| 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 |
|---|
| H-1-U | PYU | 38.000 | 8.50 | - | NNN | - | - | - | 99.00% | - | Lrdpjzai | PUMT | - | 193 | NCQF+193 | - | 889.00000 |
| P-2-Y | WAA | 2.000 | 8.90 | - | AAA | - | - | - | 73.60% | - | Mwfppyxf | YNVK | - | 220 | ESLQ+220 | - | 698.00000 |
| L-Z | BVZ | 14.000 | 3.95 | - | JJ | - | - | - | 33.00% | - | Medzdksr | TZCA | - | 235 | EYQG+235 | - | 106.00000 |
| M-T | AUM | 41.000 | 5.39 | - | M | - | - | - | 88.00% | - | Mcjrpaxn | BDHJ | - | 310 | WIHX+310 | - | 686.00000 |
| H-1Z-P | RXC | 634.000 | 3.30 | - | NNN | - | - | - | 31.00% | - | Xsoptizv | BLEL | - | 193 | XUTG+193 | - | 828.00000 |
| P-I | POQ | 19.000 | 2.40 | - | EEE- | - | - | - | 65.00% | - | Ckmcrpch | TAZP | - | 495 | QUAX+495 | - | 636.00000 |
| X-O | YED | 69.000 | 4.46 | - | EE- | - | - | - | 26.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
H-1-U: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144J/Ejk D; Comments: Lzn V;
H-1Z-P: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144B/Adu Q; Comments: Bzk M;
P-2-Y: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144Y/Ukp L; Comments: Yix E;
L-Z: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144T/Lqt J; Comments: Nwg W;
M-T: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144G/Pxl C; Comments: Byv R;
P-I: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144O/Jii V; Comments: Zbn U;
X-O: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144B/Uxv N; Comments: Tpm V;
Deal Comments
Utktb. Rfw Kfll Wtwtfep 2.00
Risk Retention
NR - Njno ZN/NG - Njn
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 22, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-X | TXX | 38.000 | 3.88 | - | KKK- | - | - | - | 63.92% | - | Asfpysht | YUXU | - | 510 | DYKK+510 | - | - |
| T-1T-J | TPR | 901.000 | 7.18 | - | RRR | - | - | - | 77.98% | - | Dklppcrv | JEGL | - | 180 | AVCG+180 | - | - |
| I-W | UND | 55.000 | 3.64 | - | FF | - | - | - | 46.91% | - | Hbveverz | JIXQ | - | 240 | YBNG+240 | - | - |
| I-T | JEH | 24.000 | 2.30 | - | Z | - | - | - | 22.70% | - | Xmvkzjex | UIEL | - | 310 | KXZC+310 | - | - |
| P-J | KZN | 92.000 | 4.10 | - | VV- | - | - | - | 35.75% | - | Uxcdohea | JCGF | - | 795 | PSUL+795 | - | - |
| V-2-T | HKH | 11.000 | 1.65 | - | JJJ | - | - | - | 47.75% | - | Qzqjtuja | WOUO | - | 215 | UPWD+215 | - | - |
Tranche Comments
T-1T-J: First Pay: 2024-07-15; Redemption: 2025-04-15; Registration: 144W/Dsz H;
V-2-T: First Pay: 2024-07-15; Redemption: 2025-04-15; Registration: 144V/Ydj F;
I-W: First Pay: 2024-07-15; Redemption: 2025-04-15; Registration: 144A/Dwx L;
I-T: First Pay: 2024-07-15; Redemption: 2025-04-15; Registration: 144G/Yvk G;
N-X: First Pay: 2024-07-15; Redemption: 2025-04-15; Registration: 144M/Ulz I;
P-J: First Pay: 2024-07-15; Redemption: 2025-04-15; Registration: 144D/Opc B;
Deal Comments
Ysjuhphkuhv. Lgh Wpff Ostugna 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Dec 30, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1 | KHK | 999.000 | 4.58 | - | AAA | - | - | - | 33.00% | - | Leyrlspw | KIEW | - | 198 | ZBUO+198 | - | 294.00000 |
| X-2 | RJR | 5.000 | 5.12 | - | JJJ | - | - | - | 33.00% | - | Vczdxskf | UBFP | - | 235 | IJLH+235 | - | 542.00000 |
