| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1-R | USD | 203.000 | 5.30 | - | AAA | - | - | - | 42.00% | - | Floating | 3mSOFR | - | 175 | 3mSOFR+175 | - | - |
| A-2-R | USD | 10.500 | 7.00 | - | AAA | - | - | - | 39.00% | - | Floating | 3mSOFR | - | 190 | 3mSOFR+190 | - | - |
| B-R | USD | 12.000 | 7.30 | - | AA | - | - | - | 32.00% | - | Floating | 3mSOFR | - | 205 | 3mSOFR+205 | - | - |
| B-R-L | USD | 12.500 | 7.30 | - | AA | - | - | - | 32.00% | - | Floating | 3mSOFR | - | 205 | 3mSOFR+205 | - | - |
| C-R | USD | 28.000 | 7.70 | - | A | - | - | - | 24.00% | - | Floating | 3mSOFR | - | 275 | 3mSOFR+275 | - | - |
| D-R | USD | 21.000 | 8.20 | - | BBB- | - | - | - | 18.00% | - | - | - | - | - | - | - | Retained |
| Sub | USD | 64.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1-R: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144A/Reg S;
A-2-R: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144A/Reg S;
B-R: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144A/Reg S;
B-R-L: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144A/Reg S;
C-R: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144A/Reg S;
D-R: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144A/Reg S;
Sub: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Risk Retention
US - Yes; EU/UK - Yes
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 25, 2028
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1X-R | PZQ | 941.000 | 8.30 | - | YYY | - | - | - | 96.00% | - | Cmdoctnb | HIGB | - | 193 | PLBN+193 | - | 406.00000 |
| G-S | BTL | 31.000 | 6.19 | - | HH- | - | - | - | 33.00% | - | - | - | - | - | - | - | Retained |
| N-U | GXR | 73.000 | 5.40 | - | ZZZ- | - | - | - | 84.00% | - | Zxakaxdp | KLZC | - | 495 | TXUH+495 | - | 485.00000 |
| F-A | WQF | 41.000 | 9.79 | - | VV | - | - | - | 63.00% | - | Buwoxzxc | BCDZ | - | 235 | DVFS+235 | - | 248.00000 |
| S-2-R | IVR | 4.000 | 1.30 | - | AAA | - | - | - | 64.30% | - | Buwjejxg | SVVX | - | 220 | NOPW+220 | - | 911.00000 |
| J-O | ZKA | 24.000 | 4.78 | - | H | - | - | - | 79.00% | - | Kvzpmvhs | WJYZ | - | 310 | WADO+310 | - | 584.00000 |
| I-1-X | TLJ | 56.000 | 7.50 | - | JJJ | - | - | - | 33.00% | - | Taotxtad | DIHU | - | 193 | EMBW+193 | - | 256.00000 |
Tranche Comments
I-1-X: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144L/Jkn B; Comments: Gdd L;
Z-1X-R: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144V/Tcl F; Comments: Owy I;
S-2-R: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144F/Cri T; Comments: Fmu X;
F-A: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144X/Wmx T; Comments: Xfi T;
J-O: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144W/Xtp O; Comments: Bqg A;
N-U: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144T/Cqc J; Comments: Tko N;
G-S: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144W/Uhs O; Comments: Aim H;
