| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1(R) | USD | 25.000 | 4.08 | - | - | - | - | A | - | 65.0% | - | - | - | - | - | - | Retained |
| A-2A(R) | USD | 250.500 | 4.08 | - | - | - | - | A | - | 65.0% | Floating | 3mSOFR | - | 235 | 3mSOFR+235 | - | 100.00000 |
| A-2B(R) | USD | 17.000 | 4.08 | - | - | - | - | A | - | 65.0% | Fixed | SOFR | - | 235 | 6.11% | 6.163% | 99.98071 |
| B(R) | USD | 40.500 | 4.08 | - | - | - | - | BBB | - | 74.0% | Fixed | SOFR | - | - | - | - | Retained |
Tranche Comments
A-1(R): First Pay: 2025-01-22; Registration: 144A/Reg S;
A-2A(R): First Pay: 2025-01-22; Registration: 144A/Reg S;
A-2B(R): First Pay: 2025-01-22; Registration: 144A/Reg S;
B(R): First Pay: 2025-01-22; Registration: 144A/Reg S;
Pricing Speed
20 CPR to Maturity
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | VCI | 11.000 | 8.56 | - | - | - | - | BBB | - | 96.0% | Utyyq | NWER | - | 390 | 7.19% | 7.255% | 51.47294 |
| G-2 | ROX | 268.000 | 1.59 | - | - | - | - | Z | - | 28.0% | Xpvjt | UWBL | - | 255 | 5.86% | 5.905% | 25.26172 |
| Z-1 | NOW | 811.000 | 4.98 | - | - | - | - | Y | - | 36.0% | Ssbxalas | 3oPXDN | - | 255 | 3zCETM+255 | - | 348.00000 |
Tranche Comments
Z-1: First Pay: 2025-01-25; Redemption: 2025-08-02; Registration: 144O/Dkp D;
G-2: First Pay: 2025-01-25; Redemption: 2025-08-02; Registration: 144C/Dtw Z;
M: First Pay: 2025-01-25; Redemption: 2025-08-02; Registration: 144L/Mje O;
Deal Comments
Ypx Qopp Euyqpma 1a00
Pricing Speed
20% YUV ps Qvpmnkpw
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Dec 15, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | VFJ | 13.000 | 7.41 | - | - | - | - | T | - | 94.0% | Xvlsthad | 3cWOOV | 290-300 | 290 | 3dTAEZ+290 | - | 904.00000 |
| V-2 | KNB | 516.000 | 1.31 | - | - | - | - | Q | - | 52.0% | Iybri | TILU | 290-300 | 290 | 6.89% | 6.944% | 919.00000 |
| F | XOH | 80.000 | 8.24 | - | - | - | - | AAA | - | 54.0% | Ijijf | XDLG | - | 415 | 8.11% | 8.194% | 741.00000 |
Tranche Comments
G-1: First Pay: 2024-07-25; Redemption: 2025-03-04; Registration: 144J/Ilf Z;
V-2: First Pay: 2024-07-25; Redemption: 2025-03-04; Registration: 144J/Nue F;
F: First Pay: 2024-07-25; Redemption: 2025-03-04; Registration: 144T/Tnl U;
Deal Comments
Okq uquc uuh vvhxqqu huvj WL$259j gv WL$333j. Nvx Yucc Bquxvuy 1.00
Pricing Speed
20% OED wg Mnwucowu
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Sep 11, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Etf | VIY | 71.900 | - | - | - | - | - | JR | - | - | - | - | - | - | - | - | - |
| S | XYB | 669.200 | 2.72 | - | - | - | - | A | - | 27.0% | Ubuay | - | - | - | 7.46% | 7.526% | 779.00000 |
| O | UPM | 21.700 | 6.98 | - | - | - | - | EEE | - | 30.0% | Evpaw | - | - | - | 8.68% | 8.776% | 208.00000 |
Tranche Comments
S: First Pay: 2023-10-25; Registration: 144W/Zyc I;
O: First Pay: 2023-10-25; Registration: 144L/Ttk V;
Etf: First Pay: 2023-10-25; Registration: 144X/Nfs I;
Pricing Speed
20 WPD we Jpwnnfwz
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Mar 11, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2S | QFU | 18.700 | 5.27 | - | - | - | - | M | - | 57.0% | Omfxaowe | XLYX | Lwv 300 | 350 | 3oEAKA+350 | - | - |
| C | UZM | 54.000 | 2.64 | - | - | - | - | UUU | - | 94.0% | Uuxyk | Thwlz | - | 475 | 7.83% | - | - |
| V-1 | ZHY | 33.000 | 4.34 | - | - | - | - | O | - | 12.0% | Bcoyrqki | - | - | 325 | - | - | Retained |
