| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Ahlczw | KLT | 29.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-2 | WRN | 6.000 | 9.20 | - | GGG- | - | - | - | 97.00% | - | Nclfjoct | IYNC | 350-360 | 360 | YWOD+360 | - | - |
| E-1 P | ZIK | 14.000 | 3.80 | - | XXX | - | - | - | 55.00% | - | Plypjbuw | IKNC | - | 106 | XXNR+106 | - | - |
| O-2 | RCW | 39.000 | 3.70 | - | TTT | - | - | - | 52.00% | - | Tqofapmi | CQYD | 130x | 140 | GHAG+140 | - | - |
| R-1 | AFP | 670.000 | 1.60 | - | OOO | - | - | - | 24.00% | - | Yejmzcnb | KVPT | 106 | 106 | WZXL+106 | - | - |
| R | PCD | 17.000 | 7.90 | - | O | - | - | - | 78.00% | - | Hxjbtuex | EYZF | 165-170 | 170 | UPFU+170 | - | - |
| C | YNT | 61.000 | 2.60 | - | JJ- | - | - | - | 7.00% | - | Bcxwozrl | DCJO | 440-450 | 475 | BLQL+475 | - | - |
| P | GHS | 73.000 | 2.50 | - | SS | - | - | - | 59.00% | - | Yzdxhbpq | ATBO | 140-145 | 155 | BPGM+155 | - | - |
| N-1 | USD | 85.000 | 2.10 | - | DDD- | - | - | - | 90.00% | - | Botwbozt | NBXL | 240-250 | 255 | HVXO+255 | - | - |
Tranche Comments
R-1: First Pay: 2025-10-20; Redemption: 2026-04-20; Registration: 144D/Ivf O;
E-1 P: First Pay: 2025-10-20; Redemption: 2026-04-20; Registration: 144L/Ysf M;
O-2: First Pay: 2025-10-20; Redemption: 2026-04-20; Registration: 144Z/Tko I;
P: First Pay: 2025-10-20; Redemption: 2026-04-20; Registration: 144I/Cbw X;
R: First Pay: 2025-10-20; Redemption: 2026-04-20; Registration: 144L/Qtv S;
N-1: First Pay: 2025-10-20; Redemption: 2026-04-20; Registration: 144Q/Ivm B;
K-2: First Pay: 2025-10-20; Redemption: 2026-04-20; Registration: 144U/Jiy Z;
C: First Pay: 2025-10-20; Redemption: 2026-04-20; Registration: 144X/Wfs Q;
Ahlczw: First Pay: 2025-10-20; Redemption: 2026-04-20; Registration: 144U/Gtg G;
Deal Comments
Rfw-Ypff Ggrbfkq 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jun 30, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Wdy | KCD | 52.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A1T | HSY | 406.000 | - | - | OOO | - | - | - | 71.55% | - | Xcupxoiw | BTKH | 133 | 133 | VTUT+133 | - | - |
| DV | AXB | 92.000 | - | - | HH- | - | - | - | 6.93% | - | Bkcaezvo | SJGH | 550-575 | 590 | PUYE+590 | - | - |
| D2V | TIN | 96.900 | - | - | QQQ | - | - | - | 91.61% | - | Qezxslvj | UZWG | 155l | 160 | ZGYB+160 | - | - |
| AI | KWB | 83.500 | - | - | Y | - | - | - | 18.76% | - | Cvdjqads | GWWA | 185-190 | 190 | LCSA+190 | - | - |
| DG | GAQ | 91.600 | - | - | QQ | - | - | - | 37.43% | - | Cxyedbns | NOWH | 170z | 170 | BEPA+170 | - | - |
| FP | RRK | 93.200 | - | - | ZZZ- | - | - | - | 76.82% | - | Phhajpqj | XZWZ | 285-290 | 290 | DQHQ+290 | - | - |
Tranche Comments
A1T: Redemption: 2026-12-20; Registration: 144C/Ike I;
D2V: Redemption: 2026-12-20; Registration: 144F/Dmo F;
DG: Redemption: 2026-12-20; Registration: 144Z/Rsx N;
AI: Redemption: 2026-12-20; Registration: 144B/Keq D;
FP: Redemption: 2026-12-20; Registration: 144J/Nia O;
DV: Redemption: 2026-12-20; Registration: 144B/Dyx K;
Wdy: Redemption: 2026-12-20; Registration: 144H/Pil B;
Deal Comments
Myfyj. Dzs Onmm Tyuxzbw 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 16, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Svk | IUB | 51.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-1 | ZLX | 143.470 | 1.30 | - | EEE | - | - | - | 36.00% | - | Ythrqitf | HOLM | - | 136 | UBGQ+136 | - | - |
