| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1A-R | USD | 256.000 | 6.40 | - | AAA | - | - | - | 36.00% | - | Floating | SOFR | 136 | 136 | SOFR+136 | - | - |
| A1B-R | USD | 8.000 | 8.00 | - | AAA | - | - | - | 34.00% | - | Floating | SOFR | 155a | 156 | SOFR+156 | - | - |
| A2-R | USD | 40.000 | 8.40 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | 170a | 170 | SOFR+170 | - | - |
| B-R | USD | 24.000 | 9.00 | - | A | - | - | - | 18.00% | - | Floating | SOFR | 195a | 195 | SOFR+195 | - | - |
| C1-R | USD | 24.000 | 9.50 | - | BBB- | - | - | - | 12.00% | - | Floating | SOFR | 300-310 | 315 | SOFR+315 | - | - |
| C2-R | USD | 4.000 | 9.80 | - | BBB- | - | - | - | 11.00% | - | Fixed | - | 410-420 | 410 | 7.39% | - | - |
| D-R | USD | 12.000 | 9.90 | - | BB- | - | - | - | 8.00% | - | Floating | SOFR | 575-600 | 600 | SOFR+600 | - | - |
Tranche Comments
A1A-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
A1B-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
A2-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
B-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
C1-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
C2-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
D-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 20, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1P2 Gmee | CYI | 552.000 | - | - | AAA | - | - | - | 77.00% | - | Bxmhqwmi | SMUM | - | 130 | WKEU+130 | - | - |
| W-2S2 | GQZ | 32.000 | - | - | EE | - | - | - | 42.00% | - | Rvruqfut | KCZH | 150g | 170 | LZHC+170 | - | - |
| X-1M2 | MLX | 24.000 | - | - | CCC | - | - | - | 39.00% | - | Fwsrcqcb | NJJL | - | 310 | GHTA+310 | - | - |
| O-2J2 | RNV | 1.000 | - | - | HHH- | - | - | - | 88.00% | - | Iipse | Bcxfd | - | - | 7.295% | - | - |
| M-O2 | BSG | 54.000 | - | - | M | - | - | - | 38.00% | - | Rwszhuae | DYBK | 170y | 195 | XLEU+195 | - | - |
| G-Z2 | VXD | 40.000 | - | - | VV- | - | - | - | 7.00% | - | Uyyrfmnm | XBAD | - | 620 | WVSA+620 | - | - |
| Jjs | QKZ | 92.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-1A2 | FHB | 13.000 | - | - | EEE | - | - | - | 88.00% | - | Kubrxfsk | TGJC | - | 160 | EKIC+160 | - | - |
Tranche Comments
P-1P2 Gmee: Redemption: 2025-10-15; Registration: 144H/Pyx G;
Y-1A2: Redemption: 2025-10-15; Registration: 144L/Dan M;
W-2S2: Redemption: 2025-10-15; Registration: 144K/Ypq C;
M-O2: Redemption: 2025-10-15; Registration: 144L/Pkc S;
X-1M2: Redemption: 2025-10-15; Registration: 144M/Ubj S;
O-2J2: Redemption: 2025-10-15; Registration: 144X/Ldm A;
G-Z2: Redemption: 2025-10-15; Registration: 144A/Qrf W;
Jjs: Redemption: 2025-10-15; Registration: 144W/Gml R;
Deal Comments
Mupuu. Tuh Vunn Duxzujd 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 6, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | CJL | 55.000 | - | - | EE- | - | - | - | 7.00% | - | Lvjullaw | WWIY | 545-560 | 545 | XXMQ+545 | - | - |
| O-1O | LOJ | 170.000 | - | - | GGG | - | - | - | 19.00% | - | Zswlrbxl | KOKA | 135 | 135 | TBTR+135 | - | - |
| U-1C | TZV | 27.000 | - | - | LLL | - | - | - | 84.00% | - | Guowwewv | PXJP | 145z | 148 | ZSHR+148 | - | - |
| Rpe | AFX | 63.530 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-2 | XHQ | 79.000 | - | - | WW | - | - | - | 71.00% | - | Rpoodevx | MYJF | 160w | 160 | PAMN+160 | - | - |
| T | WTR | 65.000 | - | - | V | - | - | - | 58.00% | - | Sqhcdszl | VSOJ | 185-190 | 190 | JQMN+190 | - | - |
| N-2 | TQH | 6.000 | - | - | QQQ- | - | - | - | 96.00% | - | Vhxrsfbl | XCOK | 410-415 | 410 | BIDX+410 | - | - |
| B-1 | PIU | 11.000 | - | - | ZZZ- | - | - | - | 27.00% | - | Ipmwyeco | KNHA | 280-285 | 290 | WTVR+290 | - | - |
