| 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 |
|---|
| A-V | XST | 40.000 | 8.90 | - | - | II | - | - | 61.00% | - | Vkkzedjq | YHDL | 175-180 | 175 | LWYP+175 | - | - |
| C-Q | PIT | 54.000 | 58.00 | - | - | DD- | - | - | 1.40% | - | Izbfiasi | EGFD | - | 645 | VSWC+645 | - | - |
| V-Z | FNC | 6.000 | 9.40 | Akk | - | - | - | - | - | - | Jcjlaidl | GTWZ | 105t | 118 | KLQW+118 | - | - |
| O-2-C | GIA | 6.000 | 8.10 | - | - | ZZZ | - | - | 13.00% | - | Awvltcpf | VTBO | - | 159 | HNWL+159 | - | - |
| T-1-E | LSI | 40.000 | 6.20 | - | - | BBB- | - | - | 32.00% | - | Qkmhzrlh | SLYA | 320q | 305 | WCVM+305 | - | - |
| X-2-L | BWR | 5.000 | 7.60 | - | - | DDD- | - | - | 73.00% | - | Supybsqe | BOCC | - | 450 | HAPQ+450 | - | - |
| O-1-T | IGK | 505.000 | 3.40 | Ljj | - | - | - | - | 37.00% | - | Ofksvuzw | LDBD | 142 | 139 | WVGI+139 | - | - |
| M-M | UZT | 60.000 | 7.40 | - | - | X | - | - | 77.00% | - | Syzktuiw | CVLO | 210n | 200 | BSAI+200 | - | - |
| I-U | JTP | 8.000 | 20.50 | - | - | W- | - | - | 6.80% | - | Bvbkdpdt | YIJV | 850u | - | - | - | Retained |
| Qspzqq | HJJ | 74.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V-Z: First Pay: 2024-10-15; Redemption: 2026-07-08; Registration: 144D/Fqk H;
O-1-T: First Pay: 2024-10-15; Redemption: 2026-07-08; Registration: 144M/Nxf F;
O-2-C: First Pay: 2024-10-15; Redemption: 2026-07-08; Registration: 144M/Oeu G;
A-V: First Pay: 2024-10-15; Redemption: 2026-07-08; Registration: 144P/Ydb Z;
M-M: First Pay: 2024-10-15; Redemption: 2026-07-08; Registration: 144T/Rhd O;
T-1-E: First Pay: 2024-10-15; Redemption: 2026-07-08; Registration: 144X/Frp V;
X-2-L: First Pay: 2024-10-15; Redemption: 2026-07-08; Registration: 144Z/Afu U;
C-Q: First Pay: 2024-10-15; Redemption: 2026-07-08; Registration: 144W/Rjc V;
I-U: First Pay: 2024-10-15; Redemption: 2026-07-08; Registration: 144U/Bhq X;
Qspzqq: First Pay: 2024-10-15; Redemption: 2026-07-08; Registration: 144L/Hts K;
Deal Comments
Tjwjh. Upn-Xkyy Ijxipcu 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 31, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-O | FTF | 85.000 | 54.10 | - | - | NN- | - | - | 9.00% | - | Obvdyyoj | SIHP | - | 630 | ILKM+630 | - | 548.00000 |
| W-N | AKW | 2.100 | 59.80 | U3 | - | - | - | - | 3.20% | - | - | - | - | - | - | - | - |
| Mnaoxv | CRW | 72.916 | - | SU | - | AI | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-1L | QWS | 400.000 | 1.60 | Ayy | - | - | - | - | 69.00% | - | Mlcwwdlc | HGSJ | - | 153 | BAYH+153 | - | 475.00000 |
| Y-W | ZJS | 19.000 | 7.92 | - | - | G | - | - | 45.00% | - | Hyrfthrj | YJEC | - | 215 | PVKN+215 | - | 818.00000 |
| Q-2R | IJB | 12.000 | 5.30 | - | - | VVV | - | - | 23.00% | - | Nhuwcqkj | XGHZ | - | 170 | WUGM+170 | - | 815.00000 |
| K-Q | KAI | 11.000 | 2.94 | - | - | UU | - | - | 86.00% | - | Okxwzynq | CJWH | - | 180 | XBOH+180 | - | 757.00000 |
| E-1P | QNT | 69.100 | 7.26 | - | - | UUU | - | - | 52.60% | - | Rwrdjnyn | IKHN | - | 320 | YEPO+320 | - | 155.00000 |
| H | VND | 7.400 | 7.56 | Juu | - | - | - | - | - | - | Gfsxmphk | HCLB | - | 100 | CPGQ+100 | - | 669.00000 |
| P-2F | MYZ | 9.900 | 2.58 | - | - | DDD- | - | - | 20.00% | - | Fyjcm | - | - | - | 8.50% | 8.500% | 815.00000 |
Tranche Comments
H: Registration: 144A/Voy N;
Z-1L: Registration: 144Y/Vjo C;
Q-2R: Registration: 144C/Goe Z;
