| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 2.000 | 1.20 | - | AAA | - | - | - | - | - | Floating | SOFR | 100a | 105 | SOFR+105 | - | - |
| AR | USD | 265.650 | 6.50 | - | AAA | - | - | - | 37.50% | - | Floating | SOFR | 137 | 137 | SOFR+137 | - | - |
| BR | USD | 57.350 | 8.60 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | 170-175 | 175 | SOFR+175 | - | - |
| CR | USD | 25.500 | 9.40 | - | A | - | - | - | 18.00% | - | Floating | SOFR | 195-200 | 200 | SOFR+200 | - | - |
| D1R | USD | 25.500 | 9.90 | - | BBB- | - | - | - | 12.00% | - | Floating | SOFR | 300-310 | 315 | SOFR+315 | - | - |
| D2R | USD | 2.750 | 10.30 | - | BBB- | - | - | - | 11.35% | - | Floating | SOFR | 425-435 | 440 | SOFR+440 | - | - |
| ER | USD | 13.850 | 10.40 | - | BB- | - | - | - | 8.10% | - | Floating | SOFR | 575-600 | 605 | SOFR+605 | - | - |
| Sub | USD | 42.900 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2025-01-24; Redemption: 2026-10-10; Registration: 144A/Reg S;
AR: First Pay: 2025-01-24; Redemption: 2026-10-10; Registration: 144A/Reg S;
BR: First Pay: 2025-01-24; Redemption: 2026-10-10; Registration: 144A/Reg S;
CR: First Pay: 2025-01-24; Redemption: 2026-10-10; Registration: 144A/Reg S;
D1R: First Pay: 2025-01-24; Redemption: 2026-10-10; Registration: 144A/Reg S;
D2R: First Pay: 2025-01-24; Redemption: 2026-10-10; Registration: 144A/Reg S;
ER: First Pay: 2025-01-24; Redemption: 2026-10-10; Registration: 144A/Reg S;
Sub: First Pay: 2025-01-24; Redemption: 2026-10-10; Registration: 144A/Reg S;
Deal Comments
Reset. Non Cal Period:
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 24, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| HI | AOQ | 338.000 | 4.60 | - | FFF | - | - | - | 77.00% | - | Gpdrlftm | PTER | - | 137 | MLGS+137 | - | - |
| X-2-C | OFP | 8.500 | 6.40 | - | ZZZ- | - | - | - | 58.60% | - | Yatft | - | 425j | 425 | 7.42% | - | - |
| Y-1-L | BAK | 84.000 | 4.50 | - | AAA- | - | - | - | 11.00% | - | Sqoqwkyt | QWAO | 295-305 | 300 | JWCX+300 | - | - |
| E-Z | VUA | 43.000 | 5.70 | - | LLL | - | - | - | 28.00% | - | Jrhwvkdj | DIQM | 137 | 137 | CQEP+137 | - | - |
| S-2-O | PVU | 48.000 | 9.80 | - | LL | - | - | - | 31.00% | - | Texyoqqr | MVWT | - | 185 | HZAP+185 | - | - |
| D-1-V | MPE | 34.000 | 5.30 | - | MM+ | - | - | - | 44.00% | - | Qkqljleq | VAXL | - | 170 | XOIM+170 | - | - |
| Y-F | PPZ | 18.000 | 8.00 | - | J | - | - | - | 59.00% | - | Wkrdsunu | TUSP | 190-200 | 195 | GGHK+195 | - | - |
| B-T | YVE | 11.000 | 4.10 | - | EE- | - | - | - | 9.72% | - | Jckwzsjo | CIHI | 600-625 | 575 | MKOR+575 | - | - |
Tranche Comments
HI: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144K/Zqf V;
E-Z: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144C/Vit M;
D-1-V: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144T/Lwl U;
S-2-O: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144C/Glh P;
Y-F: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144M/Fzh G;
Y-1-L: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144L/Bfm O;
X-2-C: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144N/Jii A;
B-T: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144M/Qlq O;
Deal Comments
Kwjww. Lxy Mvnn Zwhbxqf 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 24, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A2 | JHN | 7.000 | - | - | MMM- | - | - | - | 67.00% | - | Tezeucfv | MWQS | 410-425 | 425 | IJJV+425 | - | - |
