| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1 | VKQ | 622.000 | - | Kaa | - | CR | - | - | 26.00% | - | Pmxkfbwj | JEMM | 125 | 125 | YITB+125 | - | - |
| V | YCH | 93.000 | - | YJ | - | YY | - | - | 55.00% | - | Iseaxlpv | ZSLP | 155-160 | 160 | QBML+160 | - | - |
| Z | ZIY | 39.000 | - | AS | - | X | - | - | 47.00% | - | Tqmhcejt | SWMI | 170-180 | 180 | TATL+180 | - | - |
| Rsj | ZYG | 54.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q1 | JSQ | 17.000 | - | CT | - | AAA- | - | - | 98.00% | - | Ryljkzre | ANMX | 260-275 | 270 | QKXU+270 | - | - |
| DU | NUI | 24.000 | - | YV | - | II- | - | - | 2.00% | - | Ulwdwwyh | ACQR | 475-500 | 485 | CLHD+485 | - | - |
| K2 | QJL | 1.000 | - | XQ | - | VVV- | - | - | 10.00% | - | Gwkzybih | IMXG | 370-380 | 380 | JQPS+380 | - | - |
| C2 | TTG | 3.000 | - | LG | - | TTT | - | - | 38.00% | - | Jvkapzcc | HGFM | - | 145 | GPZH+145 | - | - |
Tranche Comments
Z1: Redemption: 2027-01-24; Registration: 144A/Zzb R;
C2: Redemption: 2027-01-24; Registration: 144N/Zry K;
V: Redemption: 2027-01-24; Registration: 144Q/Ppy W;
Z: Redemption: 2027-01-24; Registration: 144C/Kfj E;
Q1: Redemption: 2027-01-24; Registration: 144J/Tqe O;
K2: Redemption: 2027-01-24; Registration: 144F/Dwh Q;
DU: Redemption: 2027-01-24; Registration: 144I/Bkm X;
Rsj: Redemption: 2027-01-24; Registration: 144T/Utv X;
Deal Comments
Vvu Mxxx Dxmbvks 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 30, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1G | OMC | 7.800 | 7.20 | - | SS | - | - | - | 10.77% | - | Rcjrzmey | DPUX | - | 165 | MHLE+165 | - | 398.00000 |
| I-2U | RQD | 93.000 | 8.60 | - | F | - | - | - | 21.93% | - | Gxouoxcq | SWVU | - | - | 6.03% | 6.030% | 232.00000 |
| U-1U | PXB | 90.000 | 4.90 | - | HHH+ | - | - | - | 92.70% | - | Ysbbcdiq | ZAMI | - | 300 | ZTXX+300 | - | 557.00000 |
| E-1B | EPL | 49.000 | 6.60 | - | EEE | - | - | - | 90.50% | - | - | - | - | - | - | - | Retained |
| F-2E | UTX | 69.000 | 7.60 | - | SSS | - | - | - | 95.30% | - | Fxqalpuk | MEYP | - | 150 | LXDM+150 | - | 820.00000 |
| O-1O | ZEG | 70.000 | 3.10 | - | V | - | - | - | 58.46% | - | Ndwedchl | LIGX | - | 200 | MUAU+200 | - | 969.00000 |
| E-1-FM | XJU | 298.000 | 5.70 | - | NNN | - | - | - | 85.60% | - | Axyoztqk | TSCT | - | 123 | QOHW+123 | - | 468.00000 |
| S-1SK | QUI | 187.000 | 6.80 | - | CCC | - | - | - | 12.60% | - | Ulsacijf | LTXY | - | 123 | BSSM+123 | - | 922.00000 |
| Y-2 | ZMP | 20.900 | 7.40 | - | PP | - | - | - | 17.69% | - | - | - | - | - | - | - | Retained |
| I-2 | TSP | 98.000 | 5.70 | - | GGG- | - | - | - | 41.35% | - | - | - | - | - | - | - | Retained |
| Oir | LPD | 750.770 | - | - | PZ | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S-1SK: Redemption: 2026-07-08; Registration: 144C/Lcy D;
E-1-FM: Redemption: 2026-07-08; Registration: 144P/Zvo H;
E-1B: Redemption: 2026-07-08; Registration: 144H/Bmf Z; Comments: Wz Dzuo;
F-2E: Redemption: 2026-07-08; Registration: 144D/Vri U;
Y-1G: Redemption: 2026-07-08; Registration: 144B/Afu E;
Y-2: Redemption: 2026-07-08; Registration: 144I/Pbl E; Comments: Cn Ztxn;
O-1O: Redemption: 2026-07-08; Registration: 144N/Lky O;
I-2U: Redemption: 2026-07-08; Registration: 144Z/Fbk Q;
U-1U: Redemption: 2026-07-08; Registration: 144D/Fxb T;
I-2: Redemption: 2026-07-08; Registration: 144H/Csu Z;
Oir: Redemption: 2026-07-08; Registration: 144J/Zwn H;
Deal Comments
Jzfjpnptjph. Hkp Dnjj Dzijkys 1.00
Risk Retention
LN - Znhw HL/LK - Znh
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Apr 12, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S2-A | IIB | 20.000 | - | YH | XJ | PPP | - | - | 84.00% | - | Uyromoqe | MCJC | - | 150 | HMCH+150 | - | - |
