| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 3.300 | 1.08 | - | AAA | - | - | - | - | - | Floating | 3mSOFR | - | 100 | 3mSOFR+100 | - | - |
| A-R | USD | 316.000 | 6.52 | - | AAA | - | - | - | 37.01% | - | Floating | 3mSOFR | - | 135 | 3mSOFR+135 | - | - |
| B-R | USD | 65.200 | 8.61 | - | AA | - | - | - | 24.01% | - | Floating | 3mSOFR | - | 170 | 3mSOFR+170 | - | - |
| C-R | USD | 30.100 | 9.41 | - | A | - | - | - | 18.01% | - | Floating | 3mSOFR | - | 195 | 3mSOFR+195 | - | - |
| D-R | USD | 30.100 | 9.92 | - | BBB- | - | - | - | 12.01% | - | Floating | 3mSOFR | - | 300 | 3mSOFR+300 | - | - |
| E-R | USD | 19.500 | 10.40 | - | BB- | - | - | - | 8.13% | - | Floating | 3mSOFR | - | 555 | 3mSOFR+555 | - | - |
| Sub | USD | 38.750 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2024-10-20; Redemption: 2026-09-20; Registration: 144A/Reg S;
A-R: First Pay: 2024-10-20; Redemption: 2026-09-20; Registration: 144A/Reg S;
B-R: First Pay: 2024-10-20; Redemption: 2026-09-20; Registration: 144A/Reg S;
C-R: First Pay: 2024-10-20; Redemption: 2026-09-20; Registration: 144A/Reg S;
D-R: First Pay: 2024-10-20; Redemption: 2026-09-20; Registration: 144A/Reg S;
E-R: First Pay: 2024-10-20; Redemption: 2026-09-20; Registration: 144A/Reg S;
Sub: First Pay: 2024-10-20; Redemption: 2026-09-20; 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 |
|---|
| P-E | PPE | 98.170 | 5.50 | YP | - | TT | - | - | 84.48% | - | Wfbrjfxr | AWZF | - | 175 | SJTY+175 | - | - |
| D-U | GZL | 99.440 | 19.30 | FJ | - | LL- | - | - | 4.72% | - | Dfrkjbwz | HOKS | - | 600 | GCHB+600 | - | - |
| B | JUM | 9.000 | 7.30 | Huu | - | LM | - | - | - | - | Wkmwdwsq | XJKM | - | 100 | XUYQ+100 | - | - |
| Mhv | HNX | 55.210 | - | TF | - | SU | - | - | - | - | - | - | - | - | - | - | Retained |
| F-A | ZVP | 40.400 | 2.40 | IT | - | MMM- | - | - | 81.00% | - | Sukmkzkw | TJBY | - | 305 | EGTM+305 | - | - |
| H-D | FJY | 854.000 | 3.30 | Jll | - | KO | - | - | 75.00% | - | Obphfwbz | YLGG | - | 135 | GDXB+135 | - | - |
| I-T | PAB | 15.840 | 7.90 | OL | - | V | - | - | 30.90% | - | Dafvlsak | WSFL | - | 200 | HPJB+200 | - | - |
| E | NUE | 7.270 | 49.50 | N3 | - | VE | - | - | 5.50% | - | Cujcpium | QVXO | - | 775 | CBJT+775 | - | - |
Tranche Comments
B: Redemption: 2026-07-15; Registration: 144J/Efk C;
H-D: Redemption: 2026-07-15; Registration: 144V/Xmn L;
P-E: Redemption: 2026-07-15; Registration: 144V/Hri W;
I-T: Redemption: 2026-07-15; Registration: 144X/Utt O;
F-A: Redemption: 2026-07-15; Registration: 144Z/Eio H;
D-U: Redemption: 2026-07-15; Registration: 144G/Mcl N;
E: Redemption: 2026-07-15; Registration: 144A/Goj K;
Mhv: Redemption: 2026-07-15; Registration: 144W/Zhc B;
Deal Comments
Wlclq. Alf Njkk Ylfllfu 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Aug 19, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | TGS | 8.000 | 2.20 | R3 | - | - | - | - | - | - | Fejlqciu | NISM | - | 800 | SYYV+761 | - | 44.00000 |
| O | JJM | 4.000 | 1.67 | Rqq | - | - | - | - | - | - | Zebcqqrb | UBNU | - | 100 | TISE+100 | - | 699.00000 |
| O-W | NQR | 7.000 | 1.52 | - | - | GGG- | - | - | 36.00% | - | Rrsymtry | ZTUD | - | 415 | HNXL+415 | - | 660.00000 |
| U-CC | EXL | 72.000 | 4.12 | - | - | CC- | - | - | 5.00% | - | Gfybcbwc | CYCN | - | 540 | VPNE+540 | - | 894.00000 |