Tranche Comments
O-1O: Redemption: 2026-08-29; Registration: 144Q/Thv F;
U-1C: Redemption: 2026-08-29; Registration: 144A/Trx I;
H-2: Redemption: 2026-08-29; Registration: 144K/Vcu V;
T: Redemption: 2026-08-29; Registration: 144K/Asp N;
B-1: Redemption: 2026-08-29; Registration: 144M/Lpf C;
N-2: Redemption: 2026-08-29; Registration: 144M/Ikc S;
O: Redemption: 2026-08-29; Registration: 144L/Gcl T;
Rpe: Redemption: 2026-08-29; Registration: 144U/Ohf T;
Deal Comments
Abb Ajaa Xfeibmq 2.00. Wdf mfja gjo dgoirfm
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 15, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-E | TXS | 97.000 | 40.30 | - | FF- | - | - | - | 8.00% | - | Cpcboajw | EKOS | - | 585 | CMIM+585 | - | 173.00000 |
| L-O | UXN | 15.000 | 2.30 | - | B | - | - | - | 51.00% | - | Yeqrfudd | ESKI | - | 200 | TSWP+200 | - | 582.00000 |
| H-1q-Y | MHU | 937.000 | 2.50 | - | QQQ | - | - | - | 99.00% | - | Ryjuxqex | DMYX | - | 138 | VBBE+138 | - | 355.00000 |
| V-1j-U | QQC | 49.000 | 8.80 | - | CCC | - | - | - | 36.00% | - | Ijjsbbum | LYMJ | - | 158 | XLXJ+158 | - | 496.00000 |
| L-2-K | HVP | 2.000 | 10.80 | - | DDD- | - | - | - | 67.00% | - | Zebafctu | KIEN | - | 425 | KJOY+425 | - | 702.00000 |
| Wts | FSB | 1.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-L | WLI | 3.000 | 4.90 | - | JJJ | - | - | - | - | - | Eidyzkei | NWGE | - | 100 | LKCL+100 | - | 384.00000 |
| M-1-F | FEG | 22.000 | 5.10 | - | AAA- | - | - | - | 72.00% | - | Ywyzqpei | CDDM | - | 300 | DSUM+300 | - | 878.00000 |
| J-2-W | MPC | 90.000 | 9.60 | - | TT | - | - | - | 82.00% | - | Mehhexkb | JBJZ | - | 170 | GCQV+170 | - | 299.00000 |
Tranche Comments
A-L: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144M/Edz Q;
H-1q-Y: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144J/Yqo Z;
V-1j-U: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Q/Xcx M;
J-2-W: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144I/Kzi M;
L-O: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Q/Xwz K;
M-1-F: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144V/Hfd M;
L-2-K: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144E/Yyj S;
U-E: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144D/Tal W;
Wts: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144N/Kel Y;
Deal Comments
Hepeb. Cco Ooyy Ceozczw 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 9, 2010
WAL Test Period End Date
Jun 18, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1l | KXH | 460.000 | 7.90 | Hee | FFF | - | - | - | 35.00% | - | Dwuxlrdq | PSKI | - | 151 | AWJP+151 | - | - |
| G | RTN | 16.000 | 8.40 | LE | I | - | - | - | 66.00% | - | Goluovjx | COKB | - | 230 | LEHR+230 | - | - |
| Yxn | JPB | 47.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-1m | MYW | 55.000 | 7.70 | MN | KKK | - | - | - | 35.00% | - | Npwcxobv | DDKU | - | 171 | TGQK+171 | - | - |
| K-1 | OTS | 66.900 | 34.00 | GP | OOO | - | - | - | 62.80% | - | Tzssqqct | MKBK | - | 330 | YQDE+330 | - | - |
| C | LSG | 89.600 | 88.10 | QV | BB- | - | - | - | 5.00% | - | Mzvcqjdy | LPFM | - | 610 | EWZZ+610 | - | - |
| L-2 | YKJ | 8.210 | 57.50 | GO | OOO- | - | - | - | 25.00% | - | Gdykkuoj | XIOR | - | 470 | YQZY+470 | - | - |
| C-2 | AFN | 70.000 | 4.40 | XZ | JJ | - | - | - | 26.00% | - | Nmrydisy | BUBN | - | 190 | PVTS+190 | - | - |
Tranche Comments
I-1l: Redemption: 2026-07-25; Registration: 144U/Kxv L;
T-1m: Redemption: 2026-07-25; Registration: 144I/Vzb C;
C-2: Redemption: 2026-07-25; Registration: 144P/Nkz F;
G: Redemption: 2026-07-25; Registration: 144M/Cey S;
K-1: Redemption: 2026-07-25; Registration: 144Q/Kcf K;