K-Q: Registration: 144H/Gvf C;
Y-W: Registration: 144V/Jyo T;
E-1P: Registration: 144B/Mrf P;
P-2F: Registration: 144J/Zwi R;
M-O: Registration: 144P/Pka G;
W-N: Registration: 144F/Fbr T; Comments: Bbg-owcigc;
Mnaoxv: Registration: 144Y/Arz J;
Deal Comments
Xfbfz. Owe Eqff Bfojwvi 2.00
Reinvestment Period (YRS)
7.6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-L | RUV | 69.000 | - | - | HHH- | - | - | - | 96.70% | - | Svuelbbf | GUHS | 310o | 310 | SEDG+310 | - | - |
| J-L | FBF | 32.000 | - | - | JJ | - | - | - | 84.70% | - | Zfqdrexx | PUFI | 170q | 160 | EIUK+160 | - | - |
| Z-J | FMH | 55.000 | - | - | QQ- | - | - | - | 4.10% | - | Yfslwiqz | WCHZ | 575v | 575 | DCTX+575 | - | - |
| Q-L | LCK | 954.000 | - | - | DDD | - | - | - | 54.30% | - | Dbyzqcem | NLNH | 120c | 118 | MSXD+118 | - | - |
| Wlm | OTD | 82.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-W | WBJ | 25.000 | - | - | E | - | - | - | 95.70% | - | Nxmofdek | HYDO | 210f | 210 | ZPYW+210 | - | - |
Tranche Comments
Q-L: Redemption: 2024-11-23; Registration: 144C/Uwg A;
J-L: Redemption: 2024-11-23; Registration: 144M/Fly X;
Z-W: Redemption: 2024-11-23; Registration: 144D/Fqe M;
P-L: Redemption: 2024-11-23; Registration: 144M/Isl C;
Z-J: Redemption: 2024-11-23; Registration: 144F/Xoi Z;
Wlm: Redemption: 2024-11-23; Registration: 144D/Fmh A;
Deal Comments
Eyqqjhjhqjz. Hgj Khzz Syeqger 0.5
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jun 24, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | TPM | 50.000 | - | - | MM- | - | - | - | 7.00% | - | Nqowcuxd | LNUD | 625-650 | 610 | QVKB+610 | - | - |
| A | IJD | 931.700 | - | - | VVV | - | - | - | 54.50% | - | Eqdpoptt | TZVL | - | 153 | KVOR+153 | - | - |
| V | RNK | 23.310 | - | - | FF | - | - | - | 96.00% | - | Yujrhhaj | EMXF | 195-200 | 195 | YDCQ+195 | - | - |
| R | GSG | 14.000 | - | - | F | - | - | - | 99.00% | - | Eduxdrjp | DZYR | 240-245 | 230 | UASB+230 | - | - |
| Zqm | QUQ | 50.790 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | HVI | 59.000 | - | - | BBB- | - | - | - | 98.00% | - | Tpcerrwl | PJAH | 350-360 | 330 | NBHP+330 | - | - |
Tranche Comments
A: Redemption: 2026-06-06; Registration: 144F/Ddm K;
V: Redemption: 2026-06-06; Registration: 144W/Mjz E;
R: Redemption: 2026-06-06; Registration: 144E/Xtf B;
B: Redemption: 2026-06-06; Registration: 144V/Kak H;
O: Redemption: 2026-06-06; Registration: 144N/Gby N;
Zqm: Redemption: 2026-06-06; Registration: 144T/Mye L;
Deal Comments
Vxi Deyy Bnkoxiv 2.00. Ycn iney aer wvrolni kkxa LG$500a ex LG$553.75a
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jul 26, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Nhe | UVQ | 90.440 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-1 | NIF | 367.000 | 9.30 | Yoo | YYY | - | - | - | 84.00% | - | Ddlrtcco | YTWX | - | 155 | VGML+155 | - | 827.00000 |
| Z | YOA | 21.300 | 4.80 | - | ZZ | - | - | - | 96.00% | - | Khbevjsi | QUTQ | - | 198 | WLDZ+198 | - | 263.00000 |
| H | JVE | 86.000 | 2.80 | - | O | - | - | - | 69.00% | - | Ufdoqvtt | KJPI | - | 245 | DGIQ+245 | - | 498.00000 |
| B-2 | WTI | 67.300 | 1.70 | Oqq | - | - | - | - | 61.00% | - | Fpybebzj | XUVM | - | 175 | CVJY+175 | - | 774.00000 |
| W | GBJ | 53.000 | 89.80 | - | WW- | - | - | - | 2.00% | - | Dsrecfqw | ZMCU | - | 670 | SUYC+670 | - | 469.00000 |
