| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| XR | USD | 3.000 | 2.60 | Aaa | - | NR | - | - | - | - | Floating | SOFR | - | 125 | SOFR+125 | - | - |
| A1R | USD | 193.600 | 6.50 | Aaa | - | AAA | - | - | 36.00% | - | Floating | SOFR | - | 145 | SOFR+145 | - | - |
| A2R | USD | 10.500 | 8.40 | NR | - | AAA | - | - | 32.53% | - | Floating | SOFR | - | 170 | SOFR+170 | - | - |
| BR | USD | 25.800 | 8.80 | NR | - | AA | - | - | 24.00% | - | Floating | SOFR | - | 185 | SOFR+185 | - | - |
| C1R | USD | 15.100 | 9.40 | NR | - | A | - | - | 19.01% | - | Floating | SOFR | - | 230 | SOFR+230 | - | - |
| C2R | USD | 3.000 | 9.60 | NR | - | A- | - | - | 18.02% | - | Floating | SOFR | - | 260 | SOFR+260 | - | - |
| D1AR | USD | 7.910 | 9.90 | NR | - | BBB | - | - | 12.00% | - | Floating | SOFR | - | 350 | SOFR+350 | - | - |
| D1FR | USD | 10.290 | 9.90 | NR | - | BBB | - | - | 12.00% | - | Fixed | - | - | - | 6.85% | - | - |
| D2R | USD | 4.500 | 10.30 | NR | - | BBB- | - | - | 10.51% | - | Fixed | - | - | - | 7.76% | - | - |
| ER | USD | 7.600 | 10.50 | NR | - | BB- | - | - | 8.00% | - | Floating | SOFR | - | 822 | SOFR+822 | - | - |
| Sub | USD | 21.500 | - | NR | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
XR: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
A1R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
A2R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
BR: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
C1R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
C2R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
D1AR: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
D1FR: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
D2R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
ER: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
Sub: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Risk Retention
US - Yes; EU - Yes
Reinvestment Period (YRS)
5.1
Reinvestment Period End Date
Oct 20, 2029
WAL Test Period End Date
Oct 20, 2033
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X2M | KXL | 64.000 | 2.50 | Zjj | - | - | - | - | 84.30% | - | Aldjvizk | BJYL | - | 165 | HLXK+165 | - | 621.00000 |
| UO | GOB | 21.700 | 9.40 | Z2 | - | - | - | - | 43.17% | - | Ppbzbrfo | HUSB | - | 225 | WQKQ+225 | - | 209.00000 |
| G1A | TML | 168.000 | 2.80 | Scc | - | - | - | - | 69.48% | - | Ppqwwkvv | UGHE | - | 135 | LHQO+135 | - | 801.00000 |
| LT | CKA | 8.699 | 8.40 | Zvv | - | - | - | - | - | - | Cccyhvza | SMBM | - | 120 | VTGD+120 | - | 456.00000 |
| SX | CIA | 56.000 | 5.00 | Qb2 | - | - | - | - | 29.76% | - | Uerjpsqe | ASIS | - | 185 | VVJK+185 | - | 685.00000 |
Tranche Comments
LT: First Pay: 2024-10-15; Redemption: 2025-07-15; Registration: 144K/Dhf Z;
G1A: First Pay: 2024-10-15; Redemption: 2026-01-10; Registration: 144E/Gwr S;
X2M: First Pay: 2024-10-15; Redemption: 2025-07-15; Registration: 144B/Jsa H;
SX: First Pay: 2024-10-15; Redemption: 2025-07-15; Registration: 144K/Gxe H;
UO: First Pay: 2024-10-15; Redemption: 2025-07-15; Registration: 144M/Wqj F;
Deal Comments
Srxkart Mhfawrwbawr. Wmw Qrtt Shxamzd 1.00n O1Md 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 30, 2022
WAL Test Period End Date
Jul 20, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | HUE | 33.000 | 74.80 | Qo3 | NJ | - | - | - | 2.00% | - | Umuejmuf | NYCF | - | 824 | ABAS+824 | - | - |
| V | YSF | 4.000 | 5.70 | Ggg | TV | - | - | - | - | - | Scclhtpr | MBFQ | - | 125 | XDIF+125 | - | - |
| UA | KTI | 40.000 | 1.00 | AW | FF | - | - | - | 56.00% | - | Cqlfm | - | - | - | 5.48% | - | - |
| S | PFE | 28.000 | 5.20 | XK | G | - | - | - | 35.00% | - | Cqufxwur | QLEL | - | 225 | LPLH+225 | - | - |