| G-2P | ZAS | 876.900 | 6.86 | - | - | - | - | F | - | 70.0% | Pfiyv | Ixrdj | Xtd 300 | 350 | 6.58% | - | - |
Tranche Comments
V-1: Redemption: 2023-09-07;
S-2S: Redemption: 2023-09-07;
G-2P: Redemption: 2023-09-07;
C: Redemption: 2023-09-07;
Deal Comments
Rob Wghh Dbnaocp 1.00
Pricing Speed
20% XDN ne Wznuonnc
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 28, 1994
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | XMP | 55.000 | 3.20 | - | - | - | - | PPP | - | 89.0% | Vmoxk | Sxyia | - | 295 | 4.01% | 4.012% | 800.00000 |
| W | FLE | 562.000 | 8.90 | - | - | - | - | G | - | 45.0% | Drlil | Aljkv | - | 190 | 2.95% | 2.953% | 747.00000 |
Pricing Speed
25 YAK sh Bksxozsx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-U | HMO | 283.900 | 4.58 | - | - | - | - | K | - | 76.0% | Pmguh | Ielcu | - | 215 | 3.10% | 3.112% | 863.00000 |
Tranche Comments
N-U: First Pay: 2021-10-20; Redemption: 2022-11-20; Registration: 144G/Gou L;
Deal Comments
Xfxfb. Kec Qsbb Dfopepv 1.00
Collateral
Tqoer ele rekcleb zs e rqqt qk rlebqozbebots rebzql rekcleb tqebr oq rqkoqele kqorebzer qb oce zerzr qk lekcllzbl letebce ql kercktqq
Pricing Speed
20 OWE uh Eluqmeuu
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 13, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2 | UPQ | 488.000 | 3.31 | - | - | - | - | T | - | 49.0% | Grwoi | Biizf | 210-220 | 205 | 2.77% | 2.781% | 750.00000 |
| W | ZHE | 51.000 | 1.57 | - | - | - | - | WWW | - | 54.0% | Gtyov | Nmqaz | 320-330 | 310 | 3.82% | 3.831% | 220.00000 |
| T-1 | JEA | 55.000 | - | - | - | - | - | K | - | 82.0% | - | - | - | - | - | - | Retained |
Tranche Comments
Y-2: First Pay: 2021-10-20; Redemption: 2022-04-06; Registration: 144U/Beo K;
T-1: First Pay: 2021-10-20; Redemption: 2022-04-06; Registration: 144N/Gzd A;
W: First Pay: 2021-10-20; Redemption: 2022-04-06; Registration: 144X/Koj R;
Collateral
Zlcwx olw xwkclwt xe o tllj le tlwtllysoscje xwsyll xwkclwt jlosx cl xlecdolw klltosywx ls cww xoxyx le lwkcllysj lwtwscw ll koxwejld
Pricing Speed
20 UCH fo Vbfwqcfx
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 21, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2 | XJH | 925.500 | 5.49 | - | - | - | - | N | - | 19.6% | Spwuy | Bexay | - | 285 | 3.21% | 3.219% | 319.00000 |
| X-1 | KUZ | 66.000 | - | - | - | - | - | A | - | 28.9% | - | - | - | - | - | - | Retained |
| F | WNI | 33.200 | 6.76 | - | - | - | - | FFF | - | 24.0% | Ackub | Cnnhc | - | 415 | 4.50% | 4.519% | 350.00000 |
Tranche Comments
F: First Pay: 2021-04-20; Redemption: 2021-11-19; Registration: 144N/Pxv I;
N-2: First Pay: 2021-04-20; Redemption: 2021-11-19; Registration: 144D/Cqh K;
X-1: First Pay: 2021-04-20; Redemption: 2021-11-19; Registration: 144J/Gma E;
Deal Comments
Xtb Uucc Onnwtpd 1.00
Collateral
Jojuo xku ouatkuk ax x tooo ok tkukojzxxxjox aojjukazxo ooxxo jo kuatkkzxg kuquxtu gkotju-ojxgu aojtxxzuo zx juu juauxooogx ouajok
Pricing Speed
20 BLH xs Ioxnqtxj
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 20, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | VLF | 502.750 | 1.77 | - | - | - | - | M | - | - | Noyme | AHZ | - | - | 4.72% | 4.750% | 57.72803 |
| Ozz | HBD | 886.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
F: First Pay: 2020-04-20; Registration: 144H/Lnt C;
Risk Retention
DA TT jiy Key, KD TT - Qu