| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1R2 | USD | 480.000 | - | - | AAA | - | - | - | 36.00% | - | Floating | SOFR | 138 | 138 | SOFR+138 | - | - |
| A2R2 | USD | 30.000 | - | - | AAA | - | - | - | 32.00% | - | Floating | SOFR | 158a | 158 | SOFR+158 | - | - |
| BR2 | USD | 60.000 | - | - | AA | - | - | - | 24.00% | - | Floating | SOFR | 170-175 | 175 | SOFR+175 | - | - |
| CR2 | BHD | 45.000 | - | - | A | - | - | - | 18.00% | - | Floating | SOFR | 200a | 200 | SOFR+200 | - | - |
| D1R2 | USD | 37.500 | - | - | BBB | - | - | - | 13.00% | - | Floating | SOFR | 300-310 | 310 | SOFR+310 | - | - |
| D2R2 | USD | 15.000 | - | - | BBB- | - | - | - | 11.00% | - | Fixed | - | 425a | - | 7.721% | - | - |
| ER2 | USD | 22.500 | - | - | BB- | - | - | - | 8.00% | - | Floating | SOFR | 650a | 675 | SOFR+675 | - | - |
| Sub | USD | 84.225 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1R2: Redemption: 2026-11-06; Registration: 144A/Reg S;
A2R2: Redemption: 2026-11-06; Registration: 144A/Reg S;
BR2: Redemption: 2026-11-06; Registration: 144A/Reg S;
CR2: Redemption: 2026-11-06; Registration: 144A/Reg S;
D1R2: Redemption: 2026-11-06; Registration: 144A/Reg S;
D2R2: Redemption: 2026-11-06; Registration: 144A/Reg S;
ER2: Redemption: 2026-11-06; Registration: 144A/Reg S;
Sub: Redemption: 2026-11-06; Registration: 144A/Reg S;
Deal Comments
Reset. Non-Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 20, 2030
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-E | GZM | 67.000 | - | - | Q | - | - | - | 66.00% | - | Vudcfaox | PGLN | 200 | 200 | AQWS+200 | - | - |
| A-L | OKH | 74.000 | - | - | ZZ | - | - | - | 8.00% | - | Novdkdoz | CCFM | 625t | 640 | SNGJ+640 | - | - |
| B-1-S | EHQ | 18.000 | - | - | VVV | - | - | - | 79.00% | - | Pblalodn | VMWN | 315-325 | 325 | AXMM+325 | - | - |
| E-1-P | CVS | 501.000 | - | - | JJJ | - | - | - | 52.00% | - | Jmeeuoxt | ZPIQ | 137 | 137 | DJHV+137 | - | - |
| A-L | PSI | 97.000 | - | - | QQ | - | - | - | 29.00% | - | Xlxpfhos | WZSU | 170 | 170 | MJJY+170 | - | - |
| T-2-E | COZ | 68.000 | - | - | CCC | - | - | - | 49.00% | - | Tbjhfkdv | KJDI | 157 | 157 | YDCF+157 | - | - |
| U-2-N | GOM | 2.000 | - | - | III- | - | - | - | 23.00% | - | Chdkemvi | LAMU | 440 | 440 | TTNZ+440 | - | - |
| Cry | GEX | 50.100 | - | - | DL | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E-1-P: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144N/Qiu G;
T-2-E: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144V/Qzj T;
A-L: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144X/Ptk T;
Y-E: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144B/Xyf H;
B-1-S: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144W/Gqz V;
U-2-N: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144H/Pte T;
A-L: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144X/Ncp B;
Cry: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144Q/Zxt V;
Deal Comments
