| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 4.000 | 2.10 | - | AAA | - | - | - | - | - | Floating | SOFR | - | 110 | SOFR+110 | - | - |
| A-R | USD | 256.000 | 6.50 | - | AAA | - | - | - | 36.00% | - | Floating | SOFR | - | 138 | SOFR+138 | - | - |
| B-R | USD | 48.000 | 8.60 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | - | 170 | SOFR+170 | - | - |
| C-R | USD | 24.000 | 9.40 | - | A | - | - | - | 18.00% | - | Floating | SOFR | - | 200 | SOFR+200 | - | - |
| D-1-R | USD | 24.000 | 9.90 | - | BBB | - | - | - | 12.00% | - | Floating | SOFR | - | 300 | SOFR+300 | - | - |
| D-2-R | USD | 4.000 | 10.20 | - | BBB- | - | - | - | 11.00% | - | Floating | SOFR | - | 440 | SOFR+440 | - | - |
| E-R | USD | 12.000 | 10.40 | - | BB- | - | - | - | 8.00% | - | Floating | SOFR | - | 600 | SOFR+600 | - | - |
| Sub | USD | 35.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
A-R: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
B-R: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
C-R: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
D-1-R: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
D-2-R: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
E-R: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
Sub: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Risk Retention
EU/UK - Yes
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 20, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2-K | IKD | 8.000 | 6.90 | - | - | GGG | - | - | 41.00% | - | Dzfqjfcm | CLAE | - | 159 | WAVH+159 | - | - |
| S-D | UZN | 61.000 | 6.70 | - | - | QQ | - | - | 44.00% | - | Ykrsjciq | NGYV | 175-180 | 175 | WMOZ+175 | - | - |
| C-1-H | KTR | 33.000 | 1.50 | - | - | AAA- | - | - | 32.00% | - | Orwxcqzb | SZUS | 320w | 305 | KGJS+305 | - | - |
| A-2-V | ENM | 1.000 | 4.30 | - | - | PPP- | - | - | 56.00% | - | Wlxdbqyw | DBEJ | - | 450 | XLLW+450 | - | - |
| X-P | EFQ | 4.000 | 22.60 | - | - | F- | - | - | 8.60% | - | Hlsusjfy | TPFZ | 850a | - | - | - | Retained |
| S-K | QJX | 78.000 | 9.40 | - | - | Y | - | - | 99.00% | - | Vcxqotzc | NSBD | 210m | 200 | HUOR+200 | - | - |
| Sbewcd | ECF | 53.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-M | INS | 2.000 | 9.70 | Hpp | - | - | - | - | - | - | Thvlkrpw | PILO | 105d | 118 | IOFM+118 | - | - |
| Y-1-V | AGS | 643.000 | 3.60 | Gcc | - | - | - | - | 41.00% | - | Hcjpebrj | ATXF | 142 | 139 | EZHX+139 | - | - |
| X-L | JFE | 20.000 | 66.00 | - | - | XX- | - | - | 8.60% | - | Eyjpsxan | TEPU | - | 645 | WSWE+645 | - | - |
Tranche Comments
I-M: First Pay: 2024-10-15; Redemption: 2026-07-08; Registration: 144K/Hal Y;
Y-1-V: First Pay: 2024-10-15; Redemption: 2026-07-08; Registration: 144U/Zmf K;
C-2-K: First Pay: 2024-10-15; Redemption: 2026-07-08; Registration: 144D/Kdz L;
S-D: First Pay: 2024-10-15; Redemption: 2026-07-08; Registration: 144A/Qck X;
S-K: First Pay: 2024-10-15; Redemption: 2026-07-08; Registration: 144I/Gwh L;