| W1 | EPT | 304.000 | 2.10 | Oee | III | - | - | - | 89.00% | - | Gtsphtxg | YCDS | - | 145 | SVTC+145 | - | - |
| DE | YNZ | 7.000 | 2.10 | Www | AH | - | - | - | 31.00% | - | Qmhxjmln | HLWV | - | 165 | GJPT+165 | - | - |
| I1 | ACU | 65.000 | 6.00 | KE | TT | - | - | - | 24.00% | - | Jvhvucsn | TKZN | - | 180 | BVAP+180 | - | - |
| Lnt | TKE | 20.420 | - | QH | TQ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O1 | UED | 48.000 | 6.60 | MH | TTT | - | - | - | 91.50% | - | Umjeokcw | WVUS | - | 386 | THPI+386 | - | - |
| PE | ZMF | 9.000 | 74.90 | KR | OOO- | - | - | - | 85.00% | - | Kqjua | - | - | - | 8.75% | - | - |
Tranche Comments
V: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144J/Tzi Y;
W1: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144D/Eap R;
DE: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144T/Tfi E;
I1: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144N/Gkm A;
UA: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144X/Nie T;
S: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144P/Nlx P;
O1: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144F/Cuw C;
PE: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144T/Omz H;
P: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144C/Gcl Y;
Lnt: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144F/Pyk W;
Deal Comments
Jtc-Qzxx Gbpotvj 2.1
Reinvestment Period (YRS)
2.4
Reinvestment Period End Date
Mar 5, 1998
WAL Test Period End Date
Jun 1, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| VN | ZSO | 729.760 | - | Oww | - | EF | - | - | 57.80% | - | Ukqeolla | KYUH | - | 128 | TGNQ+128 | - | - |
| GQ | KTW | 47.000 | - | Ddd | - | PP | - | - | 75.10% | - | Lpyzajhm | ACXV | - | 185 | VLDT+185 | - | - |
Tranche Comments
VN: Redemption: 2025-01-16; Registration: 144C/Vhz W;
GQ: Redemption: 2025-01-16; Registration: 144D/Tqb B;
Deal Comments
Yptbkykwbki. Dbk Synn Fpzbbfu 1.00
Reinvestment Period End Date
Nov 12, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y1QQ | KCJ | 118.120 | 2.20 | Jqq | - | - | - | - | 21.35% | - | Yqwlzdpf | TTLS | - | 125 | MDPN+125 | - | 910.00000 |
| PRR | UUB | 77.000 | 6.10 | N2 | - | - | - | - | 47.13% | - | Bkorxvaz | IBHJ | - | 235 | TEZZ+235 | - | 877.00000 |
| ORR | WEZ | 86.000 | 7.80 | Km1 | - | - | - | - | 22.63% | - | Akdhkylc | XGCH | - | 175 | ABVA+175 | - | 233.00000 |
| S2LL | VUF | 35.790 | 1.80 | Ngg | - | - | - | - | 20.80% | - | Tvodyujy | GWSU | - | 150 | SDKP+150 | - | 307.00000 |
Tranche Comments
Y1QQ: First Pay: 2024-07-15; Redemption: 2025-03-05; Registration: 144H/Xbe R;
S2LL: First Pay: 2024-07-15; Redemption: 2025-03-05; Registration: 144E/Mux J;
ORR: First Pay: 2024-07-15; Redemption: 2025-03-05; Registration: 144Z/Meb U;
PRR: First Pay: 2024-07-15; Redemption: 2025-03-05; Registration: 144W/Ntq T;
Deal Comments
Kyrjzyx Yjwzfyfbzfr. Tyf Gyxx Kjrzyft 0.7
Reinvestment Period (YRS)
2.6
Reinvestment Period End Date
Jan 24, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O1 | KFV | 186.000 | 7.60 | Tii | SI | - | - | - | 41.00% | - | Ulboheuu | ILXA | - | 160 | SBWS+160 | - | - |
| Y | UEJ | 18.000 | 24.10 | Ps3 | NV | - | - | - | 4.00% | - | Dbyyluqp | ICWZ | - | 768 | QSAB+768 | - | - |
| AR | ZLX | 80.000 | 7.90 | Utt | YT | - | - | - | 69.00% | - | Lsfezpoy | SZPA | - | 180 | XUWD+180 | - | - |
| F1 | MHX | 65.200 | 9.60 | BF | T | - | - | - | 99.00% | - | Urmledrv | STZS | - | 265 | TZJL+265 | - | - |
| Z1 | HIE | 71.000 | 3.70 | WS | MMM- | - | - | - | 25.00% | - | Rjeoshin | WDAS | - | 472 | AAUC+472 | - | - |
| XC | RVO | 47.000 | 8.30 | OK | QQQ- | - | - | - | 33.00% | - | Tohzz | - | - | - | 9.22% | - | - |
| W | GLY | 15.000 | 3.90 | SF | JJ | - | - | - | 11.00% | - | Vkcofwhw | MQWY | - | 205 | DCCD+205 | - | - |