| E | RZT | 39.000 | 60.00 | - | AAA- | - | - | - | 91.00% | - | Ysflmtrg | KZUU | - | 375 | PKDU+375 | - | 270.00000 |
Tranche Comments
J-1: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144I/Nsw F;
B-2: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144B/Mhm E;
Z: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144U/Bes D;
H: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144O/Luo H;
E: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144C/Ufk O;
W: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144Y/Lso U;
Nhe: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144W/Yqy V;
Deal Comments
Wby Lnxx Vorbbcj 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Oct 22, 2025
WAL Test Period End Date
Oct 26, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1F-E4 | VIS | 26.600 | 2.40 | - | III | - | - | - | 10.60% | - | Yhppjslw | WWPH | - | 370 | SMEX+370 | - | - |
| F-S4 | ZTT | 2.000 | 8.80 | - | LLL | - | - | - | - | - | Msfytxav | USCQ | 100 | 100 | LXGO+100 | - | - |
| J-A4 | HWC | 117.000 | 2.30 | - | BBB | - | - | - | 94.00% | - | Qquljpws | BLMU | 135 | 135 | YVDP+135 | - | - |
| Q-Q4 | FSS | 93.000 | 2.10 | - | AA | - | - | - | 58.00% | - | Jdusqaxe | TZOR | 190 | 190 | LKWH+190 | - | - |
| D-D4 | IUY | 63.900 | 5.10 | - | YY- | - | - | - | 1.20% | - | - | - | - | - | - | - | Retained |
| Y-C4 | IFT | 12.000 | 6.00 | - | S | - | - | - | 21.00% | - | Ljwkrqlf | MIIC | 240 | 240 | EUMS+240 | - | - |
| F-1S-L4 | HQF | 28.000 | 5.30 | - | CCC | - | - | - | 89.60% | - | Yloxt | - | - | - | 7.64% | - | - |
| L-2-S4 | JYZ | 8.900 | 3.20 | - | FFF- | - | - | - | 25.00% | - | Krvwksih | EGDI | 515 | 515 | JDUH+515 | - | - |
Tranche Comments
F-S4: First Pay: 2024-07-22; Redemption: 2025-04-20; Registration: 144Y/Mmy S;
J-A4: First Pay: 2024-07-22; Redemption: 2025-04-20; Registration: 144X/Ycv I;
Q-Q4: First Pay: 2024-07-22; Redemption: 2025-04-20; Registration: 144Q/Nnu J;
Y-C4: First Pay: 2024-07-22; Redemption: 2025-04-20; Registration: 144Z/Lxo U;
Y-1F-E4: First Pay: 2024-07-22; Redemption: 2025-04-20; Registration: 144W/Rpn M;
F-1S-L4: First Pay: 2024-07-22; Redemption: 2025-04-20; Registration: 144I/Ciz V;
L-2-S4: First Pay: 2024-07-22; Redemption: 2025-04-20; Registration: 144M/Nen R;
D-D4: First Pay: 2024-07-22; Redemption: 2025-04-20; Registration: 144X/Blz F;
Deal Comments
Lyhyv. Jno Enff Eyjonkb 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Sep 15, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | VCF | 68.000 | 4.80 | - | SS | - | - | - | 78.00% | - | Lxcszaun | AONO | - | 230 | MEFO+230 | - | - |
| Fvk | PQE | 68.550 | - | QH | CM | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O-1 | YSU | 981.000 | 9.30 | Eww | GGG | - | - | - | 88.00% | - | Smhxupyy | TEMU | - | 175 | LHTH+175 | - | - |
| W-2 | WVA | 82.000 | 3.50 | Ygg | - | - | - | - | 66.00% | - | Zbuyazba | QKQR | - | 195 | KIFT+195 | - | - |
| C | OXB | 86.000 | 2.00 | - | F | - | - | - | 69.00% | - | Byfyurls | UZFT | - | 270 | DVPL+270 | - | - |
| E | XKN | 65.100 | 5.90 | - | SS- | - | - | - | 4.10% | - | Vyxswbpy | ZPTZ | - | 715 | KSJJ+698 | - | - |
| K | KOY | 89.000 | 2.70 | - | GGG- | - | - | - | 99.00% | - | Jsmzipij | SVJK | - | 425 | PCXZ+425 | - | - |
Tranche Comments
O-1: Redemption: 2026-01-25; Registration: 144I/Jbm D;
W-2: Redemption: 2026-01-25; Registration: 144C/Wqq G;
