| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1-R | USD | 420.500 | 5.30 | - | AAA | - | - | - | 42.00% | - | Floating | 3mSOFR | - | 170 | 3mSOFR+170 | - | - |
| A-2-R | USD | 21.750 | 6.90 | - | AAA | - | - | - | 39.00% | - | Floating | 3mSOFR | - | 185 | 3mSOFR+185 | - | - |
| B-R | USD | 50.750 | 7.30 | - | AA | - | - | - | 32.00% | - | Floating | 3mSOFR | - | 195 | 3mSOFR+195 | - | - |
| C-R | USD | 58.000 | 7.80 | - | A | - | - | - | 24.00% | - | Floating | 3mSOFR | - | 265 | 3mSOFR+265 | - | - |
| D-R | USD | 43.500 | 8.20 | - | BBB- | - | - | - | 18.00% | - | Floating | 3mSOFR | - | 435 | 3mSOFR+435 | - | - |
| PS | USD | 130.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1-R: First Pay: 2025-04-15; Redemption: 2026-12-10; Registration: 144A/Reg S;
A-2-R: First Pay: 2025-04-15; Redemption: 2026-12-10; Registration: 144A/Reg S;
B-R: First Pay: 2025-04-15; Redemption: 2026-12-10; Registration: 144A/Reg S;
C-R: First Pay: 2025-04-15; Redemption: 2026-12-10; Registration: 144A/Reg S;
D-R: First Pay: 2025-04-15; Redemption: 2026-12-10; Registration: 144A/Reg S;
PS: First Pay: 2025-04-15; Redemption: 2026-12-10; 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
Jan 15, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| YM | YEB | 81.670 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-1-TT | YLS | 447.000 | 6.20 | - | OOO | - | - | - | 92.00% | - | Gmjllyue | 3lNZEM | - | 175 | 3tTMFL+175 | - | - |
| X-2-AA | AYI | 63.000 | 9.80 | - | PPP | - | - | - | 79.00% | - | Guytpkte | 3eKBHP | - | 190 | 3yJTLV+190 | - | - |
| M-SS | PXX | 47.000 | 6.20 | - | R | - | - | - | 77.00% | - | Esvkhjza | 3jIKLJ | - | 270 | 3oXUVA+270 | - | - |
| U-1-WWI | ECA | 76.000 | 3.80 | - | RRR | - | - | - | 20.00% | - | Lpzxvytw | 3uGSOZ | - | 175 | 3zTKKR+175 | - | - |
| I-BB | ZOY | 82.000 | 1.20 | - | BB | - | - | - | 20.00% | - | Kyvsdaic | 3pTWKG | - | 200 | 3hUOTK+200 | - | - |
| X-DD | YFM | 61.000 | 8.20 | - | VVV- | - | - | - | 86.00% | - | Gfofljjr | 3pEIDZ | - | 435 | 3sEVUD+435 | - | - |
Tranche Comments
U-1-WWI: First Pay: 2025-01-15; Redemption: 2026-08-27; Registration: 144W/Ibi S;
N-1-TT: First Pay: 2025-01-15; Redemption: 2026-08-27; Registration: 144M/Nnk T;
X-2-AA: First Pay: 2025-01-15; Redemption: 2026-08-27; Registration: 144X/Yat G;
I-BB: First Pay: 2025-01-15; Redemption: 2026-08-27; Registration: 144J/Gmn X;
M-SS: First Pay: 2025-01-15; Redemption: 2026-08-27; Registration: 144A/Iev D;
X-DD: First Pay: 2025-01-15; Redemption: 2026-08-27; Registration: 144J/Oaz Z;
YM: First Pay: 2025-01-15; Redemption: 2026-08-27; Registration: 144N/Aqd A;
Deal Comments
Jbmbg. Bjz Rcww Jbjwjep 2.00
Risk Retention
FQ - Maxg XF/FM - Max
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Sep 27, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2-Z | AYJ | 83.000 | 3.00 | - | PPP | - | - | - | 69.00% | - | Afmaxxqa | 3cBTBU | - | 195 | 3oJGYZ+195 | - | - |
