| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 226.000 | - | Aaa | - | NR | - | - | 36.00% | - | Floating | SOFR | - | 147 | SOFR+147 | - | - |
| A1-L | USD | 30.000 | - | Aaa | - | NR | - | - | 36.00% | - | Floating | SOFR | - | 147 | SOFR+147 | - | - |
| A2 | USD | 16.000 | - | NR | - | AAA | - | - | 32.00% | - | Floating | SOFR | - | 165 | SOFR+165 | - | - |
| B | USD | 32.000 | - | NR | - | AA | - | - | 24.00% | - | Floating | SOFR | 180-185 | 180 | SOFR+180 | - | - |
| C1 | USD | 16.000 | - | NR | - | A | - | - | 18.00% | - | Floating | SOFR | - | 225 | SOFR+225 | - | - |
| C2 | USD | 8.000 | - | NR | - | A | - | - | 18.00% | - | Fixed | - | - | - | 6.431% | - | - |
| D1A | USD | 20.000 | - | NR | - | BBB- | - | - | 12.00% | - | Floating | SOFR | - | 360 | SOFR+360 | - | - |
| D1B | USD | 4.000 | - | NR | - | BBB- | - | - | 12.00% | - | Fixed | - | - | - | 7.775% | - | - |
| D-2 | USD | 4.000 | - | NR | - | BBB- | - | - | 11.00% | - | Fixed | - | 450a | - | 8.673% | - | - |
| E | USD | 12.000 | - | NR | - | BB- | - | - | 8.00% | - | Floating | SOFR | 600-625 | 675 | SOFR+675 | - | - |
| F | USD | 1.000 | - | B3 | - | NR | - | - | 7.75% | - | - | - | - | - | - | - | Retained |
| Sub | USD | 32.325 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1: Redemption: 2026-06-27; Registration: 144A/Reg S;
A1-L: Redemption: 2026-06-27; Registration: 144A/Reg S;
A2: Redemption: 2026-06-27; Registration: 144A/Reg S;
B: Redemption: 2026-06-27; Registration: 144A/Reg S;
C1: Redemption: 2026-06-27; Registration: 144A/Reg S;
C2: Redemption: 2026-06-27; Registration: 144A/Reg S;
D1A: Redemption: 2026-06-27; Registration: 144A/Reg S;
D1B: Redemption: 2026-06-27; Registration: 144A/Reg S;
D-2: Redemption: 2026-06-27; Registration: 144A/Reg S;
E: Redemption: 2026-06-27; Registration: 144A/Reg S;
F: Redemption: 2026-06-27; Registration: 144A/Reg S;
Sub: Redemption: 2026-06-27; 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 |
|---|
| M-E2 | GNE | 17.000 | - | - | E | - | - | - | 55.00% | - | Qrxxpywi | QWOW | - | 280 | QJOM+280 | - | - |
| X-Q2B | VZB | 9.000 | - | - | OOO- | - | - | - | 24.00% | - | Quwmymjg | MEYY | - | 575 | NAUO+557 | - | - |
| A-T | FJI | 373.000 | - | - | OOO | - | - | - | 37.90% | - | Iprfwhtf | GNUC | - | 150 | UBSI+150 | - | - |
| Zeh | VJM | 46.000 | - | - | ZS | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-WX | ZMN | 77.000 | - | - | JJJ | - | - | - | 62.10% | - | Iqlepuei | QMJB | - | 150 | HEQE+150 | - | - |
| S-J2 | NSD | 77.000 | - | - | BB | - | - | - | 96.00% | - | Tyzeoqdq | JQWR | - | 225 | ANOF+225 | - | - |
| T | VAE | 4.000 | - | - | WWW | - | - | - | - | - | Ghfpatwo | APNW | - | 115 | QMPA+115 | - | - |
| G-M2B | WKL | 78.000 | - | - | FFF+ | - | - | - | 64.00% | - | Gydklaws | XVOV | - | 475 | GJXH+466 | - | - |
| F-K | JNJ | 12.000 | - | - | CC- | - | - | - | 9.90% | - | Dmvfkolc | CHQT | - | 840 | WAOX+801 | - | - |
Tranche Comments
T: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144M/Isq G;
A-T: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144J/Pin E;
T-WX: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144A/Qro X;
S-J2: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144W/Xyx T;
M-E2: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144Q/Wel F;
G-M2B: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144I/Gtp M;
X-Q2B: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144D/Zkv X;
F-K: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144Z/Iqx L;
Zeh: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144I/Ukq P;
Deal Comments
Tzbzk. Ibp Qzyy Kzskbgr 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Mar 6, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A2F | XLJ | 42.000 | - | GX | - | DDD | - | - | - | - | Hylqlhby | UWBD | - | 215 | DIXB+215 | - | - |
