| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Ixo | YQE | 316.000 | - | IX | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | PID | 15.000 | 7.50 | Wh2 | - | - | - | - | 98.00% | - | Ukbswupg | - | 160-170 | - | - | - | - |
| O | ROT | 90.000 | 4.50 | L2 | - | - | - | - | 30.00% | - | Kermshti | - | 190-200 | - | - | - | - |
| W | YPM | 753.000 | 6.10 | Vqq | - | - | - | - | 53.00% | - | Bvoeesbf | - | 138 | - | - | - | - |
Tranche Comments
W: Registration: 144F/Uyj D;
Q: Registration: 144H/Qzf Z;
O: Registration: 144K/Urv K;
Ixo: Registration: 144G/Vok O;
Deal Comments
Kcy-Thyy Bgkqcpw 2.00
Risk Retention
BC - Mcdb AB - Mcd
Reinvestment Period (YRS)
1
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | HJN | 33.000 | - | Ree | - | - | - | - | 52.00% | - | Qqzjdlfk | CEIH | - | 150 | QEKM+150 | - | 262.00000 |
| P-E2 | FCO | 50.000 | - | Ixx | - | - | - | - | 64.00% | - | Kfsazlot | GECF | - | 150 | ZSLU+150 | - | 973.00000 |
| S | YJN | 42.000 | - | I2 | - | - | - | - | 33.00% | - | - | - | - | - | - | - | Retained |
| I-F3 | GWA | 98.000 | - | Nff | - | - | - | - | 16.00% | - | Cfbbjrzv | TEMU | - | 150 | CJNL+150 | - | 514.00000 |
| D | PHT | 29.000 | - | Tf2 | - | - | - | - | 10.00% | - | Lfqvxxjq | IECK | - | 180 | JNCO+180 | - | 106.00000 |
| D-L1 | XFY | 162.000 | - | Tss | - | - | - | - | 62.00% | - | Lusjlqbq | BDLB | - | 150 | QPJJ+150 | - | 387.00000 |
| Zwvobu | ROV | 519.400 | - | MT | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D: First Pay: 2025-07-20; Redemption: 2026-12-11; Registration: 144G/Zbs Q;
D-L1: First Pay: 2025-07-20; Redemption: 2026-12-11; Registration: 144A/Cun M;
P-E2: First Pay: 2025-07-20; Redemption: 2026-12-11; Registration: 144O/Xwe I;
I-F3: First Pay: 2025-07-20; Redemption: 2026-12-11; Registration: 144X/Lbw D;
D: First Pay: 2025-07-20; Redemption: 2026-12-11; Registration: 144C/Rzp E;
S: First Pay: 2025-07-20; Redemption: 2026-12-11; Registration: 144A/Yog Y;
Zwvobu: First Pay: 2025-07-20; Redemption: 2026-12-11; Registration: 144Q/Wwk U;
Deal Comments
Bcs Kszz Fxyjchg 2.00
Risk Retention
ZV - Sclp DZ/ZN - Scl
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 27, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | OZR | 805.000 | 2.80 | Qrr | - | - | - | - | 86.00% | - | Hpuqfkkj | JKOZ | - | 183 | AQQB+183 | - | 870.00000 |
| Ipi | WNP | 118.603 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T | QHT | 76.000 | 2.69 | Xs2 | - | - | - | - | 59.00% | - | Cubqzkmt | SYFG | - | 235 | CGQW+235 | - | 648.00000 |
| M-U | GZB | 30.000 | 5.95 | Mtt | - | - | - | - | 13.00% | - | Cmxzljum | VBXN | - | 183 | VAJM+183 | - | 884.00000 |
| F | ETZ | 65.000 | 9.54 | Z2 | - | - | - | - | 89.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
T: Redemption: 2026-03-13; Registration: 144A/Vsy C;
M-U: Redemption: 2026-03-13; Registration: 144Y/Yfz B;
T: Redemption: 2026-03-13; Registration: 144Z/Phi L;
F: Redemption: 2026-03-13; Registration: 144F/Ava E;
Ipi: Redemption: 2026-03-13; Registration: 144D/Dwk K;
Deal Comments
Eku Snhh Rzbvkxy 2.00
Risk Retention
EH/HQ - Noku HK - Nok
Reinvestment Period (YRS)
1
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | GOH | 72.000 | 7.31 | O2 | - | - | - | - | 19.20% | - | - | - | - | - | - | - | Retained |
| Qhzxmw | CEO | 800.834 | - | ZM | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | EQB | 39.600 | 2.88 | Qg2 | - | - | - | - | 64.00% | - | Hlhcblkz | VTST | - | 300 | MXLR+300 | - | 919.00000 |
| I | QAW | 907.100 | 3.92 | Axx | - | - | - | - | 49.50% | - | Qyojctld | KCTH | - | 230 | WKVH+230 | - | 932.00000 |
Tranche Comments
I: Redemption: 2025-12-13; Registration: 144G/Unj B;
I: Redemption: 2025-12-13; Registration: 144Z/Ald P; Comments: Xxw-Xulqwg;
I: Redemption: 2025-12-13; Registration: 144I/Qfe A;
Qhzxmw: Redemption: 2025-12-13; Registration: 144K/Uup R;
Deal Comments
Gxg vgwb dwg jlgcvgv irgw MO$394.3w lg MO$492.51w. Egh Cwbb Mgrcgvy 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 14, 2008