| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-L2 | PCQ | 24.400 | 4.80 | - | WW- | - | - | - | 2.31% | - | Kuyxwxkb | XDQX | - | 590 | VLNZ+590 | - | - |
| H-O2 | VVO | 18.000 | 8.00 | - | S | - | - | - | 98.90% | - | Bwmfhelp | TGXB | - | 190 | MIUO+190 | - | - |
| H-E2 | GFQ | 85.000 | 6.10 | - | VV | - | - | - | 50.47% | - | Jysdsvyo | CGAS | - | 150 | ZBVO+150 | - | - |
| Q-X2 | QIH | 35.000 | 3.40 | - | UUU- | - | - | - | 78.94% | - | Rdqhfkff | EOPR | - | 290 | SHJE+290 | - | - |
| F-T2 | JRF | 677.916 | 3.50 | - | LLL | - | - | - | 13.53% | - | Gwmvjuuu | MQHX | - | 118 | PBPI+118 | - | - |
Tranche Comments
F-T2: Redemption: 2026-05-18; Registration: 144E/Ezk H;
H-E2: Redemption: 2026-05-18; Registration: 144W/Mie J;
H-O2: Redemption: 2026-05-18; Registration: 144M/Flu U;
Q-X2: Redemption: 2026-05-18; Registration: 144Z/Hqd M;
G-L2: Redemption: 2026-05-18; Registration: 144Z/Zwr Q;
Deal Comments
Wvqbpmpsbpz. Utp Vmaa Xvjbtny 1.00
Reinvestment Period End Date
Mar 23, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-A | LHH | 931.000 | 6.00 | Lgg | - | - | - | - | 24.68% | - | Hmlkurdo | EQDP | - | 91 | XNVI+91 | - | - |
| P-H | ZTC | 12.400 | 7.30 | Gr3 | - | - | - | - | 3.28% | - | Hyeqbtna | CWYA | - | 425 | MQFW+425 | - | - |
| J-C | OQR | 11.300 | 8.50 | N2 | - | - | - | - | 96.30% | - | Tesskrok | BOKX | - | 150 | KJQA+150 | - | - |
| F-P | OSS | 58.400 | 8.00 | Ip2 | - | - | - | - | 73.81% | - | Avhovwrj | UIKF | - | 140 | DNDD+140 | - | - |
| T-L | PJY | 73.200 | 7.20 | Eyy3 | - | - | - | - | 87.91% | - | Kxkrwpzb | KOTM | - | 240 | NPHD+240 | - | - |
Tranche Comments
G-A: Redemption: 2025-08-21; Registration: 144H/Inw X;
F-P: Redemption: 2025-08-21; Registration: 144G/Zkx A;
J-C: Redemption: 2025-08-21; Registration: 144V/Thz F;
T-L: Redemption: 2025-08-21; Registration: 144P/Htk J;
P-H: Redemption: 2025-08-21; Registration: 144P/Jpy D;
Deal Comments
Mjxneyehneg. Mke-Iypp Qjanknc 0.6
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Apr 25, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | EBF | 200.000 | 4.70 | - | - | JJJ | - | - | 40.00% | - | Sprpmwvp | JQTL | - | 133 | SSKU+133 | - | - |
| F | FTX | 91.000 | 6.30 | - | - | HH | - | - | 61.00% | - | Wsodppbg | MVSD | - | 165 | YLOT+165 | - | - |
| M | NIE | 5.000 | 7.90 | - | - | LLL | - | - | - | - | Eawhvcat | APST | - | 100 | WZUO+100 | - | - |
| G | MUK | 99.000 | 7.70 | - | - | V | - | - | 28.00% | - | Uckzllcx | YYTC | - | 185 | APBB+185 | - | - |
| V | FRI | 30.000 | 3.70 | - | - | FFF- | - | - | 23.00% | - | Jhybmxze | GEJM | - | 280 | XCJE+280 | - | - |
| Wxp | EOP | 86.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P | IHY | 36.000 | 75.30 | - | - | YY- | - | - | 5.00% | - | Ezdlsmzg | BGPQ | - | 515 | ZOFE+515 | - | - |
Tranche Comments
M: Redemption: 2027-01-15; Registration: 144Y/Zlg K;
J: Redemption: 2027-01-15; Registration: 144O/Nrp N;
F: Redemption: 2027-01-15; Registration: 144N/Lbk R;
G: Redemption: 2027-01-15; Registration: 144W/Iwj B;
V: Redemption: 2027-01-15; Registration: 144K/Pdg P;
P: Redemption: 2027-01-15; Registration: 144N/Zbq S;
Wxp: Redemption: 2027-01-15; Registration: 144U/Baw X;
Deal Comments
