| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-U2 | ZBP | 10.000 | 2.50 | - | W | - | - | - | 43.20% | - | Lcyfwlyw | XCXM | - | 185 | HLKN+185 | - | - |
| Fuk | QYV | 98.400 | - | - | IV | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L-O2 | KWC | 879.200 | 5.10 | - | GGG | - | - | - | 62.50% | - | Rjdmtcwv | BBIL | - | 103 | PSOE+103 | - | - |
| I-A2 | KZD | 94.000 | 1.50 | - | MMM- | - | - | - | 13.64% | - | Fjlmhnvn | CBEG | - | 295 | EYHB+295 | - | - |
| I-N2 | QVF | 68.600 | 2.10 | - | FF | - | - | - | 57.40% | - | Qpwhzlvv | HPPI | - | 153 | TPNC+153 | - | - |
| I-M2 | HPT | 54.000 | 3.10 | - | UU- | - | - | - | 5.48% | - | Bquzktuq | MLLM | - | 575 | HVLL+575 | - | - |
Tranche Comments
L-O2: First Pay: 2025-04-15; Redemption: 2026-01-31; Registration: 144E/Pcn F;
I-N2: First Pay: 2025-04-15; Redemption: 2026-01-31; Registration: 144Z/Pzf R;
T-U2: First Pay: 2025-04-15; Redemption: 2026-01-31; Registration: 144X/Wtp P;
I-A2: First Pay: 2025-04-15; Redemption: 2026-01-31; Registration: 144C/Mmf E;
I-M2: First Pay: 2025-04-15; Redemption: 2026-01-31; Registration: 144M/Qoi C;
Fuk: First Pay: 2025-04-15; Redemption: 2026-01-31; Registration: 144M/Bca M;
Deal Comments
Tsnmwtwhmwi. Kpw-Ztii Isempng 1.0
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 21, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-G2-D2 | UCT | 421.000 | 1.30 | - | FFF | - | - | - | 35.24% | - | Jeraobbz | XWUF | - | 108 | VYXL+108 | - | - |
| Ypo | UJR | 90.000 | - | - | FE | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-E1-V2 | FWK | 103.300 | 9.70 | - | LLL | - | - | - | 66.56% | - | Gdydtyff | WBJL | - | 108 | DVUC+108 | - | - |
| Q-E2 | QPT | 12.300 | 2.10 | - | III | - | - | - | 94.45% | - | Thqxwoue | QQYF | - | 108 | EOKE+108 | - | - |
| N-K2 | KCS | 16.000 | 7.20 | - | XX- | - | - | - | 4.10% | - | Zuxbxmky | KFIF | - | 625 | LNDE+625 | - | - |
| S-M2 | VTB | 10.000 | 2.50 | - | MM | - | - | - | 58.83% | - | Ahqbvwhs | PYBH | - | 165 | BKCX+165 | - | - |
| N-C2 | VMB | 96.000 | 3.40 | - | D | - | - | - | 76.51% | - | Jcdpbzqx | GXFX | - | 195 | DHYK+195 | - | - |
| Z-Y2 | GSP | 56.000 | 7.50 | - | BBB- | - | - | - | 17.21% | - | Wzwarmih | JBHY | - | 310 | HJPC+310 | - | - |
Tranche Comments
Q-E2: First Pay: 2025-01-15; Redemption: 2025-12-30; Registration: 144A/Rfj G;
P-E1-V2: First Pay: 2025-01-15; Redemption: 2025-12-30; Registration: 144D/Cfa B;
W-G2-D2: First Pay: 2025-01-15; Redemption: 2025-12-30; Registration: 144V/Ebl C;
S-M2: First Pay: 2025-01-15; Redemption: 2025-12-30; Registration: 144N/Vny F;
N-C2: First Pay: 2025-01-15; Redemption: 2025-12-30; Registration: 144D/Bsk L;
Z-Y2: First Pay: 2025-01-15; Redemption: 2025-12-30; Registration: 144A/Mte X;
N-K2: First Pay: 2025-01-15; Redemption: 2025-12-30; Registration: 144Z/Wzy S;
Ypo: First Pay: 2025-01-15; Redemption: 2025-12-30; Registration: 144O/Pbs Q;
Deal Comments
Dwpmvqvjmvx. Mbv Eqll Uwrmbhi 1.00
Reinvestment Period (YRS)
7.5
Reinvestment Period End Date
Jul 30, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | YCT | 4.100 | 24.80 | J3 | - | - | - | - | 8.80% | - | - | - | - | - | - | - | Retained |
| N-1 | FYX | 21.000 | 1.20 | - | - | TTT- | - | - | 75.00% | - | Jzackdha | DSNK | - | 310 | DTPW+310 | - | 602.00000 |
| Y-2 | QVT | 8.000 | 60.20 | - | - | YYY- | - | - | 30.00% | - | Uhbjz | - | - | - | 7.83% | 7.830% | 810.00000 |
| Z | RPO | 93.000 | 6.40 | - | - | EE | - | - | 70.00% | - | Xvmzoiir | AUOE | - | 180 | NTVZ+180 | - | 558.00000 |
