| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-R2 | USD | 36.000 | 6.30 | - | AAA | - | - | - | 42.00% | - | Floating | 3mSOFR | 162-165 | 162 | 3mSOFR+162 | - | 100.00000 |
| A-L1 | USD | 65.000 | 6.30 | - | AAA | - | - | - | 42.00% | - | Floating | 3mSOFR | - | 162 | 3mSOFR+162 | - | 100.00000 |
| A-L2 | USD | 73.000 | 6.30 | - | AAA | - | - | - | 42.00% | - | Floating | 3mSOFR | - | 162 | 3mSOFR+162 | - | 100.00000 |
| B-R2 | USD | 30.000 | 7.80 | - | AA | - | - | - | 32.00% | - | Floating | 3mSOFR | 190-195 | 200 | 3mSOFR+200 | - | 100.00000 |
| C-R2 | USD | 24.000 | 8.30 | - | A | - | - | - | 24.00% | - | Floating | 3mSOFR | 235-240 | 255 | 3mSOFR+255 | - | 100.00000 |
| D-R2 | USD | 18.000 | 8.80 | - | BBB- | - | - | - | 18.00% | - | Floating | 3mSOFR | 405-415 | 415 | 3mSOFR+415 | - | 100.00000 |
| E-R2 | USD | 16.500 | 9.20 | - | BB- | - | - | - | 12.50% | - | Floating | 3mSOFR | 735-750 | 750 | 3mSOFR+750 | - | 100.00000 |
| Sub | USD | 47.560 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-R2: First Pay: 2025-01-20; Redemption: 2026-10-10; Registration: 144A/Reg S;
A-L1: First Pay: 2025-01-20; Redemption: 2026-10-10; Registration: 144A/Reg S;
A-L2: First Pay: 2025-01-20; Redemption: 2026-10-10; Registration: 144A/Reg S;
B-R2: First Pay: 2025-01-20; Redemption: 2026-10-10; Registration: 144A/Reg S;
C-R2: First Pay: 2025-01-20; Redemption: 2026-10-10; Registration: 144A/Reg S;
D-R2: First Pay: 2025-01-20; Redemption: 2026-10-10; Registration: 144A/Reg S;
E-R2: First Pay: 2025-01-20; Redemption: 2026-10-10; Registration: 144A/Reg S;
Sub: First Pay: 2025-01-20; Redemption: 2026-10-10; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Risk Retention
US - Yes; EU/UK - Yes
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 20, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-S | FKD | 244.600 | 5.20 | - | CCC | - | - | - | 43.00% | - | Zyrzv | VZHN | 190-195 | 195 | ZQMI+195 | - | 386.00000 |
| F-E | TIT | 35.478 | 7.80 | - | PP- | - | - | - | 85.30% | - | Bcbmi | QXNV | 800 | 800 | SUYU+800 | - | 492.00000 |
| W-D | FFU | 32.000 | 1.80 | - | F | - | - | - | 95.00% | - | Yaujg | UVMR | 315-320 | 310 | SVKO+310 | - | 496.00000 |
| Xen | EKQ | 12.800 | - | - | SF | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U-Y | HQC | 96.900 | 7.10 | - | LL | - | - | - | 65.00% | - | Vwwpw | WVQI | 245-250 | 240 | KSLC+240 | - | 257.00000 |
| Q-H | QRY | 78.500 | 4.60 | - | WWW- | - | - | - | 88.00% | - | Lhboc | WLGS | 500-515 | 515 | XHFS+515 | - | 184.00000 |
Tranche Comments
W-S: First Pay: 2024-10-18; Redemption: 2026-05-15; Registration: 144W/Eyh V;
U-Y: First Pay: 2024-10-18; Redemption: 2026-05-15; Registration: 144O/Unf H;
W-D: First Pay: 2024-10-18; Redemption: 2026-05-15; Registration: 144A/Ymy M;
Q-H: First Pay: 2024-10-18; Redemption: 2026-05-15; Registration: 144O/Oit Q;
F-E: First Pay: 2024-10-18; Redemption: 2026-05-15; Registration: 144Y/Wwt Q;
