| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-X | GXK | 7.960 | 7.60 | - | DDD | - | - | - | - | - | Qskwyhac | 3oMKFB | - | 95 | 3iAJCA+95 | - | - |
| Y-F | ENA | 32.000 | 7.23 | - | FF | - | - | - | 79.00% | - | Exlacszb | 3gEXWF | - | 160 | 3yLMUE+160 | - | - |
| M-M | ZRJ | 383.000 | 1.20 | - | III | - | - | - | 97.00% | - | Yehoaldx | 3pSTHC | - | 120 | 3cWJFP+120 | - | - |
| Mpe | OCP | 34.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-L | FBY | 37.000 | 4.63 | - | P | - | - | - | 27.00% | - | Uuvrwuog | 3zMYDF | - | 200 | 3tYUDQ+200 | - | - |
| G-1-L | NZE | 37.000 | 1.56 | - | SSS- | - | - | - | 46.00% | - | Huxbyejd | 3xYBXS | - | 300 | 3gDUWF+300 | - | - |
| I-2-R | XZN | 6.000 | 44.82 | - | HHH- | - | - | - | 55.20% | - | Apdxfosm | 3lWUDQ | - | 390 | 3sHIQG+390 | - | - |
| M-S | MBV | 76.000 | 18.18 | - | II- | - | - | - | 7.00% | - | Skqwzevq | 3oJUOT | - | 550 | 3wUPZT+550 | - | - |
Tranche Comments
J-X: First Pay: 2025-04-15; Redemption: 2027-02-26; Registration: 144E/Vuv D;
M-M: First Pay: 2025-04-15; Redemption: 2027-02-26; Registration: 144L/Lme I;
Y-F: First Pay: 2025-04-15; Redemption: 2027-02-26; Registration: 144F/Tmi Y;
C-L: First Pay: 2025-04-15; Redemption: 2027-02-26; Registration: 144G/Xns K;
G-1-L: First Pay: 2025-04-15; Redemption: 2027-02-26; Registration: 144I/Jiv D;
I-2-R: First Pay: 2025-04-15; Redemption: 2027-02-26; Registration: 144Q/Umy V;
M-S: First Pay: 2025-04-15; Redemption: 2027-02-26; Registration: 144V/Ezw I;
Mpe: First Pay: 2025-04-15; Redemption: 2027-02-26; Registration: 144W/Pcb R;
Deal Comments
Bbybz. Ycb-Wuuu Zbmgcxf 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 21, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2 | UST | 82.000 | - | - | GG | - | - | - | 96.00% | - | Yuwyasix | HUKA | 185m | 185 | EYMW+185 | - | - |
| J | JEA | 90.000 | - | - | YY- | - | - | - | 4.00% | - | Myzvftnu | PPYF | 625y | 625 | LBXF+625 | - | - |
| Lnk | TZC | 36.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-1-O | PCX | 6.000 | - | - | TTT | - | - | - | 34.00% | - | Xefvfaxq | GBHX | 165t | 165 | JYDN+165 | - | - |
| K-1-K | LAA | 381.000 | - | - | SSS | - | - | - | 41.00% | - | Zujfpabh | MBLW | 147 | 147 | KWXS+147 | - | - |
| M | JCY | 78.000 | - | - | W | - | - | - | 49.00% | - | Vqcpykck | JCBR | - | 210 | KZNM+210 | - | - |
| B | VTX | 71.000 | - | - | ZZZ | - | - | - | 46.00% | - | Ixzfuwnr | VDAG | - | 320 | CQIK+320 | - | - |
Tranche Comments
K-1-K: Redemption: 2026-06-28; Registration: 144H/Zlb X;
J-1-O: Redemption: 2026-06-28; Registration: 144G/Clo M;
S-2: Redemption: 2026-06-28; Registration: 144N/Zmk V;
M: Redemption: 2026-06-28; Registration: 144K/Zco Y;
B: Redemption: 2026-06-28; Registration: 144V/Exl O;
J: Redemption: 2026-06-28; Registration: 144T/Nsy Z;
Lnk: Redemption: 2026-06-28; Registration: 144I/Vqq U;
Deal Comments
Fwn Nvuu Awktwyr 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Oct 24, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | FKL | 86.000 | - | - | DD- | - | - | - | 7.00% | - | Wrserbao | ISWJ | - | 850 | PHAJ+815 | - | 77.00000 |
| C-1Z | THE | 231.000 | - | - | ZZZ | - | - | - | 45.80% | - | Qhbvrtbz | WWMU | - | 190 | LAFX+190 | - | 295.00000 |
| U-2 | YCN | 75.000 | - | - | MM | - | - | - | 54.33% | - | Vhqxhjrv | VBIP | - | 265 | UUPU+265 | - | 493.00000 |
| B-1 | GBF | 17.800 | - | - | AAA | - | - | - | 19.10% | - | Nbjjrvxk | KYJR | - | 450 | QZAN+450 | - | 108.00000 |
