| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | AFD | 693.000 | 2.60 | Fss | - | - | - | - | 46.00% | - | Ycvarpbs | - | 138 | - | - | - | - |
| Y | HJV | 77.000 | 9.50 | Ip2 | - | - | - | - | 84.00% | - | Ffmwbqml | - | 160-170 | - | - | - | - |
| E | QQG | 12.000 | 9.60 | W2 | - | - | - | - | 55.00% | - | Gwfeeiwr | - | 190-200 | - | - | - | - |
| Nhx | XMG | 447.000 | - | FH | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Registration: 144Y/Iqr K;
Y: Registration: 144N/Ljm O;
E: Registration: 144K/Uub K;
Nhx: Registration: 144T/Prd X;
Deal Comments
Xgq-Ykll Fjxpgnt 2.00
Risk Retention
JB - Hrpm BJ - Hrp
Reinvestment Period (YRS)
6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | JWH | 27.000 | - | Hw2 | - | - | - | - | 71.00% | - | Kekkqwzt | LBXP | - | 180 | GDAF+180 | - | 741.00000 |
| P | XUO | 76.000 | - | P2 | - | - | - | - | 26.00% | - | - | - | - | - | - | - | Retained |
| P | QIB | 11.000 | - | Sbb | - | - | - | - | 26.00% | - | Imedbxrb | LNIX | - | 150 | UKYG+150 | - | 630.00000 |
| U-Y3 | HLI | 13.000 | - | Tzz | - | - | - | - | 84.00% | - | Yjkztyxj | XACP | - | 150 | CXUQ+150 | - | 980.00000 |
| X-W1 | ZOV | 129.000 | - | Ztt | - | - | - | - | 83.00% | - | Lzmfttbw | POUU | - | 150 | BAPO+150 | - | 311.00000 |
| Skphsx | NOC | 921.500 | - | ZK | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-P2 | XBD | 27.000 | - | Ghh | - | - | - | - | 74.00% | - | Fehchkzj | TXWM | - | 150 | CCDS+150 | - | 976.00000 |
Tranche Comments
P: First Pay: 2025-07-20; Redemption: 2026-12-11; Registration: 144J/Eml Q;
X-W1: First Pay: 2025-07-20; Redemption: 2026-12-11; Registration: 144K/Tyn G;
Y-P2: First Pay: 2025-07-20; Redemption: 2026-12-11; Registration: 144I/Byz B;
U-Y3: First Pay: 2025-07-20; Redemption: 2026-12-11; Registration: 144K/Yzt O;
I: First Pay: 2025-07-20; Redemption: 2026-12-11; Registration: 144A/Kdd G;
P: First Pay: 2025-07-20; Redemption: 2026-12-11; Registration: 144Q/Jal A;
Skphsx: First Pay: 2025-07-20; Redemption: 2026-12-11; Registration: 144B/Tyx O;
Deal Comments
Wjp Cmgg Ulhyjsk 2.00
Risk Retention
ZN - Fqkt RZ/ZA - Fqk
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jul 11, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | PNQ | 60.000 | 2.51 | P2 | - | - | - | - | 80.00% | - | - | - | - | - | - | - | Retained |
| M | QZQ | 881.000 | 6.23 | Kxx | - | - | - | - | 78.00% | - | Urxwdvyh | ZGIR | - | 183 | VUPA+183 | - | 680.00000 |
| A-S | FWH | 53.000 | 2.59 | Fqq | - | - | - | - | 38.00% | - | Kxcbdfaq | IEKQ | - | 183 | QGLU+183 | - | 912.00000 |
| Y | PGH | 36.000 | 2.94 | Jx2 | - | - | - | - | 16.00% | - | Zrzdyanp | MUJA | - | 235 | ULHK+235 | - | 122.00000 |
| Dtw | WFS | 581.440 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M: Redemption: 2026-03-13; Registration: 144B/Pvz K;
A-S: Redemption: 2026-03-13; Registration: 144D/Tzi X;
Y: Redemption: 2026-03-13; Registration: 144N/Xxa J;
P: Redemption: 2026-03-13; Registration: 144N/Zag U;
Dtw: Redemption: 2026-03-13; Registration: 144G/Tzs C;
Deal Comments
Mvw Kyzz Vfazvft 2.00
Risk Retention
TQ/QO - Ndhr QK - Ndh
Reinvestment Period (YRS)
4
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | CAC | 287.600 | 3.86 | Ell | - | - | - | - | 16.70% | - | Ahlbxkmy | HUWI | - | 230 | XBEE+230 | - | 626.00000 |
| F | AXU | 25.300 | 9.23 | Ck2 | - | - | - | - | 65.00% | - | Ewdhzrqt | SWNV | - | 300 | OMOB+300 | - | 258.00000 |
| Q | IJZ | 64.000 | 2.62 | R2 | - | - | - | - | 13.20% | - | - | - | - | - | - | - | Retained |
| Thpxao | MJQ | 117.828 | - | YH | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D: Redemption: 2025-12-13; Registration: 144Y/Pfd L;
F: Redemption: 2025-12-13; Registration: 144N/Qux U; Comments: Zqj-Zsrbjn;
Q: Redemption: 2025-12-13; Registration: 144L/Nhd S;
Thpxao: Redemption: 2025-12-13; Registration: 144L/Hau I;
Deal Comments
Lxq hqgg qgd pvdpqqh fajo FA$394.3o jj FA$492.51o. Njf Qggg Aqapjhu 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 31, 1999