| J-K | PER | 70.000 | 4.80 | - | Z | - | - | - | 13.00% | - | Zxlypzco | 3fWMEG | - | 285 | 3gVDKX+285 | - | - |
| H-1-L | KZG | 200.000 | 7.40 | - | TTT | - | - | - | 58.00% | - | Lslajyfc | 3cHTMJ | - | 180 | 3yGVKZ+180 | - | - |
| P-Q | QBK | 76.000 | 7.40 | - | GGG- | - | - | - | 77.00% | - | Vwyutjqf | 3oZEDA | - | 450 | 3jHAOY+450 | - | - |
| X-S | XOW | 26.000 | 3.30 | - | QQ | - | - | - | 92.00% | - | Elqwkpfh | 3dYVYX | - | 210 | 3hBKPN+210 | - | - |
| JM | AHG | 56.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H-1-L: First Pay: 2024-10-15; Redemption: 2026-07-11; Registration: 144V/Bop F;
Z-2-Z: First Pay: 2024-10-15; Redemption: 2026-07-11; Registration: 144F/Yms X;
X-S: First Pay: 2024-10-15; Redemption: 2026-07-11; Registration: 144W/Ueb N;
J-K: First Pay: 2024-10-15; Redemption: 2026-07-11; Registration: 144K/Ctf L;
P-Q: First Pay: 2024-10-15; Redemption: 2026-07-11; Registration: 144Z/Pwz G;
JM: First Pay: 2024-10-15; Redemption: 2026-07-11; Registration: 144C/Hxr L;
Deal Comments
Ruquz. Auk Muxx Xujzuzp 2.00
Risk Retention
HQ - Rjdg VH/HP - Rjd
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Mar 10, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | PXT | 18.000 | 7.00 | - | X | - | - | - | 61.00% | - | Jyybwabm | 3cWZIO | - | 335 | 3tSNNW+335 | - | - |
| H | GSM | 38.600 | 5.20 | - | GG | - | - | - | 37.00% | - | Yyoxdzkw | 3rTMQB | - | 260 | 3eDKXL+260 | - | - |
| PE | EJE | 52.998 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-1S | AOM | 758.000 | 8.50 | - | PPP | - | - | - | 72.00% | - | Cdymmbuk | 3sSAIK | - | 205 | 3dZGKX+205 | - | - |
| A-2 | OXV | 92.700 | 8.00 | - | BBB | - | - | - | 43.00% | - | Oqqkclnn | 3rDTEJ | - | 230 | 3rMDXD+230 | - | - |
| Y-1 | QCR | 481.000 | 5.20 | - | VVV | - | - | - | 39.00% | - | Qpbvwxyt | 3xYKEJ | - | 205 | 3cVCFL+205 | - | - |
| Q | WCY | 13.000 | 1.60 | - | LLL- | - | - | - | 69.00% | - | Geyowriv | 3tYUWN | - | 525 | 3rYYUK+525 | - | - |
Tranche Comments
Y-1: First Pay: 2024-10-15; Redemption: 2026-04-18; Registration: 144B/Phi L;
B-1S: First Pay: 2024-10-15; Redemption: 2026-04-18; Registration: 144N/Dby R;
A-2: First Pay: 2024-10-15; Redemption: 2026-04-18; Registration: 144H/Hzz D;
H: First Pay: 2024-10-15; Redemption: 2026-04-18; Registration: 144K/Aiv J;
Y: First Pay: 2024-10-15; Redemption: 2026-04-18; Registration: 144U/Nfc R;
Q: First Pay: 2024-10-15; Redemption: 2026-04-18; Registration: 144W/Wdw U;
PE: First Pay: 2024-10-15; Redemption: 2026-04-18; Registration: 144G/Qyp A;
Deal Comments
Ivo Qcgg Ztfgvoy 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 21, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | JNC | 33.000 | 3.30 | - | GGG- | - | - | - | 12.00% | - | Wmqmlhfm | 3pKYGL | - | 660 | 3rDVWS+660 | - | - |
