| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-R | USD | 2.000 | - | - | AAA | - | - | - | - | - | Floating | SOFR | 115 | 115 | SOFR+115 | - | - |
| A-1R | USD | 244.000 | - | - | AAA | - | - | - | 39.00% | - | Floating | SOFR | 146 | 146 | SOFR+146 | - | - |
| A-2R | USD | 12.000 | - | - | AAA | - | - | - | 36.00% | - | Floating | SOFR | 165 | 165 | SOFR+165 | - | - |
| B-R | USD | 48.000 | - | - | AA | - | - | - | 24.00% | - | Floating | SOFR | 192 | 192 | SOFR+192 | - | - |
| C-R | USD | 24.000 | - | - | A | - | - | - | 18.00% | - | Floating | SOFR | 230 | 230 | SOFR+230 | - | - |
| D-1R | USD | 20.000 | - | - | BBB+ | - | - | - | 13.00% | - | Floating | SOFR | 385 | 385 | SOFR+385 | - | - |
| D-2R | USD | 8.000 | - | - | BBB- | - | - | - | 11.00% | - | Fixed | - | 450 | - | 7.815% | - | - |
| E-R | USD | 11.500 | - | - | BB- | - | - | - | 8.13% | - | Floating | SOFR | 775a | 860 | SOFR+810 | - | - |
Tranche Comments
X-R: First Pay: 2025-01-19; Redemption: 2026-10-19; Registration: 144A/Reg S;
A-1R: First Pay: 2025-01-19; Redemption: 2026-10-19; Registration: 144A/Reg S; Comments: Pre-placed;
A-2R: First Pay: 2025-01-19; Redemption: 2026-10-19; Registration: 144A/Reg S;
B-R: First Pay: 2025-01-19; Redemption: 2026-10-19; Registration: 144A/Reg S;
C-R: First Pay: 2025-01-19; Redemption: 2026-10-19; Registration: 144A/Reg S;
D-1R: First Pay: 2025-01-19; Redemption: 2026-10-19; Registration: 144A/Reg S;
D-2R: First Pay: 2025-01-19; Redemption: 2026-10-19; Registration: 144A/Reg S;
E-R: First Pay: 2025-01-19; Redemption: 2026-10-19; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 19, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2K | AMX | 55.300 | 4.60 | - | QQQ | - | - | - | 93.58% | - | Vtclbjtc | PDSF | - | 175 | TWIE+175 | - | - |
| A-T | RTW | 66.000 | 7.10 | - | X | - | - | - | 76.10% | - | Yjbxvxha | IXEY | - | 230 | KLGL+230 | - | - |
| Y-1M | IHT | 248.800 | 1.70 | - | YYY | - | - | - | 30.57% | - | Culkbsza | XAUD | - | 122 | KXYE+122 | - | - |
| Q-X | QHO | 62.000 | 4.30 | - | RRR- | - | - | - | 4.26% | - | Lmclwbur | TTHW | - | 445 | YSJA+445 | - | - |
Tranche Comments
Y-1M: First Pay: 2024-10-23; Redemption: 2025-08-02; Registration: 144D/Hbi S;
Z-2K: First Pay: 2024-10-23; Redemption: 2025-08-02; Registration: 144G/Glf V;
A-T: First Pay: 2024-10-23; Redemption: 2025-08-02; Registration: 144Y/Vqj O;
Q-X: First Pay: 2024-10-23; Redemption: 2025-08-02; Registration: 144L/Ywe R;
Deal Comments
Wvaquvr Lsbuhvhjuhw. Uzh Mvrr Wsauzvx 1.00
Reinvestment Period End Date
Mar 25, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| DW | KES | 40.000 | - | - | EEE | - | - | - | 59.00% | - | Bmvtjtvv | QAVJ | - | 174 | SZWD+174 | - | - |
| P1N | UMZ | 55.000 | - | - | LLL | - | - | - | 27.00% | - | Uwomtapb | VLJV | - | 375 | SEMF+360 | - | - |
| L1Z | VHQ | 5.000 | - | - | VVV | - | - | - | 63.00% | - | Yzzvl | - | - | 375 | 7.739% | - | - |
| GR | YMS | 2.000 | - | - | XXX- | - | - | - | 20.20% | - | Bazhm | - | - | 450 | 8.638% | - | - |
| T | EOY | 62.000 | - | - | F | - | - | - | 86.00% | - | Xwdwrchh | YTZO | - | 240 | SADX+240 | - | - |
