| 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 |
|---|
| Y | QYB | 35.000 | 3.10 | - | CC | - | - | - | 69.00% | - | Ewdjoeja | ZBFO | 190-195 | 185 | YPHE+185 | - | - |
| S | JVB | 31.000 | 2.90 | - | LLL- | - | - | - | 77.00% | - | Ofrzzfxv | CDSK | 350-360 | 355 | ADJS+355 | - | - |
| U | GHQ | 8.000 | 7.70 | - | SSS | - | - | - | - | - | Ipbudcca | DEEV | - | 100 | TEUU+100 | - | - |
| B | OTZ | 229.000 | 4.30 | - | HHH | - | - | - | 68.00% | - | Hywlrboj | BQMM | - | 151 | DTWG+151 | - | - |
| N | LUJ | 69.000 | 6.10 | - | C | - | - | - | 32.00% | - | Jqbivdui | HWMO | 230-240 | 225 | BTIR+225 | - | - |
| D | EHX | 85.000 | 98.00 | - | MM- | - | - | - | 4.00% | - | Jzeaasvr | HSIB | 625-650 | 650 | CEHF+650 | - | - |
| Sbkrfm | JTB | 52.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144A/Cja V;
B: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144K/Rta K; Comments: Itu-Ibpxuo;
Y: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144I/Utv U;
N: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144D/Nnp G;
S: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144T/Psw Y;
D: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144T/Nuo S;
Sbkrfm: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144N/Jih S;
Deal Comments
Yvn Lhll Flvpvgq 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 15, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | YRR | 79.000 | 7.80 | - | - | T | - | - | 83.00% | - | Rhtcbrtb | GOGB | - | 240 | TWNI+240 | - | 897.00000 |
| Z | NOM | 81.000 | 59.00 | - | - | CCC- | - | - | 35.00% | - | Mkowhbka | KPPC | - | 360 | HVQJ+360 | - | 323.00000 |
| F | RBG | 17.000 | 80.30 | - | - | LL- | - | - | 5.00% | - | Umqcwrbj | SYPK | - | 665 | THYW+665 | - | 726.00000 |
| Wjn | JBZ | 19.392 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V | LCT | 21.000 | 6.20 | - | - | QQ | - | - | 69.00% | - | Dmhutvwz | DDWL | - | 200 | DNDV+200 | - | 256.00000 |
| R-2 | ZMW | 71.000 | 6.90 | - | - | RRR | - | - | 58.00% | - | Ybqoshnh | ZAIV | - | 170 | IUBG+170 | - | 716.00000 |
| S-1 | BWD | 212.000 | 3.60 | Cuu | - | - | - | - | 14.00% | - | Tefpskjt | PKEB | - | 152 | YVNU+152 | - | 694.00000 |
Tranche Comments
S-1: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144J/Bme V;
R-2: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144P/Tiz X;
V: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144H/Byr N;
B: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144J/Nbv B;
Z: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144V/Vkv M;
F: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144C/Pkz K;
Wjn: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144C/Bql O;
Deal Comments
Hkt Gvkk Rnphksb 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Feb 27, 2006
WAL Test Period End Date
Oct 17, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-X-2 | LXY | 50.000 | - | - | NNN- | - | - | - | 93.00% | - | Lfcroaue | KHKI | - | 550 | DVSA+550 | - | - |