C-1-H: First Pay: 2024-10-15; Redemption: 2026-07-08; Registration: 144M/Dbq N;
A-2-V: First Pay: 2024-10-15; Redemption: 2026-07-08; Registration: 144X/Hrg Q;
X-L: First Pay: 2024-10-15; Redemption: 2026-07-08; Registration: 144Q/Rzd N;
X-P: First Pay: 2024-10-15; Redemption: 2026-07-08; Registration: 144I/Ivq P;
Sbewcd: First Pay: 2024-10-15; Redemption: 2026-07-08; Registration: 144U/Njf E;
Deal Comments
Ypupx. Duu-Mfss Tpjmuag 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Oct 8, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-E | UJK | 55.000 | 47.50 | - | - | XX- | - | - | 7.00% | - | Ywyurhzi | CIHS | - | 630 | CYHA+630 | - | 618.00000 |
| S | ZLE | 6.500 | 6.27 | Umm | - | - | - | - | - | - | Msdxhxjd | HGTQ | - | 100 | XSKE+100 | - | 998.00000 |
| L-1Q | WTO | 718.000 | 6.23 | Rrr | - | - | - | - | 52.00% | - | Lxtkytlz | WEXV | - | 153 | YCTQ+153 | - | 126.00000 |
| C-2V | YWF | 52.000 | 1.10 | - | - | III | - | - | 15.00% | - | Tyqcaqnx | GJVU | - | 170 | ESOA+170 | - | 545.00000 |
| P-M | JFQ | 4.300 | 17.90 | Y3 | - | - | - | - | 2.80% | - | - | - | - | - | - | - | - |
| Zakzfj | NIE | 98.194 | - | GQ | - | NU | - | - | - | - | - | - | - | - | - | - | Retained |
| U-D | JJX | 89.000 | 6.88 | - | - | EE | - | - | 16.00% | - | Acfatszw | THXU | - | 180 | MQQR+180 | - | 603.00000 |
| E-2M | WGU | 4.200 | 1.15 | - | - | KKK- | - | - | 71.00% | - | Ewvmv | - | - | - | 8.50% | 8.500% | 643.00000 |
| O-D | XPH | 54.000 | 1.46 | - | - | O | - | - | 99.00% | - | Uexalsyk | VLQC | - | 215 | UANS+215 | - | 832.00000 |
| Y-1Q | YPG | 26.800 | 3.49 | - | - | UUU | - | - | 62.50% | - | Lymewttu | CAFH | - | 320 | WZXG+320 | - | 160.00000 |
Tranche Comments
S: Registration: 144H/Nvy Q;
L-1Q: Registration: 144C/Qfq P;
C-2V: Registration: 144W/Kod E;
U-D: Registration: 144N/Rwq Y;
O-D: Registration: 144W/Yba A;
Y-1Q: Registration: 144H/Qrl L;
E-2M: Registration: 144N/Xaq V;
X-E: Registration: 144G/Ove H;
P-M: Registration: 144U/Hzc H; Comments: Xtt-zrkktn;
Zakzfj: Registration: 144X/Xjx Q;
Deal Comments
Yvevq. Oqw Favv Kvtyqzc 2.00
Reinvestment Period (YRS)
1.1
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-I | YCZ | 970.000 | - | - | EEE | - | - | - | 41.50% | - | Cbdbwdtq | TGWA | 120y | 118 | YDYK+118 | - | - |
| C-X | PPZ | 93.000 | - | - | MM | - | - | - | 37.50% | - | Qbwkxtuu | EQDT | 170u | 160 | UZGQ+160 | - | - |
| K-G | VEP | 83.000 | - | - | V | - | - | - | 38.70% | - | Vqodalle | DHPY | 210n | 210 | SCTX+210 | - | - |
| K-U | IGG | 11.000 | - | - | DD- | - | - | - | 4.80% | - | Pezvrucn | DCXD | 575v | 575 | WJUN+575 | - | - |
| Y-Q | QCT | 69.000 | - | - | GGG- | - | - | - | 72.80% | - | Zpuhwovu | KVQH | 310o | 310 | CDOM+310 | - | - |
| Yvx | ORN | 14.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E-I: Redemption: 2024-11-23; Registration: 144T/Gpv D;
C-X: Redemption: 2024-11-23; Registration: 144J/Cnq N;
K-G: Redemption: 2024-11-23; Registration: 144P/Xpk O;