N: Redemption: 2026-01-25; Registration: 144Z/Oft R;
C: Redemption: 2026-01-25; Registration: 144I/Fns A;
K: Redemption: 2026-01-25; Registration: 144L/Zyz W;
E: Redemption: 2026-01-25; Registration: 144N/Yzi Y;
Fvk: Redemption: 2026-01-25; Registration: 144T/Wua E;
Deal Comments
Dbf Vtmm Dtwibqo 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Sep 13, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2 | HMW | 39.000 | 1.10 | Mvv | - | - | - | - | 79.00% | - | Rvfaltyi | HTJB | 195-200 | 195 | VSYM+195 | - | 170.00000 |
| F | AEX | 17.000 | 18.40 | - | TT- | - | - | - | 3.90% | - | Spymldmk | ILYT | 725-735 | 735 | TZCZ+735 | - | 186.00000 |
| X | CEL | 98.000 | 8.50 | - | WW | - | - | - | 84.00% | - | Rejkctsn | NKIP | 230-240 | 240 | IMLN+240 | - | 773.00000 |
| E | ATH | 67.000 | 4.80 | - | KKK- | - | - | - | 69.00% | - | Crzptzqd | KTOV | 425c | 425 | EGYC+425 | - | 852.00000 |
| Q-1 | KMA | 139.000 | 8.70 | Vdd | CCC | - | - | - | 18.00% | - | Lyuzftux | AVKP | - | 168 | JACI+168 | - | 566.00000 |
| Ezb | HID | 30.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S | NQO | 61.000 | 8.60 | - | Y | - | - | - | 21.00% | - | Hjdpwrjk | CNKI | 270-280 | 280 | YGLR+280 | - | 838.00000 |
Tranche Comments
Q-1: First Pay: 2024-07-25; Redemption: 2025-10-25; Registration: 144K/Ebe X; Comments: Fwe-Fjasew;
D-2: First Pay: 2024-07-25; Redemption: 2025-10-25; Registration: 144P/Psh N;
X: First Pay: 2024-07-25; Redemption: 2025-10-25; Registration: 144C/Oxu F;
S: First Pay: 2024-07-25; Redemption: 2025-10-25; Registration: 144H/Vpt F;
E: First Pay: 2024-07-25; Redemption: 2025-10-25; Registration: 144Q/Rje S;
F: First Pay: 2024-07-25; Redemption: 2025-10-25; Registration: 144K/Uog O;
Ezb: First Pay: 2024-07-25; Redemption: 2025-10-25; Registration: 144M/Rjr F;
Deal Comments
Mzp Emuu Izqlzgy 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 7, 2020
WAL Test Period End Date
Jul 24, 2028
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2 | NKE | 62.000 | 3.10 | - | PPP | - | - | - | 15.00% | - | Yemsmhpz | TZWY | 200-210 | 210 | AWBO+210 | - | - |
| R-1 | ELT | 84.000 | 2.80 | - | FF | - | - | - | 80.00% | - | Fqzwcdda | YNQE | 235-245 | 235 | ZUYS+235 | - | - |
| V | UBX | 81.000 | 5.60 | - | R | - | - | - | 55.00% | - | Hshbvspj | LKDV | 300-310 | 300 | VXBC+300 | - | - |
| O-1 | JTM | 839.000 | 9.30 | Ibb | EEE | - | - | - | 14.00% | - | Tdwlmvda | GNKJ | - | 180 | ASSU+180 | - | - |
| S | FVJ | 51.800 | 3.10 | - | XX- | - | - | - | 6.00% | - | Peuuycls | NAZX | 800-825 | 825 | PJVV+808 | - | - |
| Z | GFI | 44.500 | 8.60 | - | VVV- | - | - | - | 32.50% | - | Msrmuobh | ITYU | 510-520 | 500 | HVLZ+500 | - | - |
| Z-2 | MJJ | 33.000 | 5.20 | - | SS | - | - | - | 39.00% | - | Gyltb | - | - | 225 | 5.93% | - | - |
| Esvhwa | CLJ | 91.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O-1: First Pay: 2023-10-25; Redemption: 2025-04-25; Comments: Pxh-qklkhv;
F-2: First Pay: 2023-10-25; Redemption: 2025-04-25;
R-1: First Pay: 2023-10-25; Redemption: 2025-04-25;
Z-2: First Pay: 2023-10-25; Redemption: 2025-04-25;
V: First Pay: 2023-10-25; Redemption: 2025-04-25;
Z: First Pay: 2023-10-25; Redemption: 2025-04-25;
S: First Pay: 2023-10-25; Redemption: 2025-04-25;
Esvhwa: First Pay: 2023-10-25; Redemption: 2025-04-25;
Deal Comments
Nxx Qsoo Oacexiz 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 10, 2017