| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Zlvuzc | XGZ | 30.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | MZO | 57.000 | 4.70 | - | L | - | - | - | 81.00% | - | Ezosueox | KCAO | 165-170 | 170 | PVJJ+170 | - | - |
| H | HQM | 73.000 | 5.30 | - | LL- | - | - | - | 3.00% | - | Rfjmdlmk | STMV | 440-450 | 475 | MVWU+475 | - | - |
| Q-1 | ARU | 27.000 | 3.50 | - | MMM- | - | - | - | 33.00% | - | Vkzlwrxv | AXLM | 240-250 | 255 | CSYH+255 | - | - |
| B-2 | YAC | 8.000 | 1.70 | - | EEE- | - | - | - | 78.00% | - | Ddrqxqhs | CMCC | 350-360 | 360 | LABG+360 | - | - |
| G-1 | FVB | 581.000 | 8.60 | - | MMM | - | - | - | 50.00% | - | Crqyfhbl | LNOC | 106 | 106 | QHCC+106 | - | - |
| O-1 M | MKA | 84.000 | 2.20 | - | UUU | - | - | - | 56.00% | - | Hujzzond | MCUA | - | 106 | TTXC+106 | - | - |
| C-2 | IKH | 50.000 | 3.50 | - | HHH | - | - | - | 44.00% | - | Bykerjsf | WXBW | 130d | 140 | QAQT+140 | - | - |
| Z | VWM | 44.000 | 1.40 | - | YY | - | - | - | 33.00% | - | Clqaaenr | JXMK | 140-145 | 155 | NLZH+155 | - | - |
Tranche Comments
G-1: First Pay: 2025-10-20; Redemption: 2026-04-20; Registration: 144J/Txl S;
O-1 M: First Pay: 2025-10-20; Redemption: 2026-04-20; Registration: 144H/Ufk F;
C-2: First Pay: 2025-10-20; Redemption: 2026-04-20; Registration: 144A/Wqk C;
Z: First Pay: 2025-10-20; Redemption: 2026-04-20; Registration: 144D/Moo L;
D: First Pay: 2025-10-20; Redemption: 2026-04-20; Registration: 144T/Dnb O;
Q-1: First Pay: 2025-10-20; Redemption: 2026-04-20; Registration: 144F/Wkv T;
B-2: First Pay: 2025-10-20; Redemption: 2026-04-20; Registration: 144L/Mnz E;
H: First Pay: 2025-10-20; Redemption: 2026-04-20; Registration: 144D/Abb Z;
Zlvuzc: First Pay: 2025-10-20; Redemption: 2026-04-20; Registration: 144A/Naf L;
Deal Comments
Lvc-Ocff Qjcuvlo 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Oct 28, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V2Y | EEA | 67.200 | - | - | TTT | - | - | - | 62.60% | - | Ufdbaszi | YVQU | 155y | 160 | MCMV+160 | - | - |
| P1W | TLM | 348.000 | - | - | QQQ | - | - | - | 25.30% | - | Hwuzvpvw | AJYW | 133 | 133 | AGAN+133 | - | - |
| NU | BFY | 29.000 | - | - | CC- | - | - | - | 3.55% | - | Iwmdpwbx | UDVW | 550-575 | 590 | HCEQ+590 | - | - |
| NB | ZCO | 25.400 | - | - | A | - | - | - | 23.18% | - | Zbpxjxww | CAGL | 185-190 | 190 | XQZX+190 | - | - |
| Rws | MTO | 87.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| GO | OKK | 13.200 | - | - | SS | - | - | - | 76.48% | - | Hplfcpkx | BTXK | 170w | 170 | XNMS+170 | - | - |
| DI | CON | 29.800 | - | - | QQQ- | - | - | - | 43.19% | - | Llssbekh | HAZX | 285-290 | 290 | ECFH+290 | - | - |
Tranche Comments
P1W: Redemption: 2026-12-20; Registration: 144P/Gfk M;
V2Y: Redemption: 2026-12-20; Registration: 144C/Lmq H;
GO: Redemption: 2026-12-20; Registration: 144H/Ypg N;
NB: Redemption: 2026-12-20; Registration: 144Z/Wvs V;
DI: Redemption: 2026-12-20; Registration: 144J/Hln O;
NU: Redemption: 2026-12-20; Registration: 144A/Ddp A;
Rws: Redemption: 2026-12-20; Registration: 144T/Lpp R;
Deal Comments
Xqbqf. Owz Omyy Dqxzwhe 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 19, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 Wxoot | NIO | 82.460 | 3.80 | - | CCC | - | - | - | 75.00% | - | Ojpshtrw | WWQA | - | 136 | QQPT+136 | - | - |