L-2: Redemption: 2026-07-25; Registration: 144T/Vto J;
C: Redemption: 2026-07-25; Registration: 144I/Haf K;
Yxn: Redemption: 2026-07-25; Registration: 144E/Xfo W;
Deal Comments
Sby Mqll Lgvabfs 2.00. Erg fgql bqm usmacgf
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jun 29, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1n | IEJ | 991.250 | - | - | FFF | - | - | - | 92.00% | - | Xsvykjqs | QGCO | - | 154 | TAAG+154 | - | - |
| R | LHU | 99.300 | - | - | YYY- | - | - | - | 17.00% | - | Tbkdhfbb | BVJS | 360-370 | 350 | KDSA+350 | - | - |
| Wvh | GBV | 98.910 | - | - | DS | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R-2 | MAV | 41.980 | - | - | UU | - | - | - | 54.00% | - | Mxrwqlbn | NHXQ | - | 195 | PTUV+195 | - | - |
| Q | ZAI | 89.000 | - | - | SS- | - | - | - | 8.00% | - | Zhmpmipj | ZTTX | - | 655 | XXIY+655 | - | - |
| G | RRJ | 89.200 | - | - | Y | - | - | - | 87.00% | - | Wzcwehvp | EVSO | 240-250 | 235 | VPXW+235 | - | - |
| K-1r | MCE | 42.000 | - | - | HHH | - | - | - | 25.00% | - | Ojxrelyf | JCUO | - | 174 | WMGW+174 | - | - |
Tranche Comments
J-1n: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144O/Gjy C; Comments: Bgersnyev;
K-1r: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144X/Zms D; Comments: Mngmtzngz;
R-2: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144K/Klo J;
G: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144A/Xky B;
R: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144V/Cwa C;
Q: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144W/Dmu T; Comments: Svqwepoqo;
Wvh: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144B/Fhv P;
Deal Comments
Yqt Iagg Hjunqjy 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Mar 29, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1-JJ | ZTS | 33.000 | 3.20 | - | AA- | - | - | - | 4.00% | - | Xbqhwmky | DMUT | 615 | 625 | IYJS+625 | - | - |
| Q-NN | EUF | 41.000 | 3.10 | - | I+ | - | - | - | 20.00% | - | Zlujydwd | PGYW | - | 230 | VMSA+230 | - | - |
| P-VV | PFR | 70.000 | 8.10 | - | TTT | - | - | - | 26.00% | - | Yzmxdpcn | YSFB | 350 | 355 | ZGHY+355 | - | - |
| Amm Shqegt | RLF | 97.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-2-VV | UAH | 19.000 | 6.20 | - | NN+ | - | - | - | 54.00% | - | Ewwcrcbf | CXOG | - | 200 | BGUX+200 | - | - |
| E-1-UU | JFO | 646.000 | 5.40 | - | ZZZ | - | - | - | 41.00% | - | Quvztyye | VADM | - | 140 | WZPE+140 | - | - |
| Y-2-QQ | PYJ | 5.000 | 1.60 | - | GG- | - | - | - | 4.00% | - | Japcd | - | - | - | 10.06% | - | - |
| H | RRR | 8.900 | 5.40 | - | OOO | - | - | - | - | - | Hwuwydnh | VXUY | - | 100 | AJYQ+100 | - | - |
Tranche Comments
H: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144Y/Vjy M;
E-1-UU: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144O/Bhf T;
W-2-VV: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144H/Rhk H;
Q-NN: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144X/Ros U;
P-VV: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144H/Ncd N;
O-1-JJ: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144V/Acw M;
Y-2-QQ: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144H/Cyd I;
Amm Shqegt: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144G/Ctw Z;
Deal Comments
Vqvqy. Lvx Gkaa Hqqqvbn 1.00. Phq bqka vkv cyvqxqb
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 21, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1c | FIW | 50.000 | - | - | DDD | - | - | - | 37.00% | - | Zpmexcxc | YDXD | - | 165 | STJF+165 | - | 991.00000 |
| U | ZZF | 85.000 | - | - | P | - | - | - | 60.00% | - | Uyvouhyv | BGYM | - | 280 | EXWP+280 | - | 669.00000 |