| Ddl | NMW | 98.510 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | PGP | 97.000 | 4.20 | - | - | P | - | - | 86.00% | - | Cwzrmcea | VZXW | - | 200 | XYZY+200 | - | 112.00000 |
| P | BNX | 39.000 | 94.80 | - | - | HH- | - | - | 5.00% | - | Folflowc | WIEG | - | 575 | XMCM+575 | - | 276.00000 |
| S-1 | PUY | 173.000 | 5.70 | Zww | - | - | - | - | 18.00% | - | Pszcvwap | BVXR | - | 136 | VYAL+136 | - | 750.00000 |
| P-2 | PIF | 98.000 | 8.30 | - | - | CCC | - | - | 13.00% | - | Gjcrxvlw | LTTK | - | 160 | YPWP+160 | - | 541.00000 |
Tranche Comments
S-1: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144M/Nzw E;
P-2: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144Y/Org R;
Z: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144T/Pdr G;
K: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144W/Gpv T;
N-1: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144Z/War F;
Y-2: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144E/Qwk L;
P: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144B/Inu V;
B: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144V/Tky B;
Ddl: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144O/Iwu Q;
Deal Comments
Szn-Lmkk Kjsrzlv 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jun 6, 2000
WAL Test Period End Date
Nov 15, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-G | FVS | 5.500 | 9.50 | C3 | - | EX | - | - | 7.50% | - | Lqelrywt | AEFS | - | - | - | - | Retained |
| S | HFA | 2.600 | 9.80 | Cvv | - | TL | - | - | - | - | Jasvykxa | SUMK | - | 100 | TLCU+100 | - | - |
| V-D | PAJ | 98.200 | 5.90 | DK | - | OO- | - | - | 6.00% | - | Lsojbrtz | KTLC | - | 715 | KEDH+715 | - | - |
| N-1-C | YEP | 21.000 | 2.80 | AY | - | DDD- | - | - | 63.00% | - | Vkpwxiib | HAYX | - | 325 | VTGW+325 | - | - |
| N-R | XTE | 14.000 | 8.40 | GT | - | OO | - | - | 66.00% | - | Tzqwlruv | JPXN | - | 195 | KTSI+195 | - | - |
| Y-2-T | GGH | 3.900 | 5.80 | EZ | - | AAA- | - | - | 72.80% | - | Brexqkmu | KVQK | - | 500 | UYQN+500 | - | - |
| D-S | BWA | 82.000 | 9.90 | IW | - | Z | - | - | 60.00% | - | Wzjxouec | GNAY | - | 215 | WMMN+215 | - | - |
| Z-1-I | MPY | 728.000 | 9.30 | Hss | - | AAA | - | - | 89.00% | - | Zkxlljrv | LBTS | - | 140 | GQET+140 | - | - |
| S-2-A | ZNI | 46.000 | 2.70 | UW | - | GGG | - | - | 29.00% | - | Mfojqviu | NZOA | - | 160 | SUOS+160 | - | - |
Tranche Comments
S: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144I/Lss C;
Z-1-I: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144W/Hsr L;
S-2-A: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144C/Est N;
N-R: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144Z/Kjg S;
D-S: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144V/Jhd W;
N-1-C: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144C/Lae D;
Y-2-T: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144F/Pdk C;
V-D: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144K/Pqp Z;
Y-G: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144J/Kke E;
Deal Comments
Ymgmb. Nvt Xhqq Dmhuvod 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Feb 20, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Sdk | MYS | 34.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-AA | ONK | 92.000 | 4.30 | - | T | - | - | - | 22.00% | - | Fjhmjsxg | IHCE | - | 220 | BJKE+220 | - | 110.00000 |
| F-LL | HPL | 15.000 | 8.80 | - | WW | - | - | - | 68.00% | - | Zdcvoryt | PPMP | - | 180 | TTEK+180 | - | 311.00000 |
| L-KK | TIT | 31.000 | 89.70 | - | HH- | - | - | - | 1.00% | - | - | - | - | - | - | - | Retained |
| Nph Rll | UCM | 19.150 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-QQ | GUD | 250.000 | 1.50 | - | DDD | - | - | - | 35.00% | - | Xjmyyowx | YHFR | - | 143 | CBPS+143 | - | 299.00000 |
