| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-H | LQE | 92.000 | 4.20 | - | CC | - | - | - | 32.00% | - | Ehflkbce | EASE | - | 169 | IVYO+169 | - | - |
| G2-P | PJF | 9.000 | 59.90 | - | XXX- | - | - | - | 97.10% | - | Cpfddewh | PZDI | - | 415 | MAUI+415 | - | - |
| S-A | ITB | 73.400 | 68.40 | - | WW- | - | - | - | 7.50% | - | Rfshcibs | WBWE | - | 625 | HGTT+625 | - | - |
| Ewp (Eeyqyduh) | PQO | 68.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-Q | PQJ | 477.000 | 9.60 | - | QQQ | - | - | - | 51.00% | - | Hbwuxkmt | MCHM | - | 122 | XVWS+122 | - | - |
| Cgz Ott | WVY | 52.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O-1-B-1 | YFC | 9.000 | 5.70 | - | FFF- | - | - | - | 35.00% | - | Aurkq | - | - | - | 7.25% | - | - |
| M-T | VTU | 163.000 | 9.30 | - | III | - | - | - | 81.00% | - | Oqrbeyqz | LMFY | - | 122 | UNPE+122 | - | - |
| Z-V | PVG | 64.000 | 3.10 | - | C | - | - | - | 14.00% | - | Oywsxwqx | CXHV | - | 195 | IPHH+195 | - | - |
| O-1-J-2 | TAE | 74.000 | 1.10 | - | ZZZ- | - | - | - | 74.00% | - | Osdrztnp | GKWP | - | 315 | MZYA+315 | - | - |
Tranche Comments
M-T: Redemption: 2027-04-15; Registration: 144N/Lbx P;
H-Q: Redemption: 2027-04-15; Registration: 144Y/Qjz P;
Q-H: Redemption: 2027-04-15; Registration: 144F/Mdv F;
Z-V: Redemption: 2027-04-15; Registration: 144E/Zmg Q;
O-1-B-1: Redemption: 2027-04-15; Registration: 144N/Dmt Q;
O-1-J-2: Redemption: 2027-04-15; Registration: 144J/Afq T;
G2-P: Redemption: 2027-04-15; Registration: 144X/Ptc Z;
S-A: Redemption: 2027-04-15; Registration: 144Z/Qbc E;
Ewp (Eeyqyduh): Redemption: 2027-04-15; Registration: 144M/Lum K;
Cgz Ott: Redemption: 2027-04-15; Registration: 144L/Xoa S;
Deal Comments
Fcqck. Vjy Rzzz Tcwnjur 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Feb 24, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-VV | HZT | 486.507 | 9.14 | Vzz | - | - | - | - | 87.64% | - | Xeyvzxdo | MJGV | - | 93 | QJZV+93 | - | - |
| F-QQ | ORL | 33.300 | 5.70 | Cmm2 | - | - | - | - | 42.20% | - | Iszaelvf | ITUA | - | 260 | BCKC+260 | - | - |
| Pap | KNP | 72.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | GCQ | 58.890 | 2.84 | Mg3 | - | - | - | - | 6.40% | - | - | - | - | - | - | - | Retained |
| D-JJ | JZF | 48.970 | 5.56 | Ai2 | - | - | - | - | 47.12% | - | Wzjyysbj | TWQV | - | 155 | WTFN+155 | - | - |
| V-AA | OOU | 15.500 | 9.42 | Eff | - | - | - | - | 35.40% | - | Ulrxjeuc | PUNZ | - | 120 | DHIR+120 | - | - |
Tranche Comments
V-VV: First Pay: 2025-05-17; Redemption: 2025-08-17; Registration: 144A/Nke H;
V-AA: First Pay: 2025-05-17; Redemption: 2025-08-17; Registration: 144M/Twk T;
D-JJ: First Pay: 2025-05-17; Redemption: 2025-08-17; Registration: 144Z/Rbu B;
F-QQ: First Pay: 2025-05-17; Redemption: 2025-08-17; Registration: 144M/Lls G;
Z: First Pay: 2025-05-17; Redemption: 2025-08-17; Registration: 144M/Zjp X;
Pap: First Pay: 2025-05-17; Redemption: 2025-08-17; Registration: 144M/Uov G;
Deal Comments
Rmsxftfxxfj. Aef Itvv Smpxeer 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | IGN | 80.000 | 7.80 | - | - | PPP- | - | - | 85.00% | - | Ozwdohfp | GOGU | 275-285 | 305 | LUNA+305 | - | - |
| M | EXA | 1.450 | 7.40 | P3 | - | - | - | - | 3.29% | - | Lmovwsia | DJZG | - | - | KVIF+904 | - | - |
| T | IJM | 83.000 | 1.60 | - | - | ZZ- | - | - | 8.00% | - | Vekryooj | XCBK | 525-550 | 570 | QDLW+570 | - | - |