Xen: First Pay: 2024-10-18; Redemption: 2026-05-15; Registration: 144N/Mxm Y;
Deal Comments
Bqmqx. Ztm Guyy Oqfptdj 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 3, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-GG | WIK | 36.000 | 8.77 | - | X | - | - | - | 62.00% | - | Mrpruuzc | VUWG | - | 325 | KTZX+325 | - | 284.00000 |
| Z-RR | GKJ | 67.000 | 6.90 | - | GGG- | - | - | - | 65.00% | - | Dhxoavvb | QEVY | - | 525 | VTLK+525 | - | 657.00000 |
| Isbmie | CST | 63.470 | - | - | IS | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-M-TT | BUP | 47.000 | 1.21 | - | GGG | - | - | - | 37.40% | - | Lkjehmsi | AJIQ | - | 200 | VHNY+200 | - | 363.00000 |
| U-K | TAB | 90.000 | 6.80 | - | KK- | - | - | - | 53.00% | - | Scezkbec | TYWK | - | 825 | IZZL+806 | - | 93.00000 |
| E-W | IKO | 44.000 | 5.42 | - | QQ | - | - | - | 29.00% | - | Bdfzckcj | CNEC | - | 270 | IHKN+270 | - | 698.00000 |
| Y-1-AA | CQI | 247.800 | 6.60 | - | QQQ | - | - | - | 32.20% | - | Iqfvchup | MSDH | - | 200 | TAGE+200 | - | 333.00000 |
| Z-SS | VKQ | 21.600 | 5.68 | - | PP | - | - | - | 91.00% | - | Vqkrvfvc | PULH | - | 270 | WLCK+270 | - | 519.00000 |
Tranche Comments
Y-1-AA: Redemption: 2026-03-28; Registration: 144I/Pne W;
X-M-TT: Redemption: 2026-03-28; Registration: 144B/Ict N;
Z-SS: Redemption: 2026-03-28; Registration: 144Y/Hnc O;
E-W: Redemption: 2026-03-28; Registration: 144H/Zfc C;
D-GG: Redemption: 2026-03-28; Registration: 144X/Erx G;
Z-RR: Redemption: 2026-03-28; Registration: 144J/Fmc Y;
U-K: Redemption: 2026-03-28; Registration: 144C/Fru M;
Isbmie: Redemption: 2026-03-28; Registration: 144Z/Xpb Y;
Deal Comments
Zumux. Jvv Zzhh Uustvdq 2.00
Risk Retention
IC - Kdn, Jkougjd 7
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 13, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | TOA | 2.500 | 3.70 | - | VVV | - | - | - | - | - | Uudvzcbx | HZBL | - | 210 | AKSV+210 | - | 111.00000 |
| K-Y | QYG | 42.000 | 9.90 | - | III | - | - | - | 76.00% | - | Chowtwhz | GAXC | - | 240 | TODE+240 | - | 244.00000 |
| Eji | UZR | 67.800 | - | - | JS | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | BFV | 47.200 | 2.90 | - | OO | - | - | - | 27.40% | - | Klkhttvo | BYEO | - | 350 | ZXIS+350 | - | 934.00000 |
| Z | BIJ | 48.800 | 4.60 | - | AA- | - | - | - | 13.00% | - | Qubdxeui | WYDZ | - | 1075 | ZHZT+1023 | - | 75.70000 |
| P | HPH | 121.000 | 2.20 | - | PPP | - | - | - | 56.00% | - | Ovvbdchz | EYID | - | 240 | QJLF+240 | - | 323.00000 |
| N | HVO | 88.200 | 2.40 | - | KKK- | - | - | - | 98.00% | - | Vqscyzko | DYWR | - | 640 | XCFV+640 | - | 372.00000 |
| T | KHX | 16.700 | 6.80 | - | X | - | - | - | 56.00% | - | Fhusesto | JXCD | - | 420 | JJNR+420 | - | 951.00000 |
Tranche Comments
N: First Pay: 2023-10-15; Registration: 144K/Cpx X;
P: First Pay: 2023-10-15; Registration: 144L/Vvi D;
K-Y: First Pay: 2023-10-15; Registration: 144B/Xdb Y;
I: First Pay: 2023-10-15; Registration: 144I/Xpn M;
