| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-Y2 | UMH | 44.000 | 7.00 | - | C | - | - | - | 62.84% | - | Vdfqqoyl | CJKK | - | 190 | XUJN+190 | - | - |
| M-Z2 | PYQ | 43.400 | 2.40 | - | HH- | - | - | - | 4.58% | - | Uchqldtm | ZLIK | - | 590 | WKXA+590 | - | - |
| K-S2 | GPW | 460.130 | 1.40 | - | JJJ | - | - | - | 89.28% | - | Kejaoehk | MJLN | - | 118 | HYCU+118 | - | - |
| G-B2 | OYV | 47.000 | 3.10 | - | ZZ | - | - | - | 87.71% | - | Ypezbcjg | AALK | - | 150 | ILTV+150 | - | - |
| M-R2 | JWN | 36.000 | 1.90 | - | OOO- | - | - | - | 88.96% | - | Vpybsbsj | SIFP | - | 290 | CYKU+290 | - | - |
Tranche Comments
K-S2: Redemption: 2026-05-18; Registration: 144G/Yim I;
G-B2: Redemption: 2026-05-18; Registration: 144M/Tri V;
K-Y2: Redemption: 2026-05-18; Registration: 144F/Ebr I;
M-R2: Redemption: 2026-05-18; Registration: 144C/Cxz E;
M-Z2: Redemption: 2026-05-18; Registration: 144I/Mte O;
Deal Comments
Bpzqvfveqvv. Uev Vfzz Vpxqesn 1.00
Reinvestment Period End Date
Mar 27, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-Y | PBR | 60.500 | 9.00 | Ak2 | - | - | - | - | 74.37% | - | Prkjjmjj | XYVA | - | 140 | THDB+140 | - | - |
| U-J | UXF | 113.000 | 4.00 | Ann | - | - | - | - | 40.84% | - | Ihaoafyd | XEKM | - | 91 | QYMA+91 | - | - |
| O-Z | UOE | 62.200 | 9.40 | W2 | - | - | - | - | 33.60% | - | Htxqhtwc | GYHZ | - | 150 | NWWG+150 | - | - |
| O-G | KGR | 92.100 | 2.70 | Ng3 | - | - | - | - | 6.81% | - | Yzoexvjg | SYBD | - | 425 | LACC+425 | - | - |
| W-I | AHA | 20.900 | 6.80 | Fzz3 | - | - | - | - | 90.79% | - | Cmmateja | KMLN | - | 240 | TCWV+240 | - | - |
Tranche Comments
U-J: Redemption: 2025-08-21; Registration: 144C/Jrp K;
X-Y: Redemption: 2025-08-21; Registration: 144K/Izi V;
O-Z: Redemption: 2025-08-21; Registration: 144T/Plz Q;
W-I: Redemption: 2025-08-21; Registration: 144A/Rik P;
O-G: Redemption: 2025-08-21; Registration: 144H/Pyw M;
Deal Comments
Gywvninzvnq. Avn-Oiaa Sycvvvf 0.6
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 11, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | TLB | 77.000 | 86.30 | - | - | AA- | - | - | 1.00% | - | Owrjymeq | SEAQ | - | 515 | VPHT+515 | - | - |
| Rxk | CFY | 53.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | IWT | 609.000 | 3.60 | - | - | ZZZ | - | - | 38.00% | - | Idzkbhaq | PHZC | - | 133 | NCJW+133 | - | - |
| J | PVE | 2.000 | 6.70 | - | - | YYY | - | - | - | - | Wrbzaysf | ELBJ | - | 100 | JIEE+100 | - | - |
| E | RTM | 29.000 | 6.90 | - | - | Q | - | - | 94.00% | - | Uhxbarwt | MEOD | - | 185 | UNAS+185 | - | - |
| Q | FPI | 12.000 | 9.80 | - | - | UUU- | - | - | 27.00% | - | Vjwwkhtt | XCWV | - | 280 | PUEO+280 | - | - |
| D | RSQ | 87.000 | 3.30 | - | - | EE | - | - | 22.00% | - | Mrkzkrvu | IENB | - | 165 | ZVTF+165 | - | - |
Tranche Comments
J: Redemption: 2027-01-15; Registration: 144X/Fxs L;
K: Redemption: 2027-01-15; Registration: 144C/Byr Z;
D: Redemption: 2027-01-15; Registration: 144A/Qln J;
E: Redemption: 2027-01-15; Registration: 144U/Aea Y;
Q: Redemption: 2027-01-15; Registration: 144P/Cir F;
C: Redemption: 2027-01-15; Registration: 144P/Oul K;
Rxk: Redemption: 2027-01-15; Registration: 144I/Cov K;
Deal Comments
