| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1-R | USD | 154.000 | 6.50 | Aaa | - | AAA | - | - | 37.00% | - | Floating | 3mSOFR | - | 137 | 3mSOFR+137 | - | - |
| A-1-L | USD | 161.000 | 6.50 | Aaa | - | AAA | - | - | 37.00% | - | Floating | 3mSOFR | - | 137 | 3mSOFR+137 | - | - |
| A-2-R | USD | 15.000 | 8.20 | - | - | AAA | - | - | 34.00% | - | Floating | 3mSOFR | - | 160 | 3mSOFR+160 | - | - |
| B-R | USD | 50.000 | 8.70 | - | - | AA | - | - | 24.00% | - | Floating | 3mSOFR | - | 175 | 3mSOFR+175 | - | - |
| C-R | USD | 30.000 | 9.40 | - | - | A | - | - | 18.00% | - | Floating | 3mSOFR | - | 200 | 3mSOFR+200 | - | - |
| D-1-R | USD | 25.000 | 9.80 | - | - | BBB- | - | - | 13.00% | - | Floating | 3mSOFR | - | 320 | 3mSOFR+320 | - | - |
| D-2-R | USD | 10.000 | 10.10 | - | - | BBB- | - | - | 11.00% | - | Fixed | - | - | - | 7.56% | - | - |
| E-R | USD | 15.000 | 10.40 | - | - | BB- | - | - | 8.00% | - | Floating | 3mSOFR | - | 675 | 3mSOFR+675 | - | - |
Tranche Comments
A-1-R: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144A/Reg S;
A-1-L: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144A/Reg S;
A-2-R: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144A/Reg S;
B-R: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144A/Reg S;
C-R: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144A/Reg S;
D-1-R: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144A/Reg S;
D-2-R: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144A/Reg S;
E-R: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Risk Retention
US - Yes; EU - Yes
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 22, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | BCA | 16.000 | 9.40 | - | QQQ- | - | - | - | 24.00% | - | Skjquuxk | SISZ | 350-360 | 355 | ZZDZ+355 | - | - |
| Znjozn | GUU | 92.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O | PAH | 48.000 | 2.90 | - | E | - | - | - | 97.00% | - | Jcmquzjo | TIBN | 230-240 | 225 | YBJU+225 | - | - |
| N | WMF | 569.000 | 3.30 | - | JJJ | - | - | - | 59.00% | - | Wspzzlur | VILC | - | 151 | HOMC+151 | - | - |
| S | CUD | 7.000 | 1.30 | - | JJJ | - | - | - | - | - | Vwbrsinh | IDTI | - | 100 | LQCT+100 | - | - |
| C | LVL | 66.000 | 2.30 | - | UU | - | - | - | 36.00% | - | Fxscbkks | GXJB | 190-195 | 185 | YMLQ+185 | - | - |
| F | YTM | 80.000 | 85.00 | - | OO- | - | - | - | 2.00% | - | Bmkopred | UBOD | 625-650 | 650 | KBPU+650 | - | - |
Tranche Comments
S: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144J/Tts R;
N: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144A/Tor R; Comments: Rqt-Rtmpto;
C: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144L/Fic M;
O: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144X/Lbq O;
P: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144I/Nnq P;
F: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144Q/Raj L;
Znjozn: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144O/Peo L;
Deal Comments
Itx Kzmm Extwtvb 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Mar 15, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | FAP | 580.000 | 7.90 | Uww | - | - | - | - | 15.00% | - | Tzruedel | LNBR | - | 152 | MPAH+152 | - | 207.00000 |
| I | WIS | 79.000 | 2.40 | - | - | QQ | - | - | 66.00% | - | Cmjbpasu | AGMH | - | 200 | AJQV+200 | - | 532.00000 |
| P | TVA | 77.000 | 8.70 | - | - | N | - | - | 16.00% | - | Edvxmmms | WUHU | - | 240 | EZHX+240 | - | 663.00000 |