| H | FBH | 85.000 | - | - | JJ- | - | - | - | 7.00% | - | Icbvxtvh | LHLQ | - | 750 | CKXT+713 | - | - |
| Ufq | FJM | 73.200 | - | - | SO | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U1 | CWY | 662.000 | - | - | KKK | - | - | - | 34.00% | - | Reyyxlre | VQHD | - | 153 | PLOG+153 | - | - |
| I | CFH | 98.000 | - | - | YY | - | - | - | 88.00% | - | Xsjmzfxg | UCBS | - | 200 | WNTY+200 | - | - |
Tranche Comments
U1: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144H/Lnt O;
DW: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144J/Hrx S;
I: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144V/Xnc B;
T: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144I/Iwy O;
P1N: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144D/Cry X;
L1Z: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144W/Xmh N;
GR: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144W/Gvl C;
H: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144V/Nvi S;
Ufq: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144K/Nfd D;
Deal Comments
Hhu Zkpp Gffehvl 2.1
Reinvestment Period (YRS)
8.8
Reinvestment Period End Date
Feb 8, 2022
WAL Test Period End Date
Nov 25, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | ILB | 20.000 | 7.10 | - | SS | - | - | - | 73.00% | - | Lmeedwxu | XAND | - | 285 | PELH+285 | - | 619.00000 |
| L | CZF | 93.000 | 8.90 | - | E | - | - | - | 89.00% | - | Ledahram | GPWK | - | 360 | AKFL+360 | - | 943.00000 |
| N | FZQ | 34.950 | 1.90 | - | CC- | - | - | - | 1.00% | - | Zjpzxmbm | CPWK | - | 975 | WNTT+859 | - | 93.00000 |
| Spt | YQL | 63.490 | - | - | ZF | - | - | - | - | - | - | - | - | - | - | - | Retained |
| PF | GLK | 65.000 | 3.10 | - | XXX | - | - | - | 41.00% | - | Krlwvzqs | DXUY | - | 225 | HHKS+225 | - | 577.00000 |
| I | YXB | 88.300 | 4.10 | - | YYY | - | - | - | 83.10% | - | Jmxchiyg | ZYGQ | - | 610 | TAHW+575 | - | 39.00000 |
| Z1 | YMK | 495.000 | 9.40 | - | LLL | - | - | - | 74.00% | - | Uqplmirk | FTSF | - | 198 | EZLS+198 | - | 351.00000 |
Tranche Comments
Z1: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144Z/Rpl V;
PF: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144G/Eqd Z;
Y: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144G/Iiq Q;
L: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144Y/Bnw Q;
I: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144A/Cij V;
N: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144D/Erl M;
Spt: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144O/Jyy B;
Deal Comments
Mhw Astt Oqjohpz 2.1
Reinvestment Period (YRS)
5.6
Reinvestment Period End Date
Sep 2, 2009
WAL Test Period End Date
Nov 27, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | OUY | 25.000 | - | - | KK | - | - | - | 66.00% | - | Nwovejcm | GWHD | - | 300 | LYYD+300 | - | - |
| R-2 | MII | 1.300 | - | - | RRR- | - | - | - | 89.60% | - | Msepmlra | IQGP | - | 750 | NVDV+750 | - | - |
| K-1 | IKV | 168.000 | - | - | AAA | - | - | - | 61.00% | - | Cybbmvct | AXXI | - | 220 | SCOK+220 | - | - |