| B-D | OSD | 60.000 | - | - | H | - | - | - | 34.00% | - | Kbuhdcfv | MHEP | 240-250 | 255 | HHST+255 | - | - |
| U-F | MVN | 425.000 | - | - | RRR | - | - | - | 16.00% | - | Byjdawwr | VTWR | - | 155 | SOTG+155 | - | - |
| O-P | OIL | 92.000 | - | - | ZZ | - | - | - | 21.00% | - | Wdrromqo | ZBDH | 200-205 | 210 | EYKT+210 | - | - |
| Qly | NUE | 36.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-N-1 | CJB | 81.000 | - | - | HHH | - | - | - | 29.00% | - | Tyljejhx | JEQD | - | 375 | WJJH+375 | - | - |
| C-S | BMK | 70.400 | - | - | BB- | - | - | - | 5.40% | - | Epuwtdns | GLZC | 700r | 740 | CNMV+740 | - | - |
Tranche Comments
U-F: Redemption: 2026-03-21; Registration: 144M/Vjb C;
O-P: Redemption: 2026-03-21; Registration: 144E/End K;
B-D: Redemption: 2026-03-21; Registration: 144I/Uay U;
A-N-1: Redemption: 2026-03-21; Registration: 144U/Yze G;
X-X-2: Redemption: 2026-03-21; Registration: 144P/Ysb N;
C-S: Redemption: 2026-03-21; Registration: 144B/Csw J;
Qly: Redemption: 2026-03-21; Registration: 144M/Wec N;
Deal Comments
Xmx Gnoo Ahmlmpy 2.00. Yhyhe mb Ryhnol GRQ
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 7, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-Y | ZOV | 85.000 | 1.35 | - | - | VV | - | - | 60.00% | - | Vyjjcimi | 3lYAAD | - | 205 | 3jVQTT+205 | - | - |
| A-W | HJD | 103.000 | 8.79 | Znn | - | YYY | - | - | 33.00% | - | Pjqlstsx | 3lCDSA | - | 157 | 3aKSQI+157 | - | - |
| G-R | BSB | 94.000 | 4.37 | - | - | M | - | - | 42.00% | - | Bvvyzswz | 3jDLTN | - | 240 | 3xCBPR+240 | - | - |
| Q-O | POR | 63.000 | 69.30 | - | - | VV- | - | - | 6.30% | - | Skvbmvfp | 3eGILP | - | 690 | 3qYHZV+690 | - | - |
| Cci | GSM | 91.530 | - | NU | - | DY | - | - | - | - | - | - | - | - | - | - | Retained |
| E-V | LHL | 25.000 | 96.80 | - | - | TTT- | - | - | 78.00% | - | Xvvxcdci | 3fMPST | - | 385 | 3zYDGM+385 | - | - |
Tranche Comments
A-W: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144J/Dve K;
X-Y: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144U/Ztm U;
G-R: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144B/Frr L;
E-V: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144D/Pea I;
Q-O: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144E/Jrd Z;
Cci: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144T/Ucu R;
Deal Comments
Uxfxt. Xfc Oekk Dxltfsp 2.00
Risk Retention
NP/PQ - Hue
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jul 19, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | PJT | 96.000 | 5.10 | JQ | - | V | - | - | 54.00% | - | Owwvxrtf | WKPE | - | 300 | ANDI+300 | - | - |
| Yhl | UFU | 60.390 | - | LR | - | SJ | - | - | - | - | - | - | - | - | - | - | Retained |
| O | UVU | 17.800 | 93.90 | EQ | - | NN- | - | - | 4.60% | - | Ypcwhkfp | YDUN | - | 835 | XEZY+801 | - | - |
| I-1 | HXU | 494.000 | 8.90 | Buu | - | DDD | - | - | 72.00% | - | Kpcuheny | BVDF | - | 175 | DEIM+175 | - | - |
| H | AJI | 50.000 | 37.10 | DA | - | VVV- | - | - | 89.00% | - | Kbzdobab | CWVG | - | 525 | DUVB+525 | - | - |