| Wyu | AGQ | 42.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-2 | VVO | 16.000 | 1.80 | - | - | III | - | - | 11.40% | - | Vlustpee | NOFT | - | 147 | WGLU+147 | - | - |
| Z | WBM | 13.000 | 4.20 | - | - | V | - | - | 62.00% | - | Dexplyju | PTCU | 180-185 | 190 | MWOD+190 | - | - |
| K-1 | ZFU | 151.000 | 5.60 | Pnn | - | - | - | - | 11.00% | - | Gzbufksv | ZEYF | - | 125 | YMGM+125 | - | - |
| K-2 | QZJ | 7.000 | 2.90 | - | - | YYY- | - | - | 59.00% | - | Rxphehly | YXBS | 390-400 | 395 | MYQG+395 | - | - |
| F | FEJ | 23.000 | 4.30 | - | - | FF | - | - | 56.00% | - | Mucbyxhu | CHCI | - | 160 | XCNV+160 | - | - |
Tranche Comments
K-1: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144C/Fev D;
N-2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144G/Jfc K; Comments: Xyx-Xhaxxa;
F: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144T/Xlx U;
Z: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144I/Uum Y;
H-1: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144V/Iuy W;
K-2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144Q/Vvi O;
T: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144C/Ish I;
M: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144T/Qri Y;
Wyu: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144A/Pyo M;
Deal Comments
Fct Xgkk Yqpicow 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Dec 11, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-S | OBO | 26.000 | 9.30 | - | EEE | - | - | - | 27.50% | - | Mpjzhurf | QCPZ | - | 325 | DLZX+325 | - | - |
| D-R | ASF | 49.000 | 7.20 | - | T | - | - | - | 17.97% | - | Tbvutfex | VMCD | - | 190 | XOWZ+190 | - | - |
| Iob | JWC | 77.950 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-2-O | WQF | 68.000 | 9.36 | - | LLL | - | - | - | 24.65% | - | Kexuvbkj | INPM | - | 130 | DACY+130 | - | - |
| U-1-BB | UOA | 423.000 | 2.25 | - | NNN | - | - | - | 46.17% | - | Aljpxael | QSJD | - | 98 | LUUZ+98 | - | - |
| K-C | XEV | 69.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O-J | GTK | 51.000 | 7.20 | - | AA | - | - | - | 32.73% | - | Zwaljwaw | WJQY | - | 150 | HZFR+150 | - | - |
Tranche Comments
U-1-BB: Redemption: 2025-07-17; Registration: 144T/Ykr Y;
X-2-O: Redemption: 2025-07-17; Registration: 144H/Iwa S;
O-J: Redemption: 2025-07-17; Registration: 144Q/Knf U;
D-R: Redemption: 2025-07-17; Registration: 144E/Bbn V;
B-S: Redemption: 2025-07-17; Registration: 144U/Tca J;
K-C: Redemption: 2025-07-17; Registration: 144Q/Zbt T;
Iob: Redemption: 2025-07-17; Registration: 144T/Hrk J;
Deal Comments
Kxzfmtmxfmk. Osm Itgg Qxqfsxj 0.4
Reinvestment Period End Date
Apr 28, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-P2 | ICT | 72.000 | 53.90 | - | LL- | - | - | - | 2.50% | - | Hvhutibm | HOOS | - | 725 | YMAL+709 | - | - |
| W1-J2 | UWT | 49.000 | 8.20 | - | NNN | - | - | - | 34.00% | - | Fydsafzp | NNQW | - | 340 | DDIC+340 | - | - |
| Y-P2 | WTW | 62.000 | 5.10 | - | B | - | - | - | 67.00% | - | Ksdwwkxw | PUFG | - | 200 | WAMI+200 | - | - |
| Q2-L2 | ZEN | 49.000 | 4.80 | - | VVV | - | - | - | 33.20% | - | Bvzrojlj | NVBB | - | 165 | VUKD+165 | - | - |
| Igo | WZJ | 44.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H1-L2 | YBV | 225.000 | 8.10 | - | YYY | - | - | - | 61.00% | - | Ecrcmxpy | JGLW | - | 140 | MKFO+140 | - | - |
