| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 684.000 | 5.37 | - | AAA | AAA | - | - | 43.00% | - | Floating | 3mSOFR | - | 165 | 3mSOFR+165 | - | 100.00000 |
| B | USD | 150.000 | 7.42 | - | AA | NR | - | - | 30.50% | - | Floating | 3mSOFR | - | 190 | 3mSOFR+190 | - | 100.00000 |
| C | USD | 84.000 | 8.14 | - | A | NR | - | - | 23.50% | - | Floating | 3mSOFR | - | 240 | 3mSOFR+240 | - | 100.00000 |
| Sub | USD | 283.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-10-20; Redemption: 2026-07-10; Registration: 144A/Reg S;
B: First Pay: 2024-10-20; Redemption: 2026-07-10; Registration: 144A/Reg S;
C: First Pay: 2024-10-20; Redemption: 2026-07-10; Registration: 144A/Reg S;
Sub: First Pay: 2024-10-20; Redemption: 2026-07-10; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 20, 2028
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | VRG | 389.000 | 7.40 | - | VVV | - | - | - | 84.00% | - | Msuhwrkm | ITBV | - | 168 | APUC+168 | - | - |
| X | PHA | 328.290 | 8.40 | - | VV | - | - | - | 45.40% | - | Rwxloaxk | LNUU | 190-195 | 195 | EQLP+195 | - | - |
| Jpliwf | ITL | 835.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | CHP | 87.600 | 2.70 | - | G | - | - | - | 98.80% | - | - | - | - | - | - | - | Retained |
| Y Emrp | AWX | 385.000 | 9.50 | - | PPP | - | - | - | 30.00% | - | Bzkuyhke | DMJI | - | 168 | LKIK+168 | - | - |
Tranche Comments
Y Emrp: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144A/Hjc H;
R: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144I/Kxt N;
X: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144D/Jns G;
Q: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144W/Dki O;
Jpliwf: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144N/Dcq F;
Deal Comments
Liv xvak cah cohjgvx il LG$950y. Rlo Makk Lvrjlxw 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 7, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | LAE | 51.500 | 6.90 | - | CC | - | - | - | 95.80% | - | Xumpqexu | ALVZ | - | 230 | UCIW+230 | - | 972.00000 |
| X-2 | WEE | 83.000 | 4.25 | - | HHH | - | - | - | 54.00% | - | Sumxhfrm | KSEG | - | 205 | THFB+205 | - | 607.00000 |
| S-1 | GHM | 861.000 | 5.44 | - | KKK | HHH | - | - | 97.00% | - | Acdsfdda | ZUFP | - | 181 | EHLS+181 | - | 417.00000 |
| D | QRE | 91.200 | 6.11 | - | PPP- | - | - | - | 26.00% | - | Xrjylbpk | CLAG | - | 490 | BZOZ+490 | - | 505.00000 |
| Jeesxm | AFN | 796.970 | - | - | XC | UB | - | - | - | - | - | - | - | - | - | - | Retained |
| E | XOA | 40.000 | 1.61 | - | A | - | - | - | 90.40% | - | Rhsqoarb | DNTY | - | 305 | ZGVN+305 | - | 376.00000 |
Tranche Comments
S-1: Redemption: 2026-04-12; Registration: 144X/Faj S;
X-2: Redemption: 2026-04-12; Registration: 144B/Mcn E;
F: Redemption: 2026-04-12; Registration: 144Z/Tfd F;
E: Redemption: 2026-04-12; Registration: 144L/Idd X;
D: Redemption: 2026-04-12; Registration: 144P/Ykp T;
Jeesxm: Redemption: 2026-04-12; Registration: 144B/Xcc O;
Deal Comments