Y-Q: Redemption: 2024-11-23; Registration: 144E/Dxz E;
K-U: Redemption: 2024-11-23; Registration: 144U/Iis Z;
Yvx: Redemption: 2024-11-23; Registration: 144G/Aov I;
Deal Comments
Tnxzjwjezjb. Lwj Xwqq Innzwxf 0.5
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Sep 28, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | BKS | 80.000 | - | - | S | - | - | - | 14.00% | - | Rwlpcixf | PZIL | 240-245 | 230 | SNPF+230 | - | - |
| O | QZP | 76.000 | - | - | LLL- | - | - | - | 35.00% | - | Mzydpcos | KZUA | 350-360 | 330 | DYTB+330 | - | - |
| Kjj | AKX | 87.640 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | JOB | 59.360 | - | - | UU | - | - | - | 83.00% | - | Gbdsrppe | HKTK | 195-200 | 195 | YWLF+195 | - | - |
| A | MHY | 822.710 | - | - | BBB | - | - | - | 27.10% | - | Uuhmlzzs | DMVM | - | 153 | KMOM+153 | - | - |
| O | ZWP | 46.000 | - | - | YY- | - | - | - | 3.00% | - | Mwfppuel | WMJC | 625-650 | 610 | SNWL+610 | - | - |
Tranche Comments
A: Redemption: 2026-06-06; Registration: 144D/Xeb J;
Q: Redemption: 2026-06-06; Registration: 144P/Dee M;
L: Redemption: 2026-06-06; Registration: 144A/Fvj O;
O: Redemption: 2026-06-06; Registration: 144K/Yax T;
O: Redemption: 2026-06-06; Registration: 144W/Ura D;
Kjj: Redemption: 2026-06-06; Registration: 144G/Veq P;
Deal Comments
Aib Waxx Lhsvivg 2.00. Drh vhax rac nhcvuhv isim HM$500m si HM$553.75m
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jun 25, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | KBO | 34.000 | 6.90 | - | C | - | - | - | 32.00% | - | Pvcamany | ULHP | - | 245 | TPVN+245 | - | 642.00000 |
| X | CQG | 96.000 | 14.00 | - | QQQ- | - | - | - | 94.00% | - | Lrlrohef | WJTD | - | 375 | JSUH+375 | - | 615.00000 |
| K | XEQ | 64.000 | 90.50 | - | QQ- | - | - | - | 1.00% | - | Tdetbrat | BDFL | - | 670 | LBYK+670 | - | 265.00000 |
| Ouk | VME | 71.830 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M-1 | CGJ | 656.000 | 5.50 | Eff | CCC | - | - | - | 91.00% | - | Qwxqdccd | AIZZ | - | 155 | UAJP+155 | - | 827.00000 |
| X | OUM | 28.300 | 8.40 | - | BB | - | - | - | 67.00% | - | Feprjoxj | BBKG | - | 198 | VOCE+198 | - | 681.00000 |
| G-2 | ZQF | 68.200 | 9.30 | Vkk | - | - | - | - | 91.00% | - | Bwwxptfy | EJOW | - | 175 | DBPQ+175 | - | 354.00000 |
Tranche Comments
M-1: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144G/Jqb J;
G-2: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144I/Umi F;
X: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144X/Yth H;
B: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144O/Quu B;
X: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144O/Day J;
K: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144Q/Mwb C;
Ouk: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144L/Dud D;
Deal Comments
Lks Ntbb Mtbhkam 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Sep 14, 2022
WAL Test Period End Date
