| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2-U | JNV | 6.000 | 9.40 | - | - | AAA | - | - | 36.00% | - | Tkoekxwn | KKLP | - | 162 | BBJZ+162 | - | - |
| N-U | TQQ | 64.000 | 5.10 | - | - | II | - | - | 52.00% | - | Ecwvmczk | DOXP | - | 180 | QVGZ+180 | - | - |
| Q-W | CRZ | 69.000 | 9.80 | - | - | X | - | - | 12.00% | - | Cjqvoqzl | DANX | - | 230 | NLHZ+230 | - | - |
| V-1B-L | ITA | 3.000 | 8.60 | - | - | QQQ- | - | - | 57.00% | - | Qkkyb | - | - | 305 | 6.63% | - | - |
| O-2-Y | NZB | 9.000 | 51.90 | - | - | CCC- | - | - | 14.00% | - | Xbkoh | - | - | 435 | 7.93% | - | - |
| Q-1I-H | HKD | 2.700 | 4.90 | - | - | TTT- | - | - | 26.00% | - | Dbbkvdvc | KBJW | - | 325 | KHGW+325 | - | - |
| I-1-FZ | FOL | 53.000 | 1.30 | Rrr | - | - | - | - | 53.00% | - | Pzlhzuau | HKNA | - | 142 | PTSN+142 | - | - |
| G-B | RNR | 35.700 | 21.50 | - | - | UU- | - | - | 1.00% | - | Bbmyhtqt | LWTL | - | 750 | VWHC+734 | - | - |
| Gzj | XUL | 89.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-1-B | HPD | 417.000 | 7.90 | Iee | - | - | - | - | 23.00% | - | Wqurbafh | PWUT | - | 142 | YGQD+142 | - | - |
Tranche Comments
I-1-FZ: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Z/Ykm O;
H-1-B: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144O/Bom Y;
J-2-U: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144N/Asc Y;
N-U: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144T/Nqe C;
Q-W: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144M/Mxo V;
Q-1I-H: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144I/Qld G;
V-1B-L: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144G/Mba X;
O-2-Y: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144N/Hho G;
G-B: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144F/Zij P;
Gzj: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Q/Aet G;
Deal Comments
Ukfkx. Eqz Dmnn Xkztqah 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 26, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1D | GMN | 275.000 | - | - | UUU | - | - | - | 85.00% | - | Vhseksrg | WTNZ | - | 155 | JCDH+155 | - | - |
| D-2E | AYK | 72.000 | - | - | GG | - | - | - | 72.00% | - | Cscuufal | ZEDW | - | 195 | EGIJ+195 | - | - |
| J-2L | HJM | 8.000 | - | - | CCC- | - | - | - | 68.00% | - | Avrujxhf | BJQM | - | 480 | KKXT+480 | - | - |
| Y-Z | ZPL | 29.000 | - | - | I | - | - | - | 85.00% | - | Kxxycjut | TKCZ | 190-195 | 220 | XGKJ+220 | - | - |
| T-Q | NSB | 62.300 | - | - | NN- | - | - | - | 5.00% | - | Jwyhtpsu | NEQC | - | 705 | JGHH+705 | - | - |
| S-1H | HOT | 51.800 | - | - | III | - | - | - | 61.00% | - | Oswdoxhm | VKMH | - | 340 | JVZF+340 | - | - |
| Uqr | ESP | 70.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-1D: Redemption: 2026-06-21; Registration: 144Q/Nuj R;
D-2E: Redemption: 2026-06-21; Registration: 144J/Lrg F;
Y-Z: Redemption: 2026-06-21; Registration: 144W/Rsh J;
S-1H: Redemption: 2026-06-21; Registration: 144B/Ajd O;
J-2L: Redemption: 2026-06-21; Registration: 144I/Qvq N;
T-Q: Redemption: 2026-06-21; Registration: 144F/Une O;
Uqr: Redemption: 2026-06-21; Registration: 144T/Uyd G;
Deal Comments
Vyfyt. Nxn-Zpyy Uyotxxv 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Feb 24, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | OUY | 26.000 | 48.00 | FE | - | QQQ- | - | - | 59.00% | - | Vluryshk | JACW | 690-710 | 425 | PWBT+425 | - | - |
| M | BXP | 21.000 | 6.30 | XP | - | WW | - | - | 20.00% | - | Xloseouo | DAIQ | 250-260 | 215 | GUVQ+215 | - | - |
| Chjqmf | MYJ | 25.490 | - | EH | - | MB | - | - | - | - | - | - | - | - | - | - | Retained |
| P | MYW | 361.000 | 4.30 | Rii | - | FU | - | - | 27.00% | - | Pksdpoai | QVNV | 160n | 160 | QQTZ+160 | - | - |
| D Fers | IGS | 57.000 | 5.30 | Hdd | - | BP | - | - | 55.00% | - | Ebqopqrt | PKLN | 210-215 | 160 | VJCG+160 | - | - |
| E | MTL | 33.710 | 83.20 | SW | - | XX- | - | - | 6.10% | - | Zcvujdqs | JUWM | - | 715 | QHDA+699 | - | - |
| B | WLF | 20.000 | 4.10 | ZX | - | Q | - | - | 45.00% | - | Rmlheolw | KUMC | 395-405 | 275 | MQFO+275 | - | - |
Tranche Comments
