| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-F2 | WIO | 62.000 | 6.70 | - | II | - | - | - | 32.10% | - | Lmhsezkn | NXTF | - | 150 | UAWV+150 | - | - |
| O-U2 | JVR | 119.101 | 2.20 | - | DDD | - | - | - | 50.99% | - | Ibufjkfh | VLNL | - | 118 | QNVM+118 | - | - |
| G-N2 | GNJ | 96.300 | 2.90 | - | QQ- | - | - | - | 9.18% | - | Mlqdcaqf | CPNQ | - | 590 | OSFO+590 | - | - |
| O-X2 | HED | 54.000 | 1.00 | - | B | - | - | - | 36.77% | - | Nvrzeodw | DAXZ | - | 190 | QVFQ+190 | - | - |
| C-T2 | APG | 46.000 | 9.20 | - | MMM- | - | - | - | 24.17% | - | Qulcpktz | GJCH | - | 290 | TXWE+290 | - | - |
Tranche Comments
O-U2: Redemption: 2026-05-18; Registration: 144K/Ddv M;
O-F2: Redemption: 2026-05-18; Registration: 144I/Fmd F;
O-X2: Redemption: 2026-05-18; Registration: 144K/Cil D;
C-T2: Redemption: 2026-05-18; Registration: 144I/Tvm E;
G-N2: Redemption: 2026-05-18; Registration: 144G/Klv K;
Deal Comments
Rjpsunuusup. Txu Onkk Djusxqh 1.00
Reinvestment Period End Date
Nov 1, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-K | ZLV | 86.700 | 4.70 | Haa3 | - | - | - | - | 62.92% | - | Uyeweclx | PCWN | - | 240 | TMLH+240 | - | - |
| J-Z | MBD | 89.100 | 4.10 | Bz3 | - | - | - | - | 4.28% | - | Rhallkal | NTIA | - | 425 | DJBQ+425 | - | - |
| D-V | BNY | 26.200 | 8.00 | Fl2 | - | - | - | - | 62.60% | - | Mcjuzmei | UZTB | - | 140 | MSOY+140 | - | - |
| K-Y | IAJ | 389.000 | 5.00 | Cmm | - | - | - | - | 29.76% | - | Rsvopbrq | XAWN | - | 91 | YJXG+91 | - | - |
| M-L | PHX | 82.900 | 3.70 | E2 | - | - | - | - | 43.40% | - | Mdekcmnh | UPLX | - | 150 | ACEC+150 | - | - |
Tranche Comments
K-Y: Redemption: 2025-08-21; Registration: 144L/Yaf D;
D-V: Redemption: 2025-08-21; Registration: 144H/Tek G;
M-L: Redemption: 2025-08-21; Registration: 144V/Gns D;
M-K: Redemption: 2025-08-21; Registration: 144W/Gyg N;
J-Z: Redemption: 2025-08-21; Registration: 144T/Zoz T;
Deal Comments
Vjqincnxinc. Ymn-Ocjj Bjfimqt 0.6
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jul 5, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | VTG | 66.000 | 8.40 | - | - | DDD- | - | - | 49.00% | - | Rhkoylnm | JYLE | - | 280 | LKXK+280 | - | - |
| P | QKD | 837.000 | 4.40 | - | - | BBB | - | - | 90.00% | - | Bvozwthn | VXSI | - | 133 | ILLM+133 | - | - |
| Y | VZR | 11.000 | 63.60 | - | - | XX- | - | - | 1.00% | - | Fjdcrubx | YBMB | - | 515 | WEPE+515 | - | - |
| Poh | RRF | 24.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | KAR | 99.000 | 7.10 | - | - | RR | - | - | 59.00% | - | Acwqfzng | WSHA | - | 165 | LMKI+165 | - | - |
| N | WFD | 43.000 | 5.50 | - | - | C | - | - | 62.00% | - | Jfoytayc | KSFW | - | 185 | LIFU+185 | - | - |
| Y | WAC | 4.000 | 2.40 | - | - | EEE | - | - | - | - | Thsvsxuf | PSAK | - | 100 | YCVF+100 | - | - |
Tranche Comments
Y: Redemption: 2027-01-15; Registration: 144F/Zjg W;
P: Redemption: 2027-01-15; Registration: 144K/Vkt T;
E: Redemption: 2027-01-15; Registration: 144O/Owm T;
N: Redemption: 2027-01-15; Registration: 144D/Yoe K;
J: Redemption: 2027-01-15; Registration: 144T/Uab I;
Y: Redemption: 2027-01-15; Registration: 144L/Ulw V;
Poh: Redemption: 2027-01-15; Registration: 144A/Upu A;
Deal Comments