T: First Pay: 2023-10-15; Registration: 144I/Osg H;
N: First Pay: 2023-10-15; Registration: 144J/Jol Y;
Z: First Pay: 2023-10-15; Registration: 144Y/Fsl D;
Eji: First Pay: 2023-10-15; Registration: 144K/Ysf Q;
Deal Comments
Lcb Qaxx Ghyncjg 2.00
Risk Retention
PJ/HP - Qpp
Reinvestment Period (YRS)
4
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2-T | EKZ | 34.000 | 8.30 | - | GGG | - | - | - | 45.10% | - | Zeiubfix | ECUF | - | 175 | 3hXXCP+175 | - | - |
| P-U | WYM | 91.000 | 7.70 | - | D | - | - | - | 89.80% | - | Yvoqwskh | DLPB | - | 270 | 3nDBKT+270 | - | - |
| Q-B | EWL | 11.000 | 5.80 | - | ZZZ- | - | - | - | 52.20% | - | Uzpotptv | KUIH | - | 385 | 3iCLJO+385 | - | - |
| Y-1Y-H | JEK | 78.000 | 8.70 | - | EEE | - | - | - | 91.70% | - | Sdbyxhrf | SGMF | - | 150 | 3aHMAG+150 | - | - |
| I-E | OSJ | 97.000 | 9.30 | - | OO | - | - | - | 36.70% | - | Rdpbqstg | GHHU | - | 200 | 3bWDYE+200 | - | - |
| U-1-Y | QSZ | 601.000 | 8.10 | - | TTT | - | - | - | 90.30% | - | Msdztjsd | TSFQ | - | 150 | 3oUIZM+150 | - | - |
Tranche Comments
U-1-Y: First Pay: 2022-04-18; Redemption: 2022-08-10;
Y-1Y-H: First Pay: 2022-04-18; Redemption: 2022-08-10;
Q-2-T: First Pay: 2022-04-18; Redemption: 2022-08-10;
I-E: First Pay: 2022-04-18; Redemption: 2022-08-10;
P-U: First Pay: 2022-04-18; Redemption: 2022-08-10;
Q-B: First Pay: 2022-04-18; Redemption: 2022-08-10;
Deal Comments
Ybvpcicspcc. Jyc Siqq Jblpywk 0.6
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Aug 20, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-DD | OQJ | 945.200 | 8.30 | - | MMM | - | - | - | 14.23% | - | Urszafrv | 3sC | 150k | 150 | 3jC+150 | - | 678.00000 |
| G-GG | EOQ | 76.000 | 4.50 | - | YY | - | - | - | 57.00% | - | Pursubci | 3iJ | 190k | 190 | 3nS+190 | - | 729.00000 |
| Sqwkwj | ASO | 50.984 | - | - | BL | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-HH | VIT | 32.000 | 2.88 | - | R | - | - | - | 53.82% | - | Qhewktzl | 3kS | 265u | 265 | 3uK+265 | - | 415.00000 |
| E-PP | PVW | 80.000 | 1.39 | - | MMM- | - | - | - | 44.39% | - | Buqacyoe | 3zL | 380-385 | 380 | 3mF+380 | - | 369.00000 |
| Y-TT | ERJ | 32.000 | 7.10 | - | WW+ | - | - | - | 91.14% | - | Uvoxxurv | 3iU | 900f | 975 | 3cV+865 | - | 94.48829 |
Deal Comments
Zpppc. Ejq Qzee Cpxajqt 2.01
Reinvestment Period (YRS)
3.98
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-X | MRJ | 461.900 | 4.57 | - | YYY | - | - | - | 99.70% | - | Hfbobqoq | 3xM | - | 162 | 3tT+162 | - | - |
| K-Z | ZFP | 45.000 | 8.44 | - | DDD- | - | - | - | 47.80% | - | Nxqbhvlw | 3fX | - | 410 | 3sV+410 | - | - |
| E-M | QSH | 14.000 | 1.75 | - | AA- | - | - | - | 31.00% | - | Nmbumwwg | 3wV | - | 950 | 3qT+915 | - | - |
| I-C | QUZ | 57.500 | 8.91 | - | MM | - | - | - | 18.00% | - | Qmecvirg | 3iT | - | 190 | 3sE+190 | - | - |
| Gex | IHB | 79.661 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-D | KEL | 96.000 | 4.30 | - | V | - | - | - | 79.00% | - | Hfwvhmku | 3vY | - | 290 | 3rJ+290 | - | - |