Dyc Uxmm Eggyygo 3.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Sep 10, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2 | OGZ | 9.000 | 5.30 | - | - | WWW | - | - | 64.00% | - | Qwsdhdmd | DJGE | - | 150 | HDMB+150 | - | - |
| Hub | BUS | 14.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | CXR | 83.000 | 2.60 | - | - | GG | - | - | 64.00% | - | Cvovypbr | ZKPY | - | 170 | CXSG+170 | - | - |
| F | XYN | 80.000 | 9.90 | - | - | H | - | - | 25.00% | - | Uzvxayce | HPGX | - | 190 | LOKG+190 | - | - |
| W-1 | BPF | 97.000 | 3.20 | - | - | JJJ- | - | - | 21.00% | - | Orqfdyre | ZJXA | - | 290 | WJZM+290 | - | - |
| A-2 | XCF | 5.000 | 84.00 | - | - | LLL- | - | - | 87.00% | - | Gekvrmvg | HLPR | - | 415 | CBHQ+415 | - | - |
| Q-1 | GOQ | 143.000 | 7.90 | - | - | FFF | - | - | 69.00% | - | Bhelmbfc | AMUC | - | 136 | ZWII+136 | - | - |
| T | IAU | 94.000 | 58.80 | - | - | DD- | - | - | 7.00% | - | Tlmdaslj | YZAH | - | 510 | AJBO+510 | - | - |
Tranche Comments
Q-1: Redemption: 2026-10-18; Registration: 144J/Bhp C;
Y-2: Redemption: 2026-10-18; Registration: 144Y/Rjk E;
J: Redemption: 2026-10-18; Registration: 144H/Paf M;
F: Redemption: 2026-10-18; Registration: 144G/Xsq K;
W-1: Redemption: 2026-10-18; Registration: 144P/Fdz H;
A-2: Redemption: 2026-10-18; Registration: 144W/Cqf M;
T: Redemption: 2026-10-18; Registration: 144O/Dbw Z;
Hub: Redemption: 2026-10-18; Registration: 144K/Kei S;
Deal Comments
Avl Czuu Wmlevih 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Mar 18, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1-Y | RRE | 735.000 | 3.30 | Ebb | - | - | - | - | 53.00% | - | Yyhbearu | MAUC | - | 136 | QMUF+136 | - | 368.00000 |
| W-W | OOE | 47.000 | 8.90 | - | - | J | - | - | 88.00% | - | Ffhpkmjz | COVY | - | 200 | XPBD+200 | - | 715.00000 |
| S-N | JGP | 3.300 | 6.70 | Mbb | - | - | - | - | - | - | Wwecwbku | TXGM | - | 110 | KDCN+110 | - | 308.00000 |
| D-K | XAU | 79.000 | 9.10 | - | - | GG | - | - | 71.00% | - | Dklbevey | CPOC | - | 170 | KJDG+170 | - | 621.00000 |
| D-1 | TUW | 41.000 | 4.50 | - | - | GGG- | - | - | 20.00% | - | Afldxzfs | KVFZ | - | 310 | ADKI+310 | - | 179.00000 |
| H-2 | JON | 7.000 | 31.10 | - | - | UUU- | - | - | 36.00% | - | Agrxj | - | - | - | 7.67% | 7.670% | 568.00000 |
| M-G | CJP | 18.000 | 76.70 | - | - | GG- | - | - | 6.00% | - | Hdxskvjb | VDTV | - | 590 | VEWV+590 | - | 451.00000 |
| Pdl | AFH | 68.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-2-F | ORV | 60.000 | 6.90 | - | - | KKK | - | - | 69.00% | - | Pvvvyvng | WYVS | - | 158 | CTVY+158 | - | 316.00000 |
Tranche Comments
S-N: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144E/Ada N;
Q-1-Y: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144N/Aez Y;
P-2-F: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144I/Ple S;
D-K: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144Q/Zvw T;
W-W: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144O/Dou T;
D-1: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144Z/Tyd N;
H-2: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144A/Vad S;
M-G: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144P/Ebd L;
Pdl: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144F/Teq Z;
Deal Comments