| I-DD | HUY | 70.000 | 2.40 | - | UUU | - | - | - | 22.00% | - | Wsbzbldd | BCWF | - | 143 | NSUW+143 | - | 576.00000 |
| N-1-PP | RYE | 41.000 | 7.70 | - | CCC | - | - | - | 51.00% | - | Xwcbvmix | VHVM | - | 365 | CQIU+365 | - | 436.00000 |
| A-2-II | NGE | 4.000 | 15.00 | - | BBB- | - | - | - | 35.00% | - | Amzddlxu | KCPK | - | 515 | BNKU+515 | - | 249.00000 |
Tranche Comments
T-QQ: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144E/Nnu D;
I-DD: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Jhb Y;
F-LL: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144T/Ock K;
Y-AA: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144N/Ikh B;
N-1-PP: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144K/Ivr Z;
A-2-II: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144B/Jsr H;
L-KK: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Nue X;
Nph Rll: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144W/Exd B;
Sdk: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144N/Ztb F;
Deal Comments
Sbubg. Dwe Cbbb Fbhfwpd 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Dec 14, 2018
WAL Test Period End Date
Oct 30, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Dnp | JJQ | 11.870 | - | - | VV | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | OSC | 78.000 | 1.70 | - | NN | - | - | - | 19.00% | - | Vhzawura | ZGXR | - | 205 | XIIX+205 | - | - |
| J-1 | EEC | 568.000 | 7.80 | - | RRR | - | - | - | 60.00% | - | Rerpfjqk | ZPOQ | - | 155 | TACD+155 | - | - |
| N | EYO | 81.000 | 2.80 | - | BBB- | - | - | - | 94.00% | - | Frdyabkq | HJYR | - | 360 | HMEG+360 | - | - |
| M | GJS | 36.000 | 92.00 | - | PP- | - | - | - | 8.00% | - | Ufydxswh | BWGR | - | 665 | STYN+665 | - | - |
| X-2 | FFA | 55.000 | 9.50 | - | EEE | - | - | - | 43.00% | - | Ashqxxph | NZGH | - | 177 | AWFN+177 | - | - |
| V | HUE | 99.000 | 2.90 | - | E | - | - | - | 20.00% | - | Zsvartms | HGNI | - | 250 | ZJJA+250 | - | - |
Tranche Comments
J-1: Redemption: 2026-04-15; Registration: 144U/Vzq A;
X-2: Redemption: 2026-04-15; Registration: 144Z/Jdq Z;
K: Redemption: 2026-04-15; Registration: 144P/Zqb X;
V: Redemption: 2026-04-15; Registration: 144H/Xvh A;
N: Redemption: 2026-04-15; Registration: 144I/Xbb E;
M: Redemption: 2026-04-15; Registration: 144F/Afi R;
Dnp: Redemption: 2026-04-15; Registration: 144D/Rnh S;
Deal Comments
Wvf Lckk Vqcevpm 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Oct 4, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | PPQ | 71.000 | 1.40 | - | PP | - | - | - | 77.00% | - | Xljalhur | WPKJ | 260-265 | 265 | BKGC+265 | - | 802.00000 |
| S | IWE | 45.000 | 65.00 | - | GG- | - | - | - | 9.50% | - | Mjwxtwcx | LUCV | 825-850 | 815 | MYNC+798 | - | 76.00000 |
| I | VIL | 947.000 | 7.20 | - | XXX | - | - | - | 26.00% | - | Lflbmwdo | LLZU | - | 186 | DTEL+186 | - | 860.00000 |
| S | UGJ | 58.000 | 4.60 | - | Z | - | - | - | 49.00% | - | Xchvyzxf | BCSW | 300-315 | 300 | GEBE+300 | - | 402.00000 |
| Z | TEF | 13.000 | 1.10 | - | OOO- | - | - | - | 41.20% | - | Rhysqxjc | VLSK | 510-525 | 500 | BHAE+500 | - | 328.00000 |
| Wcy | RJJ | 36.620 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144E/Cbc Q; Comments: Bvw-Bksqwm;
B: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144K/Czm F;
S: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144F/Bwa P;
Z: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144A/Yqs G;
S: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144P/Bof W;
Wcy: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144P/Roa N;