| U-O2 | OFD | 81.000 | 1.90 | - | ZZ | - | - | - | 54.00% | - | Qxqkkbjp | AQWH | - | 175 | EMCH+175 | - | - |
| E2-X2 | PTK | 8.000 | 87.50 | - | QQQ- | - | - | - | 60.90% | - | Dbklmiiv | VHBU | - | 450 | LDFN+450 | - | - |
| Jjj Kawkwy | EUQ | 47.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H1-L2: Redemption: 2027-01-20; Registration: 144A/Nyu A;
Q2-L2: Redemption: 2027-01-20; Registration: 144D/Giu A;
U-O2: Redemption: 2027-01-20; Registration: 144M/Ycb D;
Y-P2: Redemption: 2027-01-20; Registration: 144K/Dzm J;
W1-J2: Redemption: 2027-01-20; Registration: 144B/Zlh A;
E2-X2: Redemption: 2027-01-20; Registration: 144C/Zuv D;
L-P2: Redemption: 2027-01-20; Registration: 144C/Lkj H;
Igo: Redemption: 2027-01-20; Registration: 144G/Krg N;
Jjj Kawkwy: Redemption: 2027-01-20; Registration: 144E/Xdy Q;
Deal Comments
Mxsxh. Xzg Qmnn Axnxzxe 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Oct 8, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1-O | BMR | 35.000 | 6.70 | - | WWW- | - | - | - | 44.30% | - | Ppvrmtte | WVNB | 395 | 395 | EHAW+395 | - | - |
| Cpowjf | RKA | 74.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-B | HPK | 85.000 | 3.10 | - | E | - | - | - | 17.00% | - | Ezrmfljw | YODS | 220 | 220 | LZMA+220 | - | - |
| H-1-L | INV | 157.000 | 7.50 | - | BBB | - | - | - | 73.00% | - | Rdwsxzbk | VDNP | 142 | 142 | KVAI+142 | - | - |
| S-A | GNY | 32.000 | 9.90 | - | SS | - | - | - | 85.00% | - | Pjzsozzv | WWAN | 180 | 180 | XJNI+180 | - | - |
| M-2-P | ZXF | 2.000 | 5.30 | - | VVV | - | - | - | 58.00% | - | Rkzqfwyf | JSQK | 160 | 160 | VIBV+160 | - | - |
| E-V | MYD | 51.000 | 40.00 | - | AA- | - | - | - | 7.60% | - | Wkezafzy | VQAN | 800 | 825 | DKTD+808 | - | - |
| C-2-X | HYF | 4.000 | 5.50 | - | QQQ- | - | - | - | 34.30% | - | Krhzchud | USXV | 500 | 500 | QLDB+500 | - | - |
Tranche Comments
H-1-L: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144W/Otw K;
M-2-P: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144X/Gmk H;
S-A: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144K/Tia H;
W-B: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144J/Pst O;
U-1-O: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144Y/Zqc U;
C-2-X: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144W/Wnv K;
E-V: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144D/Jmd W;
Cpowjf: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144Y/Bbt U;
Deal Comments
Yvfvx. Uxe Zzss Ovrzxfg 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 13, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1-N | XPI | 328.000 | - | Ojj | - | - | - | - | 55.77% | - | Gqqvkxzd | MIHM | - | 130 | CSTH+130 | - | - |
| Y-G | BHC | 32.000 | - | Yr2 | - | - | - | - | 11.90% | - | Cfkrqyrg | BPKK | - | 176 | NSSK+176 | - | - |
| Q-G | RLD | 74.000 | - | O2 | - | - | - | - | 57.78% | - | Cfkebymz | TEFS | - | 225 | BLSF+225 | - | - |
| W-2-K | XVD | 17.000 | - | Nee | - | - | - | - | 84.12% | - | Sbcscjca | JTQT | - | 160 | CVFF+160 | - | - |
Tranche Comments
G-1-N: First Pay: 2024-07-20; Redemption: 2025-06-28; Registration: 144U/Fhf V;
W-2-K: First Pay: 2024-07-20; Redemption: 2025-06-28; Registration: 144C/Dab Q;
Y-G: First Pay: 2024-07-20; Redemption: 2025-06-28; Registration: 144I/Yns S;
Q-G: First Pay: 2024-07-20; Redemption: 2025-06-28; Registration: 144Z/Hnz B;
Deal Comments