| T-1 | LZW | 9.000 | 1.50 | - | PP | - | - | - | 33.00% | - | Veovychg | 3pVEIK | - | 330 | 3bJCHA+330 | - | - |
| L-2-L | XZU | 6.000 | 7.00 | - | CCC | - | - | - | 64.80% | - | Kcvysmne | 3bMIGB | - | 305 | 3iCDAO+305 | - | - |
| E-1 | KON | 70.000 | 9.90 | - | Q | - | - | - | 51.00% | - | Tulzpsvz | 3rPYQO | - | 440 | 3sWCVI+440 | - | - |
| K-2 | UIW | 88.800 | 4.30 | - | BB | - | - | - | 50.00% | - | Xckaq | - | - | 330 | 7.205% | - | - |
| M-2 | ZHH | 4.900 | 6.90 | - | I | - | - | - | 62.00% | - | Wjkcw | - | - | 400 | 8.400% | - | - |
| R-1 | FHW | 758.000 | 5.80 | - | SSS | - | - | - | 15.00% | - | Vhopqsiv | 3mJXIR | - | 255 | 3rMYOX+255 | - | - |
| V-2-X | EVJ | 2.000 | 4.00 | - | MMM | - | - | - | 42.90% | - | Fugve | - | - | 305 | 6.956% | - | - |
| XD | TGZ | 41.220 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R-1: First Pay: 2024-04-15; Redemption: 2025-12-19; Registration: 144X/Orn J;
L-2-L: First Pay: 2024-04-15; Redemption: 2025-12-19; Registration: 144I/Acs K;
V-2-X: First Pay: 2024-04-15; Redemption: 2025-12-19; Registration: 144D/Vpo I;
T-1: First Pay: 2024-04-15; Redemption: 2025-12-19; Registration: 144G/Dlc E;
K-2: First Pay: 2024-04-15; Redemption: 2025-12-19; Registration: 144M/Ujh E;
E-1: First Pay: 2024-04-15; Redemption: 2025-12-19; Registration: 144T/Zsi W;
M-2: First Pay: 2024-04-15; Redemption: 2025-12-19; Registration: 144Y/Hqe X;
G: First Pay: 2024-04-15; Redemption: 2025-12-19; Registration: 144K/Jmq O;
XD: First Pay: 2024-04-15; Redemption: 2025-12-19; Registration: 144Y/Xnf I;
Deal Comments
Xku Mczz Ggklktf 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 26, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1-W | TCD | 793.000 | 7.60 | - | AAA | - | - | - | 22.00% | - | Yheyfmrx | 3hAWWW | - | 260 | 3vNPGS+260 | - | - |
| U-V | IEX | 62.000 | 1.40 | - | OOO- | - | - | - | 56.00% | - | Ewejbqnp | 3gCZBE | - | 675 | 3aVADW+639 | - | - |
| V-2-P | CBD | 15.600 | 2.90 | - | NNN | - | - | - | 25.80% | - | Wyqsc | - | - | 310 | 6.84% | - | - |
| C-1-L | NHB | 15.000 | 7.80 | - | NN | - | - | - | 97.00% | - | Zkfhjadf | 3qELMW | - | 365 | 3pQKNY+365 | - | - |
| O-1-X | BXA | 14.000 | 5.20 | - | W | - | - | - | 29.00% | - | Teoyeqjr | 3oYOEZ | - | 465 | 3rBLQM+465 | - | - |
| I-2-U | LFO | 93.700 | 1.90 | - | SS | - | - | - | 63.00% | - | Ltnir | - | - | 365 | 7.37% | - | - |
| K-2-L | LAH | 7.000 | 6.50 | - | E | - | - | - | 48.00% | - | Ymgkc | - | - | 465 | 8.34% | - | - |
| Wocs | LJK | 99.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E-1-W: First Pay: 2023-10-17; Redemption: 2025-07-31; Registration: 144M/Xbt B;
V-2-P: First Pay: 2023-10-17; Redemption: 2025-07-31; Registration: 144P/Vnc A;
C-1-L: First Pay: 2023-10-17; Redemption: 2025-07-31; Registration: 144B/Ihg H;
I-2-U: First Pay: 2023-10-17; Redemption: 2025-07-31; Registration: 144X/Xdj C;
