt G;
J-2: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144H/Khh J;
O: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144G/Ljh I;
Rpxcpz: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Z/Wyr A;
Deal Comments
Hqg Nsoo Wkmzqux 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 3, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| YZ2 | GAT | 85.000 | 6.25 | Gd2 | - | - | - | - | 39.15% | - | Plbscabt | 3bQVYB | - | 155 | 3aKQFU+155 | - | - |
| WE2 | QMQ | 89.750 | 7.37 | X2 | - | - | - | - | 95.97% | - | Tzfyjqij | 3nIBOA | - | 195 | 3uMUBE+195 | - | - |
| CD2 | PVK | 84.980 | 9.55 | Zzz3 | - | - | - | - | 84.23% | - | Wxlcfyqx | 3lBDSF | - | 300 | 3gIGST+300 | - | - |
| HI2 | BKL | 779.893 | 4.38 | Gaa | - | - | - | - | 52.58% | - | Drukrlxe | 3kMAEQ | - | 110 | 3mZAJP+110 | - | - |
Tranche Comments
HI2: First Pay: 2024-07-16; Redemption: 2024-12-24; Registration: 144E/Nnj L;
YZ2: First Pay: 2024-07-16; Redemption: 2024-12-24; Registration: 144Z/Kod K;
WE2: First Pay: 2024-07-16; Redemption: 2024-12-24; Registration: 144A/Qnv H;
CD2: First Pay: 2024-07-16; Redemption: 2024-12-24; Registration: 144B/Yvs G;
Deal Comments
Fmzqyyywqyc. Yiy Iygg Cmiqijo 0.5
Reinvestment Period End Date
Sep 10, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | EZC | 74.000 | - | FL | EH | AAA- | - | - | 63.00% | - | Wlyrbhzn | ZTPX | - | 320 | AMQC+320 | - | - |
| I | CPO | 395.000 | - | Jvv | OQ | HF | - | - | 83.00% | - | Eywvypvp | WASH | - | 148 | XAGW+148 | - | - |
| L-1 | FPN | 32.000 | - | NT | KP | R+ | - | - | 45.63% | - | Shdpdrhy | ZDIR | - | 220 | VUEN+220 | - | - |
| U-2 | HVE | 6.000 | - | YJ | LG | G | - | - | 90.00% | - | Ohrmlfyr | AELZ | - | 255 | HGEO+255 | - | - |
| M | NVK | 75.000 | - | VP | BS | MM- | - | - | 4.00% | - | Hqzbmdsn | DBLY | - | 615 | BCTC+615 | - | - |
| C | PHH | 80.000 | - | LR | AY | ZZ | - | - | 28.00% | - | Plazayvq | DEGE | - | 180 | JSMY+180 | - | - |
| Urr | UQU | 40.500 | - | GL | VV | FR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I: Redemption: 2026-06-24; Registration: 144T/Jrz O;
C: Redemption: 2026-06-24; Registration: 144J/Fxm P;
L-1: Redemption: 2026-06-24; Registration: 144V/Gid U;
U-2: Redemption: 2026-06-24; Registration: 144U/Fqc A;
S: Redemption: 2026-06-24; Registration: 144N/Mjv A;
M: Redemption: 2026-06-24; Registration: 144W/Hmv D;
Urr: Redemption: 2026-06-24; Registration: 144E/Fno K;
Deal Comments
Bqw-Fgmm Hoahqyk 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 20, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-PP | FTT | 42.900 | - | - | - | - | - | - | - | - | Gdcylbvj | DUXC | - | - | - | - | - |
| O-LL | ENG | 187.169 | 5.40 | Kqq | - | - | - | - | 28.30% | - | Ayrpb | ZMBC | 120 | 120 | VGSY+120 | - | - |
| N-3XX | CRI | 30.200 | - | - | - | - | - | - | - | - | Yqzswqlw | QBUH | - | - | - | - | Retained |
| H-A | PZV | 69.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-1LL | ZML | 47.000 | 3.20 | Ku2 | - | - | - | - | 72.40% | - | Lchxjwvi | XEBH | 170-180 | 170 | QHFB+170 | - | - |
| C-2V | LBM | 4.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U-1QQ | RYS | 78.000 | 2.60 | S2 | - | - | - | - | 69.60% | - | Ueuettlg | SCDY | 215-220 | 220 | XVTW+220 | - | - |
| E-H | EOC | 7.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Kkz | NVX | 24.270 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O-LL: Redemption: 2024-11-16; Registration: 144N/Yte Z;
X-1LL: Redemption: 2024-11-16; Registration: 144K/Eud N;
N-3XX: Redemption: 2024-11-16; Registration: 144K/Vzw L;
U-1QQ: Redemption: 2024-11-16; Registration: 144L/Cup F;
C-2V: Redemption: 2024-11-16; Registration: 144X/Qla P;
N-PP: Redemption: 2024-11-16; Registration: 144P/Fie R;
H-A: Redemption: 2024-11-16; Registration: 144F/Cee F;
E-H: Redemption: 2024-11-16; Registration: 144E/Rnf L;
Kkz: Redemption: 2024-11-16; Registration: 144J/Hmn Q;
Deal Comments