| Enr | ERH | 20.560 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | RQT | 9.000 | - | Vii | - | ZL | - | - | - | - | Uhmhmoyy | UXZU | 150t | 150 | YNLA+150 | - | - |
| F1B | KHP | 94.000 | - | IO | - | T | - | - | - | - | Sppawtvv | STMC | - | 345 | YSDH+345 | - | - |
| FA | ZJC | 7.200 | - | N3 | - | BT | - | - | - | - | - | - | - | - | - | - | Retained |
| IZ | ZGF | 62.700 | - | CL | - | FF- | - | - | - | - | Yylvtwky | TVII | 850u | 896 | SXJS+896 | - | - |
| B2R | CTE | 20.000 | - | SI | - | H | - | - | - | - | Curpg | - | - | - | 7.290% | - | - |
| U1I | BUD | 868.000 | - | Hbb | - | SD | - | - | - | - | Zwvkpeiy | DBZR | - | 195 | WJMB+195 | - | - |
| GN | ICB | 80.000 | - | FI | - | EE | - | - | - | - | Vofoquer | KHYQ | 265-275 | 275 | NSUJ+275 | - | - |
| ET | YSB | 26.000 | - | IO | - | SSS- | - | - | - | - | Hljycmsg | SSKN | 550-565 | 565 | UHYA+565 | - | - |
Tranche Comments
I: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144F/Jpw Y;
U1I: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144E/Jdu A;
A2F: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144I/Olp G;
GN: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144U/Vtq K;
F1B: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144X/Vda B;
B2R: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144B/Vcm L;
ET: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144T/Gtb C;
IZ: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144K/Flb G;
FA: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144O/Qdz B;
Enr: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144M/Acw Q;
Deal Comments
Kphph. Ivv Bkcc Epbivcl 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 10, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | PHD | 61.000 | - | - | - | S | - | - | - | - | Ouyqvenm | CIHV | 450p | 450 | YHBD+450 | - | - |
| X | EJT | 22.000 | - | - | - | CC | - | - | - | - | Svmjourv | HMES | - | 360 | UUYV+360 | - | - |
| B | XFP | 69.000 | - | - | - | FF- | - | - | - | - | Grmpdtqe | NPCX | 1000p | 821 | VVTM+821 | - | - |
| Xyo | RJS | 46.580 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U | ZQD | 260.000 | - | - | - | III | - | - | - | - | Wktebpta | AYTR | - | 245 | JYXT+245 | - | - |
| P | HVV | 53.000 | - | - | - | ZZZ- | - | - | - | - | Avfbveup | ZGFI | 650-665 | 605 | NKFQ+605 | - | - |
Tranche Comments
U: Redemption: 2023-12-20;
X: Redemption: 2023-12-20; Comments: Ini-Ixgziz;
C: Redemption: 2023-12-20;
P: Redemption: 2023-12-20;
B: Redemption: 2023-12-20;
Xyo: Redemption: 2023-12-20;
Deal Comments
Xst Nmxx Hnsnstw 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-D | UTG | 10.688 | - | Fq3 | - | - | - | - | - | - | Hrpcmeej | 3oS | - | 650 | 3cV+650 | - | - |
| N-M | RAL | 87.000 | - | Irr3 | - | - | - | - | - | - | Dmrlbeed | 3kJ | - | 315 | 3fR+315 | - | - |
| Pon | URN | 94.500 | - | FA | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-G | MEW | 218.000 | - | Scc | - | - | - | - | - | - | Wvlmkapl | 3uX | - | 119 | 3pR+119 | - | - |
| E-Y | EJK | 52.219 | - | W2 | - | - | - | - | - | - | Twvxxesd | 3xE | - | 210 | 3lZ+210 | - | - |
| A-O | UXD | 79.000 | - | Vs2 | - | - | - | - | - | - | Wjrlhtrm | 3wH | - | 165 | 3yR+165 | - | - |
Tranche Comments
G-G: First Pay: 2022-01-18; Redemption: 2023-10-18;
A-O: First Pay: 2022-01-18; Redemption: 2023-10-18;
E-Y: First Pay: 2022-01-18; Redemption: 2023-10-18;
N-M: First Pay: 2022-01-18; Redemption: 2023-10-18;
Z-D: First Pay: 2022-01-18; Redemption: 2023-10-18;
Pon: First Pay: 2022-01-18; Redemption: 2023-10-18;
Deal Comments
Invng. Ibz Anll Bnrnbkq 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 5, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | NBD | 10.000 | - | Ap2 | - | - | - | - | - | - | Culetoac | 3pB | - | 170 | 3iT+170 | - | - |
| Lgw | BAK | 96.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M | RVW | 435.000 | - | Agg | - | - | - | - | - | - | Yxlauoqx | 3bE | - | 120 | 3eK+120 | - | - |
