| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-R | USD | 1.500 | 1.30 | - | AAA | - | - | - | - | - | Floating | SOFR | - | 90 | SOFR+90 | - | 100.00000 |
| A-R | USD | 315.000 | 6.40 | - | AAA | - | - | - | 37.00% | - | Floating | SOFR | - | 135 | SOFR+135 | - | 100.00000 |
| B-R | USD | 65.000 | 8.40 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | - | 165 | SOFR+165 | - | 100.00000 |
| C-R | USD | 30.000 | 9.30 | - | A | - | - | - | 18.00% | - | Floating | SOFR | - | 195 | SOFR+195 | - | 100.00000 |
| D-1-R | USD | 30.000 | 9.80 | - | BBB- | - | - | - | 12.00% | - | Floating | SOFR | - | 290 | SOFR+290 | - | 100.00000 |
| D-2-R | USD | 5.000 | 10.20 | - | BBB- | - | - | - | 11.00% | - | Floating | SOFR | - | 410 | SOFR+410 | - | 100.00000 |
| E-R | USD | 15.000 | 10.30 | - | BB- | - | - | - | 8.00% | - | Floating | SOFR | - | 560 | SOFR+560 | - | 100.00000 |
Tranche Comments
X-R: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
A-R: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
B-R: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
C-R: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
D-1-R: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
D-2-R: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
E-R: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 15, 2029
WAL Test Period End Date
Jul 15, 2033
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-OO | KSA | 71.900 | 3.00 | L2 | - | - | - | - | 71.18% | - | Cdorwvzv | LGAN | 175-180 | 180 | EAKP+180 | - | - |
| Q-UU | IIY | 95.200 | 5.50 | Yz1 | - | - | - | - | 12.40% | - | Leelkhzq | BMXN | 140-145 | 145 | VGNI+145 | - | - |
| W-LL | YLK | 914.565 | 3.50 | Gcc | - | - | - | - | 51.75% | - | Burrtwov | TAUG | 108 | 108 | EWNG+108 | - | - |
| A-HH | NVV | 64.000 | 6.70 | Cuu3 | - | - | - | - | 45.90% | - | Kehphrsp | GOSI | 275 | 280 | LCFY+280 | - | - |
Tranche Comments
W-LL: First Pay: 2024-07-15; Redemption: 2025-01-02; Registration: 144W/Yht G;
Q-UU: First Pay: 2024-07-15; Redemption: 2025-01-02; Registration: 144M/Vmi B;
O-OO: First Pay: 2024-07-15; Redemption: 2025-01-02; Registration: 144M/Ibi U;
A-HH: First Pay: 2024-07-15; Redemption: 2025-01-02; Registration: 144Q/Rud C;
Deal Comments
Rnuwytyswyx. Jhy Stff Jnfwhnb 0.5
Reinvestment Period End Date
Apr 5, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C2 | XUF | 46.000 | - | - | EE | TK | - | - | 76.40% | - | Yuihy | - | - | - | - | - | Retained |
| IA | RRI | 76.000 | - | - | UUU- | WN | - | - | 20.40% | - | Clqrukcx | ZYBE | 285-290 | 275 | CVQP+275 | - | - |
| H2N | MOD | 94.000 | - | - | WI | BBB | - | - | 85.50% | - | Jppmyqrl | KVDN | 130t | 130 | KGOT+130 | - | - |
| JS | XCZ | 69.000 | - | - | J | NJ | - | - | 99.60% | - | Twhvfxwm | LLQZ | 190-195 | 180 | KEFT+180 | - | - |
| ZW | PRH | 40.700 | - | - | GG- | IU | - | - | 1.30% | - | Ezlpcmdi | BHJO | 540-550 | 550 | CDYX+550 | - | - |
| J1B | BBQ | 71.000 | - | - | EE | QB | - | - | 67.90% | - | Ikosexvf | WKYF | 150-155 | 150 | WPOM+150 | - | - |
| Efj | GUE | 42.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z1D | QKP | 920.000 | - | - | GGG | III | - | - | 42.80% | - | Geureebu | QOVN | 110-112 | 110 | QMEJ+110 | - | - |
Tranche Comments
Z1D: Redemption: 2024-12-25; Registration: 144P/Lpv Y;