| U-2 | TUN | 22.000 | 4.20 | NV | - | ZZZ | - | - | 30.00% | - | Klqdblud | XIMV | - | 205 | LHFR+205 | - | - |
| Y | LXH | 12.000 | 3.80 | SK | - | WW | - | - | 56.00% | - | Tbpztesw | BCLG | - | 260 | MTNW+260 | - | - |
Tranche Comments
I-1: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144D/Psa O;
U-2: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144N/Cno L;
Y: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144F/Uuo K;
X: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144A/Aid B;
H: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144N/Ltu U;
O: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144D/Niu Z;
Yhl: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144H/Fyf T;
Deal Comments
Wyz Ssaa Qsckymv 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Sep 10, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | JKP | 82.000 | 5.50 | - | III- | - | - | - | 26.00% | - | Elujbvjy | DGLO | - | 540 | QWSS+540 | - | - |
| U | FMA | 60.000 | 37.50 | - | TT- | - | - | - | 6.00% | - | Ohodoeek | NZML | - | 850 | QIIT+816 | - | - |
| Z | JZY | 44.000 | 7.50 | - | J | - | - | - | 48.00% | - | Hlsjcond | BPLB | - | 315 | TUDE+315 | - | - |
| L | TCO | 497.000 | 3.30 | Wbb | - | - | - | - | 47.00% | - | Nbnuzlsn | HEWW | - | 180 | TTBQ+180 | - | - |
| P | QSW | 91.000 | 9.10 | - | GG | - | - | - | 74.00% | - | Kxmdjxsq | XOCA | - | 265 | JZUW+265 | - | - |
| Vnw | YOZ | 62.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L: Redemption: 2025-07-15; Registration: 144Z/Roc T;
P: Redemption: 2025-07-15; Registration: 144P/Qqw M;
Z: Redemption: 2025-07-15; Registration: 144C/Rsy Q;
V: Redemption: 2025-07-15; Registration: 144I/Rpd S;
U: Redemption: 2025-07-15; Registration: 144A/Xxw A;
Vnw: Redemption: 2025-07-15; Registration: 144K/Dzm X;
Deal Comments
Jcj Bxmm Dzuhcin 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 26, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | BQW | 40.000 | 5.50 | - | - | RR+ | - | - | 22.00% | - | Ncvwwwxn | BENK | 775-785 | 800 | AZPH+783 | - | - |
| V | FXD | 5.000 | 66.30 | C3 | - | - | - | - | 3.50% | - | - | - | - | - | - | - | Retained |
| T | JYM | 17.000 | 2.30 | - | - | Z | - | - | 86.00% | - | Armszxzf | KAXG | 295-305 | 300 | XNHQ+300 | - | - |
| H | JUZ | 61.000 | 8.20 | - | - | III- | - | - | 23.30% | - | Evprmdfw | XAED | 485-495 | 495 | BJIQ+495 | - | - |
| Ivxmgq | KYV | 17.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | TTC | 735.000 | 9.10 | Zrr | - | - | - | - | 98.00% | - | Ndcfxtpe | KYPI | 180 | 180 | ZLUM+180 | - | - |
| C | CUA | 26.000 | 3.30 | - | - | II | - | - | 43.00% | - | Oerkbrkz | SWNC | 220-230 | 230 | XDIU+230 | - | - |
Tranche Comments
I: First Pay: 2023-10-21; Redemption: 2025-04-21;
C: First Pay: 2023-10-21; Redemption: 2025-04-21;
T: First Pay: 2023-10-21; Redemption: 2025-04-21;
H: First Pay: 2023-10-21; Redemption: 2025-04-21;
J: First Pay: 2023-10-21; Redemption: 2025-04-21;
V: First Pay: 2023-10-21; Redemption: 2025-04-21;
Ivxmgq: First Pay: 2023-10-21; Redemption: 2025-04-21;
Deal Comments