| Buy | KJK | 24.500 | - | - | QC | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-2 | FKD | 3.300 | - | - | DDD- | - | - | - | 84.00% | - | Mloucswy | XLMD | - | 700 | SUNU+700 | - | 880.00000 |
| J | PLS | 55.000 | - | - | W | - | - | - | 79.00% | - | Wlvvjktt | PCZG | - | 300 | WPQX+300 | - | 669.00000 |
Tranche Comments
C-1Z: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144J/Ifk Q;
U-2: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144V/Lab X;
J: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144V/Imc B;
B-1: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144E/Erc G;
K-2: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144G/Mmq V;
N: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144O/Vhc A;
Buy: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144J/Gtm D;
Deal Comments
Rsu Xcaa Flkwsty 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Mar 26, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1L | NSL | 596.000 | - | - | FFF | - | - | - | 29.50% | - | Fpekprih | GBUN | - | 210 | HWFW+210 | - | 378.00000 |
| R-2 | HMN | 1.900 | - | - | WWW- | - | - | - | 82.60% | - | Ndozkqhe | WUME | - | 735 | JSGB+735 | - | 443.00000 |
| T | BYN | 96.000 | - | - | EE- | - | - | - | 1.20% | - | Jdulqctv | YNNZ | - | 895 | QXWI+860 | - | 95.00000 |
| K-2 | CLN | 41.000 | - | - | UU | - | - | - | 61.00% | - | Drhfrleg | MKMV | - | 280 | MSYT+280 | - | 948.00000 |
| A-1 | KVZ | 39.000 | - | - | TTT | - | - | - | 79.27% | - | Rqwvqujr | YWZN | - | 480 | EVQM+480 | - | 445.00000 |
| Yxe | XPN | 68.230 | - | - | CZ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | PYY | 35.000 | - | - | C | - | - | - | 99.00% | - | Izqdxxju | UZML | - | 320 | CWCM+320 | - | 324.00000 |
Tranche Comments
G-1L: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144W/Clx A;
K-2: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144Q/Rnd L;
H: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144C/Pvk R;
A-1: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144A/Ljd G;
R-2: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144O/Qyv X;
T: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144A/Owz M;
Yxe: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144P/Axp A;
Deal Comments
Hkz Lsll Sktrkmn 2.00
Reinvestment Period (YRS)
8.1
Reinvestment Period End Date
Jan 10, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | BLH | 30.000 | 1.60 | - | LLL- | - | - | - | 69.00% | - | Bpprryyp | 3qT | - | 330 | 3zS+330 | - | - |
| J | PTQ | 25.700 | 89.80 | - | II- | - | - | - | 7.15% | - | Tslrcerd | 3xK | - | 680 | 3cT+680 | - | - |
| Bzkmpy | HBU | 72.000 | - | - | LZ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-1 | YPT | 672.000 | 9.30 | - | AAA | - | - | - | 68.00% | - | Ozchzkon | 3aG | - | 138 | 3uD+138 | - | - |
| P-2 | ELM | 66.000 | 2.10 | - | JJ | - | - | - | 47.40% | - | Wqswawsh | 3hD | - | 195 | 3zG+195 | - | - |
| F | QCG | 50.000 | 1.00 | - | Q | - | - | - | 60.00% | - | Qkdfeydl | 3fX | - | 220 | 3uJ+220 | - | - |
Tranche Comments
H-1: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144M/Aea B;
P-2: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144W/Oxq U;
F: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144K/Wmz V;
J: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144N/Lkr U;
J: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144F/Ldb H;
Bzkmpy: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144F/Fzu F;
Deal Comments
Tjf Kohh Ilffjwu 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 20, 1999