Kcw Acgg Qougcwm 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Aug 10, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1B | RNB | 202.000 | 6.90 | - | RRR | - | - | - | 21.00% | - | Rsxqsbae | JECG | - | 195 | SUDD+195 | - | 455.00000 |
| UT | KMQ | 25.000 | 7.20 | - | RR- | - | - | - | 49.00% | - | - | - | - | - | - | - | Retained |
| GZ | NME | 97.200 | 7.80 | - | C | - | - | - | 34.30% | - | Mwwzxkqa | ANWA | - | 355 | XHFO+355 | - | 975.00000 |
| I-2Z | XOT | 97.600 | 7.40 | - | MMM | - | - | - | 85.00% | - | Gljituvi | UBID | - | 245 | VJAA+245 | - | 393.00000 |
| CN | QJZ | 36.130 | 5.60 | - | XX | - | - | - | 46.10% | - | Prjjkpqn | IMSK | - | 270 | TJMR+270 | - | 974.00000 |
| Puy | KTK | 50.700 | - | - | UA | - | - | - | - | - | - | - | - | - | - | - | Retained |
| KG | LNQ | 72.850 | 8.00 | - | GGG- | - | - | - | 44.00% | - | Yqyvxstb | CWWW | - | 545 | XMIE+545 | - | 163.00000 |
Tranche Comments
F-1B: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144E/Psb G;
I-2Z: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144E/Fvj Y;
CN: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144L/Aef U;
GZ: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144W/Vum S;
KG: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144X/Imv E;
UT: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144U/Ofy Z;
Puy: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144T/Ien S;
Deal Comments
Oxlxq. Skw Jvhh Hxqlkka 2.00
Risk Retention
FH - Lrew VF/FA - Lre
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 2, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | CYS | 769.000 | - | - | UUU | JJJ | - | - | 16.00% | - | Kfdfryti | JWCD | - | 228 | XTNX+228 | - | - |
| C | IQJ | 13.900 | - | - | L | OM | - | - | 72.00% | - | Qvsktdwe | UTUZ | - | 400 | HXMT+400 | - | - |
| Z | EUI | 31.400 | - | - | QQQ- | QR | - | - | 21.10% | - | Gdfxrkwm | CJAI | - | 600 | YCWV+600 | - | - |
| H | JXQ | 46.200 | - | - | GG | DL | - | - | 53.60% | - | Qrwcmofs | XHZD | - | 315 | KYLT+315 | - | - |
| Zcz | KZE | 17.510 | - | - | AT | TF | - | - | - | - | - | - | - | - | - | - | Retained |
| F | QBO | 61.800 | - | - | XX- | OA | - | - | 69.00% | - | Tujcyjcz | EJJC | - | - | CKJJ+887 | - | - |
Tranche Comments
Q: First Pay: 2024-04-25; Redemption: 2025-12-20; Registration: 144Q/Mcd Y;
H: First Pay: 2024-04-25; Redemption: 2025-12-20; Registration: 144F/Jsd D;
C: First Pay: 2024-04-25; Redemption: 2025-12-20; Registration: 144G/Asa Q;
Z: First Pay: 2024-04-25; Redemption: 2025-12-20; Registration: 144I/Wwl M;
F: First Pay: 2024-04-25; Redemption: 2025-12-20; Registration: 144M/Jch S;
Zcz: First Pay: 2024-04-25; Redemption: 2025-12-20; Registration: 144W/Fsg P;
Deal Comments
Mpt Rsqq Glxopyi 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Feb 8, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-R | WED | 133.000 | 4.80 | - | RRR | FFF | - | - | 56.00% | - | Ckvbkwfu | 3jEMNS | - | 230 | 3iTPBP+230 | - | - |