P: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144U/Fyb B;
D Fers: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144K/Ukk U;
M: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Nzf K;
B: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144B/Iup Q;
X: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144H/Yyv S;
E: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Y/Ptw T;
Chjqmf: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144T/Lse K;
Deal Comments
Ogn Mnkk Xwccgkj 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Feb 18, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2 | XZO | 1.231 | 2.10 | Pgg | - | - | - | - | 79.46% | - | Ilbzssey | WQVA | 280q | 295 | HCHL+295 | - | - |
| G | YBA | 69.867 | 4.60 | - | - | ZZZ | - | - | 52.56% | - | Pwksldzx | SUWP | 625-650 | 725 | IJIW+660 | - | - |
| C Fvla | UQQ | 425.000 | 3.70 | Avv | - | - | - | - | 59.00% | - | Guozksjf | MTSJ | - | 230 | GHKB+230 | - | - |
| T | JFJ | 26.913 | 2.00 | - | - | HH | - | - | 81.70% | - | Sscxawwf | TQJX | 315-325 | 340 | TMLW+340 | - | - |
| K | MME | 68.974 | 7.60 | - | - | RR- | - | - | 88.00% | - | Ulydfxfe | QYQE | 975-1000 | 1000 | UNGG+804 | - | - |
| F | QIH | 56.000 | 1.50 | Vbb | - | - | - | - | 89.00% | - | Ppbucuka | EOIT | 230t | 230 | MVYC+230 | - | - |
| A | TBW | 25.300 | 7.30 | J3 | - | - | - | - | 23.30% | - | Adklrzxq | XUIT | - | 425 | KJDO+406 | - | - |
| Qgh | PGG | 46.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C Fvla: First Pay: 2023-07-20; Registration: 144D/Kyf E; Comments: Awo-Alzlos;
F: First Pay: 2023-07-20; Registration: 144E/Aiw I;
H-2: First Pay: 2023-07-20; Registration: 144P/Iqe Z;
T: First Pay: 2023-07-20; Registration: 144N/Tum V;
A: First Pay: 2023-07-20; Registration: 144T/Iwp C;
G: First Pay: 2023-07-20; Registration: 144V/Bmf W;
K: First Pay: 2023-07-20; Registration: 144X/Rdv A;
Qgh: First Pay: 2023-07-20; Registration: 144F/Vqz O;
Deal Comments
Kuc Qqaa Fvhzuqr 2.00
Reinvestment Period (YRS)
8
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | WMM | 81.680 | - | Kb3 | - | - | - | - | - | - | Xkkbmxuu | 3nQ | - | 717 | 3aP+717 | - | - |
| Qws | XIX | 83.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M-1M Hpbnv | NJL | 998.000 | - | Rqq | - | - | - | - | - | - | Ejoflqfb | 3aY | - | 123 | 3lQ+123 | - | - |
| Q | OUA | 79.710 | - | P2 | - | - | - | - | - | - | Qjoaeamb | 3oT | - | 235 | 3qV+235 | - | - |
| O-1O | ZYQ | 460.000 | - | Buu | - | - | - | - | - | - | Bumflekt | 3sU | - | 123 | 3dM+123 | - | - |
| K-1X | KRT | 3.000 | - | Bff | - | - | - | - | - | - | Bvzewfcu | 3lW | - | 155 | 3nN+155 | - | - |
| A-2 | XBQ | 74.180 | - | Vm2 | - | - | - | - | - | - | Crhqxums | 3gH | - | 175 | 3yP+175 | - | - |
| B | AIQ | 39.000 | - | Yee3 | - | - | - | - | - | - | Jqmlconz | 3zK | - | 345 | 3nK+345 | - | - |
Tranche Comments
M-1M Hpbnv: Redemption: 2023-07-20;
O-1O: Redemption: 2023-07-20;
K-1X: Redemption: 2023-07-20;
A-2: Redemption: 2023-07-20;
Q: Redemption: 2023-07-20;
B: Redemption: 2023-07-20;
D: Redemption: 2023-07-20;
Qws: Redemption: 2023-07-20;
Deal Comments
Hjq Uabb Uguojil 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 25, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | NKQ | 972.000 | - | - | CCC | - | - | - | - | - | Whqpkwfm | 3rC | - | 153 | 3nO+153 | - | - |
| J | VVB | 48.000 | - | - | AAA- | - | - | - | - | - | Lwymfeom | 3pV | 375-390 | 414 | 3aP+414 | - | - |
| G | WGI | 64.000 | - | - | QQ- | - | - | - | - | - | Iqwpwrem | 3lS | 735-750 | 750 | 3gK+750 | - | - |
| I | UPN | 39.300 | - | - | A | - | - | - | - | - | Olobrulq | 3tI | 250-260 | 270 | 3sA+270 | - | - |
| Ieq | UBG | 61.900 | - | - | FA | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-2 | FRL | 93.000 | - | - | HH | - | - | - | - | - | Eydzdqmz | 3hF | 190-200 | 205 | 3cN+205 | - | - |
Tranche Comments
D-1: Redemption: 2023-01-28;
D-2: Redemption: 2023-01-28;
I: Redemption: 2023-01-28;
J: Redemption: 2023-01-28;
G: Redemption: 2023-01-28;
Ieq: Redemption: 2023-01-28;
Deal Comments
Awh Gcvv Pzvcwpg 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 30, 2020