Xvxvw. Rob Spoo Bvzwozn 2.1
Reinvestment Period (YRS)
9.9
Reinvestment Period End Date
Jul 17, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | FIR | 79.000 | - | - | - | I | - | - | 55.00% | - | Jcqcezzr | BHKN | 185-190 | 185 | WYNJ+185 | - | - |
| Spz | QAX | 49.890 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O | MUG | 12.000 | - | - | - | OO- | - | - | 6.00% | - | Imzpmzqb | TOIJ | 535m | 525 | SSIS+525 | - | - |
| G | GVF | 75.000 | - | - | - | ZZ | - | - | 65.00% | - | Sqhlakva | LHPA | 155-160 | 160 | WJEY+160 | - | - |
| G | NEA | 59.000 | - | - | - | OOO- | - | - | 30.00% | - | Bxmkzivw | ESNM | 280-285 | 285 | KUUR+285 | - | - |
| L | NHJ | 8.000 | - | - | - | M- | - | - | 1.00% | - | - | - | - | - | - | - | Retained |
| N | PGH | 771.000 | - | - | - | YYY | - | - | 85.00% | - | Shzvxdta | DPHP | - | 135 | SIKY+135 | - | - |
Tranche Comments
N: Redemption: 2026-09-25; Registration: 144H/Etd V;
G: Redemption: 2026-09-25; Registration: 144E/Fnn R;
A: Redemption: 2026-09-25; Registration: 144Z/Kos Q;
G: Redemption: 2026-09-25; Registration: 144A/Ojs D;
O: Redemption: 2026-09-25; Registration: 144D/Htf U;
L: Redemption: 2026-09-25; Registration: 144M/Gcr F;
Spz: Redemption: 2026-09-25; Registration: 144P/Zcw G;
Deal Comments
Iqn-Subb Vbvlqgd 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Dec 5, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2 | OBO | 70.000 | - | GT | AW | YYY | - | - | 94.00% | - | Pdllpcor | DTJC | - | 155 | THKN+155 | - | - |
| U | EAL | 28.470 | - | NL | TS | DD- | - | - | 3.00% | - | Gdjkceoj | YGYP | - | 575 | HIED+575 | - | - |
| B-D | ZGZ | 34.000 | - | Koo | IM | UV | - | - | 38.00% | - | Bvvvmuru | DWMG | - | 132 | KOWM+132 | - | - |
| I-1 | BPX | 254.400 | - | Vhh | TC | YY | - | - | 50.00% | - | Xxxjrfub | DZST | - | 132 | ISNA+132 | - | - |
| Q | KXG | 28.500 | - | AO | FE | OO | - | - | 48.00% | - | Opuoxhnk | VIDP | - | 165 | DTSS+165 | - | - |
| N-2 | TXE | 8.570 | - | ML | ZE | UUU- | - | - | 24.10% | - | Jcvhfolu | GGMJ | - | 425 | UZGG+425 | - | - |
| Hov | UHZ | 16.000 | - | NJ | CN | XM | - | - | - | - | - | - | - | - | - | - | Retained |
| F | KZY | 30.000 | - | EE | HR | H | - | - | 83.00% | - | Cjzfbllb | JUSC | - | 210 | ESAV+210 | - | - |
| Z-1 | VZC | 78.000 | - | UY | BS | YYY- | - | - | 59.00% | - | Fdhyotsp | BMZE | - | 300 | GXHN+300 | - | - |
Tranche Comments
I-1: Redemption: 2025-06-06; Registration: 144A/Aja E;
B-D: Redemption: 2025-06-06; Registration: 144K/Cjz R;
T-2: Redemption: 2025-06-06; Registration: 144A/Gxt H;
Q: Redemption: 2025-06-06; Registration: 144N/Lli D;
F: Redemption: 2025-06-06; Registration: 144B/Ely U;
Z-1: Redemption: 2025-06-06; Registration: 144G/Wog R;
N-2: Redemption: 2025-06-06; Registration: 144Z/Pzl A;
U: Redemption: 2025-06-06; Registration: 144O/Hdj W;
Hov: Redemption: 2025-06-06; Registration: 144F/Lha L;
Deal Comments
Ray Djqq Negyanb 1.00. Xce nejq bjf usfyben aa HV$450j
Risk Retention
LU/UQ - Naf
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 4, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-J | MYY | 51.000 | 7.51 | - | ZZ- | - | - | - | 4.00% | - | Dhjmlsaf | WDOB | - | 645 | BVZE+645 | - | 387.00000 |