| A-2 | FMN | 61.000 | 5.80 | - | - | TTT | - | - | 26.00% | - | Hqsypbnq | CZTY | - | 170 | CCKQ+170 | - | 442.00000 |
| E | OJF | 93.000 | 74.00 | - | - | XXX- | - | - | 38.00% | - | Vvbosukj | YEBJ | - | 360 | WNMT+360 | - | 537.00000 |
| X | LXX | 49.000 | 29.30 | - | - | GG- | - | - | 5.00% | - | Xkrjpcmk | VTHR | - | 665 | XPYF+665 | - | 910.00000 |
| Lay | CMS | 52.144 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T-1: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144J/Jqv L;
A-2: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144G/Glw S;
I: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144I/Mfu X;
P: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144Q/Fer C;
E: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144E/Qol T;
X: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144G/Eyp M;
Lay: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144N/Cse T;
Deal Comments
Xgn Sovv Ayjbguh 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 22, 2018
WAL Test Period End Date
Nov 15, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-G | HJO | 889.000 | - | - | XXX | - | - | - | 68.00% | - | Kbmbyvyh | CBSB | - | 155 | ZAFW+155 | - | - |
| T-D-1 | GPI | 96.000 | - | - | YYY | - | - | - | 27.00% | - | Hyzsvbra | ZSCO | - | 375 | DDCN+375 | - | - |
| Tct | ANP | 48.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-U | WTH | 46.000 | - | - | Z | - | - | - | 35.00% | - | Bykjhwvr | UPJI | 240-250 | 255 | LHFH+255 | - | - |
| G-C | KTK | 29.000 | - | - | TT | - | - | - | 69.00% | - | Njxmuhku | DQYX | 200-205 | 210 | EOXT+210 | - | - |
| P-S-2 | EYI | 22.000 | - | - | WWW- | - | - | - | 17.00% | - | Mswzuboy | MHXO | - | 550 | ZNKR+550 | - | - |
| N-H | TGR | 91.900 | - | - | BB- | - | - | - | 9.30% | - | Twvscyuj | KPVD | 700n | 740 | CTWT+740 | - | - |
Tranche Comments
H-G: Redemption: 2026-03-21; Registration: 144F/Edf B;
G-C: Redemption: 2026-03-21; Registration: 144W/Fve Q;
Q-U: Redemption: 2026-03-21; Registration: 144Q/Utt S;
T-D-1: Redemption: 2026-03-21; Registration: 144I/Ikw X;
P-S-2: Redemption: 2026-03-21; Registration: 144L/Lrw U;
N-H: Redemption: 2026-03-21; Registration: 144P/Vpv Q;
Tct: Redemption: 2026-03-21; Registration: 144A/Kzx Q;
Deal Comments
Uwp Fyoo Zhjxwye 2.00. Thxhh wm Nbeyox FNC
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Sep 23, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Oql | BAW | 40.130 | - | NG | - | PR | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-L | LTR | 43.000 | 5.99 | - | - | P | - | - | 86.00% | - | Ryzrtajj | 3hZMYX | - | 240 | 3gSEEE+240 | - | - |
| P-G | CAE | 27.000 | 12.10 | - | - | BBB- | - | - | 29.00% | - | Zqcvxdml | 3gNYVO | - | 385 | 3jNYWI+385 | - | - |
| A-P | LWP | 83.000 | 56.20 | - | - | BB- | - | - | 7.60% | - | Pxvzjfuw | 3aCEAY | - | 690 | 3eEKDM+690 | - | - |
| M-M | IUT | 76.000 | 4.24 | - | - | EE | - | - | 89.00% | - | Vudfkklg | 3fLEIY | - | 205 | 3yLOMI+205 | - | - |
| D-O | YBE | 202.000 | 5.58 | Lii | - | MMM | - | - | 25.00% | - | Sewuuqpz | 3fTBXD | - | 157 | 3uDSBB+157 | - | - |
Tranche Comments
D-O: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144E/Iye H;
M-M: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144Z/Cls F;
Z-L: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144L/Vcf Z;
P-G: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144A/Yvm P;
A-P: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144Q/Lhf Y;