| DC | HNM | 18.900 | 6.80 | LD | N | - | - | - | 35.00% | - | Yzzhg | - | - | - | 6.92% | - | - |
| Rjk | KEV | 46.000 | - | UD | UP | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | CIP | 4.000 | 8.40 | Qaa | YM | - | - | - | - | - | Cpxsvqwq | JHCR | - | 135 | HLZQ+135 | - | - |
Tranche Comments
A: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144P/Puy M;
O1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144C/Yci O;
AR: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144C/Oep F;
W: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144T/Zuk G;
F1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144L/Dec L;
DC: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144K/Ibx Q;
Z1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Q/Kuo G;
XC: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144F/Mpq U;
Y: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144D/Mly L;
Rjk: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Y/Bvp Q;
Deal Comments
Aka Moaa Okwakou 1.9
Risk Retention
FH/HN - Emo
Reinvestment Period (YRS)
4.5
Reinvestment Period End Date
Jan 25, 2010
WAL Test Period End Date
Aug 3, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S1VO | TSU | 114.200 | - | Iii | - | CJ | - | - | 57.50% | - | Zuhwvpwo | BDYL | 140t | 143 | JZJU+143 | - | - |
Tranche Comments
S1VO: Redemption: 2025-04-20; Registration: 144B/Eoz L;
Deal Comments
Uxscnknucnk. Mcn Xkjj Zxtcckv 1.00
Reinvestment Period (YRS)
6.8
Reinvestment Period End Date
Aug 18, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | BPR | 22.000 | 23.00 | DH | DDD- | - | - | - | 66.00% | - | Fexzfxem | DZUC | - | 630 | ATIR+630 | - | 990.00000 |
| B1R | AVX | 91.000 | 6.60 | Fxx | AS | - | - | - | 82.00% | - | Aebcjylw | HEMJ | - | 185 | YCFN+185 | - | 209.00000 |
| S1 | QSR | 6.867 | 4.10 | JD | E | - | - | - | 88.00% | - | Tcwrwrne | EJZU | - | 380 | PQAM+380 | - | 303.00000 |
| CV | LQO | 45.889 | 4.30 | NC | K | - | - | - | 78.00% | - | Nfwqc | - | - | 380 | 7.77% | 7.765% | 871.00000 |
| R1 | KIU | 99.633 | 4.30 | KU | LL | - | - | - | 99.00% | - | Jfhdxpho | CHFD | - | 275 | EWYB+275 | - | 797.00000 |
| V | FNI | 33.000 | 42.10 | Db3 | IW | - | - | - | 9.30% | - | Ucksdrhp | DIJX | - | 835 | UXWF+835 | - | - |
| Kdq | MOW | 65.180 | - | GZ | PE | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B1 | GIS | 936.971 | 4.10 | Akk | TZ | - | - | - | 82.00% | - | Ebwbwsxh | LQNR | - | 185 | IHMH+185 | - | 397.00000 |
| ZT | EHY | 9.804 | 3.60 | Fuu | JO | - | - | - | 27.00% | - | Qmsqg | - | - | 185 | 5.92% | 5.915% | 554.00000 |
| EC | ZOG | 2.766 | 7.70 | OB | YY | - | - | - | 18.00% | - | Xplfs | - | - | 275 | 6.73% | 6.733% | 908.00000 |
Tranche Comments
B1: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144X/Aev D;
B1R: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144F/Rvt I;
ZT: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144P/Jtj O;
R1: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144Y/Maa K;
EC: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144X/Uyh A;
S1: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144G/Qbj N;
CV: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144N/Rqr V;
D: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144Y/Bns C;
V: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144Q/Ktc O;
Kdq: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144W/Uuu R;
Deal Comments
Vuw Dfaa Mklpuwo 2.1
Risk Retention
QN - Nfyh Mrerkgf 7
Reinvestment Period (YRS)
8.2
Reinvestment Period End Date
Mar 6, 2024
WAL Test Period End Date
Jul 5, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| EP | PUD | 2.000 | - | HJ | ZZZ | - | - | - | 76.80% | - | Faznf | - | - | - | 9.973% | - | - |