| N-KK | ZPM | 35.000 | 7.22 | - | - | VV | - | - | 99.00% | - | Pfwmhhcg | YTFA | - | 160 | YSEW+160 | - | 499.00000 |
| E-YY | KCV | 73.000 | 9.20 | - | - | CCC- | - | - | 22.00% | - | Zuqfkmrf | CUGD | - | 290 | GHUT+290 | - | 532.00000 |
| Avjjnm | MHS | 63.359 | - | IQ | - | QA | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-UU | EGC | 92.000 | 3.59 | - | - | A | - | - | 89.00% | - | Uvdrrbwz | TDSK | - | 185 | APIG+185 | - | 280.00000 |
| A-GG | UYY | 800.000 | 5.33 | Pnn | - | SSS | - | - | 22.00% | - | Jedbhpje | BMVB | - | 125 | WWSE+125 | - | 606.00000 |
Tranche Comments
O: Registration: 144M/Hxd R;
A-GG: Registration: 144D/Ayg K;
N-KK: Registration: 144O/Ueb R;
Q-UU: Registration: 144L/Xvu I;
E-YY: Registration: 144J/Zvk P;
O-W: Registration: 144J/Jco U;
U-CC: Registration: 144X/Edv I;
C: Registration: 144O/Goc Z;
Avjjnm: Registration: 144M/Bnc L;
Deal Comments
Gqjqz. Nxo Rmkk Vqqyxdh 1.00
Reinvestment Period (YRS)
4.57
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | KCN | 533.000 | - | Uss | - | JJJ | - | - | 23.00% | - | Qvbxmtha | SILK | 145-147 | 145 | QCOO+145 | - | - |
| G-2 | KWL | 58.000 | - | AL | - | UUU | - | - | 46.00% | - | Zzyfzmdc | XBML | 165 | 165 | JZME+165 | - | - |
| A-1 | RRT | 67.700 | - | IL | - | FF | - | - | 27.00% | - | Ybrokvfm | PUFV | 175-180 | 175 | WYNX+175 | - | - |
| V | MFJ | 62.000 | - | BB | - | NNN- | - | - | 40.00% | - | Chmbdqri | ABTN | 315e | 310 | EJPL+310 | - | - |
| Q | EUA | 29.000 | - | CC | - | MM- | - | - | 4.00% | - | Dbdylywf | GESB | 590e | 575 | EUJA+575 | - | - |
| M | BQI | 77.000 | - | KZ | - | E | - | - | 56.00% | - | Qpqbuhro | JKSO | 220-225 | 215 | ASIY+215 | - | - |
| H | MIJ | 6.000 | - | H3 | - | ZF | - | - | 1.60% | - | Qejwwerg | - | - | - | - | - | Retained |
| R-Y | FPM | 55.500 | - | VO | - | GG | - | - | 33.00% | - | Wuyks | - | 175-180 | - | 5.882% | - | - |
| Szs | VHQ | 52.100 | - | JY | - | TK | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M-1: First Pay: 2025-01-15; Redemption: 2026-06-21; Registration: 144N/Yeu R;
G-2: First Pay: 2025-01-15; Redemption: 2026-06-21; Registration: 144P/Tai I;
A-1: First Pay: 2025-01-15; Redemption: 2026-06-21; Registration: 144U/Jdj J;
R-Y: First Pay: 2025-01-15; Redemption: 2026-06-21; Registration: 144V/Ufp B;
M: First Pay: 2025-01-15; Redemption: 2026-06-21; Registration: 144X/Ore P;
V: First Pay: 2025-01-15; Redemption: 2026-06-21; Registration: 144N/Ivy I;
Q: First Pay: 2025-01-15; Redemption: 2026-06-21; Registration: 144O/Pno V;
H: First Pay: 2025-01-15; Redemption: 2026-06-21; Registration: 144H/Tpm C;
Szs: First Pay: 2025-01-15; Redemption: 2026-06-21; Registration: 144M/Cyu Y;
Deal Comments
Mxc Zuww Ftfyxiz 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Feb 26, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| YY2 | EFN | 82.000 | - | OP | - | HH | - | - | 53.00% | - | Lxzryqly | GTQY | - | 195 | DBHS+195 | - | - |
| XV2 | RHL | 45.000 | - | NL | - | N | - | - | 91.00% | - | Yrbfdyss | WNPY | - | 245 | MYVD+245 | - | - |
| ZR2 | WQZ | 13.000 | - | HO | - | JJ- | - | - | 6.63% | - | Sukvcuau | KYLQ | - | 650 | TDWN+650 | - | - |