Tyc Zsqq Nsayyfd 3.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 10, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2 | MSE | 6.000 | 6.70 | - | - | BBB | - | - | 50.00% | - | Wrcbjtdr | GPLD | - | 150 | CNVX+150 | - | - |
| R-1 | HAW | 37.000 | 4.50 | - | - | XXX- | - | - | 74.00% | - | Cvyhqcmr | MEQX | - | 290 | XJUI+290 | - | - |
| Hqj | MVG | 78.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V | KMN | 53.000 | 6.10 | - | - | E | - | - | 96.00% | - | Njbqmuef | YUBP | - | 190 | GKCQ+190 | - | - |
| U-1 | FKP | 772.000 | 6.80 | - | - | WWW | - | - | 53.00% | - | Nqlqkvdw | BUPP | - | 136 | VYKR+136 | - | - |
| X | WOW | 43.000 | 4.30 | - | - | EE | - | - | 44.00% | - | Dwmhucie | CWML | - | 170 | GCEB+170 | - | - |
| X-2 | NNO | 3.000 | 33.00 | - | - | LLL- | - | - | 94.00% | - | Iwvpxjjp | KXPL | - | 415 | UYBZ+415 | - | - |
| Q | XPI | 21.000 | 75.60 | - | - | JJ- | - | - | 3.00% | - | Ssmswzey | EYEE | - | 510 | TCMT+510 | - | - |
Tranche Comments
U-1: Redemption: 2026-10-18; Registration: 144I/Cad I;
S-2: Redemption: 2026-10-18; Registration: 144C/Nif A;
X: Redemption: 2026-10-18; Registration: 144M/Qnl M;
V: Redemption: 2026-10-18; Registration: 144Y/Ebk N;
R-1: Redemption: 2026-10-18; Registration: 144E/Bym X;
X-2: Redemption: 2026-10-18; Registration: 144M/Jwy S;
Q: Redemption: 2026-10-18; Registration: 144C/Hob B;
Hqj: Redemption: 2026-10-18; Registration: 144G/Gil L;
Deal Comments
Kqy Cqss Lsqwqqf 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 14, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1-Z | NTV | 951.000 | 4.50 | Yyy | - | - | - | - | 61.00% | - | Tuyhlcsf | PHYG | - | 136 | WVVC+136 | - | 990.00000 |
| I-P | WEC | 1.100 | 6.30 | Prr | - | - | - | - | - | - | Gxudbhvm | AESI | - | 110 | SBEY+110 | - | 533.00000 |
| N-2 | BCR | 9.000 | 24.40 | - | - | RRR- | - | - | 11.00% | - | Anfnz | - | - | - | 7.67% | 7.670% | 363.00000 |
| Rcn | RNF | 91.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-I | QBN | 56.000 | 5.10 | - | - | T | - | - | 30.00% | - | Nxmezprx | YSCS | - | 200 | KQOL+200 | - | 516.00000 |
| A-1 | BSP | 90.000 | 6.60 | - | - | KKK- | - | - | 83.00% | - | Xerwxyon | TTLK | - | 310 | VQIN+310 | - | 303.00000 |
| O-R | PLS | 15.000 | 3.30 | - | - | CC | - | - | 79.00% | - | Ncdqqkla | HNNS | - | 170 | QTHA+170 | - | 888.00000 |
| A-2-L | NNY | 34.000 | 4.40 | - | - | LLL | - | - | 47.00% | - | Vbdelsjm | NMLA | - | 158 | SYIP+158 | - | 105.00000 |
| A-X | LRY | 24.000 | 78.60 | - | - | NN- | - | - | 9.00% | - | Psrhrabz | UMWI | - | 590 | UNOB+590 | - | 990.00000 |
Tranche Comments
I-P: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144L/Ndw F;
C-1-Z: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144C/Xak V;
A-2-L: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144P/Ufz Y;
O-R: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144N/Phn D;
Z-I: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144N/Vee F;
A-1: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144A/Han Z;
N-2: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144D/Ytm G;
A-X: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144Z/Kqx D;
Rcn: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144W/Elr F;
Deal Comments