Hqk Qbkk Rwunqcr 3.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Nov 21, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | WAI | 861.000 | 5.10 | - | - | III | - | - | 46.00% | - | Lpsqwmmx | DVIL | - | 136 | CHTK+136 | - | - |
| Mss | NTX | 77.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | MEP | 34.000 | 9.40 | - | - | VV | - | - | 37.00% | - | Vsufrudu | HGOK | - | 170 | QPLE+170 | - | - |
| G | QNL | 32.000 | 1.60 | - | - | A | - | - | 15.00% | - | Mhkqbdne | HZEB | - | 190 | GQKF+190 | - | - |
| H-1 | RXT | 23.000 | 1.30 | - | - | RRR- | - | - | 89.00% | - | Xbjskwfv | AEXS | - | 290 | LUNM+290 | - | - |
| M | PPQ | 10.000 | 17.30 | - | - | BB- | - | - | 3.00% | - | Njxcomoq | TJOW | - | 510 | GXCX+510 | - | - |
| C-2 | UZE | 6.000 | 4.70 | - | - | WWW | - | - | 52.00% | - | Rxjcxskx | MMJJ | - | 150 | YVEX+150 | - | - |
| V-2 | VRD | 6.000 | 38.00 | - | - | ZZZ- | - | - | 37.00% | - | Xyoqemzh | UNYG | - | 415 | MEDT+415 | - | - |
Tranche Comments
Y-1: Redemption: 2026-10-18; Registration: 144F/Iup C;
C-2: Redemption: 2026-10-18; Registration: 144E/Lff N;
A: Redemption: 2026-10-18; Registration: 144L/Pqb P;
G: Redemption: 2026-10-18; Registration: 144O/Mib S;
H-1: Redemption: 2026-10-18; Registration: 144H/Afk I;
V-2: Redemption: 2026-10-18; Registration: 144V/Veb E;
M: Redemption: 2026-10-18; Registration: 144L/Zyx B;
Mss: Redemption: 2026-10-18; Registration: 144K/Mah M;
Deal Comments
Jhs Gtkk Qbxchqa 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Feb 19, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2-R | BVD | 67.000 | 3.10 | - | - | XXX | - | - | 68.00% | - | Jlyuqbyt | GTEM | - | 158 | JQTP+158 | - | 410.00000 |
| C-1 | ZVM | 92.000 | 4.50 | - | - | GGG- | - | - | 87.00% | - | Qldxuaag | GACC | - | 310 | UMJK+310 | - | 441.00000 |
| U-2 | LXD | 3.000 | 62.70 | - | - | AAA- | - | - | 13.00% | - | Pabuy | - | - | - | 7.67% | 7.670% | 686.00000 |
| Lju | JTA | 97.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-G | RKS | 6.100 | 5.20 | Rkk | - | - | - | - | - | - | Peqjzxhz | EDKO | - | 110 | AJKF+110 | - | 841.00000 |
| K-N | XRI | 18.000 | 47.50 | - | - | VV- | - | - | 1.00% | - | Ippwfkdg | EYKC | - | 590 | EZBB+590 | - | 244.00000 |
| J-1-R | LOU | 513.000 | 1.60 | Too | - | - | - | - | 24.00% | - | Kyyubcyg | SLTQ | - | 136 | CSWO+136 | - | 185.00000 |
| L-V | ASO | 24.000 | 4.40 | - | - | II | - | - | 26.00% | - | Dxslhxwu | DBDL | - | 170 | GAWJ+170 | - | 851.00000 |
| I-L | EIY | 19.000 | 3.80 | - | - | Q | - | - | 43.00% | - | Gyexexqw | EUKY | - | 200 | YBHM+200 | - | 977.00000 |
Tranche Comments
K-G: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144Y/Gnr Z;
J-1-R: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144A/Cxu Q;
N-2-R: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144Q/Dnh N;
L-V: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144U/Wvq Z;
I-L: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144B/Pvs Z;
C-1: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144F/Vla J;
U-2: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144D/Ezt Q;
K-N: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144T/Pps U;
Lju: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144W/Oho Q;
Deal Comments
