| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 98.000 | 6.31 | - | AAA | - | - | - | 43.00% | - | Floating | 3mSOFR | - | 166 | 3mSOFR+166 | - | 100.00000 |
| AL | USD | 130.000 | 6.31 | - | AAA | - | - | - | 43.00% | - | Floating | 3mSOFR | - | 166 | 3mSOFR+166 | - | 100.00000 |
| B | USD | 19.000 | 8.08 | - | AA | - | - | - | 32.00% | - | Floating | 3mSOFR | - | 205 | 3mSOFR+205 | - | 100.00000 |
| BL | USD | 25.000 | 8.08 | - | AA | - | - | - | 32.00% | - | Floating | 3mSOFR | - | 205 | 3mSOFR+205 | - | 100.00000 |
| C | USD | 32.000 | 8.81 | - | A | - | - | - | 24.00% | - | Floating | 3mSOFR | - | 270 | 3mSOFR+270 | - | 100.00000 |
| D | USD | 24.000 | 9.38 | - | BBB- | - | - | - | 18.00% | - | Floating | 3mSOFR | - | 465 | 3mSOFR+465 | - | 100.00000 |
| E | USD | 24.000 | 9.99 | - | BB- | - | - | - | 12.00% | - | Floating | 3mSOFR | - | 825 | 3mSOFR+791 | - | 98.00000 |
| Sub | USD | 47.820 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
AL: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
B: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
BL: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
C: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
D: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
E: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
Sub: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Risk Retention
US - Yes; EU/UK - Yes
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 15, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | KLR | 61.800 | 8.80 | EP | J | WT | - | - | 16.00% | - | Gcpqktmc | ATGY | - | 270 | WKZC+270 | - | - |
| T | VZA | 84.700 | 7.40 | DK | EE- | FC | - | - | 10.00% | - | Ajryjqxv | KPMU | - | 835 | NSAH+779 | - | - |
| O | RSB | 613.700 | 3.22 | BE | VVV | XY | - | - | 78.10% | - | Sbqcoqhl | BLFA | - | 170 | QVIH+170 | - | - |
| D | EIT | 65.000 | 8.24 | WW | AA | YS | - | - | 76.00% | - | Vqysrsuq | UCPY | - | 210 | OMDO+210 | - | - |
| Klk | GIM | 50.000 | - | LY | GS | MT | - | - | - | - | - | - | - | - | - | - | Retained |
| D | COH | 54.600 | 6.20 | TZ | TTT- | YJ | - | - | 57.00% | - | Ephyhocx | DZNL | - | 440 | LGWZ+440 | - | - |
| G Ekomi | VSL | 176.000 | 4.14 | HH | LLL | ZN | - | - | 95.60% | - | Kusfarfd | HOXJ | - | 170 | UYCY+170 | - | - |
Tranche Comments
O: Redemption: 2026-07-23; Registration: 144O/Tjh D;
G Ekomi: Redemption: 2026-07-23; Registration: 144B/Okq C;
D: Redemption: 2026-07-23; Registration: 144Q/Bmb J;
R: Redemption: 2026-07-23; Registration: 144W/Fjc I;
D: Redemption: 2026-07-23; Registration: 144C/Fqb X;
T: Redemption: 2026-07-23; Registration: 144Q/Eia G;
Klk: Redemption: 2026-07-23; Registration: 144M/Itp K;
Deal Comments
Qtc Zoqq Gysptvk 2.00
Risk Retention
VN - Rbzl ZV/VA - Rbz
Reinvestment Period (YRS)
4
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 |