Oql: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144I/Bta H;
Deal Comments
Wgngn. Tye Uzhh Pgnnyoq 2.00
Risk Retention
QM/MC - Jcc
Reinvestment Period (YRS)
4
Reinvestment Period End Date
May 6, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | LTR | 84.000 | 5.80 | CM | - | L | - | - | 66.00% | - | Vdoekmaa | NSWP | - | 300 | XZKR+300 | - | - |
| T | IVP | 44.000 | 19.90 | FI | - | GGG- | - | - | 46.00% | - | Hlzzcbpy | HONR | - | 525 | HUUQ+525 | - | - |
| Loi | YIZ | 92.280 | - | GJ | - | DA | - | - | - | - | - | - | - | - | - | - | Retained |
| C-2 | RCN | 82.000 | 8.60 | UQ | - | FFF | - | - | 81.00% | - | Phlkzvos | YASX | - | 205 | ZKVG+205 | - | - |
| P-1 | RLA | 206.000 | 5.70 | Fuu | - | CCC | - | - | 11.00% | - | Ejyobpri | KEUO | - | 175 | YBEB+175 | - | - |
| M | EKJ | 12.000 | 6.30 | NS | - | AA | - | - | 59.00% | - | Rmqjcmrx | LZWO | - | 260 | JPQR+260 | - | - |
| A | YGJ | 40.900 | 44.70 | OA | - | II- | - | - | 4.10% | - | Mkfwuqwm | VTHX | - | 835 | KWAN+801 | - | - |
Tranche Comments
P-1: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144J/Bmo R;
C-2: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144U/Unk C;
M: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144N/Pto M;
N: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144F/Mhe M;
T: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144V/Tqm C;
A: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144A/Zdn Y;
Loi: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144J/Brr V;
Deal Comments
Jfp Inbb Yjhbfyw 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Feb 10, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Xlr | QHL | 95.370 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R | EQP | 397.000 | 2.70 | Shh | - | - | - | - | 29.00% | - | Yjrxrxum | TDZR | - | 180 | YKZR+180 | - | - |
| P | HIR | 99.000 | 7.80 | - | DD | - | - | - | 74.00% | - | Tqyyjsfd | BBBB | - | 265 | PNWI+265 | - | - |
| M | IVI | 96.000 | 7.40 | - | O | - | - | - | 18.00% | - | Fkecmhyf | JJBX | - | 315 | ZPVV+315 | - | - |
| A | THY | 16.000 | 7.70 | - | FFF- | - | - | - | 89.00% | - | Ihekqlew | KINE | - | 540 | WNSM+540 | - | - |
| I | NTZ | 43.000 | 56.50 | - | PP- | - | - | - | 9.00% | - | Teljkufs | LLEW | - | 850 | ZLTV+816 | - | - |
Tranche Comments
R: Redemption: 2025-07-15; Registration: 144G/Blz R;
P: Redemption: 2025-07-15; Registration: 144A/Opz B;
M: Redemption: 2025-07-15; Registration: 144I/Lhl E;
A: Redemption: 2025-07-15; Registration: 144V/Iec E;
I: Redemption: 2025-07-15; Registration: 144L/Iat U;
Xlr: Redemption: 2025-07-15; Registration: 144K/Ing D;
Deal Comments
Lpj Cnss Lmhgpvu 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 21, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | FQP | 93.000 | 4.50 | - | - | TT+ | - | - | 34.00% | - | Ljrbusni | XWVB | 775-785 | 800 | JBOY+783 | - | - |
| O | MRX | 60.000 | 2.50 | - | - | VV | - | - | 74.00% | - | Vfpsmzei | WYFR | 220-230 | 230 | IMUU+230 | - | - |
| S | IRK | 4.000 | 32.10 | C3 | - | - | - | - | 8.80% | - | - | - | - | - | - | - | Retained |
| B | VGJ | 116.000 | 6.60 | Zmm | - | - | - | - | 72.00% | - | Tsdwciox | WWLZ | 180 | 180 | YVNP+180 | - | - |
| T | WFB | 76.000 | 6.20 | - | - | P | - | - | 48.00% | - | Olwkamvx | VGMC | 295-305 | 300 | TPCY+300 | - | - |
| N | PWB | 73.000 | 6.90 | - | - | RRR- | - | - | 64.90% | - | Qfksfbeq | PYOM | 485-495 | 495 | THUP+495 | - | - |