Ogvgc. Kye Ocoo Sgwsyfk 2.1
Reinvestment Period (YRS)
2.5
Reinvestment Period End Date
Jan 15, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | VQB | 65.000 | - | - | - | D | - | - | 13.00% | - | Xeybqzjp | XNQZ | 185-190 | 185 | TKPJ+185 | - | - |
| E | CAJ | 87.000 | - | - | - | SS | - | - | 85.00% | - | Wqvjoknr | ZJEX | 155-160 | 160 | XPXP+160 | - | - |
| D | JJX | 687.000 | - | - | - | DDD | - | - | 22.00% | - | Frqltljg | JBWE | - | 135 | GEDL+135 | - | - |
| N | RFA | 69.000 | - | - | - | XXX- | - | - | 24.00% | - | Arcspjez | JOJB | 280-285 | 285 | HNJC+285 | - | - |
| P | UIO | 10.000 | - | - | - | GG- | - | - | 9.00% | - | Zffxcaaq | KEZZ | 535o | 525 | GCGV+525 | - | - |
| V | LIV | 4.000 | - | - | - | W- | - | - | 4.00% | - | - | - | - | - | - | - | Retained |
| Uxl | WVS | 56.550 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D: Redemption: 2026-09-25; Registration: 144Z/Rxo H;
E: Redemption: 2026-09-25; Registration: 144E/Rff O;
X: Redemption: 2026-09-25; Registration: 144Y/Ulo J;
N: Redemption: 2026-09-25; Registration: 144K/Cjx B;
P: Redemption: 2026-09-25; Registration: 144T/Nqw M;
V: Redemption: 2026-09-25; Registration: 144B/Upj N;
Uxl: Redemption: 2026-09-25; Registration: 144Z/Nef W;
Deal Comments
Ovs-Nhaa Qbebvoc 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 28, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | AZK | 54.900 | - | AC | DE | ZZ | - | - | 51.00% | - | Lpyrymxx | TXWY | - | 165 | PENJ+165 | - | - |
| K-Z | MLS | 28.000 | - | Tyy | VA | KG | - | - | 38.00% | - | Hsrmmhkr | GQVH | - | 132 | EBPV+132 | - | - |
| Q-2 | ILL | 18.000 | - | PZ | UA | OOO | - | - | 34.00% | - | Lmloycja | HLUX | - | 155 | NWKF+155 | - | - |
| Y-1 | GEM | 45.000 | - | LI | JF | CCC- | - | - | 42.00% | - | Vvwjqwdm | ZVFE | - | 300 | DXVO+300 | - | - |
| E | IPR | 74.000 | - | NC | SA | U | - | - | 75.00% | - | Njskvsyz | JUVS | - | 210 | WJID+210 | - | - |
| J-2 | RAS | 7.460 | - | LJ | YY | MMM- | - | - | 52.20% | - | Cseosujs | NXEC | - | 425 | USZX+425 | - | - |
| Hts | FLQ | 12.000 | - | MC | PW | CA | - | - | - | - | - | - | - | - | - | - | Retained |
| N-1 | OQG | 221.400 | - | Ejj | LJ | VA | - | - | 32.00% | - | Wxewheby | VGDZ | - | 132 | ZAGR+132 | - | - |
| R | CGV | 70.880 | - | IQ | TH | II- | - | - | 3.00% | - | Avhduqzu | ZOWT | - | 575 | JGEY+575 | - | - |
Tranche Comments
N-1: Redemption: 2025-06-06; Registration: 144Y/Hxz J;
K-Z: Redemption: 2025-06-06; Registration: 144Q/Dog Q;
Q-2: Redemption: 2025-06-06; Registration: 144K/Ler X;
Z: Redemption: 2025-06-06; Registration: 144Y/Qqa C;
E: Redemption: 2025-06-06; Registration: 144K/Ywk I;
Y-1: Redemption: 2025-06-06; Registration: 144Y/Ubs A;
J-2: Redemption: 2025-06-06; Registration: 144Q/Ovv N;
R: Redemption: 2025-06-06; Registration: 144H/Isn C;
Hts: Redemption: 2025-06-06; Registration: 144V/Bro T;
Deal Comments
Qkn Mqyy Wjbrkie 1.00. Jfj ijqy yqc orcrnji ak BU$450t
Risk Retention
EU/UX - Yji
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 13, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-C | PCT | 52.000 | 8.89 | - | X | - | - | - | 41.00% | - | Qesbflmr | ZKMW | - | 235 | BEFU+235 | - | 776.00000 |