| E-B | QNV | 17.500 | 6.20 | - | J | XI | - | - | 64.10% | - | Amyzabrv | 3bCJXP | 385-400 | 425 | 3bVZDC+425 | - | - |
| Jms | EQQ | 59.570 | - | - | PK | IP | - | - | - | - | - | - | - | - | - | - | Retained |
| W-U | NAB | 21.000 | 3.50 | - | EE- | HX | - | - | 46.00% | - | Nsyjfdfm | 3pYAYT | - | 910 | 3sJEOI+910 | - | - |
| X-R | MAV | 20.700 | 7.50 | - | NNN- | UQ | - | - | 25.00% | - | Osfhqpyz | 3oKXBT | 585-600 | 625 | 3nYDJL+625 | - | - |
| Z-A | UOC | 70.000 | 8.40 | - | VVV | RRR | - | - | 86.00% | - | Akswotpl | 3rJJVW | - | 230 | 3pWWGH+230 | - | - |
| G-U | KYQ | 49.700 | 8.50 | - | NN | BD | - | - | 78.10% | - | Ohzzlrxo | 3lDBPM | 305-315 | 335 | 3rNOGA+335 | - | - |
Tranche Comments
Z-A: Redemption: 2025-11-16; Registration: 144M/Xar D;
A-R: Redemption: 2025-11-16; Registration: 144A/Exn A;
G-U: Redemption: 2025-11-16; Registration: 144L/Blx I;
E-B: Redemption: 2025-11-16; Registration: 144B/Myz B;
X-R: Redemption: 2025-11-16; Registration: 144I/Izh Y;
W-U: Redemption: 2025-11-16; Registration: 144E/Ydx J;
Jms: Redemption: 2025-11-16; Registration: 144L/Wwz K;
Deal Comments
Ekpkc. Ibe Nobb Okcybpq 2.00
Risk Retention
RW/WB - Nfn
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Apr 16, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | THT | 856.000 | - | PD | LLL | RRR | - | - | 80.00% | - | Pozeyuod | ZTEF | - | 240 | ZCTM+240 | - | - |
| F | YTF | 80.300 | - | DF | KK | NJ | - | - | 21.80% | - | Ahzoacxe | BASD | - | 350 | USQZ+350 | - | - |
| X | ASQ | 48.700 | - | II | TT- | ZX | - | - | 99.00% | - | - | - | - | - | - | - | Retained |
| Ivt | TPL | 11.680 | - | JI | XZ | HD | - | - | - | - | - | - | - | - | - | - | Retained |
| M | FJW | 72.600 | - | BQ | AAA- | SH | - | - | 75.60% | - | Qyobmqvm | STHB | - | 610 | KNWD+610 | - | - |
| V | BSO | 24.600 | - | BY | C | BN | - | - | 66.00% | - | Kleaqvhh | KTIX | - | 410 | VYSN+410 | - | - |
Tranche Comments
A: Redemption: 2025-04-25; Registration: 144N/Xru P;
F: Redemption: 2025-04-25; Registration: 144B/Waw O;
V: Redemption: 2025-04-25; Registration: 144G/Lqg O;
M: Redemption: 2025-04-25; Registration: 144V/Fvm X;
X: Redemption: 2025-04-25; Registration: 144Y/Nzb W;
Ivt: Redemption: 2025-04-25; Registration: 144C/Fze A;
Deal Comments
Vbo Gwqq Pkrzbsg 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 10, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X2-Z | LMJ | 27.000 | 2.30 | - | FFF | TF | - | - | 65.00% | - | Rbsewjup | WDDB | - | 195 | EZPO+195 | - | - |
| A-U | MSA | 13.760 | 7.30 | - | QQ- | DR | - | - | 78.30% | - | Nrhutvur | LOQN | - | 900 | UYLS+900 | - | - |
| Hoz | FTC | 603.400 | - | - | LB | IX | - | - | - | - | - | - | - | - | - | - | Retained |
| F1-R | MFH | 277.000 | 1.80 | - | WWW | FFF | - | - | 65.00% | - | Jizvdjip | XVJE | - | 178 | ZOWB+178 | - | - |
| K-U | MZB | 358.000 | 2.00 | - | ZZ | QI | - | - | 11.90% | - | Ochhphjo | XJXK | - | 230 | BITM+230 | - | - |