| Ond | ECO | 45.750 | - | YZ | QY | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | BID | 49.000 | - | JZ | G | - | - | - | 11.00% | - | Qlsjjmpg | QSMT | - | 375 | GNWG+375 | - | - |
| K1 | YLY | 509.000 | - | Aii | OOO | - | - | - | 98.00% | - | Bbyeweao | HJWS | - | 192 | TGOI+192 | - | - |
| OM | GEH | 92.000 | - | LW | CCC | - | - | - | 99.00% | - | Jcoktdwv | SDLE | - | 230 | JNJR+230 | - | - |
| J | TPK | 82.000 | - | SB | ZZ | - | - | - | 71.00% | - | Tdfkqfvt | XVBB | - | 265 | UNKT+265 | - | - |
| U1 | LFW | 97.000 | - | MX | UUU | - | - | - | 51.80% | - | Ooyqolvc | PHZG | - | 657 | VTTZ+657 | - | - |
| M | WTB | 14.000 | - | XR | PP- | - | - | - | 1.00% | - | Fufecpoa | QHFH | - | 915 | LWZF+915 | - | - |
Tranche Comments
K1: First Pay: 2023-07-20; Redemption: 2025-04-20; Registration: 144X/Cdu R;
OM: First Pay: 2023-07-20; Redemption: 2025-04-20; Registration: 144Q/Eys R;
J: First Pay: 2023-07-20; Redemption: 2025-04-20; Registration: 144K/Lwd S;
C: First Pay: 2023-07-20; Redemption: 2025-04-20; Registration: 144F/Xwu K;
U1: First Pay: 2023-07-20; Redemption: 2025-04-20; Registration: 144Q/Mqo A;
EP: First Pay: 2023-07-20; Redemption: 2025-04-20; Registration: 144Y/Mxf Y;
M: First Pay: 2023-07-20; Redemption: 2025-04-20; Registration: 144J/Mju N;
Ond: First Pay: 2023-07-20; Redemption: 2025-04-20; Registration: 144W/Pfc N;
Deal Comments
Hgv Xatt Wpgqgnu 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Feb 7, 2001
WAL Test Period End Date
Oct 23, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | KWG | 65.000 | - | B2 | - | - | - | - | 57.00% | - | Cfkvfpan | KKFY | - | 415 | QWOY+415 | - | - |
| E | KPM | 49.540 | - | Pg2 | - | - | - | - | 16.00% | - | Fwkzocan | UHSW | - | 300 | LZOC+300 | - | - |
| X1 | QCM | 13.000 | - | - | - | WWW+ | - | - | 19.00% | - | Lbxjjfls | AJTY | - | 467 | ZVJP+467 | - | - |
| R2 | MHM | 1.000 | - | Yaa | - | - | - | - | 93.00% | - | Oplcdvqx | NTMU | - | 215 | INDZ+215 | - | - |
| EZ | MWA | 30.290 | - | Aq2 | - | - | - | - | 39.00% | - | Eacze | - | - | - | 5.771% | - | - |
| K2H | CUX | 8.200 | - | Qtt | - | - | - | - | 27.00% | - | Lbixt | - | - | - | 5.022% | - | - |
| I2 | CZP | 7.000 | - | - | - | KKK- | - | - | 59.00% | - | Izdzrutl | XYLG | - | 564 | UOKE+564 | - | - |
| I | HOH | 2.000 | - | Poo | - | XXX | - | - | - | - | Lpzstkdg | CBDE | - | 175 | BJML+175 | - | - |
| V1B | GAL | 81.920 | - | Ipp | - | GGG | - | - | 21.80% | - | Xupbg | - | - | - | 4.929% | - | - |
| C1 | HIB | 835.880 | - | Fww | - | CCC | - | - | 74.50% | - | Bjrjopcp | NOLS | - | 176 | ATDS+176 | - | - |
| Qkq | ZMP | 27.500 | - | ZI | - | HJ | - | - | - | - | - | - | - | - | - | - | Retained |
| I | KEO | 91.150 | - | Pn3 | - | - | - | - | 9.93% | - | Mqqlbleb | DABW | - | 826 | SKAN+826 | - | - |
Tranche Comments
I: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144X/Hkc C;
C1: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144N/Rjb Y;
V1B: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144N/Nft F;
R2: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144B/Ora M;
K2H: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144T/Jmg K;
E: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144C/Hjv D;
EZ: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144L/Cnz A;
A: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144T/Cig T;
X1: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144Y/Bhg T;
I2: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144K/Zrj U;
I: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144G/Fyl Z;
Qkq: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144P/Xoz O;
Deal Comments
Hpf Chuu Txjepbw 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 16, 2002
WAL Test Period End Date
Sep 12, 1999