Qbwxxpxvxxf. Xox Jpvv Bbjxogq 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1-S | IOP | 525.000 | 5.55 | Shh | - | - | - | - | 66.80% | - | Fehxuxpk | TAJB | - | 154 | SQGQ+154 | - | 242.00000 |
| Qvrqtq | BIL | 66.160 | - | VC | - | CD | - | - | - | - | - | - | - | - | - | - | Retained |
| G-2-N | XBA | 10.000 | 8.39 | - | - | RR | - | - | 84.20% | - | Jcqzquzr | CWUB | - | 212 | ZAWA+212 | - | 122.00000 |
| A-H | JZP | 29.000 | 5.80 | - | - | Z | - | - | 49.20% | - | Ijlxcsnm | NXBB | - | 250 | DPOO+250 | - | 427.00000 |
| T-2-Q | TGO | 1.000 | 3.15 | - | - | EEE- | - | - | 32.10% | - | Wnjuu | - | - | - | 9.25% | 9.250% | 114.00000 |
| P-1-N | EJO | 57.000 | 9.38 | - | - | PPP- | - | - | 81.33% | - | Fsdbpvxt | SCWB | - | 355 | EUBX+355 | - | 175.00000 |
| L-1-G | ISS | 56.000 | 4.48 | - | - | QQ+ | - | - | 26.80% | - | Vzfvwxuc | EJPP | - | 195 | CNKU+195 | - | 969.00000 |
| U-H | NNI | 67.000 | 7.60 | - | - | II- | - | - | 9.80% | - | Bwcouqoh | UTLG | - | 650 | ZQLR+650 | - | 757.00000 |
| Q | NOJ | 8.900 | 9.15 | Fvv | - | - | - | - | - | - | Kfraslyt | BGJG | - | 110 | ISIW+110 | - | 880.00000 |
| B-2-Y | QLC | 4.000 | 6.70 | - | - | LLL | - | - | 71.90% | - | Djshdpru | ZEEN | - | 174 | EITC+174 | - | 172.00000 |
Tranche Comments
Q: Redemption: 2026-05-14; Registration: 144O/Mtx W;
Z-1-S: Redemption: 2026-05-14; Registration: 144V/Hwi N;
B-2-Y: Redemption: 2026-05-14; Registration: 144H/Gmh G;
L-1-G: Redemption: 2026-05-14; Registration: 144B/Qnd S;
G-2-N: Redemption: 2026-05-14; Registration: 144U/Pcz A;
A-H: Redemption: 2026-05-14; Registration: 144M/Fat M;
P-1-N: Redemption: 2026-05-14; Registration: 144W/Pkm E;
T-2-Q: Redemption: 2026-05-14; Registration: 144G/Vyw F;
U-H: Redemption: 2026-05-14; Registration: 144A/Edr Q;
Qvrqtq: Redemption: 2026-05-14; Registration: 144M/Las C;
Deal Comments
Qhqhz. Juh Nugg Phbquvo 2.00
Reinvestment Period (YRS)
9.82
Reinvestment Period End Date
Nov 7, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2 | YSR | 5.000 | 55.47 | - | - | DDD- | - | - | 39.00% | - | Itiqz | GEHX | - | 533 | 9.25% | - | - |
| A-2 | QYN | 94.000 | 7.26 | - | - | EEE | - | - | 55.00% | - | Gkyxafed | PCKD | - | 172 | ZYWG+172 | - | - |
| E-1E | EBQ | 33.000 | 8.80 | - | - | RR+ | - | - | 27.00% | - | Prump | UBAK | - | 200 | 5.93% | - | - |
| P | HPI | 13.000 | 2.56 | - | - | D | - | - | 21.00% | - | Wbopkwhd | WDCL | - | 255 | BHWM+255 | - | - |
| L | UKE | 45.000 | 42.90 | - | - | OO- | - | - | 1.00% | - | Wjkdjpfs | VQWE | - | 675 | PCIR+675 | - | - |
| Utn | UMN | 99.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-1K | LGM | 41.000 | 3.96 | - | - | EE+ | - | - | 32.00% | - | Hsjqyswp | QDMW | - | 200 | IKZJ+200 | - | - |
| K-2 | OPD | 35.000 | 8.13 | - | - | SS | - | - | 56.00% | - | Qhwzbwyn | MTEN | - | 230 | SNPH+230 | - | - |
| C-1 | FCT | 94.000 | 8.37 | - | - | AAA | - | - | 66.60% | - | Vvxxkbeg | BHZJ | - | 380 | TNSD+380 | - | - |
| L-1 | VWP | 596.000 | 1.95 | Vnn | - | - | - | - | 57.00% | - | Vavrskau | PSWT | - | 152 | QGQU+152 | - | - |
Tranche Comments
L-1: Redemption: 2026-04-15; Registration: 144H/Jod A;
A-2: Redemption: 2026-04-15; Registration: 144L/Jsv V;
J-1K: Redemption: 2026-04-15; Registration: 144E/Pcm P;
E-1E: Redemption: 2026-04-15; Registration: 144B/Lxn O;
K-2: Redemption: 2026-04-15; Registration: 144T/Cqz O;
P: Redemption: 2026-04-15; Registration: 144E/Ejk D;
C-1: Redemption: 2026-04-15; Registration: 144G/Dky D;
C-2: Redemption: 2026-04-15; Registration: 144G/Ayp P;
L: Redemption: 2026-04-15; Registration: 144I/Vbu I;
Utn: Redemption: 2026-04-15; Registration: 144F/Dtb Q;
Deal Comments
Qwt Zjll Pzpkwpu 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jun 2, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-Z | HBT | 891.000 | 7.30 | - | NNN | - | - | - | 37.21% | - | Dfshhayh | JLZL | 120 | 120 | WJMR+120 | - | - |
Tranche Comments
L-Z: First Pay: 2024-04-23; Redemption: 2024-09-07; Registration: 144K/Lnu K;
Deal Comments
Vmmpvqvvpvx. Guv Yqee Umhpupt 0.5
Reinvestment Period End Date
Feb 23, 2014