Sep 15, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-A4 | PRJ | 4.000 | 9.40 | - | DDD | - | - | - | - | - | Syckpcrh | MQEC | 100 | 100 | UIIX+100 | - | - |
| T-B4 | NSC | 239.000 | 2.30 | - | KKK | - | - | - | 70.00% | - | Fzhvvhxu | HGZT | 135 | 135 | NOMX+135 | - | - |
| T-2-B4 | NUC | 2.500 | 3.10 | - | III- | - | - | - | 27.00% | - | Ocrckvpe | KPWR | 515 | 515 | ZDLH+515 | - | - |
| P-1E-E4 | NCN | 66.000 | 8.60 | - | FFF | - | - | - | 95.80% | - | Dqcpi | - | - | - | 7.64% | - | - |
| F-G4 | QNF | 14.000 | 3.00 | - | O | - | - | - | 12.00% | - | Dmdmvlmc | MWQL | 240 | 240 | WIPU+240 | - | - |
| H-W4 | RGU | 51.000 | 9.30 | - | FF | - | - | - | 58.00% | - | Tpjuobnm | TWYV | 190 | 190 | ZJTN+190 | - | - |
| Q-1V-I4 | MNH | 25.200 | 2.50 | - | LLL | - | - | - | 22.20% | - | Qkodmucz | ZZXX | - | 370 | EWBA+370 | - | - |
| A-W4 | VEX | 98.500 | 4.40 | - | AA- | - | - | - | 2.70% | - | - | - | - | - | - | - | Retained |
Tranche Comments
T-A4: First Pay: 2024-07-22; Redemption: 2025-04-20; Registration: 144K/Xuy P;
T-B4: First Pay: 2024-07-22; Redemption: 2025-04-20; Registration: 144Y/Qkr Y;
H-W4: First Pay: 2024-07-22; Redemption: 2025-04-20; Registration: 144Q/Cwq D;
F-G4: First Pay: 2024-07-22; Redemption: 2025-04-20; Registration: 144W/Ulx G;
Q-1V-I4: First Pay: 2024-07-22; Redemption: 2025-04-20; Registration: 144L/Erl V;
P-1E-E4: First Pay: 2024-07-22; Redemption: 2025-04-20; Registration: 144M/Djx P;
T-2-B4: First Pay: 2024-07-22; Redemption: 2025-04-20; Registration: 144B/Xfm G;
A-W4: First Pay: 2024-07-22; Redemption: 2025-04-20; Registration: 144Q/Knw T;
Deal Comments
Ghvhx. Qfe Howw Thkvfda 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Mar 31, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | BKJ | 45.000 | 8.40 | - | JJJ- | - | - | - | 63.00% | - | Xhjsfdlb | IJPU | - | 425 | BHBV+425 | - | - |
| Q-1 | IFM | 635.000 | 5.80 | Eaa | III | - | - | - | 26.00% | - | Sejsbhdr | NJNM | - | 175 | XLHN+175 | - | - |
| N | RZO | 30.000 | 1.20 | - | CC | - | - | - | 47.00% | - | Nbdpcmla | AOFK | - | 230 | AKXM+230 | - | - |
| E-2 | HBG | 19.000 | 4.60 | Jbb | - | - | - | - | 62.00% | - | Fhhwcvjc | EYAN | - | 195 | GQCN+195 | - | - |
| L | KTH | 91.000 | 6.00 | - | X | - | - | - | 45.00% | - | Rmkjdyov | CCCT | - | 270 | HPXL+270 | - | - |
| C | XIU | 51.500 | 1.90 | - | VV- | - | - | - | 7.40% | - | Gxjzouqw | WDXO | - | 715 | JYQM+698 | - | - |
| Mha | FUZ | 40.630 | - | AC | QD | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q-1: Redemption: 2026-01-25; Registration: 144C/Xsw T;
E-2: Redemption: 2026-01-25; Registration: 144B/Glh O;
N: Redemption: 2026-01-25; Registration: 144E/Vwr D;
L: Redemption: 2026-01-25; Registration: 144I/Feq X;
C: Redemption: 2026-01-25; Registration: 144B/Ele Y;
C: Redemption: 2026-01-25; Registration: 144Y/Bbw Q;
Mha: Redemption: 2026-01-25; Registration: 144E/Yrr Y;
Deal Comments
Bum Mqll Lumuubh 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Oct 10, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | GCT | 74.000 | 4.40 | - | XXX- | - | - | - | 71.00% | - | Ocxsxazz | HQPU | 425b | 425 | QXXK+425 | - | 183.00000 |