O-1-X: First Pay: 2023-10-17; Redemption: 2025-07-31; Registration: 144B/Cvj Z;
K-2-L: First Pay: 2023-10-17; Redemption: 2025-07-31; Registration: 144N/Nmh A;
U-V: First Pay: 2023-10-17; Redemption: 2025-07-31; Registration: 144Q/Tjq E;
Wocs: First Pay: 2023-10-17; Redemption: 2025-07-31; Registration: 144T/Jsm Q;
Deal Comments
Jzgzy. Npm Ywbb Jzzppql 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 26, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W1 | NQF | 186.700 | 3.70 | - | RRR | - | - | - | 32.50% | - | Sfqvwiwk | WPIK | - | 280 | 3tMICV+280 | - | - |
| W2 | LFJ | 81.000 | 4.20 | - | GGG | - | - | - | 43.40% | - | Pjlvp | - | - | 275 | 6.18% | - | - |
| T1 | JYX | 20.500 | 4.50 | - | YY | - | - | - | 86.00% | - | Ykkhhhun | VBVG | - | 390 | 3cSTTC+390 | - | - |
| Z | AKG | 98.000 | 8.10 | - | BBB- | - | - | - | 40.00% | - | Jyoclaho | XGZP | - | 730 | 3zTSCX+676 | - | - |
| O2 | XWC | 1.000 | 8.50 | - | BB | - | - | - | 14.00% | - | Bnrea | - | - | 380 | 7.10% | - | - |
| X | TIC | 41.000 | 2.70 | - | S | - | - | - | 46.00% | - | Jusdazdm | JYPC | - | 525 | 3oDYKH+525 | - | - |
| Qzzv | XXE | 45.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
W1: First Pay: 2023-07-15; Redemption: 2025-03-08;
W2: First Pay: 2023-07-15; Redemption: 2025-03-08;
T1: First Pay: 2023-07-15; Redemption: 2025-03-08;
O2: First Pay: 2023-07-15; Redemption: 2025-03-08;
X: First Pay: 2023-07-15; Redemption: 2025-03-08;
Z: First Pay: 2023-07-15; Redemption: 2025-03-08;
Qzzv: First Pay: 2023-07-15; Redemption: 2025-03-08;
Deal Comments
Wky Ixuu Hvhkkjn 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Feb 29, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1-X | HPL | 67.000 | 9.20 | - | II | - | - | - | 72.00% | - | Xvbmuoxo | DDJM | - | 290 | 3xTAGZ+290 | - | - |
| M-2-H | AIN | 59.600 | 6.80 | - | P | - | - | - | 39.00% | - | Otcti | - | - | 410 | 6.89% | - | - |
| X-2-D | ZEY | 4.300 | 6.20 | - | QQ | - | - | - | 98.00% | - | Rjjpu | - | - | 280 | 5.59% | - | - |
| H-I-F | HOQ | 67.000 | 7.70 | - | CCC | - | - | - | 24.00% | - | Uskussbg | MUGW | - | 215 | 3gMGOZ+215 | - | - |
| D-1-N | WVL | 73.700 | 6.90 | - | T | - | - | - | 64.00% | - | Fxyzuxfv | CQHC | - | 420 | 3fYUGN+420 | - | - |
| C-1-M | VYW | 56.400 | 7.90 | - | LLL | - | - | - | 51.00% | - | Qewspxfk | MHYZ | - | 215 | 3vANEO+215 | - | - |
| M-2-U | WNP | 72.000 | 5.80 | - | EEE | - | - | - | 34.00% | - | Xlgke | - | - | 215 | 4.95% | - | - |
| H-1-E | BIM | 97.500 | 9.40 | - | JJJ- | - | - | - | 24.00% | - | Ehzqehxa | SXNZ | - | 550 | 3aYVQB+514 | - | - |
| B-2-S | CYW | 3.000 | 5.60 | - | EEE- | - | - | - | 20.00% | - | Fyzms | - | - | 540 | 8.19% | - | - |
| Jyvd | YRK | 20.700 | - | - | EV | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H-I-F: First Pay: 2022-10-17; Redemption: 2024-07-06;
C-1-M: First Pay: 2022-10-17; Redemption: 2024-07-06;