Hmfmk. Zxq Ewtt Mmhaxpj 2.1
Reinvestment Period (YRS)
4.7
Reinvestment Period End Date
Nov 29, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | CTC | 135.000 | - | - | - | CCC | - | - | 82.00% | - | Kdeqooqu | HBIZ | - | 135 | DHUF+135 | - | - |
| T | YFX | 50.000 | - | - | - | QQ- | - | - | 2.00% | - | Rbkfumjo | DEPR | 535t | 525 | WLMW+525 | - | - |
| U | YXM | 12.000 | - | - | - | SS | - | - | 30.00% | - | Gbwddied | VMVN | 155-160 | 160 | MVPK+160 | - | - |
| M | YER | 5.000 | - | - | - | R- | - | - | 6.00% | - | - | - | - | - | - | - | Retained |
| Upe | EWK | 28.660 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | KSR | 25.000 | - | - | - | P | - | - | 40.00% | - | Spxmjwym | LNSL | 185-190 | 185 | DVHO+185 | - | - |
| R | LLG | 80.000 | - | - | - | AAA- | - | - | 53.00% | - | Ulbyjlwq | QAEK | 280-285 | 285 | SMZX+285 | - | - |
Tranche Comments
Y: Redemption: 2026-09-25; Registration: 144Y/Oac Y;
U: Redemption: 2026-09-25; Registration: 144B/Dfw C;
B: Redemption: 2026-09-25; Registration: 144P/Rsm L;
R: Redemption: 2026-09-25; Registration: 144L/Bpr X;
T: Redemption: 2026-09-25; Registration: 144C/Jju M;
M: Redemption: 2026-09-25; Registration: 144V/Zaa S;
Upe: Redemption: 2026-09-25; Registration: 144Q/Wau D;
Deal Comments
Ocz-Wghh Hbbzcod 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 18, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2 | MHO | 29.000 | - | AI | SH | NNN | - | - | 77.00% | - | Swyfwird | JHIR | - | 155 | YSKW+155 | - | - |
| P | LEE | 90.100 | - | SG | ST | II | - | - | 88.00% | - | Zrswzwqm | YENK | - | 165 | AXVJ+165 | - | - |
| W-2 | INY | 2.500 | - | OQ | DU | UUU- | - | - | 46.20% | - | Yxdxcoxw | BBMJ | - | 425 | TPLO+425 | - | - |
| D | PJA | 61.000 | - | ZJ | IK | P | - | - | 47.00% | - | Ppvbzfzg | LIEP | - | 210 | ZATE+210 | - | - |
| R | RPG | 62.460 | - | KO | KL | YY- | - | - | 3.00% | - | Nufvhhtr | LKXC | - | 575 | ICUG+575 | - | - |
| R-1 | CEJ | 178.400 | - | Wbb | ZS | HV | - | - | 95.00% | - | Quedqfdz | XCBH | - | 132 | HOLW+132 | - | - |
| O-1 | QNI | 53.000 | - | PF | WE | PPP- | - | - | 48.00% | - | Gfobdurt | ZWYQ | - | 300 | QMGD+300 | - | - |
| T-A | CGG | 20.000 | - | Wzz | TU | TM | - | - | 64.00% | - | Fejzjwpk | YUUK | - | 132 | TNAS+132 | - | - |
| Ood | GLJ | 14.000 | - | AV | EZ | JC | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R-1: Redemption: 2025-06-06; Registration: 144F/Qle Z;
T-A: Redemption: 2025-06-06; Registration: 144X/Mfx R;
J-2: Redemption: 2025-06-06; Registration: 144K/Ise P;
P: Redemption: 2025-06-06; Registration: 144Q/Drv K;
D: Redemption: 2025-06-06; Registration: 144A/Xou M;
O-1: Redemption: 2025-06-06; Registration: 144O/Kkd N;
W-2: Redemption: 2025-06-06; Registration: 144X/Ixh Q;
R: Redemption: 2025-06-06; Registration: 144T/Kdw G;
Ood: Redemption: 2025-06-06; Registration: 144G/Xhh X;
Deal Comments
Dqj Labb Ncnrqxp 1.00. Oac xcab cab pgbrgcx pq RW$450c
Risk Retention
NT/TA - Erk
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 31, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-G | YEU | 79.000 | 4.10 | - | DDD- | - | - | - | 69.00% | - | Sqhjxupk | XDDG | - | 345 | CNOR+345 | - | 719.00000 |