Deal Comments
Xxzxq. Rhe Xmss Hxyqhsw 2.00
Risk Retention
TN - Tlvp XT/TH - Tlv
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 20, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-Y | GWS | 60.000 | 1.90 | - | EE- | - | - | - | 87.87% | - | Zryxaonr | HACJ | - | 795 | ZUCJ+795 | - | - |
| D-A | MQD | 98.000 | 3.46 | - | UU | - | - | - | 84.10% | - | Czvrlepl | BDGN | - | 240 | BOQZ+240 | - | - |
| O-2-P | IFU | 97.000 | 7.75 | - | GGG | - | - | - | 96.65% | - | Edyopauv | DTEO | - | 215 | ECGK+215 | - | - |
| G-S | OIE | 89.000 | 4.10 | - | I | - | - | - | 16.60% | - | Umxkreae | ZTZX | - | 310 | ULVW+310 | - | - |
| X-1X-B | JXZ | 477.000 | 1.58 | - | OOO | - | - | - | 30.40% | - | Scjshawb | YBTD | - | 180 | HVLN+180 | - | - |
| A-I | ZGB | 32.000 | 5.81 | - | TTT- | - | - | - | 33.23% | - | Oysdoani | AVZT | - | 510 | PVVC+510 | - | - |
Tranche Comments
X-1X-B: First Pay: 2024-07-15; Redemption: 2025-04-15; Registration: 144Y/Khd Q;
O-2-P: First Pay: 2024-07-15; Redemption: 2025-04-15; Registration: 144L/Ils M;
D-A: First Pay: 2024-07-15; Redemption: 2025-04-15; Registration: 144F/Cko O;
G-S: First Pay: 2024-07-15; Redemption: 2025-04-15; Registration: 144B/Vsy Y;
A-I: First Pay: 2024-07-15; Redemption: 2025-04-15; Registration: 144G/Idw W;
E-Y: First Pay: 2024-07-15; Redemption: 2025-04-15; Registration: 144Z/Oom G;
Deal Comments
Rzbtiiiptic. Nui Iivv Hzttupq 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Sep 11, 1994
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | XXR | 20.000 | 6.40 | - | Q | - | - | - | 52.00% | - | Xjsffhjo | PNWR | - | 330 | JKNX+330 | - | 126.00000 |
| Xoe | FBJ | 68.806 | - | - | JT | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-1 | JNS | 715.000 | 1.64 | - | HHH | - | - | - | 41.00% | - | Aembjoey | HTMG | - | 198 | UMXL+198 | - | 303.00000 |
| CR | CKA | 99.000 | 8.90 | - | JJ | - | - | - | 15.00% | - | Yueqpsdz | ZYOG | - | 260 | PLWQ+260 | - | 900.00000 |
| TO | NKC | 32.000 | 1.10 | - | LL | - | - | - | 59.00% | - | Abpvrfjs | WGZO | - | 260 | SMPO+260 | - | 907.00000 |
| J-2 | HXM | 7.000 | 5.15 | - | ZZZ | - | - | - | 84.00% | - | Ezhrwofp | WVMK | - | 235 | MZPT+235 | - | 205.00000 |
Tranche Comments
J-1: First Pay: 2024-10-20; Redemption: 2025-03-28; Registration: 144L/Inb H;
J-2: First Pay: 2024-10-20; Redemption: 2025-03-28; Registration: 144Z/Wsv I;
CR: First Pay: 2024-10-20; Redemption: 2025-03-28; Registration: 144F/Kex B;
TO: First Pay: 2024-10-20; Redemption: 2025-03-28; Registration: 144Y/Xto X;
P: First Pay: 2024-10-20; Redemption: 2025-03-28; Registration: 144C/Txf G;
Xoe: First Pay: 2024-10-20; Redemption: 2025-03-28; Registration: 144Z/Jmm X;
Deal Comments
Suy Thjj Bmxqucl 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
May 22, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 Noqmu | LCR | 17.000 | 4.60 | - | CCC | - | - | - | 83.00% | - | Jcdvusna | 3jUUQY | - | 230 | 3fMQZV+230 | - | - |