| O-I | OHK | 17.000 | 8.95 | - | AA- | - | - | - | 9.00% | - | Ezflrlmp | IISE | - | 645 | TCNU+645 | - | 601.00000 |
| O-H | JHZ | 46.000 | 4.96 | - | TT | - | - | - | 28.00% | - | Ipsmamqq | LHIL | - | 192 | QOYG+192 | - | 114.00000 |
| O-R | VTS | 201.000 | 3.36 | - | GGG | - | - | - | 81.00% | - | Ocklpvzh | QGHT | - | 138 | YATM+138 | - | 283.00000 |
| L-Y | GMK | 76.000 | 6.55 | - | YYY- | - | - | - | 89.00% | - | Irojeysi | BIZU | - | 345 | DUIP+345 | - | 449.00000 |
| Xnziow | ZIE | 87.307 | - | - | QG | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O-R: Redemption: 2025-04-11; Registration: 144L/Xeh G;
O-H: Redemption: 2025-04-11; Registration: 144J/Jwr S;
C-C: Redemption: 2025-04-11; Registration: 144Q/Vhc D;
L-Y: Redemption: 2025-04-11; Registration: 144M/Nqc O;
O-I: Redemption: 2025-04-11; Registration: 144G/Bci G;
Xnziow: Redemption: 2025-04-11; Registration: 144J/Dfq K;
Deal Comments
Mepex. Xgf Rtll Belcgxz 1.00
Risk Retention
GE/EA - Cee
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 18, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | TIL | 50.000 | 88.10 | - | - | TT- | - | - | 3.30% | - | Yxfxxmjo | JIHQ | - | 800 | UNQY+783 | - | - |
| H | TRI | 42.000 | 5.40 | - | - | BB | - | - | 98.00% | - | Oacwwxka | EQMV | - | 245 | EWAH+245 | - | - |
| V | RXA | 28.000 | 5.70 | - | - | E | - | - | 29.66% | - | Jvzqzaha | VSOL | - | 295 | PZAL+295 | - | - |
| Gxg | TJJ | 88.000 | - | TC | - | QL | - | - | - | - | - | - | - | - | - | - | Retained |
| N | BQV | 57.000 | 2.30 | - | - | CCC- | - | - | 27.00% | - | Gsoyixiy | CQPW | - | 485 | DCJG+485 | - | - |
| W | GEJ | 281.000 | 2.30 | Vhh | - | - | - | - | 23.00% | - | Aupqykyg | KCJS | - | 170 | UPGE+170 | - | - |
Tranche Comments
W: Redemption: 2026-01-15; Registration: 144B/Apw Y;
H: Redemption: 2026-01-15; Registration: 144K/Uhq W;
V: Redemption: 2026-01-15; Registration: 144H/Uoz Q;
N: Redemption: 2026-01-15; Registration: 144I/Bcz W;
P: Redemption: 2026-01-15; Registration: 144D/Htx S;
Gxg: Redemption: 2026-01-15; Registration: 144V/Xkz T;
Deal Comments
Ybg Bhxx Anrpbts 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Sep 5, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | VTF | 676.000 | - | Shh | - | XI | - | - | - | - | Ebczwhfm | PHYJ | 180-185 | 180 | TKPK+180 | - | - |
| I | MQG | 71.000 | - | BN | - | KK | - | - | - | - | Drzarxko | NJCV | 220-230 | 245 | TIPD+245 | - | - |
| M | MLS | 57.500 | - | BT | - | VV- | - | - | - | - | Xcpctyrw | TQHR | 775a | 800 | YJCX+800 | - | - |
| X | TNB | 57.100 | - | IJ | - | R | - | - | - | - | Dyxxqllx | TOGL | 295-310 | 335 | UVPV+335 | - | - |
| N | NEP | 1.000 | - | K3 | - | AP | - | - | - | - | - | - | - | - | - | - | Retained |
| J | GJK | 57.200 | - | FZ | - | UUU- | - | - | - | - | Nllwbacw | TAMU | 495-510 | 525 | UCZX+525 | - | - |
| Tnl | YHG | 32.870 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q: Redemption: 2025-05-09;
I: Redemption: 2025-05-09;
X: Redemption: 2025-05-09;
J: Redemption: 2025-05-09;
M: Redemption: 2025-05-09;
N: Redemption: 2025-05-09;
Tnl: Redemption: 2025-05-09;
Deal Comments
Gjm Uogg Raoujmc 2.00
Risk Retention
CS - Bvn (Izsxvwv 7)
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 5, 2010