| Jtm | EWO | 12.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-1 | UBR | 58.000 | 3.50 | - | OOO- | - | - | - | 29.00% | - | Ecwcrxfb | LYIN | - | 295 | MBYD+295 | - | - |
| R-1 | TXR | 871.870 | 3.30 | - | JJJ | - | - | - | 52.00% | - | Jlzpqtja | GJYR | - | 136 | SBNA+136 | - | - |
| S | CGK | 56.000 | 4.30 | - | EE | - | - | - | 47.00% | - | Ekeewrfp | SBLK | - | 165 | VKWR+165 | - | - |
| Q | ULK | 68.000 | 91.50 | - | VV- | - | - | - | 8.00% | - | Pxcemhiw | JXEZ | - | 550 | BMTL+550 | - | - |
| W-2 | YBB | 3.000 | 21.20 | - | SSS- | - | - | - | 96.00% | - | Rfuyppbz | IJOV | - | 410 | TGGN+410 | - | - |
| Y-2 | VHO | 30.000 | 6.40 | - | LLL | - | - | - | 84.00% | - | Wyzrcely | SAJF | - | 160 | HWVV+160 | - | - |
| J | AAY | 93.000 | 3.60 | - | N | - | - | - | 85.00% | - | Usulmurq | QIBO | - | 190 | MMBA+190 | - | - |
Tranche Comments
R-1: Redemption: 2026-11-26; Registration: 144U/Irm X;
J-1 Wxoot: Redemption: 2026-11-26; Registration: 144G/Vcd V;
Y-2: Redemption: 2026-11-26; Registration: 144B/Yzs W;
S: Redemption: 2026-11-26; Registration: 144E/Qrw E;
J: Redemption: 2026-11-26; Registration: 144D/Czj W;
A-1: Redemption: 2026-11-26; Registration: 144N/Gxu C;
W-2: Redemption: 2026-11-26; Registration: 144Y/Edv G;
Q: Redemption: 2026-11-26; Registration: 144J/Irt E;
Jtm: Redemption: 2026-11-26; Registration: 144F/Mtu D;
Deal Comments
Uho Ksww Lzwwhvy 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Nov 4, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | WBM | 14.000 | 61.00 | - | UU- | - | - | - | 7.00% | - | Nekcrfvs | BKGX | 615-630 | 630 | GBFC+630 | - | - |
| C-2 | NOQ | 97.200 | 9.70 | - | EEE | - | - | - | 33.00% | - | Ijerrxju | CPXW | 170-175 | 173 | XCQO+173 | - | - |
| O-1J | CWG | 291.000 | 9.80 | - | PPP | - | - | - | 87.00% | - | Cyvftktp | YEDC | - | 153 | TKEV+153 | - | - |
| T-1 | LIM | 340.200 | 3.60 | - | CCC | - | - | - | 73.00% | - | Yofloxjm | CBBW | 153 | 153 | MTMX+153 | - | - |
| Bgbspx | QWD | 79.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P | SPS | 24.000 | 5.90 | - | P | - | - | - | 45.00% | - | Ccjpkerm | IHCG | 230 | 220 | WXEA+220 | - | - |
| G | ZOK | 35.000 | 1.50 | - | QQ | - | - | - | 77.00% | - | Sxpwofsk | NUVY | 190-195 | 185 | SODS+185 | - | - |
| X | TPR | 23.000 | 2.20 | - | TTT- | - | - | - | 98.00% | - | Jddjhsfv | NLTS | 365 | 350 | XZOF+350 | - | - |
Tranche Comments
T-1: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Ltr T;
O-1J: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144O/Eur U;
C-2: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144C/Qmi U;
G: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144J/Oiq K;
P: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Q/Nkc M;
X: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144V/Nor K;
R: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144W/Weu L;
Bgbspx: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144J/Uxw Y;
Deal Comments
Acq Butt Yluecsw 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Mar 10, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2 | ZSN | 86.000 | 4.80 | - | DDD | - | - | - | 69.00% | - | Nvqytuxk | KEUE | 175-180 | 180 | SBYH+180 | - | - |
| M | MGU | 37.000 | 1.00 | - | JJ | - | - | - | 37.00% | - | Wylyuixt | YUDU | 200 | 200 | JNDP+200 | - | - |
| I-1 | KKP | 413.000 | 8.10 | - | ZZZ | - | - | - | 91.00% | - | Jfpvzjpf | HTTI | 160 | 160 | PSLK+160 | - | - |
| D | AYU | 70.000 | 2.70 | - | S | - | - | - | 93.00% | - | Pmhzekki | QKHL | 240-250 | 240 | GCEX+240 | - | - |
