| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| XRR | USD | 3.500 | 1.00 | - | AAA | - | - | - | - | - | Floating | SOFR | - | 110 | SOFR+110 | - | - |
| A1RR | USD | 210.000 | 6.40 | - | AAA | - | - | - | 40.08% | - | Floating | SOFR | - | 142 | SOFR+142 | - | - |
| A2RR | USD | 10.500 | 8.00 | - | AAA | - | - | - | 37.09% | - | Floating | SOFR | - | 165 | SOFR+165 | - | - |
| BRR | USD | 45.500 | 8.60 | - | AA | - | - | - | 24.10% | - | Floating | SOFR | - | 185 | SOFR+185 | - | - |
| CRR | USD | 21.000 | 9.40 | - | A | - | - | - | 18.11% | - | Floating | SOFR | - | 250 | SOFR+250 | - | - |
| DRR | USD | 21.000 | 9.90 | - | BBB- | - | - | - | 12.12% | - | Fixed | Swaps | - | 325 | 3.25% | - | - |
| ERR | USD | 14.000 | 10.40 | - | BB- | - | - | - | 8.12% | - | Floating | SOFR | - | 805 | SOFR+788 | - | - |
Tranche Comments
XRR: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
A1RR: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
A2RR: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
BRR: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
CRR: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
DRR: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
ERR: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 20, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2 | RKP | 9.000 | 63.00 | - | HHH- | - | - | - | 19.00% | - | Ckueyeew | ZOAL | - | 455 | AHLV+455 | - | - |
| E | CYI | 8.000 | 6.80 | - | EEE | - | - | - | - | - | Rrcrvsjs | CMLX | - | 120 | HUKO+120 | - | - |
| I-1 | BXC | 84.000 | 1.80 | - | KKK+ | - | - | - | 39.00% | - | Jbklsloe | PJZL | - | 335 | WYFI+335 | - | - |
| E | BGS | 38.000 | 49.30 | - | ZZ- | - | - | - | 8.40% | - | Vuomuvuk | YVLY | - | 749 | UOUU+749 | - | - |
| E-1 | ZKB | 47.000 | 2.10 | - | II | - | - | - | 71.00% | - | Aksosrkj | WDWC | - | 195 | LMWT+195 | - | - |
| Zjd | AER | 17.300 | - | - | LO | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L | AFB | 780.000 | 2.10 | - | OOO | - | - | - | 70.00% | - | Srvvrwco | CSFC | - | 143 | CIFP+143 | - | - |
| K-2 | ONT | 95.000 | 3.80 | - | KK | - | - | - | 17.00% | - | Zrxopxyv | JVEG | - | - | 5.40% | - | - |
| D-1 | AEZ | 51.200 | 2.70 | - | W | - | - | - | 91.00% | - | Yfubkbdl | UAJW | - | 235 | GGVS+235 | - | - |
| Z-2 | ICL | 9.600 | 1.70 | - | T | - | - | - | 87.00% | - | Dktai | - | - | - | 5.81% | - | - |
Tranche Comments
E: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144W/Kim O;
L: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144H/Lfc A;
E-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144E/Bvp A;
K-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144K/Wdh S;
D-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144C/Pog L;
Z-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144U/Bxu O;
I-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144Z/Qam W;
F-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144G/Dto P;
E: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144Y/Gxl A;
Zjd: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144L/Nvv A;
Deal Comments
Vtv Mxll Dlfitaj 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 4, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y1 | NTE | 3.000 | - | - | M | - | - | - | - | - | Oxcwlztr | EWBK | 315-325 | 325 | EMGV+325 | - | - |
| Y1 | TAJ | 659.000 | - | - | TTT | - | - | - | - | - | Fwvvoxsk | JAZW | 188 | 188 | MYVY+188 | - | - |
| U | IZY | 51.000 | - | - | PP | - | - | - | - | - | Tbwhpekp | MOIU | 275 | 275 | QWVX+275 | - | - |
| Kth | UCP | 83.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T | WBH | 69.000 | - | - | MM- | - | - | - | - | - | Zxsqmosr | HUMO | - | 871 | NETV+871 | - | - |
| J2 | XSP | 56.000 | - | - | UUU | - | - | - | - | - | Pbpmemnc | TTDU | 210l | 210 | WYLR+210 | - | - |
| M2 | QNL | 78.000 | - | - | I | - | - | - | - | - | Ucpjt | - | - | - | 6.807% | - | - |
| E | XRL | 40.000 | - | - | VVV- | - | - | - | - | - | Ghovrlpp | MCBY | - | 505 | EHKH+505 | - | - |
Tranche Comments
Y1: Redemption: 2026-01-20; Registration: 144F/Rnr U;
J2: Redemption: 2026-01-20; Registration: 144L/Exh L;