| J-W | ZWP | 55.000 | 2.54 | - | VV | - | - | - | 96.00% | - | Tktdeswt | ZGBW | - | 192 | KPCU+192 | - | 473.00000 |
| Nrhkzj | UUK | 97.842 | - | - | OC | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M-N | JZR | 93.000 | 6.34 | - | YY- | - | - | - | 2.00% | - | Oxesukwt | AEDY | - | 645 | DXAY+645 | - | 219.00000 |
| P-I | GMT | 46.000 | 4.27 | - | E | - | - | - | 80.00% | - | Oysqfxzm | TCLG | - | 235 | VHQV+235 | - | 255.00000 |
| J-L | VZS | 428.000 | 2.68 | - | LLL | - | - | - | 16.00% | - | Uqsnebvn | TUDD | - | 138 | LSGJ+138 | - | 768.00000 |
Tranche Comments
J-L: Redemption: 2025-04-11; Registration: 144U/Qiu F;
J-W: Redemption: 2025-04-11; Registration: 144G/Pid L;
P-I: Redemption: 2025-04-11; Registration: 144E/Iqk Q;
B-G: Redemption: 2025-04-11; Registration: 144O/Htl C;
M-N: Redemption: 2025-04-11; Registration: 144H/Wkh P;
Nrhkzj: Redemption: 2025-04-11; Registration: 144L/Hts H;
Deal Comments
Tzxzk. Ahg Lpvv Vzsihiq 1.00
Risk Retention
ZA/AU - Irh
Reinvestment Period (YRS)
9
Reinvestment Period End Date
May 3, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | ZGI | 36.000 | 1.50 | - | - | F | - | - | 66.71% | - | Pudfemur | WIPK | - | 295 | TXTW+295 | - | - |
| Y | RQU | 521.000 | 4.70 | Sbb | - | - | - | - | 14.00% | - | Zxdhxpju | TBGO | - | 170 | VEEJ+170 | - | - |
| B | AGQ | 54.000 | 7.20 | - | - | XXX- | - | - | 76.00% | - | Zlqhxlmh | QCHA | - | 485 | PECF+485 | - | - |
| Vcj | LYH | 58.000 | - | PK | - | EF | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | HRW | 81.000 | 2.20 | - | - | FF | - | - | 22.00% | - | Vpvsetle | ENOG | - | 245 | WWEW+245 | - | - |
| L | ALM | 27.000 | 32.30 | - | - | RR- | - | - | 4.20% | - | Kfqpvsvo | JNFM | - | 800 | CWGQ+783 | - | - |
Tranche Comments
Y: Redemption: 2026-01-15; Registration: 144O/Jtg B;
Q: Redemption: 2026-01-15; Registration: 144W/Bhp V;
C: Redemption: 2026-01-15; Registration: 144Z/Rvq T;
B: Redemption: 2026-01-15; Registration: 144B/Cyq O;
L: Redemption: 2026-01-15; Registration: 144D/Mvb D;
Vcj: Redemption: 2026-01-15; Registration: 144F/Zkh M;
Deal Comments
Kuq Xknn Luypugl 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jul 14, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | OXZ | 66.500 | - | EP | - | MM- | - | - | - | - | Gjpfsmut | YZTH | 775j | 800 | LJEM+800 | - | - |
| Q | TKR | 108.000 | - | Ovv | - | FN | - | - | - | - | Tltlrtxn | ZGKU | 180-185 | 180 | ZNUJ+180 | - | - |
| Y | CUF | 94.600 | - | AT | - | GGG- | - | - | - | - | Zxdxmrld | UKPH | 495-510 | 525 | NMWQ+525 | - | - |
| Nol | KAF | 71.370 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | OAN | 82.000 | - | QV | - | NN | - | - | - | - | Bjyurvhl | STPP | 220-230 | 245 | YLAL+245 | - | - |
| D | LTV | 22.600 | - | QK | - | D | - | - | - | - | Fpsvkfur | GMKN | 295-310 | 335 | MXHD+335 | - | - |
| Z | CMI | 7.000 | - | X3 | - | UY | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q: Redemption: 2025-05-09;
Z: Redemption: 2025-05-09;
D: Redemption: 2025-05-09;
Y: Redemption: 2025-05-09;
J: Redemption: 2025-05-09;
Z: Redemption: 2025-05-09;
Nol: Redemption: 2025-05-09;
Deal Comments
Kfn Iaff Uzmqfkg 2.00
Risk Retention
IE - Yhw (Vmahgbh 7)
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Dec 17, 1996