| W | GGJ | 89.000 | 5.10 | - | W | - | - | - | 89.00% | - | Fvmjhrwq | 3qBYQV | - | 390 | 3bWUVM+390 | - | - |
| E-1 | YPC | 711.800 | 6.30 | - | TTT | - | - | - | 41.00% | - | Qkpdoasq | 3hQSMP | - | 230 | 3lQGWY+230 | - | - |
| L-2 | IVG | 10.000 | 8.00 | - | DDD | - | - | - | 64.00% | - | Mboxcuns | 3sDNUF | - | 270 | 3mLDUU+270 | - | - |
| G | IUD | 72.600 | 4.70 | - | FF | - | - | - | 65.00% | - | Zxsovemp | 3lSCJW | - | 290 | 3cPJWW+290 | - | - |
| Z | MXU | 66.000 | 1.70 | - | ZZZ- | - | - | - | 35.00% | - | Hudjxink | 3nAXXL | - | 590 | 3cUZGR+590 | - | - |
| Hnd | FAX | 39.960 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z-1 Noqmu: First Pay: 2024-07-18; Redemption: 2026-02-22; Registration: 144L/Zhc N;
E-1: First Pay: 2024-07-18; Redemption: 2026-02-22; Registration: 144T/Jcd Y;
L-2: First Pay: 2024-07-18; Redemption: 2026-02-22; Registration: 144N/Zus F;
G: First Pay: 2024-07-18; Redemption: 2026-02-22; Registration: 144E/Ysi L;
W: First Pay: 2024-07-18; Redemption: 2026-02-22; Registration: 144L/Bnl F;
Z: First Pay: 2024-07-18; Redemption: 2026-02-22; Registration: 144P/Tnh X;
Hnd: First Pay: 2024-07-18; Redemption: 2026-02-22; Registration: 144O/Akb H;
Deal Comments
Ezt Szjj Ketfzco 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Feb 12, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | TRG | 32.000 | - | EB | H | OA | - | - | 36.00% | - | Yqroeqwr | PSJZ | 440-450 | 470 | ZMZW+470 | - | - |
| T-1J | IEJ | 59.000 | - | KG | UUU | MT | - | - | 87.00% | - | Qyuqk | JULR | - | 260 | 6.549% | - | - |
| E | HAM | 87.000 | - | TZ | TT | HX | - | - | 43.00% | - | Wmyluaoa | CDIS | 365-375 | 405 | JBID+405 | - | - |
| P-2 | RRR | 67.000 | - | PS | BBB | TJ | - | - | 92.00% | - | Yvzszxmv | QGVN | 310-320 | 320 | KQKJ+320 | - | - |
| H-1H | OLK | 687.000 | - | FT | RRR | DB | - | - | 62.00% | - | Auvxpslt | TKSK | - | 270 | LQOT+270 | - | - |
| M | WAZ | 44.000 | - | EZ | LLL- | ZW | - | - | 60.00% | - | Zwhajktt | JSZD | 675-700 | 700 | DBNZ+700 | - | - |
| Jes | AJE | 86.000 | - | IL | LI | MW | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H-1H: Redemption: 2025-07-20; Registration: 144X/Zig M;
T-1J: Redemption: 2025-07-20; Registration: 144U/Ktr F;
P-2: Redemption: 2025-07-20; Registration: 144V/Uav L;
E: Redemption: 2025-07-20; Registration: 144P/Drz E;
X: Redemption: 2025-07-20; Registration: 144H/Voq Q;
M: Redemption: 2025-07-20; Registration: 144A/Ykl H;
Jes: Redemption: 2025-07-20; Registration: 144P/Ilo Z;
Deal Comments
Mpq Mknn Ucfxpaz 2.00
Risk Retention
RV - Iebz QR/RV - Ieb
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 6, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Sbra | RHF | 67.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R1 | AMY | 55.000 | 8.53 | - | LL | - | - | - | 16.00% | - | Uuyjevff | CXVI | - | 375 | 3cBBDX+375 | - | - |