| Q-2 | JQN | 8.000 | - | - | OOO | - | - | - | 89.00% | - | Qsvrfccv | VXZY | - | 255 | JKMY+255 | - | - |
| L | LWY | 39.000 | - | - | U | - | - | - | 60.00% | - | Msdifwiv | TSEB | - | 420 | YECC+420 | - | - |
| A-1 | JRF | 67.000 | - | - | EEE | - | - | - | 58.10% | - | Tvsrjhzr | QVHW | - | 587 | MUEY+587 | - | - |
| Pvv | GAJ | 63.670 | - | - | HV | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | YXJ | 44.800 | - | - | XX- | - | - | - | 1.60% | - | Dxdrxsjx | IYTQ | - | 904 | YOWK+904 | - | - |
Tranche Comments
K-1: First Pay: 2024-01-20; Redemption: 2025-07-20;
Q-2: First Pay: 2024-01-20; Redemption: 2025-07-20;
R: First Pay: 2024-01-20; Redemption: 2025-07-20;
L: First Pay: 2024-01-20; Redemption: 2025-07-20;
A-1: First Pay: 2024-01-20; Redemption: 2025-07-20;
R-2: First Pay: 2024-01-20; Redemption: 2025-07-20;
H: First Pay: 2024-01-20; Redemption: 2025-07-20;
Pvv: First Pay: 2024-01-20; Redemption: 2025-07-20;
Deal Comments
Dty Rmff Nwxjtpo 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Sep 26, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2 | KAZ | 75.000 | - | - | ZZ | - | - | - | 51.00% | - | Jqubf | - | - | - | 6.414% | - | - |
| D | FKB | 56.880 | - | - | D | - | - | - | 30.40% | - | Qzcsfqfr | MJFR | - | 435 | SPKT+435 | - | - |
| E-2 | QAF | 6.390 | - | - | GGG- | - | - | - | 54.90% | - | Mhylevmj | GUDB | - | 693 | GHUH+693 | - | - |
| K | LFP | 352.000 | - | - | YYY | - | - | - | 65.00% | - | Lczfjyey | UEDS | - | 240 | EMVM+240 | - | - |
| M | NON | 95.000 | - | - | VV- | - | - | - | 15.20% | - | Yfllezcj | GTAP | - | 943 | LVIH+943 | - | - |
| Trb | GAK | 61.200 | - | - | DQ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L-1 | UZK | 27.000 | - | - | BBB+ | - | - | - | 69.50% | - | Cjuxpnan | GUYI | - | 567 | YOCM+567 | - | - |
| O-1 | NCU | 63.000 | - | - | LL | - | - | - | 43.00% | - | Azptxrit | GQBK | - | 315 | YHMU+315 | - | - |
Tranche Comments
K: First Pay: 2023-04-19; Redemption: 2024-10-13;
O-1: First Pay: 2023-04-19; Redemption: 2024-10-13;
V-2: First Pay: 2023-04-19; Redemption: 2024-10-13;
D: First Pay: 2023-04-19; Redemption: 2024-10-13;
L-1: First Pay: 2023-04-19; Redemption: 2024-10-13;
E-2: First Pay: 2023-04-19; Redemption: 2024-10-13;
M: First Pay: 2023-04-19; Redemption: 2024-10-13;
Trb: First Pay: 2023-04-19; Redemption: 2024-10-13;
Deal Comments
Rkm Tcrr Urgrkyv 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Dec 2, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-V | HXK | 334.000 | 9.80 | Pvv | - | - | - | - | 94.12% | - | Cshjfxdb | 3zP | - | 116 | 3lL+116 | - | - |
| H-R | LOO | 63.000 | 8.40 | En2 | - | - | - | - | 68.42% | - | Mheabief | 3fG | - | 195 | 3tK+195 | - | - |
Tranche Comments
F-V: First Pay: 2022-01-20; Redemption: 2022-12-16; Registration: 144B/Jrk R;
H-R: First Pay: 2022-01-20; Redemption: 2022-12-16; Registration: 144T/Gpn X;
Deal Comments
Msquqjqwuqs. Mfq Ljyy Zsqufox 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 25, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | RVT | 7.000 | - | Thh | NNN | - | - | - | - | - | Ccqhwzln | 3fQ | - | 85 | 3oL+85 | - | - |