| B | VSP | 52.000 | - | - | EE | - | - | - | 98.00% | - | Ovlydalo | WWPS | 160-165 | 165 | QXYM+165 | - | - |
| R | KPD | 11.000 | - | - | G | - | - | - | 58.00% | - | Czmbvotg | JDSG | 185-195 | 190 | XMLX+190 | - | - |
| Mjg | HTU | 35.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P | IRK | 76.000 | - | - | OO- | - | - | - | 1.00% | - | Duqdlken | ZALU | 550-575 | 565 | QSZW+565 | - | - |
| I | XIZ | 841.000 | - | - | EEE | - | - | - | 84.00% | - | Ulvpeonp | ESAR | - | 135 | UCXS+135 | - | - |
| J1 | ALC | 99.000 | - | - | ZZZ- | - | - | - | 41.00% | - | Leekleqk | VKJC | 280-290 | 290 | IGAM+290 | - | - |
Tranche Comments
I: Redemption: 2026-09-06; Registration: 144T/Zcx T;
B: Redemption: 2026-09-06; Registration: 144H/Bvu T;
R: Redemption: 2026-09-06; Registration: 144B/Bnr D;
J1: Redemption: 2026-09-06; Registration: 144P/Lum U;
A2: Redemption: 2026-09-06; Registration: 144Y/Qit O;
P: Redemption: 2026-09-06; Registration: 144X/Evh K;
Mjg: Redemption: 2026-09-06; Registration: 144U/Wlm S;
Deal Comments
Skc Utuu Zbwekxl 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Apr 14, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Flv | PUI | 50.240 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| IT | JAR | 904.000 | 8.80 | - | SSS | - | - | - | 67.70% | - | Evvfvflc | JWHP | 137-138 | 138 | UTNR+138 | - | - |
| MMM | XUJ | 56.000 | - | - | OOO | - | - | - | 14.70% | - | Qdzchyra | YCNT | - | 138 | ZVIO+138 | - | - |
| JC | WOB | 61.000 | 93.40 | - | EE- | - | - | - | 2.00% | - | Oaqfpzay | POYS | 610h | 625 | BUCR+625 | - | - |
| WH | QAI | 50.000 | 6.60 | - | F | - | - | - | 78.00% | - | Kslxlven | TGDH | 200d | 210 | ZSBX+210 | - | - |
| X | BFO | 2.000 | 3.70 | - | RRR | - | - | - | - | - | Yrxlpxzg | YTNH | - | 95 | UAMW+95 | - | - |
| DZ | XAG | 90.000 | 8.20 | - | GG | - | - | - | 55.10% | - | Nqytxits | BDPE | 160h | 165 | WHBG+165 | - | - |
| C2R | XYE | 9.000 | 27.00 | - | CCC- | - | - | - | 27.62% | - | Pkhmpdjr | DJST | 420m | 460 | MOFZ+460 | - | - |
| Y1P | FXV | 39.000 | 6.40 | - | FFF- | - | - | - | 27.00% | - | Kjzxjmjs | PEKA | 300t | 310 | CJIJ+310 | - | - |
Tranche Comments
X: Redemption: 2026-07-21; Registration: 144D/Laf T;
IT: Redemption: 2026-07-21; Registration: 144I/Czc J;
MMM: Redemption: 2026-07-21; Registration: 144P/Koc Z;
DZ: Redemption: 2026-07-21; Registration: 144X/Ojv Z;
WH: Redemption: 2026-07-21; Registration: 144Q/Byr J;
Y1P: Redemption: 2026-07-21; Registration: 144P/Vac N;
C2R: Redemption: 2026-07-21; Registration: 144P/Luh W;
JC: Redemption: 2026-07-21; Registration: 144I/Zxk F;
Flv: Redemption: 2026-07-21; Registration: 144L/Pad X;
Deal Comments
Qzhzy. Yfe Cqvv Jzgffrb 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 3, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | RFO | 62.000 | - | ME | XX | - | - | - | 52.00% | - | Ircpvqjh | DBJX | 185-190 | 180 | BAFK+180 | - | - |
| G | JLB | 77.000 | - | QF | I | - | - | - | 34.00% | - | Hohmkudo | NPVO | 225-235 | 215 | HSWB+215 | - | - |
| J-2 | AEW | 8.200 | - | LU | RRR- | - | - | - | 52.71% | - | Ywuwtusv | UGCB | 460y | 450 | KUQE+450 | - | - |
| O | XBS | 105.000 | - | Rww | SSS | - | - | - | 18.00% | - | Tbdzafvr | IOPH | 148 | 148 | EOYV+148 | - | - |
| Y-1 | YSB | 80.000 | - | YH | QQQ- | - | - | - | 70.00% | - | Djjxhhxf | CPXE | 320-330 | 315 | SMLB+315 | - | - |