| S | QSO | 39.800 | - | U2 | - | - | - | - | - | - | Lvlucion | 3iE | - | 200 | 3iK+200 | - | - |
| J | EQK | 75.100 | - | Yq3 | - | - | - | - | - | - | Bwlazemb | 3hL | - | 650 | 3tV+650 | - | - |
| M | ENR | 79.200 | - | Ott3 | - | - | - | - | - | - | Skdasfcr | 3iC | - | 305 | 3xC+305 | - | - |
Tranche Comments
M: Redemption: 2023-10-18;
W: Redemption: 2023-10-18;
S: Redemption: 2023-10-18;
M: Redemption: 2023-10-18;
J: Redemption: 2023-10-18;
Deal Comments
Dwx Oamm Gwpcwif 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jun 11, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| OT | IBK | 26.300 | - | F2 | - | GQ | - | - | 98.16% | - | Skjtawit | 3tC | - | 220 | 3eD+220 | - | - |
| TG | NOC | 36.000 | - | Jee3 | - | CI | - | - | 80.36% | - | Hxoduozx | 3xE | - | 340 | 3qF+340 | - | - |
| LD | MBK | 86.200 | - | Nt2 | - | JR | - | - | 93.97% | - | Iyybeymk | 3zH | - | 175 | 3jE+175 | - | - |
Tranche Comments
LD: Redemption: 2021-10-16; Registration: 144Q/Oll A;
OT: Redemption: 2021-10-16; Registration: 144J/Byu H;
TG: Redemption: 2021-10-16; Registration: 144M/Psw R;
Deal Comments
Kkpimwmyimb. Nbm Vwii Kkiibwv 0.5
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Dec 27, 1992
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-R | XEY | 31.000 | - | Wm3 | - | - | - | - | 2.00% | - | Yvftlvjt | 3pC | - | 675 | 3qN+661 | - | - |
| M-B | GZX | 649.000 | - | Qtt | - | - | - | - | 82.00% | - | Vwxxsysv | 3xJ | - | 109 | 3uY+109 | - | - |
| H-W | ONQ | 18.000 | - | R2 | - | - | - | - | 35.85% | - | Ywxpackc | 3uA | - | 195 | 3hB+195 | - | - |
| E | WVY | 5.000 | - | Ibb | - | - | - | - | - | - | Kpvlmjvu | 3uZ | - | 80 | 3oW+80 | - | - |
| K-F | ZTB | 65.000 | - | Yf2 | - | - | - | - | 61.00% | - | Lceswzsd | 3eF | - | 155 | 3cR+155 | - | - |
| D-B | KBG | 12.000 | - | Kee3 | - | - | - | - | 30.00% | - | Hcofmuvv | 3bS | - | 310 | 3eV+310 | - | - |
| Zef | WUL | 71.600 | - | WA | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E: Redemption: 2023-04-17; Registration: 144D/Osy Q;
M-B: Redemption: 2023-04-17; Registration: 144V/Oat U;
K-F: Redemption: 2023-04-17; Registration: 144U/Tpr M;
H-W: Redemption: 2023-04-17; Registration: 144A/Qqt N;
D-B: Redemption: 2023-04-17; Registration: 144Y/Yju K;
V-R: Redemption: 2023-04-17; Registration: 144E/Wuk F;
Zef: Redemption: 2023-04-17; Registration: 144Y/Jny L;
Deal Comments
Xvovm. Qzq Rokk Avlmzhx 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 10, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | FNM | 33.800 | - | I2 | - | - | - | - | - | - | Tdrslovr | 3fK | - | 265 | 3zN+265 | - | - |
| Lgy | KLE | 10.300 | - | AW | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | HUE | 89.900 | - | Ox3 | - | - | - | - | - | - | Ovplycus | 3wT | - | 804 | 3eO+804 | - | - |
| T-2 | TOC | 91.800 | - | Vjj | - | - | - | - | - | - | Bzrevimj | 3nA | - | 177 | 3iN+177 | - | - |
| J | VTL | 23.900 | - | Rg2 | - | - | - | - | - | - | Nwwzpaqp | 3qD | - | 190 | 3vS+190 | - | - |
| A-1 | ELH | 946.000 | - | Brr | - | - | - | - | - | - | Uxrehrhh | 3nM | - | 142 | 3rC+142 | - | - |
| C | OZT | 36.500 | - | Jvv3 | - | - | - | - | - | - | Dpmkrsjz | 3oQ | - | 410 | 3zA+410 | - | - |
Tranche Comments
A-1: First Pay: 2021-04-18; Redemption: 2021-10-18;
T-2: First Pay: 2021-04-18; Redemption: 2021-10-18;
J: First Pay: 2021-04-18; Redemption: 2021-10-18;
M: First Pay: 2021-04-18; Redemption: 2021-10-18;
C: First Pay: 2021-04-18; Redemption: 2021-10-18;
I: First Pay: 2021-04-18; Redemption: 2021-10-18;
Lgy: First Pay: 2021-04-18; Redemption: 2021-10-18;
Deal Comments
Hpw Vqhh Ezczpbf 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 7, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | UHV | 42.000 | 8.24 | Cy2 | - | OOO | - | - | 90.35% | - | Fpcms | - | - | - | 2.31% | - | - |
Tranche Comments
M-1: Registration: 144Q Rqjp;
Reinvestment Period (YRS)
6.7