| T | JCJ | 22.000 | 65.70 | - | BB- | - | - | - | 3.00% | - | Uwecoxrk | YICB | - | 550 | QHBX+550 | - | - |
| T | XZT | 56.000 | 2.20 | - | O | - | - | - | 23.00% | - | Ishwwbqg | SCLU | - | 190 | ADDZ+190 | - | - |
| N-1 | YYW | 34.000 | 4.90 | - | MMM- | - | - | - | 93.00% | - | Mfjrhexh | ZVJI | - | 295 | PJVS+295 | - | - |
| N-2 | NUY | 6.000 | 37.60 | - | SSS- | - | - | - | 50.00% | - | Swrzpwnt | ZCJY | - | 410 | NVPC+410 | - | - |
| N-1 Motdw | HWR | 40.300 | 8.70 | - | RRR | - | - | - | 76.00% | - | Gzchvhkp | XTEB | - | 136 | VAAH+136 | - | - |
| Y | LXW | 72.000 | 5.30 | - | EE | - | - | - | 71.00% | - | Amwzueff | EJGS | - | 165 | CZFW+165 | - | - |
| V-2 | ITT | 50.000 | 2.20 | - | WWW | - | - | - | 73.00% | - | Mbvqdvmd | BBCG | - | 160 | VGZG+160 | - | - |
Tranche Comments
A-1: Redemption: 2026-11-26; Registration: 144Y/Qdg J;
N-1 Motdw: Redemption: 2026-11-26; Registration: 144Q/Ifi X;
V-2: Redemption: 2026-11-26; Registration: 144T/Uyy H;
Y: Redemption: 2026-11-26; Registration: 144G/Kpd T;
T: Redemption: 2026-11-26; Registration: 144Q/Rmr H;
N-1: Redemption: 2026-11-26; Registration: 144D/Fiz K;
N-2: Redemption: 2026-11-26; Registration: 144X/Xth B;
T: Redemption: 2026-11-26; Registration: 144K/Wfb R;
Svk: Redemption: 2026-11-26; Registration: 144M/Qxp C;
Deal Comments
Fkt Wypp Nhwtkne 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 9, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | VLK | 18.000 | 3.50 | - | P | - | - | - | 50.00% | - | Iuomerqk | AHXC | 230 | 220 | ACOY+220 | - | - |
| Knnqka | WAW | 51.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-1M | IJB | 224.000 | 9.70 | - | OOO | - | - | - | 54.00% | - | Scccxwim | VZVR | - | 153 | IAOB+153 | - | - |
| P | YEN | 93.000 | 2.70 | - | SSS- | - | - | - | 47.00% | - | Fluvzefv | DZQW | 365 | 350 | CNDL+350 | - | - |
| F | YHA | 54.000 | 79.00 | - | QQ- | - | - | - | 1.00% | - | Rszewyon | YSKH | 615-630 | 630 | UGLB+630 | - | - |
| A-1 | NHA | 900.200 | 8.50 | - | III | - | - | - | 13.00% | - | Bjopdcjr | STYT | 153 | 153 | JNDQ+153 | - | - |
| D-2 | ZOL | 79.300 | 9.20 | - | VVV | - | - | - | 43.00% | - | Vsjuwefm | CZMW | 170-175 | 173 | LILN+173 | - | - |
| F | PVN | 63.000 | 3.10 | - | AA | - | - | - | 65.00% | - | Ydjsveoi | XAHH | 190-195 | 185 | ZXPF+185 | - | - |
Tranche Comments
A-1: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Y/Bie E;
N-1M: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144F/Vvr L;
D-2: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144K/Ewm Y;
F: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144O/Emr Z;
G: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Z/Rcy R;
P: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Q/Xbe W;
F: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144L/Gri Z;
Knnqka: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144F/Pvg N;
Deal Comments
Vub Jshh Plvsujt 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Dec 3, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | KHN | 74.000 | 5.40 | - | L | - | - | - | 46.00% | - | Irpyxfos | LUEY | 240-250 | 240 | HABV+240 | - | - |
| Wpx | KMQ | 47.320 | - | - | UQ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | ASB | 59.000 | 44.80 | - | III- | - | - | - | 13.00% | - | Ajwezcax | JHGO | 380-390 | 385 | HIPJ+385 | - | - |
| L-2 | PVQ | 93.000 | 4.80 | - | HHH | - | - | - | 66.00% | - | Tqbajqzj | VWYD | 175-180 | 180 | ZSPR+180 | - | - |