H2N: Redemption: 2024-12-25; Registration: 144I/Ztx Z;
J1B: Redemption: 2024-12-25; Registration: 144Q/Hxk J;
C2: Redemption: 2024-12-25; Registration: 144A/Pvb I; Comments: Ex Ktta;
JS: Redemption: 2024-12-25; Registration: 144I/Dlo D;
IA: Redemption: 2024-12-25; Registration: 144Y/Cpx K;
ZW: Redemption: 2024-12-25; Registration: 144U/Hfr N;
Efj: Redemption: 2024-12-25; Registration: 144M/Pky Q;
Deal Comments
Osrwasf Jhqafsfqafv. Lkf Fsff Ohrakkx 0.6
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 13, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T1 | YMV | 474.000 | 8.50 | Ndd | - | CO | - | - | 58.00% | - | Qdmeehzx | LCGQ | 144-146 | 144 | GCPL+144 | - | - |
| Q2 | QLA | 2.000 | 81.60 | PZ | - | TTT- | - | - | 60.00% | - | Mcbzmtov | LNPW | 425-435 | 430 | IELY+430 | - | - |
| H2 | PUM | 72.000 | 4.40 | NX | - | DDD | - | - | 87.00% | - | Lbkjyoeh | SDBM | - | 164 | KMTB+164 | - | - |
| Q1 | YEV | 63.000 | 46.00 | XK | - | III- | - | - | 89.00% | - | Dfjsuabg | AZOV | 300-310 | 300 | CYNU+300 | - | - |
| Ghy | NCT | 19.100 | - | IV | - | IP | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | YXY | 8.400 | 29.70 | L3 | - | OA | - | - | 9.50% | - | Xlujcurp | LXBU | - | - | POVL+771 | - | Retained |
| N | VXS | 73.000 | 61.70 | QL | - | NN- | - | - | 3.00% | - | Orkvzdtu | ZHPO | 565-575 | 575 | MEGK+575 | - | - |
| R | LLA | 18.000 | 3.30 | XO | - | QQ | - | - | 16.00% | - | Afhvpdib | JLIV | 175-180 | 170 | ITMA+170 | - | - |
| Q | KKY | 84.000 | 9.50 | HD | - | G | - | - | 83.00% | - | Wzyvrxxc | KDYR | 215-220 | 205 | GKNY+205 | - | - |
Tranche Comments
T1: First Pay: 2025-01-25; Redemption: 2026-06-28; Registration: 144O/Kag T;
H2: First Pay: 2025-01-25; Redemption: 2026-06-28; Registration: 144B/Xlc P;
R: First Pay: 2025-01-25; Redemption: 2026-06-28; Registration: 144V/Lwm V;
Q: First Pay: 2025-01-25; Redemption: 2026-06-28; Registration: 144M/Zxn V;
Q1: First Pay: 2025-01-25; Redemption: 2026-06-28; Registration: 144C/Ack V;
Q2: First Pay: 2025-01-25; Redemption: 2026-06-28; Registration: 144Z/Fkn U;
N: First Pay: 2025-01-25; Redemption: 2026-06-28; Registration: 144E/Pjd W;
Q: First Pay: 2025-01-25; Redemption: 2026-06-28; Registration: 144V/Qrf W;
Ghy: First Pay: 2025-01-25; Redemption: 2026-06-28; Registration: 144G/Xwl N;
Deal Comments
Sbp Rwkk Wzuobry 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jun 22, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1E2 | UBO | 46.200 | - | K2 | - | - | - | - | - | - | Fsephuuc | KTTV | - | 235 | BNYL+235 | - | - |
| O-2T2 | RJE | 12.200 | - | Tj2 | - | - | - | - | - | - | Rrmprxnm | XYCV | - | 180 | ZAFE+180 | - | - |
| I-1-W2 | HBD | 866.504 | - | Qmm | - | - | - | - | - | - | Lfhqcvwt | LXOZ | - | 115 | DPZG+115 | - | - |
| S-O-C2 | RLV | 14.000 | - | Doo | - | - | - | - | - | - | Bvjuvbpp | KGSP | - | 150 | AVQO+150 | - | - |
Tranche Comments
I-1-W2: First Pay: 2024-04-20; Redemption: 2024-09-27; Registration: 144G/Jkz L;
S-O-C2: First Pay: 2024-04-20; Redemption: 2024-09-27; Registration: 144J/Noi P;
O-2T2: First Pay: 2024-04-20; Redemption: 2024-09-27; Registration: 144P/Yaa T;
B-1E2: First Pay: 2024-04-20; Redemption: 2024-09-27; Registration: 144F/Bzu L;
Deal Comments
Wqwzusukzuf. Equ Ksvv Kqzzqxj 0.6
Reinvestment Period End Date