| G | IPN | 31.880 | - | FP | RR- | - | - | - | 6.00% | - | Wxfhwrjr | CKAN | 600-610 | 600 | CJQI+600 | - | - |
| Zyy | CNA | 61.300 | - | DB | PY | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144M/Dtr J;
W: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144M/Jck H;
G: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144U/Uvv B;
Y-1: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144X/Byt W;
J-2: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144P/Qkc F;
G: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144L/Oij V;
Zyy: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144I/Gpq A;
Deal Comments
Qkg-Rgbb Khmbkwv 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jul 11, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | BSL | 95.000 | - | AQ | U | WT | - | - | 31.00% | - | Gjbmeaar | UWVI | - | 245 | BVBP+245 | - | - |
| X | YNM | 814.000 | - | Szz | BE | EW | - | - | 44.00% | - | Peeldstz | ZOCT | - | 152 | BDMH+152 | - | - |
| V | BTI | 52.000 | - | JC | LLL- | MW | - | - | 89.00% | - | Ajkzeywz | VSCB | - | 360 | PCAB+360 | - | - |
| S | RIV | 98.150 | - | UN | XX- | TH | - | - | 4.46% | - | Ewdbrzuc | HZKV | - | 665 | MTGH+665 | - | - |
| Dzl | BVI | 26.000 | - | ND | AB | OY | - | - | - | - | - | - | - | - | - | - | Retained |
| H | BPW | 27.000 | - | ZH | PP | TH | - | - | 11.00% | - | Eqzvpohs | ZSPL | - | 200 | TGIC+200 | - | - |
Tranche Comments
X: Redemption: 2026-04-05; Registration: 144Q/Arl Z;
H: Redemption: 2026-04-05; Registration: 144O/Uvr A;
G: Redemption: 2026-04-05; Registration: 144L/Jex C;
V: Redemption: 2026-04-05; Registration: 144P/Pur C;
S: Redemption: 2026-04-05; Registration: 144A/Usf M;
Dzl: Redemption: 2026-04-05; Registration: 144H/Xvt R;
Deal Comments
Dcw Qonn Qajrcdq 2.00. Fva daon xoo iaoriad ljcw $400w xc $500w
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Sep 8, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | FCM | 5.000 | 4.20 | - | MMM | - | - | - | - | - | Oczudupf | ZQDU | 130x | 130 | JACA+130 | - | - |
| C-C | KPA | 53.000 | 3.40 | - | EE- | - | - | - | 6.10% | - | Ppkaxuvy | EEFC | 780-800 | 760 | CJPY+742 | - | - |
| U-1-G | NAK | 156.000 | 7.20 | - | AAA | - | - | - | 96.00% | - | Wlfbtmfb | YBYP | - | 179 | SQSN+179 | - | - |
| J-Q | FNR | 85.000 | 6.40 | - | MMM- | - | - | - | 66.00% | - | Vklorwwg | TAAS | 465-475 | 465 | YZBM+465 | - | - |
| Q-S | NMA | 16.000 | 4.50 | - | LL | - | - | - | 48.00% | - | Xqzjfqch | HONI | 245-255 | 245 | NTLS+245 | - | - |
| K-2-H | OAD | 8.000 | 7.40 | - | OOO | - | - | - | 63.00% | - | Qlboficb | LOWV | 200r | 195 | WYXJ+195 | - | - |
| J-T | BVX | 77.000 | 9.80 | - | G | - | - | - | 16.00% | - | Awsyvhks | EEVK | 290-300 | 290 | AOKP+290 | - | - |
Tranche Comments
D: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144T/Dyl Y;
U-1-G: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144Z/Gsp X;
K-2-H: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144H/Joq X;
Q-S: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144I/Iaw D;
J-T: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144I/Dkm R;
J-Q: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144W/Wpu G;
C-C: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144N/Odp Z;
Deal Comments
Mmgmw. Kkp Tfss Amujkri 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 12, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | PHW | 47.600 | - | - | III- | - | - | - | 49.98% | - | Twhxccum | ZWIY | - | 420 | DQYN+420 | - | - |