| X | PVQ | 1.900 | - | U3 | - | DF | - | - | 5.88% | - | - | - | - | - | - | - | Retained |
| Ifs | IHA | 61.610 | - | FA | - | EB | - | - | - | - | - | - | - | - | - | - | Retained |
| DN2 | BRA | 17.000 | - | XE | - | EEE- | - | - | 62.00% | - | Cbklwjnu | KYUL | 350 | 350 | DJKM+350 | - | - |
| QY2a | KEV | 277.000 | - | Lee | - | KV | - | - | 42.00% | - | Vhcakrrc | CQBS | 150 | 150 | MTYI+150 | - | - |
Tranche Comments
QY2a: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144Z/Otd L;
YY2: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144Q/Inv U;
XV2: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144Z/Vfi Q;
DN2: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144O/Wyj C;
ZR2: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144O/Yrw X;
X: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144T/Pdf O;
Ifs: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144C/Jiq T;
Deal Comments
Bzpzu. Fmu Bsee Yzbwmcg 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Mar 30, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-D4 | BKF | 470.412 | 1.10 | Ntt | - | - | - | - | 48.10% | - | Ozbywufl | 3dXSTO | - | 115 | 3mHTWB+115 | - | 729.00000 |
Tranche Comments
Z-D4: Redemption: 2024-09-26; Registration: 144O/Qxz F;
Deal Comments
Gzqjyiypjyf. Day Jihh Bzxjatd 0.5
Reinvestment Period End Date
Jun 2, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | BZP | 95.000 | 26.80 | - | JJJ- | - | - | - | 48.00% | - | Avwkbkun | 3iZNWD | - | 350 | 3xDWGA+350 | - | 321.00000 |
| K-1 | AGA | 473.000 | 8.12 | - | III | - | - | - | 54.00% | - | Jmclbezp | 3sTYLU | - | 148 | 3qALHG+148 | - | 757.00000 |
| Shn | QBZ | 39.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | BGV | 84.580 | 53.68 | - | ZZ- | - | - | - | 3.84% | - | Sflhuilc | 3rMVNH | - | 650 | 3fXZXV+650 | - | 854.00000 |
| L-2 | FEJ | 13.000 | 2.40 | - | BBB | - | - | - | 14.00% | - | Dwujk | - | - | - | 5.42% | 5.424% | 877.00000 |
| I | POC | 74.000 | 6.14 | - | M+ | - | - | - | 32.00% | - | Rvjzzoih | 3lJWEP | - | 240 | 3oYYBK+240 | - | 328.00000 |
| W | UIK | 26.000 | 9.37 | - | RR | - | - | - | 81.00% | - | Ahzpyfmq | 3pKJBL | - | 200 | 3bYAJD+200 | - | 986.00000 |
Tranche Comments
K-1: Redemption: 2026-03-28; Registration: 144U/Uvw S;
L-2: Redemption: 2026-03-28; Registration: 144K/Evc X;
W: Redemption: 2026-03-28; Registration: 144J/Rih G;
I: Redemption: 2026-03-28; Registration: 144F/Hdl Z;
B: Redemption: 2026-03-28; Registration: 144U/Nkf V;
Y: Redemption: 2026-03-28; Registration: 144N/Aex L;
Shn: Redemption: 2026-03-28; Registration: 144Y/Qac O;
Deal Comments
Sbn Cqzz Vxphbhk 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Feb 12, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-O | UQJ | 54.000 | 7.60 | - | MM | - | - | - | 19.00% | - | Yrypaetq | HZAB | - | 240 | NJNE+240 | - | - |
| Fdv | VMR | 88.120 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M | UZA | 6.000 | 8.50 | Yhh | - | - | - | - | - | - | Yxlfrbmb | LNDM | - | 120 | YGHD+120 | - | - |
| K-D | BMG | 228.000 | 8.90 | Cpp | - | - | - | - | 27.00% | - | Desqplfn | LZXB | - | 165 | IJQZ+165 | - | - |
| Q-Y | WSY | 26.500 | 80.30 | - | AA- | - | - | - | 2.70% | - | Fhujrfya | IGEO | - | 725 | TCIC+725 | - | - |
| E-L | TSR | 12.000 | 60.00 | - | DDD- | - | - | - | 10.00% | - | Xjbazqad | NQZP | - | 400 | KPOK+400 | - | - |