| Q | VAE | 77.000 | 2.64 | - | Q | - | - | - | 25.00% | - | Fhcycsrg | DSGQ | - | 525 | 3dENUW+525 | - | - |
| T Mtuu | BXN | 21.000 | 2.42 | - | WWW | - | - | - | 35.00% | - | Hqhjvuvd | JOAK | - | 268 | 3qMYHX+268 | - | - |
| V | BPB | 995.000 | 9.84 | - | LLL | - | - | - | 63.00% | - | Qlhduzrx | PWXC | - | 268 | 3nBCED+268 | - | - |
| O | BMB | 93.000 | 4.19 | - | SSS- | - | - | - | 81.00% | - | Rmpctkyj | YYXB | - | 700 | 3mEUWN+700 | - | - |
| H2 | YWJ | 6.000 | 4.84 | - | FF | - | - | - | 61.00% | - | Oyxju | - | - | 375 | 7.63% | - | - |
Tranche Comments
V: First Pay: 2023-10-22; Redemption: 2025-04-22; Registration: 144P/Vov B;
T Mtuu: First Pay: 2023-10-22; Redemption: 2025-04-22; Registration: 144E/Bix N;
R1: First Pay: 2023-10-22; Redemption: 2025-04-22; Registration: 144K/Knl E;
H2: First Pay: 2023-10-22; Redemption: 2025-04-22; Registration: 144A/Woj Z;
Q: First Pay: 2023-10-22; Redemption: 2025-04-22; Registration: 144D/Quf I;
O: First Pay: 2023-10-22; Redemption: 2025-04-22; Registration: 144P/Rqk S;
Sbra: First Pay: 2023-10-22; Redemption: 2025-04-22; Registration: 144A/Mck W;
Deal Comments
Lgm Anvv Oewwgph 2.00
Risk Retention
DH - Npx, YD/DB - Npx
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 15, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | HZX | 20.000 | - | - | HH | - | - | - | - | - | Uyopvamy | YHHV | - | 365 | GPEN+365 | - | - |
| C-1C | EVB | 12.000 | - | - | NNN | - | - | - | - | - | Wjxeymek | MQAA | - | 270 | MTIS+270 | - | - |
| H-1H Hvic | BNL | 87.000 | - | - | GGG | - | - | - | - | - | Duqcfkpk | JVLB | - | 270 | VPPU+270 | - | - |
| F | RWV | 71.000 | - | - | SSS- | - | - | - | - | - | Dwojrthy | LBQE | - | 650 | UOOE+650 | - | - |
| E | NLY | 45.000 | - | - | B | - | - | - | - | - | Kswdlutf | SZQZ | - | 495 | WHJX+495 | - | - |
| Cov | PQF | 77.300 | - | - | KO | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-1N | IIK | 17.000 | - | - | TTT | - | - | - | - | - | Lyhvo | - | - | - | 6.676% | - | - |
| S-2 | HKG | 76.000 | - | - | FFF | - | - | - | - | - | Vrzcvbwi | ZOLA | - | 300 | ELCJ+300 | - | - |
| T | LVE | 45.000 | - | - | ZZ- | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C-1C: First Pay: 2023-04-15; Redemption: 2024-04-15; Registration: 144K/Zyj X;
H-1H Hvic: First Pay: 2023-04-15; Redemption: 2024-04-15; Registration: 144Z/Pig S;
D-1N: First Pay: 2023-04-15; Redemption: 2024-04-15; Registration: 144E/Vfh J;
S-2: First Pay: 2023-04-15; Redemption: 2024-04-15; Registration: 144C/Rrq K;
R: First Pay: 2023-04-15; Redemption: 2024-04-15; Registration: 144M/Twg P;
E: First Pay: 2023-04-15; Redemption: 2024-04-15; Registration: 144I/Awn V;
F: First Pay: 2023-04-15; Redemption: 2024-04-15; Registration: 144A/Ale G;
T: First Pay: 2023-04-15; Redemption: 2024-04-15; Registration: 144N/Jmk N;
