| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | HGW | 635.000 | 9.40 | - | III | - | - | - | 13.00% | - | Jbvqqizj | PLKS | - | 123 | AMLT+123 | - | - |
| J1 | AUF | 40.000 | 3.70 | - | RR | - | - | - | 91.00% | - | Oyxmfrhw | SBTB | 150-155 | 155 | ALUZ+155 | - | - |
| G | PWL | 49.000 | 4.20 | - | U | - | - | - | 69.00% | - | Nmrxkuyq | JXCK | 175-185 | 195 | EUGZ+195 | - | - |
| Ooqdng | PGI | 61.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H2 | UWX | 24.000 | 5.40 | - | OO | - | - | - | 31.00% | - | Gwtan | Nmdub | - | 155 | 5.60% | - | - |
Tranche Comments
F: First Pay: 2025-10-20; Redemption: 2027-01-20; Registration: 144D/Onr T;
J1: First Pay: 2025-10-20; Redemption: 2027-01-20; Registration: 144V/Jkr J;
H2: First Pay: 2025-10-20; Redemption: 2027-01-20; Registration: 144L/Xnl W;
G: First Pay: 2025-10-20; Redemption: 2027-01-20; Registration: 144F/Ypi N;
Ooqdng: First Pay: 2025-10-20; Redemption: 2027-01-20; Registration: 144W/Bpv C;
Deal Comments
Ubj-Dzoo Zykqbgv 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Sep 12, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | NIG | 38.000 | 6.20 | - | OO | - | - | - | 40.00% | - | Kxdmucqn | IBSS | - | 180 | MJNW+180 | - | - |
| S | AST | 489.000 | 3.15 | - | TTT | - | - | - | 52.00% | - | Gmlevxaq | JYWA | - | 146 | DYEY+146 | - | - |
| B | XBI | 83.000 | 8.77 | - | I | - | - | - | 13.00% | - | Qjzvsubx | YJIE | - | 220 | XVFS+220 | - | - |
| Wrnqnh | AAT | 73.000 | - | - | IL | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S: Registration: 144T/Ewy V;
R: Registration: 144U/Noa X;
B: Registration: 144O/Tlh J;
Wrnqnh: Registration: 144P/Hxc A;
Deal Comments
Wuy Dkmm Xlseugc 2.01
Reinvestment Period (YRS)
8.9
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | KPF | 24.000 | 7.70 | - | OO | - | - | - | 54.00% | - | Cselyaxi | MOSZ | - | 230 | EJFS+230 | - | - |
| Pklhch | BOS | 38.700 | - | - | TK | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | ISJ | 18.000 | 7.00 | - | I | - | - | - | 29.00% | - | Plopphif | HNDE | 260-270 | 280 | WLCX+280 | - | - |
| C | IYP | 306.000 | 9.40 | - | DDD | - | - | - | 73.00% | - | Ickefckw | YISU | 165 | 165 | MBID+165 | - | - |
| M-2 | NOJ | 6.000 | 8.10 | - | SS | - | - | - | 88.00% | - | Ltrmo | - | - | - | 6.14% | - | - |
Tranche Comments
C: First Pay: 2024-10-15; Redemption: 2026-03-07; Registration: 144H/Biv K;
R-1: First Pay: 2024-10-15; Redemption: 2026-03-07; Registration: 144O/Lhu B;
M-2: First Pay: 2024-10-15; Redemption: 2026-03-07; Registration: 144B/Ubg O;
K: First Pay: 2024-10-15; Redemption: 2026-03-07; Registration: 144G/Jqu L;
Pklhch: First Pay: 2024-10-15; Redemption: 2026-03-07; Registration: 144D/Mpf L;
Deal Comments
Hqf Hkyy Wfxnqjg 2.00. Wcf jfky hkj dhjnvfj oq JN$400j
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Sep 3, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | RZE | 53.000 | - | - | H | - | - | - | 78.00% | - | Cxckfbpp | DYLO | - | 375 | DENT+375 | - | 276.00000 |
| Vtr | PXN | 54.500 | - | - | BK | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-1 | AGR | 99.000 | - | - | BB | - | - | - | 91.00% | - | Oeeclbbh | XXYH | - | 300 | DMEZ+300 | - | 497.00000 |
| R-2 | RZU | 19.000 | - | - | TT | - | - | - | 44.00% | - | Vmstf | - | - | - | 7.378% | 7.378% | 651.00000 |
| I | XGC | 920.000 | - | - | OOO | - | - | - | 28.00% | - | Syucxbjp | MEGI | - | 180 | WYHA+180 | - | 252.00000 |
Tranche Comments
I: First Pay: 2024-07-15; Redemption: 2025-12-13; Registration: 144J/Ukt E;
T-1: First Pay: 2024-07-15; Redemption: 2025-12-13; Registration: 144B/Zrx X;
R-2: First Pay: 2024-07-15; Redemption: 2025-12-13; Registration: 144T/Brv O;
Y: First Pay: 2024-07-15; Redemption: 2025-12-13; Registration: 144Q/Bmg P;
Vtr: First Pay: 2024-07-15; Redemption: 2025-12-13; Registration: 144V/Car Y;
Deal Comments
Yvp Xgyy Kgfpvna 2.00
Risk Retention
PR - Calg FP - Cal
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 21, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| RI | YHU | 93.000 | 2.20 | - | GGG | - | - | - | 88.00% | - | Zquqpfvo | ZYLK | - | 210 | HOEY+210 | - | - |
| U1 | OPG | 49.110 | 9.70 | - | FF | - | - | - | 70.20% | - | Mdeeyrbd | BHPT | 275-290 | 300 | ZKEQ+300 | - | - |
| P2 | WOC | 65.400 | 7.90 | - | KK | - | - | - | 44.60% | - | Mjqxr | - | - | - | 7.15% | - | - |
| I | HHI | 335.000 | 5.60 | - | NNN | - | - | - | 93.00% | - | Ldqqocdk | KPPU | 200-210 | 210 | HLFR+210 | - | - |
| L | LFT | 96.240 | 1.60 | - | L | - | - | - | 57.00% | - | Srzblqui | MTKW | 350-365 | 375 | XNUE+375 | - | - |
| Fefmkh | AIZ | 58.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I: First Pay: 2024-04-20; Redemption: 2025-09-21; Registration: 144Y/Dnm Q;
RI: First Pay: 2024-04-20; Redemption: 2025-09-21; Registration: 144X/Pey C;
U1: First Pay: 2024-04-20; Redemption: 2025-09-21; Registration: 144J/Lbs F;
P2: First Pay: 2024-04-20; Redemption: 2025-09-21; Registration: 144I/Faf N;
L: First Pay: 2024-04-20; Redemption: 2025-09-21; Registration: 144H/Uby C;
Fefmkh: First Pay: 2024-04-20; Redemption: 2025-09-21; Registration: 144B/Bzw E;
Deal Comments
Gbp Ccll Qqlvbbi 2.00. Fbq bqcl pcb ofbviqb pb VP$450u
Risk Retention
XD - Jqrg XX - Jqrg Latrurq 7 - Jqr
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Aug 2, 1997