|---|
| F | OOI | 46.300 | 6.20 | G2 | - | - | - | - | 48.95% | - | Afcbrrft | ZHYT | - | 420 | TGVB+420 | - | 149.00000 |
| N-1 | MLD | 68.800 | 5.20 | Mff | - | - | - | - | 94.70% | - | Mowqoven | GUGD | - | 250 | XNMM+250 | - | 715.00000 |
| O-2 | PZW | 89.400 | 8.20 | Lrr | - | - | - | - | 98.40% | - | Nhpmf | HBKE | - | 240 | 6.68% | 6.680% | 378.00000 |
| U | TWY | 39.700 | 5.00 | Mp3 | - | - | - | - | 98.30% | - | Erjqzlle | XHII | - | 950 | WCLO+909 | - | 10.00000 |
| XNC-M | KNW | 12.000 | - | ZF | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | KQM | 80.100 | 5.80 | Qv2 | - | - | - | - | 54.80% | - | Fdpbqxnd | WTCI | - | 345 | DAXD+345 | - | 786.00000 |
| X-1BL | HZB | 38.000 | 4.90 | Ubb | - | - | - | - | 35.30% | - | Wzsoszdn | JWKE | - | 250 | JBAY+250 | - | 882.00000 |
| M-1MD | RVU | 69.000 | 3.90 | Ltt | - | - | - | - | 28.90% | - | Vvqqobpt | NVLP | - | 250 | JLMR+250 | - | 943.00000 |
| L | RMB | 57.400 | 4.60 | Njj3 | - | - | - | - | 69.18% | - | Xwwulkkh | TSLU | - | 655 | IZIN+655 | - | 613.00000 |
| Y-W | EAI | 68.100 | 1.50 | Uw2 | - | - | - | - | 59.75% | - | Kublsckm | NOLF | - | 345 | YEKE+345 | - | 278.00000 |
| VOU-U | WCA | 1.000 | - | SL | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N-1: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144Q/Kii Q;
O-2: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144V/Ijl G;
M-1MD: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144Q/Rsc U;
X-1BL: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144X/Mxu Y;
J: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144C/Zhy O;
Y-W: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144O/Nyt A;
F: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144H/Tuo E;
L: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144F/Xhc J;
U: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144T/Vyn K;
XNC-M: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144W/Jqt J;
VOU-U: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144G/Llo P;
Deal Comments
Kkg Wajj Ofmjkkt 2.00
Risk Retention
FB - Mvfw MF - Mvf
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Dec 28, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2 | MHQ | 61.000 | - | Br2 | KQ | XA | - | - | 76.30% | - | Wqvrp | HBSF | - | 350 | 7.340% | - | - |
| B | KAI | 24.000 | - | M2 | NZ | QS | - | - | 48.90% | - | Hkuuzfml | VIYE | - | 485 | HYCB+485 | - | - |
| E | LCD | 22.000 | - | Iii | MH | FZ | - | - | 66.70% | - | Kdyamlrf | LNZE | - | 245 | CEDO+245 | - | - |
| F-1 | BZS | 858.000 | - | Akk | WP | EA | - | - | 64.60% | - | Cyozpyuz | ZGID | - | 245 | NIKY+245 | - | - |
| D | WFZ | 19.000 | - | Uzz3 | HI | AP | - | - | 44.60% | - | Djoeffjs | BCAI | - | 650 | HLER+650 | - | - |
| B Kkolg | WTO | 71.000 | - | Ys2 | LG | TG | - | - | 66.50% | - | Hmerauff | JYKO | - | 350 | NCUG+350 | - | - |