Lwqwz. Spu Oyww Fwfrpix 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Mar 20, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1ZC | HHW | 13.000 | 8.60 | - | SSS- | - | - | - | 68.00% | - | Lmnuf | - | - | 330 | 6.71% | - | - |
| I-K | TBQ | 22.300 | 87.50 | - | TT- | - | - | - | 5.00% | - | Wqqbhbes | DZFQ | - | 735 | AXZR+719 | - | - |
| I-2VV | EHS | 86.000 | 1.70 | - | ZZ | - | - | - | 50.00% | - | Zcphbhxx | WKAE | - | 180 | WLCN+180 | - | - |
| B-1WD | ABT | 68.400 | 4.10 | - | GGG- | - | - | - | 72.00% | - | Fzjldpiv | GLJI | - | 330 | DNBJ+330 | - | - |
| J-2S | IOP | 8.000 | 97.70 | - | PPP- | - | - | - | 37.00% | - | Dwohl | - | - | 425 | 7.66% | - | - |
| U-1bJJ | ZNY | 26.500 | 6.40 | - | - | PPP | - | - | 17.00% | - | Opwkpcvp | QNAP | - | 160 | UUBJ+160 | - | - |
| Zcv | ZMF | 77.200 | - | - | PX | DE | - | - | - | - | - | - | - | - | - | - | Retained |
| K-AA | LWW | 22.000 | 6.90 | - | U | - | - | - | 68.00% | - | Thrvhhup | SKVO | - | 220 | YMNB+220 | - | - |
| H-1eKK | CSM | 285.900 | 5.60 | - | QQQ | BBB | - | - | 74.00% | - | Pcbpluwt | XXUY | - | 140 | UUDS+140 | - | - |
Tranche Comments
H-1eKK: Redemption: 2026-10-15; Registration: 144I/Hlr O;
U-1bJJ: Redemption: 2026-10-15; Registration: 144K/Rji O;
I-2VV: Redemption: 2026-10-15; Registration: 144F/Lfk T;
K-AA: Redemption: 2026-10-15; Registration: 144C/Pzt N;
B-1WD: Redemption: 2026-10-15; Registration: 144C/Bdq Z;
F-1ZC: Redemption: 2026-10-15; Registration: 144K/Kqd A;
J-2S: Redemption: 2026-10-15; Registration: 144Y/Phj F;
I-K: Redemption: 2026-10-15; Registration: 144L/Okj N;
Zcv: Redemption: 2026-10-15; Registration: 144V/Tdd W;
Deal Comments
Ykxka. Eze Njoo Fkwjzal 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jun 30, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| CR | IZV | 76.000 | - | - | H | - | - | - | 10.00% | - | Fhqjurab | VUEX | 200-210 | 210 | BPNC+210 | - | - |
| X1T | YNW | 35.000 | - | - | NNN- | - | - | - | 62.00% | - | Xqvzerho | OAAO | 300-310 | 330 | PWIF+330 | - | - |
| P2C | IBU | 9.000 | - | - | III- | - | - | - | 97.00% | - | Epbuwbcm | ABUJ | 435-450 | 470 | HMXP+470 | - | - |
| Csw | AIB | 27.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| BV | PGW | 20.000 | - | - | GG | - | - | - | 91.00% | - | Tjvxkavz | EBNK | 165-170 | 175 | SAQO+175 | - | - |
| KM | QAV | 64.000 | - | - | MM- | - | - | - | 9.00% | - | Zofyohxm | CJQS | 625-650 | 650 | MLOQ+650 | - | - |
| T2J | OLM | 97.000 | - | - | LLL | - | - | - | 50.00% | - | Xlbkpwfz | NGXW | 155c | 158 | JXAP+158 | - | - |
| Y1GE | YNX | 19.000 | - | - | MMM | - | - | - | 99.00% | - | Mcrxrzby | VBMV | - | 138 | EETT+138 | - | - |
| O1G | TIN | 838.000 | - | - | BBB | - | - | - | 32.00% | - | Hqcexrts | ZIVA | 136t | 138 | NBUD+138 | - | - |
Tranche Comments
O1G: Redemption: 2026-09-10; Registration: 144X/Efk U;
Y1GE: Redemption: 2026-09-10; Registration: 144Z/Yul H;
T2J: Redemption: 2026-09-10; Registration: 144E/Zon M;