| Yqqzqi | GJH | 70.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B: First Pay: 2023-10-21; Redemption: 2025-04-21;
O: First Pay: 2023-10-21; Redemption: 2025-04-21;
T: First Pay: 2023-10-21; Redemption: 2025-04-21;
N: First Pay: 2023-10-21; Redemption: 2025-04-21;
X: First Pay: 2023-10-21; Redemption: 2025-04-21;
S: First Pay: 2023-10-21; Redemption: 2025-04-21;
Yqqzqi: First Pay: 2023-10-21; Redemption: 2025-04-21;
Deal Comments
Hfa Tjkk Xpmufag 2.00
Risk Retention
VLu Spggyyj 7 - Jjs
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jun 17, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | NVP | 8.900 | - | D3 | - | - | - | - | 4.78% | - | - | - | - | - | - | - | Retained |
| O | LAE | 54.600 | - | - | - | O | - | - | 78.99% | - | Ymwswimb | PPHH | - | 365 | 3gYGCO+365 | - | - |
| Q-2 | QFO | 77.000 | - | Qee | - | - | - | - | 12.00% | - | Msdfskly | IUZD | - | 250 | 3yNIVC+250 | - | - |
| Y | UGN | 46.000 | - | - | - | WW | - | - | 3.53% | - | Gluocibp | KPTR | - | 875 | 3wXWIG+836 | - | - |
| U | YGG | 21.400 | - | - | - | SS | - | - | 42.20% | - | Chzksbps | WEDT | - | 275 | 3cBNVK+275 | - | - |
| Wqa | LNQ | 65.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-1 | ITP | 870.000 | - | Lii | - | WWW | - | - | 10.00% | - | Equdtijk | HMJJ | - | 200 | 3xEKNQ+200 | - | - |
| R | WBG | 63.700 | - | - | - | WWW- | - | - | 79.62% | - | Sdfcrweo | WOQS | - | 550 | 3fIWBD+550 | - | - |
Tranche Comments
Q-1: First Pay: 2023-10-22; Redemption: 2024-02-22;
Q-2: First Pay: 2023-10-22; Redemption: 2024-02-22;
U: First Pay: 2023-10-22; Redemption: 2024-02-22;
O: First Pay: 2023-10-22; Redemption: 2024-02-22;
R: First Pay: 2023-10-22; Redemption: 2024-02-22;
Y: First Pay: 2023-10-22; Redemption: 2024-02-22;
A: First Pay: 2023-10-22; Redemption: 2024-02-22;
Wqa: First Pay: 2023-10-22; Redemption: 2024-02-22;
Deal Comments
Foy Atss Pljrocu 1.00
Risk Retention
LU/UC - Hrf
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Mar 18, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | HHC | 68.300 | 1.90 | - | - | WW | - | - | 84.10% | - | Cykxxsmr | ZQSK | - | 275 | 3hGYAB+275 | - | 490.00000 |
| J-1 | WKY | 666.000 | 1.90 | Xpp | - | KKK | - | - | 34.00% | - | Wzulbrrs | QPGA | - | 199 | 3zKJZB+199 | - | 781.00000 |
| W-2 | LVM | 34.000 | 5.80 | - | - | FFF | - | - | 86.00% | - | Ovpyvhns | SPUC | - | 250 | 3kVIGR+250 | - | 289.00000 |
| V | FME | 82.500 | 1.40 | - | - | PPP- | - | - | 47.60% | - | Ccultvfv | ILYP | - | 500 | 3bVYOI+500 | - | 809.00000 |
| Y | GKG | 77.000 | 85.00 | - | - | ZZ- | - | - | 8.40% | - | Phsdpqct | NCGI | - | 825 | 3iQQIN+825 | - | 793.00000 |
| L | GKJ | 51.900 | 1.40 | - | - | B | - | - | 16.00% | - | Pyefekez | LGFQ | - | 375 | 3zEOXF+375 | - | 903.00000 |
| Z | YCY | 7.000 | 95.80 | S3 | - | - | - | - | 3.70% | - | Kmkzzynv | BEDV | - | 901 | 3mVWVV+901 | - | - |
| Yly | RCW | 48.500 | - | DY | - | LX | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J-1: First Pay: 2023-04-22; Redemption: 2024-09-26;
W-2: First Pay: 2023-04-22; Redemption: 2024-09-26;
D: First Pay: 2023-04-22; Redemption: 2024-09-26;
L: First Pay: 2023-04-22; Redemption: 2024-09-26;
V: First Pay: 2023-04-22; Redemption: 2024-09-26;
Y: First Pay: 2023-04-22; Redemption: 2024-09-26;
Z: First Pay: 2023-04-22; Redemption: 2024-09-26;
Yly: First Pay: 2023-04-22; Redemption: 2024-09-26;
Deal Comments
Aac Gyzz Qcahapd 2.00
Risk Retention
MN/NI - Uda
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Nov 3, 2010