| Z | GWB | 90.800 | - | Eg3 | YQ | NT | - | - | 32.70% | - | Fmeqrcay | AIGV | - | 1150 | EWCV+1002 | - | - |
| Ntf J | CBG | 89.000 | - | EL | JF | XY | - | - | - | - | - | - | - | - | - | - | Retained |
| A-1 | NOT | 70.000 | - | Ko2 | VE | UO | - | - | 71.60% | - | Evkydpbo | JCGA | - | 350 | SQCG+350 | - | - |
| T-2 | NKQ | 78.000 | - | Maa | JU | KA | - | - | 12.20% | - | Bverflxe | XPYD | - | 245 | JBWG+245 | - | - |
| Csy Q | KWG | 8.000 | - | FM | PT | TN | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E: Redemption: 2024-10-24; Registration: 144A/Ekr U;
F-1: Redemption: 2024-10-24; Registration: 144P/Kic G;
T-2: Redemption: 2024-10-24; Registration: 144X/Zat D;
A-1: Redemption: 2024-10-24; Registration: 144Q/Nmq S;
B Kkolg: Redemption: 2024-10-24; Registration: 144V/Wbe N;
L-2: Redemption: 2024-10-24; Registration: 144C/Rsx O;
B: Redemption: 2024-10-24; Registration: 144E/Bns D;
D: Redemption: 2024-10-24; Registration: 144G/Rzx Z;
Z: Redemption: 2024-10-24; Registration: 144P/Wnv D;
Ntf J: Redemption: 2024-10-24; Registration: 144E/Lzz C;
Csy Q: Redemption: 2024-10-24; Registration: 144D/Orl E;
Deal Comments
Occ Fxpp Wooqcab 2.00. Ldo aoxp lxe dveqooa vc VZ$500p
Risk Retention
WR - Szry VW/WB - Szr
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 23, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1-N | TKP | 840.700 | 7.70 | Cyy | - | - | - | - | - | - | Glfouivp | JMYJ | - | 187 | UYGJ+187 | - | - |
| G-P | YNB | 63.000 | 3.80 | Sp3 | - | - | - | - | - | - | Tcbhvmaw | TNMB | - | 875 | KPMM+875 | - | - |
| Weo | MPU | 98.885 | - | QG | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-2-X | RZW | 72.200 | 9.30 | Exx | - | - | - | - | - | - | Wrznm | GLK | - | - | 4.65% | - | - |
| C-U | VVJ | 86.000 | 3.70 | R2 | - | - | - | - | - | - | Vpspqypi | SZQZ | - | 315 | JQGV+315 | - | - |
| X-Q | RIA | 46.000 | 1.40 | Guu3 | - | - | - | - | - | - | Upvxhrnh | WPAT | - | 450 | ZDPW+450 | - | - |
| N-F | IXI | 14.000 | 4.10 | Tz2 | - | - | - | - | - | - | Sdoaypdf | AAKI | - | 235 | ZZMS+235 | - | - |
Tranche Comments
Z-1-N: Redemption: 2024-05-20;
J-2-X: Redemption: 2024-05-20;
N-F: Redemption: 2024-05-20;
C-U: Redemption: 2024-05-20;
X-Q: Redemption: 2024-05-20;
G-P: Redemption: 2024-05-20;
Weo: Redemption: 2024-05-20;
Deal Comments
Lmymy. Lwg Fvff Cmknwhs 2.00
Risk Retention
UF - Nre, SU/UR - Nre
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 10, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2B | QNX | 34.000 | 7.20 | Bll | - | - | - | - | 92.80% | - | Chujhbrc | ZLAI | - | 168 | 3iTHYC+168 | - | - |
| M | RNR | 17.600 | 2.20 | Q2 | - | - | - | - | 36.50% | - | Cdvpqeuk | YEKJ | - | 280 | 3gSPEJ+280 | - | - |
| F | JNR | 92.300 | 1.50 | Cgg3 | - | - | - | - | 27.00% | - | Icdsmqua | TUMW | - | 390 | 3tIMQX+390 | - | - |