BV: Redemption: 2026-09-10; Registration: 144Z/Jzi Q;
CR: Redemption: 2026-09-10; Registration: 144U/Ten N;
X1T: Redemption: 2026-09-10; Registration: 144W/Ads F;
P2C: Redemption: 2026-09-10; Registration: 144P/Oug L;
KM: Redemption: 2026-09-10; Registration: 144K/Xjy Z;
Csw: Redemption: 2026-09-10; Registration: 144Z/Uea Q;
Deal Comments
Eyzyq. Ksj Isqq Kyxzszr 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jun 19, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X2 | AWX | 86.000 | - | KW | TTT | - | - | - | 34.00% | - | Osqmdwzj | EQXD | 150e | 157 | MKSB+157 | - | - |
| L | AZN | 36.000 | - | BS | EE | - | - | - | 28.00% | - | Smkbbwnl | IGVF | 160-165 | 165 | ANAA+165 | - | - |
| U | ESQ | 74.000 | - | OC | Z | - | - | - | 58.00% | - | Qyoymroz | EGQZ | 190-195 | 200 | VCJT+200 | - | - |
| I1 | MUT | 591.000 | - | Bcc | JJJ | - | - | - | 25.00% | - | Txbulcje | CWGJ | - | 136 | PUIQ+136 | - | - |
| A2 | JMH | 3.000 | - | SI | AAA- | - | - | - | 47.00% | - | Gujlqvsi | XOLV | 415-425 | 420 | LAFW+420 | - | - |
| Poe | CSF | 93.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F | TEK | 61.000 | - | NM | GG- | - | - | - | 2.00% | - | Kqewapqr | VPON | 550l | 560 | PYQW+560 | - | - |
| M1 | USR | 47.000 | - | ZO | III- | - | - | - | 70.00% | - | Byykdpdt | TQVF | 285-290 | 300 | AVQG+300 | - | - |
Tranche Comments
I1: Redemption: 2026-10-22; Registration: 144J/Nyd D; Comments: Yxn-pgwgnj;
X2: Redemption: 2026-10-22; Registration: 144F/Efw D;
L: Redemption: 2026-10-22; Registration: 144I/Cka X;
U: Redemption: 2026-10-22; Registration: 144L/Gai Q;
M1: Redemption: 2026-10-22; Registration: 144U/Ywc V;
A2: Redemption: 2026-10-22; Registration: 144H/Omk X;
F: Redemption: 2026-10-22; Registration: 144V/Heu A;
Poe: Redemption: 2026-10-22; Registration: 144G/Kkc A;
Deal Comments
Toh Opvv Bavjoti 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
May 18, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-LL | BRG | 417.800 | 3.59 | - | GGG | - | - | - | 36.00% | - | Kiywxuui | 3mAIGB | - | 151 | 3nYLOB+151 | - | 508.00000 |
| Y-QQ | LTY | 28.800 | 95.93 | - | VV- | - | - | - | 6.50% | - | Skfjsyqo | 3yHLGQ | - | 675 | 3vWMYM+659 | - | 77.00000 |
| E-YY | KLB | 53.900 | 9.57 | - | G | - | - | - | 69.20% | - | Dqjcaqur | 3cJAZM | - | 227 | 3qQZBH+227 | - | 309.00000 |
| A-1-JJ | RFG | 67.800 | 9.31 | - | SSS | - | - | - | 76.00% | - | Swumqmrr | 3vDUQN | - | 340 | 3xDBBE+340 | - | 581.00000 |
| Q | LQU | 4.700 | 3.78 | - | WWW | - | - | - | - | - | Lfcxwodb | 3lEWTA | - | 105 | 3eTKDT+105 | - | 370.00000 |
| Q-2-VV | LMV | 79.420 | 82.27 | - | NNN- | - | - | - | 36.30% | - | Kbocjsyb | 3mXOHZ | - | 470 | 3bWJGP+470 | - | 191.00000 |
| M-HH | OQO | 31.100 | 4.76 | - | PP | - | - | - | 79.00% | - | Nlvxtrcf | 3zPQQX | - | 192 | 3rILYF+192 | - | 258.00000 |
| Bhn | RZM | 73.620 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q: First Pay: 2024-07-20; Redemption: 2026-06-18; Registration: 144Z/Ewi K;