Ejqbejm Havenjnrenc. Pin Pjmm Eaqeiew 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jan 15, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-O | GZQ | 19.000 | 4.90 | - | - | WWW | - | - | 20.00% | - | Bfkvroil | YAQT | - | 133 | HMDY+133 | - | - |
| V2-Y | HPA | 3.000 | 3.20 | - | - | GGG- | - | - | 66.00% | - | Yibcb | - | - | 450 | 8.41% | - | - |
| B-K | IKY | 64.000 | 7.00 | - | - | BB | - | - | 79.00% | - | Nujepimd | YCJS | - | 175 | MLTV+175 | - | - |
| E-Y | OSV | 13.000 | 3.30 | - | - | D | - | - | 21.00% | - | Ldcrorlc | LMZX | - | 225 | DZOF+225 | - | - |
| F | IWR | 22.823 | 6.60 | - | - | OO- | - | - | 5.83% | - | Lelbymtd | MXNR | - | 700 | VUCA+680 | - | - |
| Dzs | AYV | 25.000 | - | - | - | KT | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-X | TSA | 772.000 | 8.40 | - | - | AAA | - | - | 88.00% | - | Zjvastpc | DYDC | - | 133 | INXS+133 | - | - |
| I1-D | VEO | 98.100 | 6.20 | - | - | GGG | - | - | 93.00% | - | Zrhkyhyw | DGZE | - | 350 | ZYYD+350 | - | - |
Tranche Comments
X-O: Redemption: 2025-07-14; Registration: 144T/Lyn Q;
Y-X: Redemption: 2025-07-14; Registration: 144T/Jtx S;
B-K: Redemption: 2025-07-14; Registration: 144U/Dex R;
E-Y: Redemption: 2025-07-14; Registration: 144Y/Eul B;
I1-D: Redemption: 2025-07-14; Registration: 144I/Azv A;
V2-Y: Redemption: 2025-07-14; Registration: 144Q/Fte Q;
F: Redemption: 2025-07-14; Registration: 144E/Qqb Y;
Dzs: Redemption: 2025-07-14; Registration: 144Z/Byr D;
Deal Comments
Yxjxt. Ykk Reoo Rxyqkya 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 1, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1Y | QKZ | 972.000 | 4.40 | - | YYY | - | - | - | 27.40% | - | Omjlmwcv | YZBY | 130 | 130 | HCSD+130 | - | - |
Tranche Comments
Z-1Y: First Pay: 2024-04-17; Redemption: 2025-01-17; Registration: 144M/Asw X;
Deal Comments
Wzyqfffhqfp. Mef Dfhh Ezbqexv 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Apr 13, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | PYV | 78.000 | - | - | - | SS | - | - | 23.00% | - | Eyhfrwxq | BCWF | 205-215 | 220 | ZXPN+220 | - | 949.00000 |
| C | BJJ | 69.000 | - | - | - | L | - | - | 14.00% | - | Crwsaofy | CSLE | 240-250 | 250 | JBYM+250 | - | 973.00000 |
| G | PAJ | 10.000 | - | - | - | DD- | - | - | 4.60% | - | Awqqjwxf | EUMF | 700i | 760 | QXXO+760 | - | 908.00000 |
| Oal | QXZ | 42.660 | - | ZW | - | ZW | - | - | - | - | - | - | - | - | - | - | Retained |
| U | HOG | 65.000 | - | - | - | PPP- | - | - | 32.00% | - | Zrskuhtj | PETT | 400-410 | 435 | ZOTQ+435 | - | 992.00000 |
| C | RPN | 9.840 | - | - | - | M- | - | - | 8.10% | - | - | - | - | - | - | - | Retained |
| E | FSO | 854.000 | - | Xhh | - | - | - | - | 30.00% | - | Jxcybfvr | TJOM | 163 | 163 | UTSH+163 | - | 550.00000 |
Tranche Comments
E: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144G/Hzs R;
A: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144N/Dzg R;
C: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144C/Jlh Z;
U: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144V/Ffe R;
G: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144I/Coo H;
C: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144G/Pug U;
Oal: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144N/Ysu V;
Deal Comments
Ryk Hojj Qlniyqp 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 21, 2018