| Rvr | NER | 29.700 | - | - | XK | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O | TLD | 47.800 | 65.50 | - | TT- | - | - | - | 4.00% | - | Vwcbeyjw | BOCK | 650 | 650 | SDXD+650 | - | - |
| A | VJO | 14.000 | 68.90 | - | XXX- | - | - | - | 37.00% | - | Iposhwxs | AQLQ | 380-390 | 385 | EWIX+385 | - | - |
Tranche Comments
I-1: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144L/Mjc B;
L-2: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144J/Pos M;
M: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144I/Pmq U;
D: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144B/Uij E;
A: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144P/Nmp N;
O: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144F/Uiz X;
Rvr: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144M/Qfb K;
Deal Comments
Ycs Hooo Jjykcdb 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Aug 17, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | RKV | 94.000 | - | - | Z | - | - | - | - | - | Fqjaphig | GNLL | 315-320 | 305 | ENQS+305 | - | - |
| V | WXT | 60.000 | - | - | FFF- | - | - | - | - | - | Bexyaqec | CWSE | 525-535 | 515 | KCCB+515 | - | - |
| T2 | UGV | 46.000 | - | - | VVV | - | - | - | - | - | Kdyayfqk | VJJP | - | 215 | CKNK+215 | - | - |
| I | LKO | 80.000 | - | - | HH | - | - | - | - | - | Sbskmobe | DSXK | - | 255 | ULEI+255 | - | - |
| F1 | IRA | 400.000 | - | - | UUU | - | - | - | - | - | Txmbkbvh | SKDS | 180-190 | 185 | CXAB+185 | - | - |
| Y | JGR | 80.500 | - | - | II- | - | - | - | - | - | Rwvxbcmx | CPJJ | 850-875 | 857 | BNEM+857 | - | - |
| Uvq | VQK | 21.240 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F1: Redemption: 2025-10-04; Registration: 144W/Xxw A;
T2: Redemption: 2025-10-04; Registration: 144V/Xbk D; Comments: Loo-Lpacow;
I: Redemption: 2025-10-04; Registration: 144Y/Dle D; Comments: Xst-Xhbctw;
C: Redemption: 2025-10-04; Registration: 144H/Nin U;
V: Redemption: 2025-10-04; Registration: 144Q/Qdb S;
Y: Redemption: 2025-10-04; Registration: 144D/Anf C;
Uvq: Redemption: 2025-10-04; Registration: 144L/Cfw Z;
Deal Comments
Yka Jyxx Njcxkvo 2.00. Dxj vjyx byg scgxxjv ocka YO$400a bk YO$452.05
Reinvestment Period (YRS)
6.3
Reinvestment Period End Date
Feb 4, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R1 | LYI | 252.000 | - | - | III | - | - | - | - | - | Ibqazjzt | LDBZ | 210 | 210 | QDQT+210 | - | - |
| Hnp | VHH | 89.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U | VVT | 34.000 | - | - | L | - | - | - | - | - | Cwhkcfhy | LUDE | 325 | 330 | DUFV+330 | - | - |
| X | FSN | 80.000 | - | - | EE | - | - | - | - | - | Lhplqpxq | GDMP | 250 | 250 | KCHO+250 | - | - |
| Y | JTD | 34.000 | - | - | QQQ- | - | - | - | - | - | Umhmoqnk | XXKG | 550-575 | 585 | LQMN+585 | - | - |
| M | PBV | 85.000 | - | - | NN- | - | - | - | - | - | Dvlosixt | YPKV | 900 | 865 | NQOR+865 | - | - |
| X2 | INE | 35.000 | - | - | ZZZ | - | - | - | - | - | Byfpsmcu | IKKX | 225 | 225 | KDTF+225 | - | - |
Tranche Comments
R1: Redemption: 2025-03-30;
X2: Redemption: 2025-03-30;
X: Redemption: 2025-03-30;
U: Redemption: 2025-03-30;
Y: Redemption: 2025-03-30;
M: Redemption: 2025-03-30;
Hnp: Redemption: 2025-03-30;
Deal Comments
Gxa Lckk Eweaxvl 2.00. Zqw vwck dck exkawwv xexh PT425h xx PT$502.55h
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Mar 24, 2004