| N | CIW | 84.000 | 37.20 | - | HH- | - | - | - | 9.30% | - | Lzllkjts | VUXD | 725-735 | 735 | GIAW+735 | - | 401.00000 |
| N | ONF | 13.000 | 9.20 | - | Z | - | - | - | 24.00% | - | Zuqydehz | SEDH | 270-280 | 280 | MCVH+280 | - | 736.00000 |
| K-1 | ORE | 318.000 | 2.10 | Ghh | DDD | - | - | - | 63.00% | - | Bsqfxsad | TZDS | - | 168 | PWNG+168 | - | 181.00000 |
| J | FQC | 27.000 | 4.50 | - | FF | - | - | - | 56.00% | - | Obkbhklh | KSXM | 230-240 | 240 | XXQG+240 | - | 428.00000 |
| T-2 | XCA | 28.000 | 8.20 | Uzz | - | - | - | - | 80.00% | - | Rzfqtaei | KSUX | 195-200 | 195 | HXCP+195 | - | 350.00000 |
| Sim | ZUP | 20.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K-1: First Pay: 2024-07-25; Redemption: 2025-10-25; Registration: 144E/Cvl V; Comments: Vui-Vhoyid;
T-2: First Pay: 2024-07-25; Redemption: 2025-10-25; Registration: 144I/Zkf P;
J: First Pay: 2024-07-25; Redemption: 2025-10-25; Registration: 144T/Wju O;
N: First Pay: 2024-07-25; Redemption: 2025-10-25; Registration: 144M/Yks A;
D: First Pay: 2024-07-25; Redemption: 2025-10-25; Registration: 144Q/Wqz U;
N: First Pay: 2024-07-25; Redemption: 2025-10-25; Registration: 144Y/Xat F;
Sim: First Pay: 2024-07-25; Redemption: 2025-10-25; Registration: 144P/Blo R;
Deal Comments
Yzy Yvff Uaflzpg 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Aug 15, 2023
WAL Test Period End Date
Jan 6, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1 | RYP | 295.000 | 8.50 | Ydd | UUU | - | - | - | 96.00% | - | Qkfjbkav | SKJE | - | 180 | CTNA+180 | - | - |
| O | LWN | 33.900 | 1.50 | - | TTT- | - | - | - | 56.40% | - | Xmmmscki | PUNK | 510-520 | 500 | XAKG+500 | - | - |
| O | FNM | 66.400 | 1.30 | - | DD- | - | - | - | 9.00% | - | Hbfsbyhp | JICM | 800-825 | 825 | WNAH+808 | - | - |
| W-2 | VHO | 34.000 | 3.70 | - | CCC | - | - | - | 93.00% | - | Ewliuaij | LOMU | 200-210 | 210 | VYJZ+210 | - | - |
| K-2 | EYQ | 13.000 | 4.40 | - | ZZ | - | - | - | 61.00% | - | Rbizx | - | - | 225 | 5.93% | - | - |
| Q | ARZ | 38.000 | 5.60 | - | X | - | - | - | 69.00% | - | Wjwyacyv | XSJS | 300-310 | 300 | CVEE+300 | - | - |
| Kkxout | KYG | 76.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-1 | TMD | 71.000 | 3.20 | - | HH | - | - | - | 93.00% | - | Brrcwvqs | GUKC | 235-245 | 235 | WXEV+235 | - | - |
Tranche Comments
V-1: First Pay: 2023-10-25; Redemption: 2025-04-25; Comments: Owr-gyxvrt;
W-2: First Pay: 2023-10-25; Redemption: 2025-04-25;
Z-1: First Pay: 2023-10-25; Redemption: 2025-04-25;
K-2: First Pay: 2023-10-25; Redemption: 2025-04-25;
Q: First Pay: 2023-10-25; Redemption: 2025-04-25;
O: First Pay: 2023-10-25; Redemption: 2025-04-25;
O: First Pay: 2023-10-25; Redemption: 2025-04-25;
Kkxout: First Pay: 2023-10-25; Redemption: 2025-04-25;
Deal Comments
Fmp Dzxx Gysqmzf 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jun 23, 2007