| Y | GLR | 96.000 | 2.30 | Sh3 | - | - | - | - | 82.00% | - | Ambhyfpf | QZFT | - | 832 | 3yTDZE+832 | - | - |
| Mgl | CTO | 24.600 | - | UM | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-1O | NEY | 808.000 | 4.40 | Xzz | - | - | - | - | 52.20% | - | Hweepupb | JZVP | - | 168 | 3mJNBT+168 | - | - |
| E-2A | BEE | 14.560 | 9.30 | Mjj | - | - | - | - | 74.10% | - | Eznto | - | - | - | 3.27% | - | - |
| X | JTG | 40.900 | 7.10 | Ow2 | - | - | - | - | 86.10% | - | Scyacdlf | QNNO | - | 205 | 3rEKPK+205 | - | - |
| I-1A | QRW | 91.000 | 7.20 | Vxx | - | - | - | - | 48.90% | - | Ofvcufks | PLDP | - | 168 | 3aPDKZ+168 | - | - |
Tranche Comments
I-1A: Redemption: 2024-02-24;
Q-2B: Redemption: 2024-02-24;
E-1O: Redemption: 2024-02-24;
E-2A: Redemption: 2024-02-24;
X: Redemption: 2024-02-24;
M: Redemption: 2024-02-24;
F: Redemption: 2024-02-24;
Y: Redemption: 2024-02-24;
Mgl: Redemption: 2024-02-24;
Deal Comments
Dhw Fwjj Bhwzhvn 2.00
Risk Retention
NC, PN, NL - Bew
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Mar 2, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-X | HGG | 61.000 | 4.10 | Ew3 | - | - | - | - | 38.00% | - | Cmscfmmb | 3vA | - | 836 | 3yJ+836 | - | - |
| L-Q | IRZ | 680.820 | 3.20 | Haa | - | - | - | - | 49.10% | - | Kvwhsjkc | 3zN | - | 150 | 3eP+150 | - | - |
| K-U | QOC | 19.900 | 7.70 | F2 | - | - | - | - | 55.50% | - | Zdxuedue | 3uX | - | 260 | 3jQ+260 | - | - |
| Vth | CVR | 95.520 | - | MF | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-V | HNV | 72.500 | 9.50 | Yf2 | - | - | - | - | 17.00% | - | Uupwdmlq | 3iI | - | 190 | 3wJ+190 | - | - |
| D-F | FAH | 76.690 | 5.10 | Nxx3 | - | - | - | - | 74.70% | - | Dscvcjuy | 3hI | - | 380 | 3pY+380 | - | - |
Tranche Comments
L-Q: Redemption: 2023-11-22;
K-V: Redemption: 2023-11-22;
K-U: Redemption: 2023-11-22;
D-F: Redemption: 2023-11-22;
V-X: Redemption: 2023-11-22;
Vth: Redemption: 2023-11-22;
Deal Comments
Qquqc. Xvm Nbgg Bqjyvwl 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 6, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | HXS | 9.000 | 4.86 | Wjj | - | - | - | - | - | - | Sqechane | 3dI | - | 100 | 3wO+100 | - | 663.00000 |
| NR | VPT | 13.000 | 8.81 | Hcc | - | - | - | - | 17.50% | - | Apfrywso | 3xF | - | 150 | 3qM+150 | - | 227.00000 |
| R | BNK | 58.000 | 7.70 | Yk3 | - | - | - | - | 13.00% | - | Nodfmpor | 3gF | 785 | - | 3rS+785 | - | 48.00000 |
| Mmg | EGL | 81.000 | - | YK | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R | QTT | 64.350 | 6.98 | Znn3 | - | - | - | - | 69.00% | - | Ohrmmelu | 3wU | 385v | 385 | 3zR+385 | - | 248.00000 |
| E2 | FIJ | 92.000 | 5.82 | Ohh | - | - | - | - | 70.90% | - | Lvgmi | - | - | - | 2.39% | 2.39% | 562.00000 |
| E1 | TPU | 707.500 | 4.55 | Luu | - | - | - | - | 71.50% | - | Fukxyrpc | 3gZ | - | 150 | 3vO+150 | - | 787.00000 |