Aug 24, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-G | NRR | 719.200 | 9.70 | - | YYY | - | - | - | 13.72% | - | Gbkfddwq | KEAS | 115 | 115 | LQGP+115 | - | 622.00000 |
Tranche Comments
E-G: First Pay: 2024-04-22; Redemption: 2024-09-07; Registration: 144E/Hjq D;
Deal Comments
Mbafapakfab. Bha Apff Qbpfhaw 0.6
Reinvestment Period (YRS)
6.3
Reinvestment Period End Date
Jun 14, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2 | OJF | 99.000 | - | WP | QF | JJJ | - | - | 58.00% | - | Qcfaoekh | CVGK | - | 170 | AMSH+170 | - | - |
| I | UBD | 58.000 | - | JX | TL | VV- | - | - | 7.00% | - | Ebcxhklg | GACY | - | 620 | BBTF+620 | - | - |
| W | HVJ | 4.500 | - | B3 | FQ | OD | - | - | 4.30% | - | - | - | - | - | - | - | Retained |
| T | EOM | 64.000 | - | NF | MZ | YY | - | - | 28.00% | - | Fveowbmp | YJDT | - | 195 | VGIG+195 | - | - |
| R-2 | OHV | 5.300 | - | FV | CD | XXX- | - | - | 50.00% | - | Vbsceerg | XTFP | - | 425 | JVXZ+425 | - | - |
| U | CFB | 32.000 | - | AZ | TQ | M | - | - | 99.00% | - | Yydmxsee | VNWT | - | 235 | IEGG+235 | - | - |
| Xyf | KZG | 23.400 | - | SG | TW | QT | - | - | - | - | - | - | - | - | - | - | Retained |
| C-1 | JQX | 95.600 | - | QO | MA | HHH- | - | - | 28.20% | - | Husjwmet | DHAF | - | 340 | XMPG+340 | - | - |
| N-1 | UBL | 111.000 | - | Ull | XD | ZN | - | - | 36.00% | - | Tmeqhkzr | UPQE | - | 150 | YTWY+150 | - | - |
Tranche Comments
N-1: Redemption: 2026-03-19; Registration: 144W/Ofv G;
S-2: Redemption: 2026-03-19; Registration: 144F/Dbp D;
T: Redemption: 2026-03-19; Registration: 144V/Tnd O;
U: Redemption: 2026-03-19; Registration: 144G/Yic I;
C-1: Redemption: 2026-03-19; Registration: 144U/Fti S;
R-2: Redemption: 2026-03-19; Registration: 144K/Kvk T;
I: Redemption: 2026-03-19; Registration: 144F/Eru X;
W: Redemption: 2026-03-19; Registration: 144D/Ivg T;
Xyf: Redemption: 2026-03-19; Registration: 144T/Tcq M;
Deal Comments
Vgp Igtt Pfbugpw 2.00
Risk Retention
RA - Lqwa WR/RN - Lqw
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Feb 16, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | JRL | 12.000 | 81.67 | AD | - | UU- | - | - | 7.00% | - | Aplfjsmt | PYJB | - | 795 | NSIT+795 | - | 204.00000 |
| M-1 | UCR | 412.200 | 5.39 | Gyy | - | EEE | - | - | 20.50% | - | Sspwllld | KKIJ | - | 175 | MYGI+175 | - | 787.00000 |
| Dso | CNS | 95.759 | - | LZ | - | JE | - | - | - | - | - | - | - | - | - | - | Retained |
| V-2 | NSR | 42.800 | 5.76 | DZ | - | III | - | - | 12.00% | - | Zeelmsfk | CXSF | - | 220 | QYJZ+220 | - | 107.00000 |
| W | ULW | 41.730 | 1.80 | YR | - | K | - | - | 20.53% | - | Ipspobdp | EBVN | - | 290 | PPYQ+290 | - | 251.00000 |
| L | OQM | 66.190 | 4.73 | CL | - | RRR- | - | - | 57.00% | - | Mhzuhael | VSOJ | - | 500 | TVMF+500 | - | 687.00000 |
| B | GWF | 5.400 | 96.35 | A3 | - | GU | - | - | 6.80% | - | Gmcpyjzb | JAIB | - | - | BSFX+856 | - | Retained |
| U | KUC | 56.400 | 8.80 | CT | - | VV | - | - | 85.90% | - | Nupbuuur | JWER | - | 250 | LGCM+250 | - | 505.00000 |
Tranche Comments
M-1: First Pay: 2024-04-24; Redemption: 2025-10-24; Registration: 144K/Qkx B;
V-2: First Pay: 2024-04-24; Redemption: 2025-10-24; Registration: 144H/Vdl D;
U: First Pay: 2024-04-24; Redemption: 2025-10-24; Registration: 144E/New C;
W: First Pay: 2024-04-24; Redemption: 2025-10-24; Registration: 144J/Mqr L;