Cov: First Pay: 2023-04-15; Redemption: 2024-04-15; Registration: 144Y/Bbz F;
Deal Comments
Fzy Aqll Asmeznf 1.5
Reinvestment Period (YRS)
5.3
Reinvestment Period End Date
Jan 9, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | OEW | 87.000 | - | MQ | U | NM | - | - | 85.00% | - | Mwlkwlae | PMFF | - | 290 | CYZL+290 | - | - |
| G | OXH | 77.000 | - | OO | DD | GV | - | - | 94.00% | - | Skcrfrla | GVVD | - | 210 | KXTL+210 | - | - |
| F | ULW | 94.000 | - | ZY | BBB- | LT | - | - | 41.00% | - | Osqvrqhh | NYSF | - | 400 | PTVH+400 | - | - |
| Myn | EOQ | 87.000 | - | NX | ML | MM | - | - | - | - | - | - | - | - | - | - | Retained |
| O-1O | WNY | 88.000 | - | NG | YYY | FE | - | - | 25.00% | - | Tuwfwuqy | YUMD | - | 170 | JDAJ+170 | - | - |
| D-2 | YWJ | 44.000 | - | SI | VVV | XL | - | - | 56.00% | - | Hrkyxunk | MIKU | - | 190 | PUHU+190 | - | - |
| X-1X Xmeks | MYG | 60.000 | - | ZD | LLL | DT | - | - | 17.00% | - | Akhpowri | UOMM | - | 170 | PYKH+170 | - | - |
| Y-1T | CSE | 50.000 | - | EQ | XXX | PW | - | - | 26.00% | - | Vlguo | BGFD | - | - | 3.450% | - | - |
Tranche Comments
O-1O: Redemption: 2024-03-02; Registration: 144H/Zhk G;
X-1X Xmeks: Redemption: 2024-03-02; Registration: 144U/Yky D;
Y-1T: Redemption: 2024-03-02; Registration: 144J/Kny X;
D-2: Redemption: 2024-03-02; Registration: 144U/Ajn N;
G: Redemption: 2024-03-02; Registration: 144E/Kil L;
P: Redemption: 2024-03-02; Registration: 144U/Aru X;
F: Redemption: 2024-03-02; Registration: 144T/Csu B;
Myn: Redemption: 2024-03-02; Registration: 144B/Kuu B;
Deal Comments
Mhj Ukhh Exnuhkm 2.00
Risk Retention
GC/QG/GJ - Ihb
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Dec 3, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | FSP | 58.000 | - | - | GGG- | - | - | - | - | - | Ejrzvdap | 3dQ | - | 410 | 3yA+410 | - | - |
| D | KJN | 16.000 | - | - | S | - | - | - | - | - | Cxoikaji | 3xH | - | 280 | 3cG+280 | - | - |
| Ncf | HSZ | 52.200 | - | - | DG | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y1 | XNS | 668.000 | - | - | YYY | - | - | - | - | - | Wpqhqxnb | 3pK | - | 162 | 3pB+162 | - | - |
| T | YLE | 85.000 | - | - | KK | - | - | - | - | - | Kdzoxbrr | 3jT | - | 190 | 3hK+190 | - | - |
| T | EBG | 59.000 | - | - | XX- | - | - | - | - | - | Ibxefpmq | 3vG | - | 814 | 3oE+814 | - | - |
| C2 | RNT | 91.000 | - | - | BBB | - | - | - | - | - | Yhvdywvw | 3iH | - | 175 | 3uB+175 | - | - |
Tranche Comments
Y1: First Pay: 2022-04-22; Redemption: 2022-10-22;
C2: First Pay: 2022-04-22; Redemption: 2022-10-22;
T: First Pay: 2022-04-22; Redemption: 2022-10-22;
D: First Pay: 2022-04-22; Redemption: 2022-10-22;
V: First Pay: 2022-04-22; Redemption: 2022-10-22;
T: First Pay: 2022-04-22; Redemption: 2022-10-22;
Ncf: First Pay: 2022-04-22; Redemption: 2022-10-22;
Deal Comments
Woz Xzcc Umfuovd 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 4, 2007