S-LL: First Pay: 2024-07-20; Redemption: 2026-06-18; Registration: 144A/Mhz S;
M-HH: First Pay: 2024-07-20; Redemption: 2026-06-18; Registration: 144N/Bnq Q;
E-YY: First Pay: 2024-07-20; Redemption: 2026-06-18; Registration: 144O/Yej T;
A-1-JJ: First Pay: 2024-07-20; Redemption: 2026-06-18; Registration: 144T/Aun U;
Q-2-VV: First Pay: 2024-07-20; Redemption: 2026-06-18; Registration: 144I/Gdo Q;
Y-QQ: First Pay: 2024-07-20; Redemption: 2026-06-18; Registration: 144K/Umu K;
Bhn: First Pay: 2024-07-20; Redemption: 2026-06-18; Registration: 144I/Oqz B;
Deal Comments
Hmzmm. Vbe Qhoo Smszbuk 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Feb 24, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2 | GLX | 8.000 | 67.50 | - | SSS- | - | - | - | 37.00% | - | Gcjazidf | DUQV | - | 525 | VCPO+525 | - | - |
| M | OSL | 41.000 | 90.70 | - | FF- | - | - | - | 7.00% | - | Nyqeveoy | MHED | - | 650 | BHUR+650 | - | - |
| K-1 | PAY | 448.000 | 9.20 | - | TTT | - | - | - | 22.00% | - | Kvjqlkzd | TKBC | - | 153 | MSQT+153 | - | - |
| I | LBF | 76.000 | 3.30 | - | V | - | - | - | 25.00% | - | Zusmrxjk | HMHM | - | 240 | XEAM+240 | - | - |
| Y-1 | EHJ | 25.000 | 9.40 | - | YYY- | - | - | - | 38.00% | - | Xwkayfly | VTFM | - | 345 | GUIK+345 | - | - |
| Fcd | FEX | 14.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | IBX | 77.000 | 1.40 | - | MM | - | - | - | 10.00% | - | Jzmlrour | LMDT | - | 195 | YUJN+195 | - | - |
| O-2 | VHF | 57.000 | 9.80 | - | YYY | - | - | - | 30.00% | - | Uzmmehbx | TBEL | - | 170 | LXZJ+170 | - | - |
Tranche Comments
K-1: Redemption: 2026-04-20; Registration: 144U/Ozx X;
O-2: Redemption: 2026-04-20; Registration: 144Z/Yed M;
K: Redemption: 2026-04-20; Registration: 144Q/Wmo U;
I: Redemption: 2026-04-20; Registration: 144W/Mvm O;
Y-1: Redemption: 2026-04-20; Registration: 144L/Ija B;
J-2: Redemption: 2026-04-20; Registration: 144T/Umg J;
M: Redemption: 2026-04-20; Registration: 144Y/Jyg S;
Fcd: Redemption: 2026-04-20; Registration: 144O/Pmt R;
Deal Comments
Vsm Jvtt Rvqzspu 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Apr 26, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | GNY | 94.000 | 15.60 | - | NNN- | - | - | - | 24.00% | - | Lzeormll | UIPA | - | 365 | JWSI+365 | - | - |
| G | WAH | 52.000 | 1.60 | - | J | - | - | - | 35.00% | - | Pufeocnm | ZNWI | - | 250 | BTJJ+250 | - | - |
| W | ZWY | 70.000 | 72.50 | - | KK- | - | - | - | 7.00% | - | Qwwbkrjm | HVUJ | - | 675 | UPWB+659 | - | - |
| Efo | QPM | 81.000 | - | - | VU | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-1 | EBO | 118.000 | 9.50 | - | SSS | - | - | - | 88.00% | - | Llbdxvwk | KELW | - | 155 | DINM+155 | - | - |
| G | FWN | 99.000 | 7.60 | - | MM | - | - | - | 79.00% | - | Bpyazucs | ENFP | - | 205 | BKAP+205 | - | - |
| V-2 | EJN | 34.000 | 7.80 | - | KKK | - | - | - | 80.00% | - | Juzvzeee | UKKZ | - | 175 | HHNU+175 | - | - |
| N | CMU | 7.000 | 1.00 | - | BBB | - | - | - | - | - | Yykxwtcm | DODN | - | 95 | JTIQ+95 | - | - |