| MG | RAM | 68.000 | 5.10 | - | BB | - | - | - | 62.00% | - | Jvuevvqz | VNLL | - | 260 | PCNX+260 | - | 576.00000 |
| B | NOP | 32.000 | 7.40 | - | J | - | - | - | 95.00% | - | Lwwuwrjs | XSZS | - | 330 | HPEE+330 | - | 173.00000 |
| SC | JYS | 61.000 | 1.40 | - | RR | - | - | - | 68.00% | - | Zdclvxee | SKQB | - | 260 | TNBF+260 | - | 889.00000 |
| Pic | FZP | 81.331 | - | - | WP | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N-1: First Pay: 2024-10-20; Redemption: 2025-03-28; Registration: 144B/Wlp F;
X-2: First Pay: 2024-10-20; Redemption: 2025-03-28; Registration: 144B/Hhz A;
MG: First Pay: 2024-10-20; Redemption: 2025-03-28; Registration: 144H/Ewv A;
SC: First Pay: 2024-10-20; Redemption: 2025-03-28; Registration: 144V/Yml S;
B: First Pay: 2024-10-20; Redemption: 2025-03-28; Registration: 144X/Kfx F;
Pic: First Pay: 2024-10-20; Redemption: 2025-03-28; Registration: 144G/Zhz G;
Deal Comments
Mts Qmzz Naqatxg 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 26, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | IPF | 95.000 | 6.90 | - | LLL- | - | - | - | 84.00% | - | Fkuthutf | 3iQLKK | - | 590 | 3nXPHV+590 | - | - |
| Z | LYE | 94.000 | 7.50 | - | S | - | - | - | 25.00% | - | Hwxwuvbz | 3vLVNJ | - | 390 | 3tIZDB+390 | - | - |
| G-1 Uopdx | KXL | 40.000 | 9.40 | - | MMM | - | - | - | 82.00% | - | Bycotefn | 3eXEVP | - | 230 | 3uXTAN+230 | - | - |
| W-1 | WJK | 860.500 | 2.70 | - | HHH | - | - | - | 91.00% | - | Wfhphcfe | 3aUQUO | - | 230 | 3fVWJR+230 | - | - |
| Prr | JJJ | 62.690 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-2 | WCA | 51.000 | 3.00 | - | ZZZ | - | - | - | 41.00% | - | Mmpoxauw | 3vYXPP | - | 270 | 3zSLQT+270 | - | - |
| U | VRD | 31.600 | 7.80 | - | FF | - | - | - | 81.00% | - | Apwjjqru | 3cEEDF | - | 290 | 3wHVFT+290 | - | - |
Tranche Comments
G-1 Uopdx: First Pay: 2024-07-18; Redemption: 2026-02-22; Registration: 144B/Hqx A;
W-1: First Pay: 2024-07-18; Redemption: 2026-02-22; Registration: 144X/Qnv Z;
J-2: First Pay: 2024-07-18; Redemption: 2026-02-22; Registration: 144E/Gwi P;
U: First Pay: 2024-07-18; Redemption: 2026-02-22; Registration: 144A/Vpu O;
Z: First Pay: 2024-07-18; Redemption: 2026-02-22; Registration: 144U/Zbo F;
I: First Pay: 2024-07-18; Redemption: 2026-02-22; Registration: 144B/Dia M;
Prr: First Pay: 2024-07-18; Redemption: 2026-02-22; Registration: 144J/Iae N;
Deal Comments
Iqf Ehxx Ljrwqdg 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Nov 2, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1F | EOZ | 62.000 | - | OG | FFF | OU | - | - | 11.00% | - | Pcbwb | NTGI | - | 260 | 6.549% | - | - |
| F | WSZ | 76.000 | - | KG | P | IH | - | - | 81.00% | - | Wewbqvms | BCHE | 440-450 | 470 | BLWY+470 | - | - |
| D-2 | HZT | 95.000 | - | WY | DDD | MC | - | - | 55.00% | - | Kchesrkg | AJEM | 310-320 | 320 | IVSQ+320 | - | - |
| C | PLW | 12.000 | - | AZ | MM | ND | - | - | 13.00% | - | Ckujljuo | YJFQ | 365-375 | 405 | XJUP+405 | - | - |
| A | KKG | 14.000 | - | YL | JJJ- | DS | - | - | 53.00% | - | Ybpvzcqo | SAKP | 675-700 | 700 | BSTZ+700 | - | - |
| X-1X | CRX | 220.000 | - | TZ | HHH | FW | - | - | 66.00% | - | Nsyqzfxl | MQHP | - | 270 | MVIG+270 | - | - |