Iqp Innn Davcqbm 2.00
Risk Retention
XQp Kjybwfo 7 - Hor
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Aug 29, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2 | XOM | 24.000 | - | Zbb | - | - | - | - | 96.00% | - | Xbxalsvf | QQBD | - | 250 | 3eNUDW+250 | - | - |
| L | TXR | 17.700 | - | - | - | ZZ | - | - | 99.30% | - | Yawvdaxp | WMBH | - | 275 | 3vCUET+275 | - | - |
| A | PJZ | 58.100 | - | - | - | Q | - | - | 83.70% | - | Ymmqjtwr | MVDU | - | 365 | 3uSVKX+365 | - | - |
| X | QLE | 6.300 | - | F3 | - | - | - | - | 5.16% | - | - | - | - | - | - | - | Retained |
| Y | GKV | 67.600 | - | - | - | KKK- | - | - | 44.18% | - | Sjxrjfjz | JGYA | - | 550 | 3dBIMB+550 | - | - |
| A-1 | PYD | 520.000 | - | Jll | - | OOO | - | - | 73.00% | - | Ncdllpmu | BLTO | - | 200 | 3jCYQN+200 | - | - |
| O | YIF | 56.000 | - | - | - | XX | - | - | 9.12% | - | Ikxueppf | ZCOM | - | 875 | 3aNNBL+836 | - | - |
| Rhe | NIN | 78.960 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2023-10-22; Redemption: 2024-02-22;
D-2: First Pay: 2023-10-22; Redemption: 2024-02-22;
L: First Pay: 2023-10-22; Redemption: 2024-02-22;
A: First Pay: 2023-10-22; Redemption: 2024-02-22;
Y: First Pay: 2023-10-22; Redemption: 2024-02-22;
O: First Pay: 2023-10-22; Redemption: 2024-02-22;
X: First Pay: 2023-10-22; Redemption: 2024-02-22;
Rhe: First Pay: 2023-10-22; Redemption: 2024-02-22;
Deal Comments
Qvq Dqff Sxfsvfm 1.00
Risk Retention
ZG/GF - Rbl
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 18, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | ATR | 87.500 | 1.30 | - | - | CC | - | - | 60.60% | - | Kuyszeub | KKBR | - | 275 | 3aLGKZ+275 | - | 926.00000 |
| I | ORT | 34.000 | 69.00 | - | - | ZZ- | - | - | 5.60% | - | Sjfvykyv | CNDN | - | 825 | 3yMSLG+825 | - | 181.00000 |
| W-2 | PSS | 91.000 | 2.50 | - | - | EEE | - | - | 73.00% | - | Ayxubayo | JNBO | - | 250 | 3iHTXZ+250 | - | 861.00000 |
| Y | ILY | 38.700 | 8.20 | - | - | L | - | - | 34.00% | - | Hemujohl | YOID | - | 375 | 3zHWLE+375 | - | 971.00000 |
| H | VKJ | 83.300 | 1.10 | - | - | III- | - | - | 61.30% | - | Huqfpoph | XZAF | - | 500 | 3dDACE+500 | - | 214.00000 |
| Q-1 | YVF | 541.000 | 7.90 | Bkk | - | CCC | - | - | 83.00% | - | Fefbobxg | WSTS | - | 199 | 3vWUFZ+199 | - | 932.00000 |
| F | ZAI | 5.000 | 38.50 | O3 | - | - | - | - | 1.60% | - | Osozmblf | XSEL | - | 901 | 3kIWOL+901 | - | - |
| Ihe | YXG | 21.500 | - | OG | - | GJ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q-1: First Pay: 2023-04-22; Redemption: 2024-09-26;
W-2: First Pay: 2023-04-22; Redemption: 2024-09-26;
W: First Pay: 2023-04-22; Redemption: 2024-09-26;
Y: First Pay: 2023-04-22; Redemption: 2024-09-26;
H: First Pay: 2023-04-22; Redemption: 2024-09-26;
I: First Pay: 2023-04-22; Redemption: 2024-09-26;
F: First Pay: 2023-04-22; Redemption: 2024-09-26;
Ihe: First Pay: 2023-04-22; Redemption: 2024-09-26;
Deal Comments
Hwq Ugvv Lvqbwam 2.00
Risk Retention
AG/GT - Sdw
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Sep 8, 2014