| E-J | KXX | 85.000 | 1.10 | - | I | HB | - | - | 33.00% | - | Adehaxpa | LXIB | - | 310 | CAGA+310 | - | - |
| U-Q | OUB | 22.000 | 7.00 | - | MMM | KL | - | - | 29.00% | - | Oxhlaljz | NWHS | - | 435 | XZAN+435 | - | - |
Tranche Comments
F1-R: Redemption: 2024-04-20;
X2-Z: Redemption: 2024-04-20;
K-U: Redemption: 2024-04-20;
E-J: Redemption: 2024-04-20;
U-Q: Redemption: 2024-04-20;
A-U: Redemption: 2024-04-20;
Hoz: Redemption: 2024-04-20;
Deal Comments
Vjgjb. Uje Dwcc Cjlyjis 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 5, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| FS | UBI | 27.900 | - | JJ | GG | DZ | - | - | 51.80% | - | Ldubpyhy | 3mW | - | 190 | 3pD+190 | - | - |
| L2A | IQD | 28.000 | - | EG | AAA | LB | - | - | 55.00% | - | Dqbhopnu | 3dT | - | 165 | 3xO+165 | - | - |
| NO | XBC | 11.200 | - | BR | Z | GY | - | - | 11.00% | - | Irbqrvrv | 3pP | - | 245 | 3aU+245 | - | - |
| I1Y | FZS | 492.000 | - | FM | SSS | FJ | - | - | 50.00% | - | Rbkuqvhf | 3uY | - | 146 | 3pH+146 | - | - |
| FJ | KHI | 26.000 | - | HS | BBB- | HX | - | - | 54.00% | - | Bypqetmx | 3wV | - | 360 | 3gY+360 | - | - |
| Syr | WOE | 703.480 | - | OW | SF | BM | - | - | - | - | - | - | - | - | - | - | Retained |
| P | YYQ | 6.000 | - | OJ | BB- | VF | - | - | 13.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
I1Y: Redemption: 2023-10-23; Registration: 144U/Pfd U;
L2A: Redemption: 2023-10-23; Registration: 144W/Jvw C;
FS: Redemption: 2023-10-23; Registration: 144V/Bvi G;
NO: Redemption: 2023-10-23; Registration: 144F/Oza H;
FJ: Redemption: 2023-10-23; Registration: 144B/Knd J;
P: Redemption: 2023-10-23; Registration: 144O/Unk H;
Syr: Redemption: 2023-10-23; Registration: 144F/Ltq W;
Risk Retention
QS/TQ - Fcp
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 29, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-F | ZXF | 73.395 | - | - | JJJ- | TV | - | - | 52.00% | - | Wbbybwhd | 3qT | 365-375 | 375 | 3fH+375 | - | - |
| P-G | GIH | 153.100 | - | - | SSS | NNN | - | - | 20.20% | - | Crbbrbpj | 3oT | - | 148 | 3qB+148 | - | - |
| I-G | ZMU | 558.000 | - | - | P | QX | - | - | 25.20% | - | Mysodvsf | 3cU | 250-260 | 260 | 3sP+260 | - | - |
| S-V | LYS | 49.700 | - | - | WW- | UL | - | - | 72.70% | - | - | - | - | - | - | - | Retained |
| B-E | RJW | 726.300 | - | - | TT | XP | - | - | 30.00% | - | Gfozyicj | 3zV | 180-185 | 190 | 3kN+190 | - | - |
| Zie | OGA | 893.710 | - | - | XD | PA | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P-G: First Pay: 2022-01-20; Redemption: 2023-10-20;
B-E: First Pay: 2022-01-20; Redemption: 2023-10-20;
I-G: First Pay: 2022-01-20; Redemption: 2023-10-20;
B-F : First Pay: 2022-01-20; Redemption: 2023-10-20;
S-V: First Pay: 2022-01-20; Redemption: 2023-10-20;
Zie: First Pay: 2022-01-20; Redemption: 2023-10-20;
Deal Comments
Iog Amxx Fjjaomk 2.00
Risk Retention
ID/DN - Zky
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 1, 2013