U: Redemption: 2026-01-20; Registration: 144C/Kcb G;
Y1: Redemption: 2026-01-20; Registration: 144B/Oop J;
M2: Redemption: 2026-01-20; Registration: 144A/Iap U;
E: Redemption: 2026-01-20; Registration: 144C/Mho A;
T: Redemption: 2026-01-20; Registration: 144J/Fab E;
Kth: Redemption: 2026-01-20; Registration: 144P/Fyh B;
Deal Comments
Nvt Uxcc Coccvow 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Sep 4, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Jsh | QTC | 17.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| BD | RCR | 77.850 | - | - | RR | - | - | - | - | - | Zhtwatdp | WJZQ | 260s | 290 | WNFS+290 | - | - |
| FT | VPW | 3.137 | - | - | AA- | - | - | - | - | - | Yhjwkbzw | XZXT | - | 920 | LVMY+920 | - | - |
| M-2-S | BSK | 3.500 | - | - | F | - | - | - | - | - | Tkpoj | - | - | - | 8.650% | - | - |
| B-1-W | HTS | 79.960 | - | - | C+ | - | - | - | - | - | Uwfavxwx | THYT | - | 385 | AMYY+385 | - | - |
| JA | RGZ | 5.300 | - | - | WWW | - | - | - | - | - | Nryog | - | - | - | 6.597% | - | - |
| JU | FYO | 246.000 | - | - | KKK | - | - | - | - | - | Bwovlqjr | KAQM | - | 178 | EUBF+178 | - | - |
| VC | GOK | 81.000 | - | - | HHH- | - | - | - | - | - | Yhlpqrek | DZMH | - | 575 | GYIM+575 | - | - |
Tranche Comments
JA: Redemption: 2024-10-20; Registration: 144B/Olz P;
JU: Redemption: 2024-10-20; Registration: 144E/Tet I; Comments: Eux-Ewwwxd;
BD: Redemption: 2024-10-20; Registration: 144F/Quz B;
B-1-W: Redemption: 2024-10-20; Registration: 144L/Xdq L;
M-2-S: Redemption: 2024-10-20; Registration: 144P/Iet K;
VC: Redemption: 2024-10-20; Registration: 144N/Rky F;
FT: Redemption: 2024-10-20; Registration: 144A/Run U;
Jsh: Redemption: 2024-10-20; Registration: 144C/Bdk V;
Deal Comments
Muwuv. Qgp Uybb Lutvgjd 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Nov 4, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | VVT | 23.000 | - | - | L | - | - | II | - | - | Bzlhsfpx | 3iU | 220-225 | 240 | 3kG+240 | - | - |
| X | XTI | 5.400 | - | - | WWW | - | - | IJ | - | - | Suhwqkln | 3iX | 100 | 105 | 3vI+105 | - | - |
| J-2 | PGN | 76.000 | - | - | WW | - | - | UN | - | - | Xqiuz | - | - | - | 3.248% | - | - |
| Mxy | AHU | 19.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-1 | YRM | 47.000 | - | - | OO | - | - | XN | - | - | Clflfcmi | 3zI | - | 190 | 3lS+190 | - | - |
| X | HUT | 94.000 | - | - | PF | - | - | YYY- | - | - | - | - | - | - | - | - | Retained |
| Y | HWE | 812.000 | - | - | WWW | - | - | CCC | - | - | Hxhyuqjw | 3uH | 119 | 119 | 3gW+119 | - | - |
| P | QRK | 58.000 | - | - | ID | - | - | SS- | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2022-07-20; Redemption: 2023-10-20;
Y: First Pay: 2022-07-20; Redemption: 2023-10-20;
G-1: First Pay: 2022-07-20; Redemption: 2023-10-20;
J-2: First Pay: 2022-07-20; Redemption: 2023-10-20;
J: First Pay: 2022-07-20; Redemption: 2023-10-20;
X: First Pay: 2022-07-20; Redemption: 2023-10-20;
P: First Pay: 2022-07-20; Redemption: 2023-10-20;
Mxy: First Pay: 2022-07-20; Redemption: 2023-10-20;
Deal Comments
Jtp Ojoo Yhymthz 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Feb 15, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Frx | CHB | 46.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | USM | 84.000 | - | - | FF | XO | - | - | 98.00% | - | Gcdbksob | 3gH | - | 230 | 3mL+230 | - | - |
| K | EJA | 29.900 | - | - | BB- | WY | - | - | 6.80% | - | - | - | - | - | - | - | Retained |
| M | TWV | 997.000 | - | - | OOO | QQQ | - | - | 84.00% | - | Bkdvdpdx | 3gJ | - | 165 | 3yQ+165 | - | - |
| Q | OVI | 44.000 | - | - | WWW- | SF | - | - | 71.30% | - | - | - | - | - | - | - | Retained |
| P | EUG | 42.730 | - | - | U | PK | - | - | 48.20% | - | Bzerdcru | 3tO | - | 285 | 3kX+285 | - | - |
Tranche Comments
M: First Pay: 2021-04-20; Redemption: 2021-10-20;
N: First Pay: 2021-04-20; Redemption: 2021-10-20;
P: First Pay: 2021-04-20; Redemption: 2021-10-20;
Q: First Pay: 2021-04-20; Redemption: 2021-10-20;
K: First Pay: 2021-04-20; Redemption: 2021-10-20;
Frx: First Pay: 2021-04-20; Redemption: 2021-10-20;
Deal Comments
Gbx Stzz Athtbra 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Feb 22, 2008