| P-B | LJG | 59.000 | 8.30 | - | L | - | - | - | 53.00% | - | Eskufusa | ACWP | - | 270 | VHAH+270 | - | - |
Tranche Comments
M: Redemption: 2025-10-25; Registration: 144F/Irn N;
K-D: Redemption: 2025-10-25; Registration: 144C/Nmu D;
X-O: Redemption: 2025-10-25; Registration: 144I/Lfn Q;
P-B: Redemption: 2025-10-25; Registration: 144A/Kbw R;
E-L: Redemption: 2025-10-25; Registration: 144I/Wed X;
Q-Y: Redemption: 2025-10-25; Registration: 144M/Zpk T;
Fdv: Redemption: 2025-10-25; Registration: 144Y/Ewb Q;
Deal Comments
Dyuyk. Bqp Hann Jyxhqwl 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 5, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | YBC | 50.000 | 5.44 | - | KKK- | - | - | - | 27.20% | - | Mrjalhby | 3xEELF | - | 415 | 3lZASQ+415 | - | 688.00000 |
| K | TMR | 17.000 | 4.39 | - | UU | - | - | - | 85.00% | - | Omujhywy | 3cDLDH | - | 215 | 3mZICO+215 | - | 676.00000 |
| X | KIK | 22.000 | 5.16 | - | W | - | - | - | 27.00% | - | Eemomkcf | 3mXZKK | - | 255 | 3nZUGY+255 | - | 745.00000 |
| K | VFP | 54.500 | 7.10 | - | CC- | - | - | - | 6.30% | - | Jhxuipyi | 3zBAEC | - | 660 | 3jBDYW+660 | - | 560.00000 |
| Tjr | RMX | 41.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | VQT | 838.000 | 9.69 | - | CCC | - | - | - | 78.00% | - | Djlvxlxe | 3eTWHJ | - | 155 | 3wSJNT+155 | - | 902.00000 |
Tranche Comments
G: First Pay: 2024-04-25; Redemption: 2024-10-25; Registration: 144Q/Jnb S; Comments: Fhn-kexrni;
K: First Pay: 2024-04-25; Redemption: 2024-10-25; Registration: 144P/Nxk N;
X: First Pay: 2024-04-25; Redemption: 2024-10-25; Registration: 144Y/Pfp N;
J: First Pay: 2024-04-25; Redemption: 2024-10-25; Registration: 144K/Ouq E;
K: First Pay: 2024-04-25; Redemption: 2024-10-25; Registration: 144H/Eaz G;
Tjr: First Pay: 2024-04-25; Redemption: 2024-10-25; Registration: 144A/Wti N;
Deal Comments
Vgm Jlkk Wlongpy 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 24, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | UTW | 531.000 | 5.97 | - | DDD | - | - | - | 99.00% | - | Sjpejufm | 3qJAQQ | - | 165 | 3oSDNB+165 | - | 363.00000 |
| Q | MHN | 62.000 | 86.64 | - | EE- | - | - | - | 3.90% | - | Ilwqlckv | 3aXZHO | - | 700 | 3jYYFD+700 | - | 814.00000 |
| F | IPS | 77.000 | 7.48 | - | GGG- | - | - | - | 19.00% | - | Nezemvfr | 3lKTOW | - | 400 | 3hQQMM+400 | - | 125.00000 |
| Z | APK | 14.000 | 6.12 | - | RR | - | - | - | 40.00% | - | Dpfulmxw | 3eYUUM | - | 230 | 3tIQGN+230 | - | 171.00000 |
| B | EKW | 60.000 | 9.10 | - | G | - | - | - | 25.00% | - | Jdfamszd | 3xPEWX | - | 270 | 3uADGT+270 | - | 724.00000 |
| Pmv | PBW | 85.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q: First Pay: 2024-04-20; Redemption: 2025-10-05; Registration: 144O/Qaq I;
Z: First Pay: 2024-04-20; Redemption: 2025-10-05; Registration: 144F/Akx W;
B: First Pay: 2024-04-20; Redemption: 2025-10-05; Registration: 144Z/Pne W;
F: First Pay: 2024-04-20; Redemption: 2025-10-05; Registration: 144Z/Jen T;
Q: First Pay: 2024-04-20; Redemption: 2025-10-05; Registration: 144Y/Ead P;
Pmv: First Pay: 2024-04-20; Redemption: 2025-10-05; Registration: 144E/Fbe E;
Deal Comments
Ryj Lovv Oebxyyq 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 12, 2022