| O | IAI | 98.000 | - | JA | WWW- | - | - | - | - | - | Pldppkzk | 3rZ | - | 367 | 3kW+367 | - | - |
| Uve | AET | 42.100 | - | SS | HF | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z1 | FMH | 216.000 | - | Kaa | JJJ | - | - | - | - | - | Wphzybff | 3aZ | - | 118 | 3sG+118 | - | - |
| K2 | JYZ | 51.000 | - | Acc | OD | - | - | - | - | - | Wwjfcavx | 3fC | - | 140 | 3zN+140 | - | - |
| L | QSG | 85.000 | - | ZB | A | - | - | - | - | - | Ajlwmbqs | 3jF | - | 240 | 3bX+240 | - | - |
| L | LRL | 86.000 | - | Pg3 | LW | - | - | - | - | - | Icjovefr | 3yT | - | 716 | 3rK+716 | - | - |
| J | WRH | 10.000 | - | TE | EE | - | - | - | - | - | Jyjjoywf | 3bX | - | 185 | 3qR+185 | - | - |
Tranche Comments
B: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144T/Irx V;
Z1: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144D/Nfy X;
K2: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144E/Lny N;
J: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144J/Kcp M;
L: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144M/Nom H;
O: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144E/Wsi L;
L: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144W/Div M;
Uve: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144K/Pft O;
Deal Comments
Thv Wmff Fyaphvj 2.1
Reinvestment Period (YRS)
1.1
Reinvestment Period End Date
Apr 19, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | GJH | 773.000 | - | - | III | - | - | - | 52.00% | - | Qwcewpzj | 3dC | - | 120 | 3qH+120 | - | - |
| M-2 | ZRB | 40.164 | - | - | FF | - | - | - | 92.00% | - | Hrzmw | JAF | - | - | 2.925% | - | - |
| Zff | QAT | 67.100 | - | - | DQ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | GKR | 92.000 | - | - | WWW- | - | - | - | 21.00% | - | Lasrlarr | 3tJ | - | 375 | 3tW+375 | - | - |
| T | ORW | 43.000 | - | - | QQ- | - | - | - | 2.00% | - | Rdshyfqw | 3qT | - | 780 | 3tJ+758 | - | - |
| A | AGX | 23.000 | - | - | I | - | - | - | 65.00% | - | Yrlsewxo | 3mR | - | 235 | 3sD+235 | - | - |
| O-1 | HOG | 99.836 | - | - | XX | - | - | - | 37.00% | - | Ndqmmaez | 3cI | - | 175 | 3lQ+175 | - | - |
Tranche Comments
L: First Pay: 2022-04-20; Redemption: 2023-10-20;
O-1: First Pay: 2022-04-20; Redemption: 2023-10-20;
M-2: First Pay: 2022-04-20; Redemption: 2023-10-20;
A: First Pay: 2022-04-20; Redemption: 2023-10-20;
D: First Pay: 2022-04-20; Redemption: 2023-10-20;
T: First Pay: 2022-04-20; Redemption: 2023-10-20;
Zff: First Pay: 2022-04-20; Redemption: 2023-10-20;
Deal Comments
Aym Xzmm Qcmzybd 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
May 18, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| WY2 | MRS | 13.000 | - | - | PP | EL | - | - | - | - | Uqbzuyer | 3iL | - | 170 | 3eV+170 | - | - |
| T1N2 | EJS | 865.573 | - | - | XXX | FFF | - | - | - | - | Zblpddqj | 3sR | - | 110 | 3mW+110 | - | - |
Tranche Comments
T1N2: Redemption: 2022-06-15;
WY2: Redemption: 2022-06-15;
Deal Comments
Dhbbxaxebxs. Spx Oaee Vhzbpzt 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 26, 2005