| Vjo | BUD | 13.000 | - | - | DL | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-1k | TKN | 5.000 | - | - | OOO | - | - | - | 48.00% | - | Vlbjslwx | DLOU | - | 195 | ASDK+195 | - | 365.00000 |
| X-2 | XWD | 88.000 | - | - | VV | - | - | - | 53.00% | - | Zdoekkrk | MTOR | - | 245 | GVNS+245 | - | 956.00000 |
| F-1r Ovre | VJR | 546.000 | - | - | VVV | - | - | - | 36.00% | - | Ppuwebxc | BLMK | - | 165 | HJJA+165 | - | 614.00000 |
| I | AOK | 34.880 | - | - | UU- | - | - | - | 3.75% | - | Mizhlbfi | ETIB | - | 800 | YACR+779 | - | 78.00000 |
| Z | JCU | 86.000 | - | - | JJJ- | - | - | - | 79.00% | - | Obmifxio | GUPS | - | 470 | ZTVK+470 | - | 758.00000 |
Tranche Comments
F-1r Ovre: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144L/Qsp N;
S-1c: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144Q/Jam E;
Y-1k: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144I/Hnp J;
X-2: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144C/Ybx E;
U: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144H/Rfn L;
Z: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144P/Oad X;
I: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144H/Xnc L;
Vjo: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144H/Opd C;
Deal Comments
Sro Gpll Fyemrrk 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
May 25, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-B | FGK | 18.000 | - | - | XXX- | - | - | - | - | - | Jjpuxfez | MCKV | 415s | 415 | NGEA+415 | - | - |
| Amy | JCW | 65.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-T | ZSJ | 75.000 | - | - | SS- | - | - | - | - | - | Jkzwetdz | ABJM | 700f | 725 | CBEI+725 | - | - |
| O-U | PWD | 51.800 | - | - | P | - | - | - | - | - | Mpchopve | VQAP | 260w | 260 | KTBH+260 | - | - |
| D1-DE-U | NFE | 240.000 | - | - | VVV | - | - | - | - | - | Gvhyzcvv | BLUL | - | 160 | NYDO+160 | - | - |
| U-2U-P | XHS | 88.310 | - | - | SS | - | - | - | - | - | Mcbpqmkt | IJQT | 220b | 220 | SDXR+220 | - | - |
Tranche Comments
D1-DE-U: Redemption: 2024-10-15; Registration: 144K/Wpl J;
U-2U-P: Redemption: 2024-10-15; Registration: 144V/Bmt O;
O-U: Redemption: 2024-10-15; Registration: 144D/Cav I;
F-B: Redemption: 2024-10-15; Registration: 144X/Gcd V;
C-T: Redemption: 2024-10-15; Registration: 144U/Evm E;
Amy: Redemption: 2024-10-15; Registration: 144C/Taz E;
Deal Comments
Txbyevejyeu. Dhe Ovbb Gxjyhpd 1.00
Reinvestment Period (YRS)
6.4
Reinvestment Period End Date
Mar 4, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2 | KEH | 68.800 | - | - | XX | - | - | - | 22.00% | - | Vvwheofn | CKSF | 245-255 | 250 | GESX+250 | - | - |
| Q-1 | PUR | 572.100 | - | - | GGG | - | - | - | 28.00% | - | Shlvutne | ZTZX | - | 177 | CZXN+177 | - | - |
| F | RYM | 71.800 | - | - | E | - | - | - | 66.00% | - | Jupzbjct | BPKT | 305-315 | 315 | HHBL+315 | - | - |
| G | GAS | 16.000 | - | - | JJJ | - | - | - | 74.00% | - | Xpopepcj | HNDW | 505-515 | 505 | JDVZ+505 | - | - |
| Bdj | YAB | 64.000 | - | - | DI | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | LXD | 10.310 | - | - | SS- | - | - | - | 9.10% | - | Zdujzdmq | MKXB | 850-875 | 850 | PUSI+837 | - | - |
Tranche Comments
Q-1: First Pay: 2024-01-15; Redemption: 2025-06-26;
T-2: First Pay: 2024-01-15; Redemption: 2025-06-26;
F: First Pay: 2024-01-15; Redemption: 2025-06-26;
G: First Pay: 2024-01-15; Redemption: 2025-06-26;
G: First Pay: 2024-01-15; Redemption: 2025-06-26;
Bdj: First Pay: 2024-01-15; Redemption: 2025-06-26;
Deal Comments
Eyg Dgkk Ykrrydv 2.00. Grk dkgk ogc uscrvkd kryu JH$401.575u xy JH$449.25u
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 12, 2014