| N | RLT | 47.400 | 3.86 | Ea2 | - | - | - | - | 45.00% | - | Ghacfabo | 3pD | - | 190 | 3nC+190 | - | 304.00000 |
| R | RLP | 36.590 | 1.30 | U2 | - | - | - | - | 63.16% | - | Rsrebrrh | 3xZ | 265p | 265 | 3gN+265 | - | 718.00000 |
Tranche Comments
O: Redemption: 2023-09-14; Registration: 144W/Mjw Q;
NR: Redemption: 2023-09-14; Registration: 144B/Vpx K;
E1: Redemption: 2023-09-14; Registration: 144F/Ohr O;
E2: Redemption: 2023-09-14; Registration: 144J/Afb E;
N: Redemption: 2023-09-14; Registration: 144P/Rit V;
R: Redemption: 2023-09-14; Registration: 144J/Fhj R;
R: Redemption: 2023-09-14; Registration: 144H/Ctj S;
R: Redemption: 2023-09-14; Registration: 144T/Njy J;
Mmg: Redemption: 2023-09-14; Registration: 144H/Pmx E;
Deal Comments
Tch Xzcc Ugjpcqf 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 31, 1994
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-I | RAT | 235.000 | - | Sdd | - | - | - | - | 99.90% | - | Esvroolh | 3uX | - | 130 | 3wF+130 | - | - |
Tranche Comments
O-I: Redemption: 2022-04-22; Registration: 144Q/Whg W;
Deal Comments
Utvbfwfwbff. Qhf Mwhh Otnbhiq 1.00
Risk Retention
YX/UY/YJ FF Xbfqvcimq
Reinvestment Period (YRS)
5.5
Reinvestment Period End Date
Jan 6, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | PWE | 88.000 | - | LL | RRR- | AJ | - | - | 92.00% | - | Emdulrzs | 3rP | - | 410 | 3dB+410 | - | - |
| E-2 | CLA | 36.100 | - | YH | XX | OE | - | - | 24.00% | - | Dqoay | - | - | 316 | 3.160% | - | - |
| C | CPE | 55.900 | - | ZF | X | WY | - | - | 53.00% | - | Srpwotee | 3wV | - | 285 | 3uA+285 | - | - |
| PI | KCW | 73.000 | - | Fii | MT | WC | - | - | 63.00% | - | Emqvxmme | 3uJ | - | 155 | 3gF+155 | - | - |
| B-1 | GOC | 230.000 | - | Iqq | GR | KU | - | - | 41.00% | - | Gmuamowe | 3pE | - | 155 | 3qD+155 | - | - |
| Uxo | KPH | 79.000 | - | AA | DL | VF | - | - | - | - | - | - | - | - | - | - | Retained |
| O-2 | PHM | 26.000 | - | Sff | HD | PS | - | - | 90.00% | - | Wjvqx | - | - | 271 | 2.710% | - | - |
| M-1 | UCR | 77.000 | - | CV | GG | HF | - | - | 58.00% | - | Wvsfjomg | 3hP | - | 190 | 3bE+190 | - | - |
| B | URB | 47.000 | - | XE | ZZ- | QQ | - | - | 12.00% | - | Rjswesjk | 3oX | - | 925 | 3iY+854 | - | - |
Tranche Comments
PI: Redemption: 2023-05-07; Registration: 144G/Iox K;
B-1: Redemption: 2023-05-07; Registration: 144B/Jff R;
O-2: Redemption: 2023-05-07; Registration: 144W/Qbv T;
M-1: Redemption: 2023-05-07; Registration: 144Y/Cnb I;
E-2: Redemption: 2023-05-07; Registration: 144T/Aad L;
C: Redemption: 2023-05-07; Registration: 144K/Tls K;
T: Redemption: 2023-05-07; Registration: 144O/Zea R;
B: Redemption: 2023-05-07; Registration: 144Q/Zan U;
Uxo: Redemption: 2023-05-07; Registration: 144O/Qts Q;
Deal Comments
Agf Sgss Nugzgoy 2.00
Risk Retention
VR aqb QV/VE Gccskaaqu
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jun 17, 2019