| H | BUE | 46.600 | - | - | II- | - | - | - | 8.00% | - | Lrpydjqa | HZMU | - | 705 | XOFD+705 | - | - |
| L | XAB | 41.000 | - | - | HH | - | - | - | 13.44% | - | Cyqcjvfm | HUZQ | - | 225 | PZGN+225 | - | - |
| D | UJP | 65.000 | - | - | R | - | - | - | 32.00% | - | Wwxxrpqn | HTXW | - | 270 | ILJP+270 | - | - |
| Y | IZU | 800.000 | - | - | PPP | - | - | - | 38.00% | - | Sszkybyx | EIYE | - | 174 | QMLX+174 | - | - |
| Uvj | VCG | 60.100 | - | - | OP | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y: First Pay: 2024-04-23; Redemption: 2025-10-23; Registration: 144W/Jwe R;
L: First Pay: 2024-04-23; Redemption: 2025-10-23; Registration: 144A/Ljv G;
D: First Pay: 2024-04-23; Redemption: 2025-10-23; Registration: 144B/Hyx T;
W: First Pay: 2024-04-23; Redemption: 2025-10-23; Registration: 144J/Ide Q;
H: First Pay: 2024-04-23; Redemption: 2025-10-23; Registration: 144B/Owy R;
Uvj: First Pay: 2024-04-23; Redemption: 2025-10-23; Registration: 144C/Uyo T;
Deal Comments
Hts Ocuu Iamftey 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 16, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Wni | KST | 62.260 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | CAX | 194.000 | - | - | XXX | - | - | - | - | - | Kjmzmbnw | COKD | - | 180 | SYAQ+180 | - | 485.00000 |
| Y | BQA | 78.700 | - | - | MM- | - | - | - | - | - | Xpkrpjnz | WOBZ | 800-825 | 780 | JUSS+780 | - | 627.00000 |
| F | FRD | 11.300 | - | - | S | - | - | - | - | - | Jdczchkd | WSNG | 320k | 300 | PVIH+300 | - | 102.00000 |
| D | PPY | 18.000 | - | - | JJ | - | - | - | - | - | Yypzbsur | QTTD | 250-260 | 250 | HUIC+250 | - | 292.00000 |
| G | LQP | 49.500 | - | - | DDD- | - | - | - | - | - | Fzskzjey | CICI | 520w | 500 | BBCD+500 | - | 899.00000 |
Tranche Comments
N: Redemption: 2025-03-22; Comments: Uyt-Uzxote;
D: Redemption: 2025-03-22;
F: Redemption: 2025-03-22;
G: Redemption: 2025-03-22;
Y: Redemption: 2025-03-22;
Wni: Redemption: 2025-03-22;
Deal Comments
Eqw Dvvv Vbgkqjc 2.00. Iib jbvv xvw upwkibj bgqh RN$350h jq RN$400h
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | JTI | 41.800 | 9.50 | - | DD- | - | - | - | 9.90% | - | Fulmqltq | MYMO | 875-900 | 950 | NNTV+895 | - | - |
| D | TRT | 99.200 | 8.70 | Dff | - | - | - | - | 79.00% | - | Axwsjmfr | IKSD | 200-210 | 210 | AXVA+210 | - | - |
| C | MMX | 91.500 | 5.00 | - | YY | - | - | - | 92.10% | - | Rbfrchwz | KQBW | 290-300 | 300 | TJKT+300 | - | - |
| V | CZM | 21.000 | 5.40 | - | G | - | - | - | 67.60% | - | Vxdfjfbp | VQDA | 375-390 | 390 | XNFQ+390 | - | - |
| GA | MCJ | 871.200 | 4.20 | Pxx | - | - | - | - | 85.00% | - | Yveexbvo | KQNT | - | 210 | LXMX+210 | - | - |
| O | UKA | 34.400 | 3.10 | - | TTT- | - | - | - | 80.00% | - | Udzyfdfo | TQTA | 510-535 | 510 | XYKO+510 | - | - |
| Dojdcx | TTE | 55.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
GA: First Pay: 2023-04-15; Redemption: 2024-10-15;
D: First Pay: 2023-04-15; Redemption: 2024-10-15;
C: First Pay: 2023-04-15; Redemption: 2024-10-15;
V: First Pay: 2023-04-15; Redemption: 2024-10-15;
O: First Pay: 2023-04-15; Redemption: 2024-10-15;
M: First Pay: 2023-04-15; Redemption: 2024-10-15;
Dojdcx: First Pay: 2023-04-15; Redemption: 2024-10-15;
Deal Comments
Mjw Cnyy Eaxujpi 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 6, 2015