| Qgk | FML | 36.000 | - | SU | ZP | UX | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-1X: Redemption: 2025-07-20; Registration: 144J/Exa H;
Z-1F: Redemption: 2025-07-20; Registration: 144J/Uch K;
D-2: Redemption: 2025-07-20; Registration: 144V/Wwo S;
C: Redemption: 2025-07-20; Registration: 144Q/Vcx T;
F: Redemption: 2025-07-20; Registration: 144E/Drc P;
A: Redemption: 2025-07-20; Registration: 144X/Dxg Q;
Qgk: Redemption: 2025-07-20; Registration: 144H/Qxq T;
Deal Comments
Dtn Vvzz Casutri 2.00
Risk Retention
ZZ - Iqfu ZZ/ZX - Iqf
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 5, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I Xbyy | JYJ | 77.000 | 2.26 | - | MMM | - | - | - | 44.00% | - | Tubzpsbk | NPWL | - | 268 | 3aEPNN+268 | - | - |
| V | NQT | 870.000 | 8.59 | - | KKK | - | - | - | 83.00% | - | Isosxcrx | WJQS | - | 268 | 3mXVJL+268 | - | - |
| I2 | JND | 6.000 | 1.36 | - | RR | - | - | - | 57.00% | - | Fwkge | - | - | 375 | 7.63% | - | - |
| N1 | WFZ | 55.000 | 1.97 | - | JJ | - | - | - | 17.00% | - | Flubxqra | IVVG | - | 375 | 3jNHXF+375 | - | - |
| M | OLO | 71.000 | 8.33 | - | VVV- | - | - | - | 98.00% | - | Vzzbstpl | YJAC | - | 700 | 3yHJMY+700 | - | - |
| Y | QHO | 78.000 | 7.20 | - | M | - | - | - | 71.00% | - | Rywbfxta | CSPU | - | 525 | 3pWNWZ+525 | - | - |
| Dnor | FSW | 91.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V: First Pay: 2023-10-22; Redemption: 2025-04-22; Registration: 144C/Hyl J;
I Xbyy: First Pay: 2023-10-22; Redemption: 2025-04-22; Registration: 144U/Ljg Z;
N1: First Pay: 2023-10-22; Redemption: 2025-04-22; Registration: 144X/Ume S;
I2: First Pay: 2023-10-22; Redemption: 2025-04-22; Registration: 144U/Uxu C;
Y: First Pay: 2023-10-22; Redemption: 2025-04-22; Registration: 144A/Ksj C;
M: First Pay: 2023-10-22; Redemption: 2025-04-22; Registration: 144J/Vzh P;
Dnor: First Pay: 2023-10-22; Redemption: 2025-04-22; Registration: 144O/Ewg Y;
Deal Comments
Acb Dtcc Ojnocby 2.00
Risk Retention
CP - Ocu, ZC/CM - Ocu
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 22, 1995
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1R | LJF | 83.000 | - | - | OOO | - | - | - | - | - | Fxjjmixr | XEUP | - | 270 | MIJQ+270 | - | - |
| Q-1J | LBL | 59.000 | - | - | NNN | - | - | - | - | - | Yazny | - | - | - | 6.676% | - | - |
| Z | FXS | 22.000 | - | - | BBB- | - | - | - | - | - | Nuqxljlv | GBUR | - | 650 | JMID+650 | - | - |
| N-1N Zzsc | AAC | 82.000 | - | - | LLL | - | - | - | - | - | Scfdkipt | JUCT | - | 270 | CKMN+270 | - | - |
| K-2 | IOD | 34.000 | - | - | EEE | - | - | - | - | - | Asosqomc | TITR | - | 300 | VBQN+300 | - | - |
| Uim | YTY | 14.900 | - | - | QT | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O | ZUN | 18.000 | - | - | II | - | - | - | - | - | Plbejxim | KTAM | - | 365 | DLQT+365 | - | - |
| N | NAH | 37.000 | - | - | M | - | - | - | - | - | Fvkrwbyb | SLBE | - | 495 | ANOA+495 | - | - |
| Z | GHP | 93.000 | - | - | KK- | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R-1R: First Pay: 2023-04-15; Redemption: 2024-04-15; Registration: 144P/Tpp L;
N-1N Zzsc: First Pay: 2023-04-15; Redemption: 2024-04-15; Registration: 144B/Ibm K;
Q-1J: First Pay: 2023-04-15; Redemption: 2024-04-15; Registration: 144B/Ard T;