Deal Comments
Etc Bvyy Cjrqtas 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Feb 12, 2014
WAL Test Period End Date
Feb 20, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | MAY | 998.000 | 9.10 | Oww | - | QH | - | - | 87.00% | - | Rfetlqto | QIAU | - | 225 | YGNT+225 | - | - |
| B | VLJ | 40.000 | 8.00 | NF | - | I | - | - | 18.23% | - | Qhbjpjon | BAMQ | - | 390 | EMSN+390 | - | - |
| H | KXG | 35.000 | 8.60 | SE | - | ZZZ- | - | - | 95.00% | - | Uqlzzswp | MNPV | - | 590 | GPVI+574 | - | - |
| P | PMW | 88.000 | 6.60 | QG | - | ZZ | - | - | 60.00% | - | Kuwxcbae | KDXB | - | 320 | IAGV+320 | - | - |
| T | MKT | 7.200 | 30.10 | R3 | - | UP | - | - | 2.39% | - | - | - | - | - | - | - | Retained |
| Xlwlew | PIL | 50.625 | - | AL | - | MN | - | - | - | - | - | - | - | - | - | - | Retained |
| R-UU | OWW | 52.700 | 79.80 | EY | - | HH- | - | - | 2.30% | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144Z/Ncr Y;
P: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144Y/Ryb M;
B: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144U/Bce H;
H: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144E/Wni B;
R-UU: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144V/Fpy Q;
T: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144D/Pvw Z;
Xlwlew: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144Q/Wbi Q;
Deal Comments
Dtt Jyoo Vmvctuf 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 4, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | OZS | 608.000 | 7.30 | - | JJJ | - | - | - | 15.00% | - | Fpsvhysx | JTUP | - | 133 | JBHL+133 | - | - |
| F | ICT | 19.000 | 9.70 | - | RRR- | - | - | - | 16.00% | - | Hdzhefwn | LJHU | - | 320 | TDJJ+320 | - | - |
| Z | LIS | 72.000 | 3.90 | - | S | - | - | - | 68.00% | - | Rwkehhdv | PSAK | - | 220 | WOQR+220 | - | - |
| F | XKW | 19.000 | 2.60 | - | UU | - | - | - | 92.00% | - | Hxmoxjlv | JKDR | - | 185 | AJWI+185 | - | - |
| D | JFG | 97.000 | 8.90 | - | UU- | - | - | - | 3.00% | - | Bhdhphbu | XVKU | - | 640 | IMXG+640 | - | - |
| Ahjoda | TKP | 58.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K: First Pay: 2022-10-15; Redemption: 2024-04-15;
F: First Pay: 2022-10-15; Redemption: 2024-04-15;
Z: First Pay: 2022-10-15; Redemption: 2024-04-15;
F: First Pay: 2022-10-15; Redemption: 2024-04-15;
D: First Pay: 2022-10-15; Redemption: 2024-04-15;
Ahjoda: First Pay: 2022-10-15; Redemption: 2024-04-15;
Deal Comments
Ifw Qjgg Cepsfui 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 16, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| KZ | JBC | 57.100 | 9.40 | - | G | - | - | - | 18.00% | - | Suvmaakt | 3sW | - | 215 | 3kI+215 | - | - |
| UB | KVA | 593.000 | 8.50 | - | CCC | - | - | - | 48.00% | - | Rdiiytid | 3nR | - | 118 | 3uX+118 | - | - |
| EW | WLG | 88.800 | 8.10 | - | OOO- | - | - | - | 89.00% | - | Osyamliv | 3pS | - | 330 | 3kH+330 | - | - |
| WF | VAS | 46.000 | 7.90 | - | JJ | - | - | - | 92.00% | - | Ycvzvhee | 3nR | - | 170 | 3mP+170 | - | - |
| YW | BKF | 97.000 | 90.10 | - | GG- | - | - | - | 5.00% | - | Vbdomijq | 3vJ | - | 675 | 3kA+675 | - | - |
Tranche Comments
UB: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144N/Get T;
WF: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144M/Tmw H;
KZ: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144I/Wct K;
EW: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144C/Wro O;
YW: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144V/Yyr A;
Deal Comments
Ymcmm. Smn Ojzz Pmqzmpd 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 14, 2019