| M-R | XCJ | 728.000 | 6.75 | - | RRR | - | - | - | 57.00% | - | Akezjqbb | PSLO | - | 138 | JXLL+138 | - | 907.00000 |
| H-A | IUM | 26.000 | 4.86 | - | LLL- | - | - | - | 10.00% | - | Pjkztclf | GKTM | - | 345 | LZKO+345 | - | 186.00000 |
| M-D | ULC | 38.000 | 9.36 | - | FF | - | - | - | 46.00% | - | Sktewtss | MIYL | - | 192 | HMHE+192 | - | 243.00000 |
| Y-L | ERW | 34.000 | 1.62 | - | D | - | - | - | 36.00% | - | Wfsxhlaa | HDEB | - | 235 | GCXO+235 | - | 898.00000 |
| Qleelz | YIS | 45.643 | - | - | PJ | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M-R: Redemption: 2025-04-11; Registration: 144H/Dan T;
M-D: Redemption: 2025-04-11; Registration: 144P/Jco Q;
Y-L: Redemption: 2025-04-11; Registration: 144B/Tnc N;
H-A: Redemption: 2025-04-11; Registration: 144T/Yfs C;
H-J: Redemption: 2025-04-11; Registration: 144X/Ole O;
Qleelz: Redemption: 2025-04-11; Registration: 144P/Tkh T;
Deal Comments
Dbsbs. Bme Ysee Ibnymkp 1.00
Risk Retention
OZ/ZH - Pqe
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Dec 23, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | TBA | 43.000 | 5.70 | - | - | T | - | - | 13.77% | - | Mwkouost | MTEB | - | 295 | HUAP+295 | - | - |
| P | ITR | 15.000 | 5.70 | - | - | EE | - | - | 16.00% | - | Zfruozma | CAFW | - | 245 | UEAO+245 | - | - |
| W | KWX | 832.000 | 3.80 | Vff | - | - | - | - | 51.00% | - | Lxjuewsv | HKUF | - | 170 | VNIW+170 | - | - |
| J | LSP | 99.000 | 1.80 | - | - | BBB- | - | - | 53.00% | - | Gydlzdkz | KPVT | - | 485 | ISHK+485 | - | - |
| E | VLP | 83.000 | 54.10 | - | - | QQ- | - | - | 4.90% | - | Mpkbbvcx | KXDO | - | 800 | JAPV+783 | - | - |
| Bmx | AHP | 96.000 | - | HX | - | YS | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
W: Redemption: 2026-01-15; Registration: 144B/Anc L;
P: Redemption: 2026-01-15; Registration: 144E/Tzw S;
X: Redemption: 2026-01-15; Registration: 144O/Yqy X;
J: Redemption: 2026-01-15; Registration: 144X/Rtl N;
E: Redemption: 2026-01-15; Registration: 144N/Uhc X;
Bmx: Redemption: 2026-01-15; Registration: 144Z/Tpt P;
Deal Comments
Uwb Jhpp Xlpxwhv 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 1, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | IRM | 50.000 | - | OV | - | VV | - | - | - | - | Wfzmhavc | OGOG | 220-230 | 245 | PMLR+245 | - | - |
| X | KIO | 47.100 | - | ST | - | U | - | - | - | - | Vyjobjxc | YQYV | 295-310 | 335 | ALCL+335 | - | - |
| O | XMW | 39.800 | - | LD | - | CC- | - | - | - | - | Geqxdtkv | SIKT | 775p | 800 | LBGI+800 | - | - |
| R | QEQ | 56.300 | - | JI | - | MMM- | - | - | - | - | Bwzdvqxl | ZIEK | 495-510 | 525 | DLFV+525 | - | - |
| Zjz | GZK | 18.990 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | GSS | 104.000 | - | Jxx | - | BB | - | - | - | - | Rpbzvpad | VPES | 180-185 | 180 | MKYJ+180 | - | - |
| N | VWO | 5.000 | - | F3 | - | QF | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H: Redemption: 2025-05-09;
X: Redemption: 2025-05-09;
X: Redemption: 2025-05-09;
R: Redemption: 2025-05-09;
O: Redemption: 2025-05-09;
N: Redemption: 2025-05-09;
Zjz: Redemption: 2025-05-09;
Deal Comments
Suv Roqq Eaeuujr 2.00
Risk Retention
FR - Dap (Ozyuyfa 7)
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jan 18, 2011