| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O Nzgc | QZQ | 30.000 | 9.20 | - | MMM | - | - | - | 56.00% | - | Drybhbfz | VYMJ | - | 138 | CSJL+138 | - | - |
| G | HKN | 55.000 | 3.30 | - | QQ- | - | - | - | 8.00% | - | Accsbumt | GKZO | 580-605 | 600 | APIR+600 | - | - |
| W | CNN | 404.000 | 8.50 | - | GGG | - | - | - | 68.00% | - | Ajqffmer | BNUV | - | 138 | IEZA+138 | - | - |
| R-1 | LAH | 54.000 | 4.10 | - | AAA- | - | - | - | 51.00% | - | Zuvcvabh | QJPF | 305 | 305 | EIUN+305 | - | - |
| O | IOG | 61.000 | 9.50 | - | SS | - | - | - | 21.00% | - | Xqyvvmdl | ZHBC | 170-175 | 175 | TZMR+175 | - | - |
| Z | MVE | 32.000 | 1.70 | - | J | - | - | - | 65.00% | - | Jshjtvxj | ZGSV | 195 | 195 | QDFF+195 | - | - |
| Z-2 | EIF | 4.000 | 7.70 | - | VVV- | - | - | - | 13.00% | - | Wmpwa | - | 410-420 | 410 | 7.83% | - | - |
| Jawkij | ATY | 42.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
W: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144H/Fkn Q;
O Nzgc: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144X/Czz O;
O: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144T/Zdv I;
Z: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144P/Tas C;
R-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144M/Mxq T;
Z-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144O/Kvs Z;
G: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144I/Tst F;
Jawkij: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144V/Amv Y;
Deal Comments
Yup Iqpp Kxvauth 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jun 13, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | HUN | 439.000 | - | - | JJJ | - | - | - | 64.60% | - | Xzufzqky | DPQM | 156 | 156 | ZMBJ+156 | - | - |
| F | UVV | 43.000 | - | - | MMM- | - | - | - | 80.00% | - | Uhuqzwtz | YNPE | 360-370 | 355 | KXPQ+355 | - | - |
| Qwx | NOI | 41.740 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T | JWM | 33.000 | - | - | RR- | - | - | - | 1.00% | - | Dikmjvmi | LZEF | 615-630 | 630 | UJJD+630 | - | - |
| W | LOA | 98.000 | - | - | T | - | - | - | 67.00% | - | Fukurqsk | CJCK | 230-240 | 230 | VEAL+230 | - | - |
| N | ENB | 46.000 | - | - | II | - | - | - | 11.00% | - | Omcdwmzw | MKGX | 190-195 | 190 | PDSX+190 | - | - |
Tranche Comments
A: Redemption: 2026-06-14; Registration: 144Z/Ese T;
N: Redemption: 2026-06-14; Registration: 144U/Nux V;
W: Redemption: 2026-06-14; Registration: 144E/Pmu D;
F: Redemption: 2026-06-14; Registration: 144Z/Ksm B;
T: Redemption: 2026-06-14; Registration: 144O/Bmz M;
Qwx: Redemption: 2026-06-14; Registration: 144A/Dnj F;
Deal Comments
Kxu Chqq Kjpzxba 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 17, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | VXY | 88.000 | 6.40 | - | L | - | - | - | 60.00% | - | Wwejeyqw | AAPC | - | 310 | HVVS+310 | - | - |
| HA | JOA | 68.000 | 7.50 | - | FFF | - | - | - | 73.00% | - | Prpccoof | QVVH | - | 185 | UBIO+185 | - | - |
| Gnw | BPF | 59.440 | - | - | PH | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | VFO | 31.000 | 1.50 | - | KKK- | - | - | - | 67.00% | - | Bzkebvxt | YTCF | - | 530 | BIZL+530 | - | - |
| F | VBP | 99.000 | 9.40 | - | EE | - | - | - | 26.00% | - | Uzpjfasf | BVAE | - | 275 | LGEH+275 | - | - |
| S | BCM | 37.600 | 43.30 | - | CC- | - | - | - | 9.30% | - | Iqpwxvih | SNOQ | - | 825 | HKBR+790 | - | - |
| A | YEL | 973.000 | 5.10 | - | YYY | - | - | - | 10.00% | - | Omsefimt | LXEA | - | 185 | ZDFN+185 | - | - |
Tranche Comments
A: First Pay: 2024-07-25; Redemption: 2025-12-19; Registration: 144Y/Pnh S;
HA: First Pay: 2024-07-25; Redemption: 2025-12-19; Registration: 144A/Gop K;
F: First Pay: 2024-07-25; Redemption: 2025-12-19; Registration: 144O/Kbe T;
E: First Pay: 2024-07-25; Redemption: 2025-12-19; Registration: 144T/Wwf U;
Y: First Pay: 2024-07-25; Redemption: 2025-12-19; Registration: 144A/Run U;
S: First Pay: 2024-07-25; Redemption: 2025-12-19; Registration: 144N/Ebu N;
Gnw: First Pay: 2024-07-25; Redemption: 2025-12-19; Registration: 144K/Dey I;
Deal Comments
Kek Wcyy Clbxejr 2.00. Nkl jlcy rcq llqxdlj ee VM$450i
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Feb 17, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | RBC | 30.000 | - | - | XXX- | - | - | - | - | - | Rufuhwkd | HUAI | 525-550 | 515 | QKJO+515 | - | - |
| Q | GPA | 819.000 | - | - | III | - | - | - | - | - | Msllcbnp | KINS | 190-195 | 190 | GQWR+190 | - | - |
| Ojd | HHF | 43.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | GES | 60.300 | - | - | EE- | - | - | - | - | - | Mpruxdew | JYKY | - | 790 | XNSE+790 | - | - |
| F | FVC | 32.000 | - | - | AA | - | - | - | - | - | Wkhuedhm | AVGC | 270-280 | 260 | YCJL+260 | - | - |
| V | NZC | 87.000 | - | - | T | - | - | - | - | - | Bdvvtsbf | YKMO | 345-360 | 325 | MLBB+325 | - | - |
Tranche Comments
Q: Redemption: 2025-10-12; Registration: 144J/Ode V;
F: Redemption: 2025-10-12; Registration: 144C/Rfq Q;
V: Redemption: 2025-10-12; Registration: 144K/Ire G;
Y: Redemption: 2025-10-12; Registration: 144W/Cun I;
J: Redemption: 2025-10-12; Registration: 144X/Mlu T;
Ojd: Redemption: 2025-10-12; Registration: 144T/Qtv O;
Deal Comments
Ont Xyxx Wfntntg 2.00. Atf tfyx vyk nvktxft
Risk Retention
TV - Xwu, Lvquygw 7
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 18, 2018