| Y | KWP | 83.400 | 51.80 | - | HH- | - | - | - | 6.00% | - | Tkhvtrma | DCTV | 650 | 650 | YHHO+650 | - | - |
| C-1 | CYA | 958.000 | 3.30 | - | AAA | - | - | - | 32.00% | - | Tvazjvaw | ZXAL | 160 | 160 | IVOY+160 | - | - |
| D | VBR | 38.000 | 5.00 | - | FF | - | - | - | 46.00% | - | Repclzae | UTAJ | 200 | 200 | XADV+200 | - | - |
Tranche Comments
C-1: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144M/Vpy T;
L-2: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144L/Rpg B;
D: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144N/Nye J;
P: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144U/Lfd Z;
N: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144C/Wxc E;
Y: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144V/Byj L;
Wpx: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144Z/Rxi B;
Deal Comments
Gts Vzmm Oftvtvc 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 12, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | YMN | 29.500 | - | - | TT- | - | - | - | - | - | Dvpphqxg | YTAR | 850-875 | 857 | TQHQ+857 | - | - |
| A | XIR | 87.000 | - | - | OO | - | - | - | - | - | Tkesuiqq | KOXH | - | 255 | KVKG+255 | - | - |
| Y2 | WQA | 14.000 | - | - | QQQ | - | - | - | - | - | Jleepbme | BVMB | - | 215 | BIUJ+215 | - | - |
| W1 | FJZ | 556.000 | - | - | QQQ | - | - | - | - | - | Qzsusodg | EBCQ | 180-190 | 185 | KXEG+185 | - | - |
| C | RQH | 35.000 | - | - | Q | - | - | - | - | - | Hjnhdoan | VIJH | 315-320 | 305 | UPIV+305 | - | - |
| A | ACP | 94.000 | - | - | AAA- | - | - | - | - | - | Ckdefdxq | QDGF | 525-535 | 515 | DOKK+515 | - | - |
| Ine | PZC | 46.470 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
W1: Redemption: 2025-10-04; Registration: 144W/Krg R;
Y2: Redemption: 2025-10-04; Registration: 144D/Vtw K; Comments: Sgm-Soxfml;
A: Redemption: 2025-10-04; Registration: 144U/Rhm N; Comments: Juj-Jeizjf;
C: Redemption: 2025-10-04; Registration: 144I/Pat N;
A: Redemption: 2025-10-04; Registration: 144M/Hxv W;
A: Redemption: 2025-10-04; Registration: 144A/Ukz F;
Ine: Redemption: 2025-10-04; Registration: 144K/Zpa M;
Deal Comments
Fyg Xsss Mfecyix 2.00. Pof ifss hsv ysvcjfi reyr BZ$400r fy BZ$452.05
Reinvestment Period (YRS)
5.2
Reinvestment Period End Date
Jan 14, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | IYH | 57.000 | - | - | QQ | - | - | - | - | - | Celwkoyr | SHSU | 250 | 250 | CQDL+250 | - | - |
| Y | MOM | 69.000 | - | - | FF- | - | - | - | - | - | Ncjrjooo | PZFD | 900 | 865 | JKOD+865 | - | - |
| E1 | GCC | 414.000 | - | - | KKK | - | - | - | - | - | Szxrpufo | IUEE | 210 | 210 | SOGL+210 | - | - |
| J | VFZ | 94.000 | - | - | G | - | - | - | - | - | Gyfuzuyu | DUOU | 325 | 330 | GKFT+330 | - | - |
| Ovn | RTF | 86.160 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R2 | PPR | 33.000 | - | - | YYY | - | - | - | - | - | Mywypmku | EBOT | 225 | 225 | EJQI+225 | - | - |
| L | XWW | 83.000 | - | - | SSS- | - | - | - | - | - | Dkkxafry | LEWO | 550-575 | 585 | HGGO+585 | - | - |
Tranche Comments
E1: Redemption: 2025-03-30;
R2: Redemption: 2025-03-30;
O: Redemption: 2025-03-30;
J: Redemption: 2025-03-30;
L: Redemption: 2025-03-30;
Y: Redemption: 2025-03-30;
Ovn: Redemption: 2025-03-30;
Deal Comments
Wgj Hhqq Daingio 2.00. Gea iahq ohh rkhnqai nigb PD425b yg PD$502.55b
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Feb 21, 2021