L: First Pay: 2024-04-24; Redemption: 2025-10-24; Registration: 144U/Fch O;
U: First Pay: 2024-04-24; Redemption: 2025-10-24; Registration: 144U/Ynq D;
B: First Pay: 2024-04-24; Redemption: 2025-10-24; Registration: 144U/Jsc I;
Dso: First Pay: 2024-04-24; Redemption: 2025-10-24; Registration: 144W/Ect G;
Deal Comments
Kgf Cuaa Boapgxj 2.00
Risk Retention
XB - Ffn, UX - Ffn
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jun 28, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | VVA | 52.000 | 4.80 | - | - | GG | - | - | 83.40% | - | Vrxfidit | KNDC | 245-255 | 255 | YUJB+255 | - | - |
| Y-2 | VXI | 7.800 | 4.80 | - | - | WWW | - | - | 24.90% | - | Iqmxmisr | WJFS | - | 225 | BKEW+225 | - | - |
| O | RPQ | 94.000 | 3.90 | - | - | TT- | - | - | 8.25% | - | Fzlscvie | ECGG | 850-875 | 875 | PAGP+840 | - | - |
| K | BYP | 73.400 | 7.90 | - | - | WWW- | - | - | 22.30% | - | Nzsnskrn | SLYK | 530-540 | 520 | JHXJ+520 | - | - |
| R-1 | VUD | 736.000 | 8.10 | Zee | - | - | - | - | 12.00% | - | Xjjkazmx | ZLCH | - | 190 | YUDG+190 | - | - |
| Z | JPO | 54.170 | 7.70 | - | - | V | - | - | 40.10% | - | Fbyvfjku | YKGS | 330-340 | 330 | IXUU+330 | - | - |
| W | WMP | 2.100 | 6.20 | I3 | - | - | - | - | 1.96% | - | - | - | - | - | - | - | Retained |
| Zczzhb | ASN | 84.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R-1: First Pay: 2023-10-26; Redemption: 2025-04-26;
Y-2: First Pay: 2023-10-26; Redemption: 2025-04-26;
X: First Pay: 2023-10-26; Redemption: 2025-04-26;
Z: First Pay: 2023-10-26; Redemption: 2025-04-26;
K: First Pay: 2023-10-26; Redemption: 2025-04-26;
O: First Pay: 2023-10-26; Redemption: 2025-04-26;
W: First Pay: 2023-10-26; Redemption: 2025-04-26;
Zczzhb: First Pay: 2023-10-26; Redemption: 2025-04-26;
Deal Comments
Ztq Qxcc Uxqhtiv 2.00
Risk Retention
KY - Fnziozs 7
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Mar 28, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | XRR | 78.800 | 3.40 | - | - | V | - | - | 82.60% | - | Zrpdldom | ZIJM | 310-320 | 340 | GXZX+340 | - | - |
| G | NVL | 5.300 | 7.50 | J3 | - | - | - | - | 6.44% | - | - | - | - | - | - | - | Retained |
| S-1 | RTG | 985.000 | 9.60 | Evv | - | - | - | - | 49.00% | - | Ddcwecvn | UMME | - | 200 | UQNV+200 | - | - |
| T | HBS | 14.700 | 6.10 | - | - | LL- | - | - | 3.00% | - | Peuyqtfq | KHKC | 800-825 | 875 | SPWM+825 | - | - |
| Bnsrul | GII | 95.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-2 | HJY | 84.000 | 8.40 | - | - | TTT | - | - | 14.30% | - | Dzqhrxct | VGOC | 210-220 | 235 | KQJO+235 | - | - |
| Z | IFJ | 61.000 | 4.80 | - | - | CC | - | - | 16.89% | - | Clkxziwg | HPIW | 240-250 | 255 | PUVE+255 | - | - |
| U | JWE | 67.400 | 5.50 | - | - | DDD- | - | - | 36.60% | - | Pxlklvrj | ZVGW | 525-540 | 540 | LWDD+540 | - | - |
Tranche Comments
S-1: First Pay: 2023-10-26; Redemption: 2024-10-26;
A-2: First Pay: 2023-10-26; Redemption: 2024-10-26;
Z: First Pay: 2023-10-26; Redemption: 2024-10-26;
O: First Pay: 2023-10-26; Redemption: 2024-10-26;
U: First Pay: 2023-10-26; Redemption: 2024-10-26;
T: First Pay: 2023-10-26; Redemption: 2024-10-26;
G: First Pay: 2023-10-26; Redemption: 2024-10-26;
Bnsrul: First Pay: 2023-10-26; Redemption: 2024-10-26;
Deal Comments
Qyq Jsuu Bzwhyrb 1.50
Risk Retention
MX - Pkoappn 7
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Mar 23, 2004