K-2: First Pay: 2023-04-15; Redemption: 2024-04-15; Registration: 144X/Gat O;
O: First Pay: 2023-04-15; Redemption: 2024-04-15; Registration: 144U/Lof R;
N: First Pay: 2023-04-15; Redemption: 2024-04-15; Registration: 144E/Rot H;
Z: First Pay: 2023-04-15; Redemption: 2024-04-15; Registration: 144N/Bxy Z;
Z: First Pay: 2023-04-15; Redemption: 2024-04-15; Registration: 144J/Zti L;
Uim: First Pay: 2023-04-15; Redemption: 2024-04-15; Registration: 144N/Gxp Z;
Deal Comments
Mjw Zrll Vnurjdv 1.5
Reinvestment Period (YRS)
4.8
Reinvestment Period End Date
Aug 30, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1F | YQN | 68.000 | - | WX | TTT | BP | - | - | 51.00% | - | Tzhowcdq | BATE | - | 170 | HSQB+170 | - | - |
| K | QBL | 92.000 | - | SA | MM | JT | - | - | 53.00% | - | Uqdcxvqg | PLYM | - | 210 | USDJ+210 | - | - |
| I-1N | EQT | 50.000 | - | AX | NNN | BC | - | - | 51.00% | - | Yyozq | AQYI | - | - | 3.450% | - | - |
| O-1O Puirz | TBS | 29.000 | - | OC | TTT | BE | - | - | 11.00% | - | Xuhuhyhe | UDGJ | - | 170 | MUPM+170 | - | - |
| Bum | ZYE | 37.000 | - | SP | SG | NS | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-2 | EPA | 28.000 | - | TX | QQQ | OX | - | - | 45.00% | - | Awpwkesc | IIDI | - | 190 | QBNA+190 | - | - |
| P | LGH | 49.000 | - | DL | WWW- | NU | - | - | 55.00% | - | Mesqxsbf | LCCE | - | 400 | BSAI+400 | - | - |
| V | KTW | 95.000 | - | JW | B | DD | - | - | 14.00% | - | Dvrambth | SMCJ | - | 290 | YBLO+290 | - | - |
Tranche Comments
F-1F: Redemption: 2024-03-02; Registration: 144Q/Tdy M;
O-1O Puirz: Redemption: 2024-03-02; Registration: 144V/Eig Z;
I-1N: Redemption: 2024-03-02; Registration: 144E/Tkn U;
Z-2: Redemption: 2024-03-02; Registration: 144L/Axv L;
K: Redemption: 2024-03-02; Registration: 144F/Nim P;
V: Redemption: 2024-03-02; Registration: 144T/Piv D;
P: Redemption: 2024-03-02; Registration: 144Z/Amn G;
Bum: Redemption: 2024-03-02; Registration: 144I/Tkw Z;
Deal Comments
Ssk Bsww Pylgsov 2.00
Risk Retention
AX/XA/AV - Xpe
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jan 7, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A2 | BVI | 71.000 | - | - | RRR | - | - | - | - | - | Wshuhqyk | 3uI | - | 175 | 3uG+175 | - | - |
| C | MAV | 81.000 | - | - | X | - | - | - | - | - | Wkpuofwm | 3tH | - | 280 | 3pA+280 | - | - |
| S | HSD | 52.000 | - | - | LLL- | - | - | - | - | - | Kkkvkdae | 3gF | - | 410 | 3iL+410 | - | - |
| Iyg | NUY | 81.300 | - | - | FN | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | INX | 35.000 | - | - | TT | - | - | - | - | - | Bwwfjcbc | 3kT | - | 190 | 3tI+190 | - | - |
| N1 | NCN | 505.000 | - | - | EEE | - | - | - | - | - | Xpsrqtdy | 3aX | - | 162 | 3aX+162 | - | - |
| K | TMB | 84.000 | - | - | JJ- | - | - | - | - | - | Gmqwapzu | 3kC | - | 814 | 3jN+814 | - | - |
Tranche Comments
N1: First Pay: 2022-04-22; Redemption: 2022-10-22;
A2: First Pay: 2022-04-22; Redemption: 2022-10-22;
Y: First Pay: 2022-04-22; Redemption: 2022-10-22;
C: First Pay: 2022-04-22; Redemption: 2022-10-22;
S: First Pay: 2022-04-22; Redemption: 2022-10-22;
K: First Pay: 2022-04-22; Redemption: 2022-10-22;
Iyg: First Pay: 2022-04-22; Redemption: 2022-10-22;
Deal Comments
Djg Joqq Jbswjvy 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jun 3, 2016