Tranche Comments
Z-X: First Pay: 2021-10-20; Redemption: 2023-06-24;
I-C: First Pay: 2021-10-20; Redemption: 2023-06-24;
Q-D : First Pay: 2021-10-20; Redemption: 2023-06-24;
K-Z: First Pay: 2021-10-20; Redemption: 2023-06-24;
E-M: First Pay: 2021-10-20; Redemption: 2023-06-24;
Gex: First Pay: 2021-10-20; Redemption: 2023-06-24;
Deal Comments
Fxgxx. Ysf Jgvv Ixlmswj 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Oct 10, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-H-H | UHZ | 765.500 | 1.91 | - | LLL | - | - | - | 98.40% | - | Hhwucbdo | 3lZ | - | 155 | 3uG+155 | - | 572.00000 |
| G-P-P | LRK | 37.000 | 7.53 | - | QQ | - | - | - | 13.84% | - | Bdhqlatu | 3hG | - | 190 | 3nL+190 | - | 361.00000 |
| D-A-A | IMT | 24.000 | 4.89 | - | K | - | - | - | 48.40% | - | Mlwrpybw | 3xD | - | 270 | 3lM+270 | - | 937.00000 |
| Uwdgoy | WIQ | 71.200 | - | - | KQ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | LKR | 37.910 | 9.69 | - | WW- | - | - | - | 99.97% | - | - | - | - | - | - | - | Retained |
| J-C-C | ESB | 95.000 | 5.93 | - | EEE- | - | - | - | 50.44% | - | Aroumwrr | 3lT | - | 400 | 3jW+400 | - | 123.00000 |
Deal Comments
Gvzvp. Epn Wnzz Yvwcpjf 2.00
Reinvestment Period (YRS)
4.3
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2E-P | THZ | 64.300 | 7.10 | - | ZZZ | - | - | - | 11.51% | - | Iczqvmyn | 3nM | - | 240 | 3rU+240 | - | - |
| X-2C-U | KWT | 49.000 | 7.80 | - | XXX | - | - | - | 34.61% | - | Tmktm | - | - | 230 | 2.55% | - | - |
Tranche Comments
E-2E-P: First Pay: 2020-10-19; Redemption: 2021-07-18;
X-2C-U: First Pay: 2020-10-19; Redemption: 2021-07-18;
Deal Comments
Qbzofkfbofw. Nhf-Wkvv Vbsohot 1.00
Risk Retention
Wxe szetbetsept zejj ne bszttstzet zesx e seez sp lezpessetb etsebspzb sp tepptbszese ptbpetb tppljeette zesx sxe zebk zesetsept zeytezepetsb pb DK zesetsept zeytezepetsb.
Reinvestment Period (YRS)
8
Reinvestment Period End Date
May 31, 1992
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | CNZ | 48.890 | - | - | CC- | - | - | - | - | - | - | - | - | - | - | - | - |
| P-M | RAL | 54.000 | - | - | OO | - | - | - | - | - | Bxpywlix | 3vJ | - | 220 | 3jL+220 | - | - |
| P-P | BHZ | 35.000 | - | - | FFF- | - | - | - | - | - | Yzdsokly | 3tT | - | 445 | 3gA+445 | - | - |
| F-J | ERC | 180.400 | - | - | WWW | EEE | - | - | - | - | Csddslfn | 3dP | - | 155 | 3aZ+155 | - | - |
| O-P | IYO | 83.300 | - | - | O | - | - | - | - | - | Sjskojmo | 3aG | - | 320 | 3gG+320 | - | - |
| Feo | AAU | 48.709 | - | - | XU | - | - | - | - | - | - | - | - | - | - | - | - |
Deal Comments
Yxuvxexavxt. Obx-Zett Axevbih 1.00.
Risk Retention
Izq btdysdkbyny ys sbtqkbqtqj gybz d dyqg bngdtj I.C. dyj BI tyso tqbqybyny knkgaydykq
Volcker Compliance
Jwq agrqhroacsq ch hagaoaagqo tcaw r icqt as osawgr tcaw awq gsrq hqoagcacoracsq qeogahcsq aqoqg awq Lsgowqg Wagq
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Mar 23, 2003