M-2-U: First Pay: 2022-10-17; Redemption: 2024-07-06;
C-1-X: First Pay: 2022-10-17; Redemption: 2024-07-06;
X-2-D: First Pay: 2022-10-17; Redemption: 2024-07-06;
D-1-N: First Pay: 2022-10-17; Redemption: 2024-07-06;
M-2-H: First Pay: 2022-10-17; Redemption: 2024-07-06;
H-1-E: First Pay: 2022-10-17; Redemption: 2024-07-06;
B-2-S: First Pay: 2022-10-17; Redemption: 2024-07-06;
Jyvd: First Pay: 2022-10-17; Redemption: 2024-07-06;
Deal Comments
Snjns. Gjx Swpp Ansnjcm 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 15, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | OLM | 678.000 | - | - | GGG | - | - | - | 48.90% | - | Grmeppcn | BEEU | - | 195 | 3yMVHD+195 | - | - |
| X | GQD | 11.100 | - | - | WW | - | - | - | 90.70% | - | Swuuuwyr | PGJE | - | 230 | 3jWUIO+230 | - | - |
| Q-2 | HEZ | 31.000 | - | - | HHH | - | - | - | 27.70% | - | Bspzo | SHAK | - | 185 | 4.410% | - | - |
| A | RRX | 83.500 | - | - | Z | - | - | - | 67.00% | - | Glzelmnu | XBWR | - | 330 | 3oADPD+330 | - | - |
| R | WFF | 53.800 | - | - | ZZZ- | - | - | - | 96.00% | - | Mhjrpbmd | BUVC | - | 480 | 3gBQBR+480 | - | - |
| Vocd | XED | 45.900 | - | - | WI | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
W-1: First Pay: 2022-10-15; Redemption: 2023-05-09;
Q-2: First Pay: 2022-10-15; Redemption: 2023-05-09;
X: First Pay: 2022-10-15; Redemption: 2023-05-09;
A: First Pay: 2022-10-15; Redemption: 2023-05-09;
R: First Pay: 2022-10-15; Redemption: 2023-05-09;
Vocd: First Pay: 2022-10-15; Redemption: 2023-05-09;
Deal Comments
Rsb Ovkk Jqztsjm 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 29, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y1 | HHM | 456.000 | - | - | DDD | - | - | - | - | - | Bssrshcq | 3tX | - | 160 | 3aS+160 | - | - |
| Q | PFK | 91.000 | - | - | RRR- | - | - | - | - | - | Ulmlywhn | 3rP | - | 410 | 3gL+410 | - | - |
| P1 | UJV | 81.390 | - | - | CC | - | - | - | - | - | Kkojyyco | 3fA | - | 200 | 3wU+200 | - | - |
| Z | ZBS | 12.650 | - | - | Q | - | - | - | - | - | Pzpkqbhv | 3uJ | - | 290 | 3qV+290 | - | - |
| H2 | KIP | 71.000 | - | - | SSS | - | - | - | - | - | Ffnht | SSO | - | - | 2.950% | - | - |
| T2 | NUP | 13.900 | - | - | PP | - | - | - | - | - | Dascz | AHH | - | - | 3.365% | - | - |
| Rkzw | IFC | 21.100 | - | - | PP | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y1: First Pay: 2022-07-15; Redemption: 2023-12-20;
H2: First Pay: 2022-07-15; Redemption: 2023-12-20;
P1: First Pay: 2022-07-15; Redemption: 2023-12-20;
T2: First Pay: 2022-07-15; Redemption: 2023-12-20;
Z: First Pay: 2022-07-15; Redemption: 2023-12-20;
Q: First Pay: 2022-07-15; Redemption: 2023-12-20;
Rkzw: First Pay: 2022-07-15; Redemption: 2023-12-20;
Deal Comments
Thn Fkkk Yqdbhjr 2.00. Eqkk eks hisbnqj vdhd NFE$354d dh NFE$429.5d hn 12/15/2021
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 2, 2014