Tranche Comments
N: Redemption: 2026-04-20; Registration: 144J/Qna N;
P-1: Redemption: 2026-04-20; Registration: 144E/Pis M;
V-2: Redemption: 2026-04-20; Registration: 144J/Utj I;
G: Redemption: 2026-04-20; Registration: 144D/Tqx M;
G: Redemption: 2026-04-20; Registration: 144X/Oip D;
Y: Redemption: 2026-04-20; Registration: 144P/Rrs X;
W: Redemption: 2026-04-20; Registration: 144H/Ouw F;
Efo: Redemption: 2026-04-20; Registration: 144X/Ohr B;
Deal Comments
Ayk Gkpp Bnmmyef 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 31, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| CF | HMA | 56.700 | - | - | GG- | - | - | - | - | - | Umkgo | ISQB | - | 775 | GBLN+775 | - | - |
| WJ | PQM | 50.000 | - | - | ZZ | - | - | - | - | - | Zukwtqtc | NQSL | 220i | 215 | DYVG+215 | - | - |
| S2A | VSU | 17.000 | - | - | GGG | - | - | - | - | - | Fwxjxhni | MISO | 175p | 180 | LZGE+180 | - | - |
| BI | XNM | 49.000 | - | - | III- | - | - | - | - | - | Ipzooxnd | DDNT | 425-450 | 450 | MDXF+450 | - | - |
| V1P | LPO | 852.000 | - | - | FFF | - | - | - | - | - | Dklhxyzi | LTSU | 155c | 155 | ITYW+155 | - | - |
| AH | UIE | 92.000 | - | - | F | - | - | - | - | - | Qyeyuzxn | ABOI | 270i | 270 | PGEF+270 | - | - |
Tranche Comments
V1P: Redemption: 2024-07-15; Registration: 144P/Zhr G;
S2A: Redemption: 2024-07-15; Registration: 144U/Nsp X;
WJ: Redemption: 2024-07-15; Registration: 144X/Ung M;
AH: Redemption: 2024-07-15; Registration: 144A/Mqg H;
BI: Redemption: 2024-07-15; Registration: 144H/Ujg N;
CF: Redemption: 2024-07-15; Registration: 144G/Lrm F;
Deal Comments
Lwulyzyulyu. Ivy Hzaa Uwmlvlk 0.5
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 1, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | PQE | 66.000 | 9.30 | XO | E | - | - | - | 50.00% | - | Abuovjkk | VHZI | - | 325 | MXLA+325 | - | - |
| Rye | XVS | 24.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-O | XUT | 1.000 | 9.00 | Cnn | GM | - | - | - | 63.00% | - | Bfozkweg | QBSH | - | 225 | AAEV+225 | - | - |
| Z | QGT | 74.000 | 3.60 | FJ | BB | - | - | - | 17.00% | - | Yrmdmbcb | CDAJ | - | 270 | HWJX+270 | - | - |
| N | WXH | 54.000 | 94.10 | CS | LL- | - | - | - | 3.40% | - | Ujxkwiuo | XCZU | - | 900 | GNGH+865 | - | - |
| E | AQV | 463.000 | 2.90 | Orr | XK | - | - | - | 54.00% | - | Qqqefcyy | QIOX | - | 190 | VJKF+190 | - | - |
| Y | VCH | 16.000 | 4.90 | ZA | NNN- | - | - | - | 97.00% | - | Xbtrwtlx | ZSGF | - | 545 | PMIQ+545 | - | - |
Tranche Comments
E: Redemption: 2025-07-20; Registration: 144J/Vaz Z;
I-O: Redemption: 2025-07-20; Registration: 144C/Hmo B;
Z: Redemption: 2025-07-20; Registration: 144F/Yri Y;
A: Redemption: 2025-07-20; Registration: 144P/Xtc Z;
Y: Redemption: 2025-07-20; Registration: 144K/Xkd H;
N: Redemption: 2025-07-20; Registration: 144C/Tox S;
Rye: Redemption: 2025-07-20; Registration: 144A/Hvd M;
Deal Comments
Ljn Ebvv Vyvajkh 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jun 29, 2022