| A1-D | NYS | 13.100 | - | CD | JV | PPP- | - | - | 59.10% | - | Vzdlmzmo | VYES | - | 300 | EAOU+300 | - | - |
| K2-Z | CUC | 8.400 | - | TH | HH | CCC- | - | - | 38.00% | - | Nuwjfdqy | BCFH | - | 410 | KXTL+410 | - | - |
| W1-I | VIP | 165.000 | - | Tll | MD | JA | - | - | 69.00% | - | Tfkwjrdj | UKJX | - | 134 | NATS+134 | - | - |
| S-H | CLQ | 54.000 | - | LL | TR | A | - | - | 78.00% | - | Swbvsfnq | BCHX | - | 195 | PUAF+195 | - | - |
| A-D | YUK | 53.000 | - | FT | WN | FF- | - | - | 6.00% | - | Kmjpyrfr | BQZJ | - | 575 | TJPJ+575 | - | - |
| Fof | TYD | 59.000 | - | BJ | VH | XE | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-R | QET | 61.000 | - | VP | AB | RR | - | - | 56.00% | - | Bkfryhhh | CBHN | - | 175 | AKIF+175 | - | - |
Tranche Comments
W1-I: Redemption: 2026-10-20; Registration: 144Z/Vlh I;
S2-A: Redemption: 2026-10-20; Registration: 144J/Xbp L;
Y-R: Redemption: 2026-10-20; Registration: 144F/Bku R;
S-H: Redemption: 2026-10-20; Registration: 144U/Jbi J;
A1-D: Redemption: 2026-10-20; Registration: 144H/Pvp E;
K2-Z: Redemption: 2026-10-20; Registration: 144D/Oiv G;
A-D: Redemption: 2026-10-20; Registration: 144L/Czi O;
Fof: Redemption: 2026-10-20; Registration: 144W/Cfq F;
Deal Comments
Xbjbf. Swc Omnn Tbbowbu 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Feb 4, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Syv | YLF | 478.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-1-K | NSD | 317.000 | 8.95 | - | MMM | - | - | - | 45.00% | - | Bybkmuqa | VSVR | - | 157 | KWIE+157 | - | 671.00000 |
| O-2-H | FAJ | 73.200 | 2.36 | - | FFF | - | - | - | 21.00% | - | Okpcpflw | VTIM | - | 175 | INAC+175 | - | 761.00000 |
| N-Y1-V | LZT | 856.000 | 7.78 | - | DDD | - | - | - | 79.00% | - | Gcuukfoz | KGZH | - | 157 | YUUC+157 | - | 509.00000 |
| O-J3-W | MEW | 12.000 | 4.38 | - | JJJ | - | - | - | 66.00% | - | Cdrrulsd | MXGP | - | 157 | QPIN+157 | - | 506.00000 |
| W-I | NVF | 53.800 | 3.98 | - | FFF- | - | - | - | 50.00% | - | Nkukfklb | QBBH | - | 385 | GQOM+385 | - | 536.00000 |
| B-Y | TXE | 54.300 | 7.57 | - | UU | - | - | - | 70.10% | - | Bsxhwdxb | VSOQ | - | 185 | CTEH+185 | - | 306.00000 |
| A-W | HXC | 46.700 | 5.80 | - | N | - | - | - | 12.70% | - | Jrpavoey | LBGW | - | 230 | GSGD+230 | - | 150.00000 |
| D-K2-S | AUC | 52.000 | 1.21 | - | RRR | - | - | - | 80.00% | - | Wpyfqcmo | UISN | - | 157 | BVVV+157 | - | 280.00000 |
Tranche Comments
B-1-K: Redemption: 2026-11-14; Registration: 144W/Ain K;
N-Y1-V: Redemption: 2026-11-14; Registration: 144Q/Kqk R;
D-K2-S: Redemption: 2026-11-14; Registration: 144F/Cki X;
O-J3-W: Redemption: 2026-11-14; Registration: 144Z/Ryc N;
O-2-H: Redemption: 2026-11-14; Registration: 144N/Hmq K;
B-Y: Redemption: 2026-11-14; Registration: 144J/Loq L;
A-W: Redemption: 2026-11-14; Registration: 144Z/Yyh A;
W-I: Redemption: 2026-11-14; Registration: 144A/Zwi F;
Syv: Redemption: 2026-11-14; Registration: 144T/Tld U;
Deal Comments
Ikskk. Ngk Ckkk Gkxigqr 2.00. Zbk qkkk iks scsikkq
Reinvestment Period (YRS)
3
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V1E | PTG | 29.900 | - | PM | - | DDD- | - | - | 78.00% | - | Gkwrarcp | BCJL | 295-305 | 305 | HLXU+305 | - | - |
| LM | PFA | 643.000 | - | Jhh | - | HX | - | - | 61.00% | - | Jqfyvzel | NHII | 136-137 | 136 | ADCN+136 | - | - |
| C2W | NHT | 2.520 | - | ME | - | UUU- | - | - | 88.00% | - | Fepeqlzj | VGKS | 415-425 | 425 | MIIZ+425 | - | - |
| MX | HMI | 90.250 | - | CE | - | LL- | - | - | 4.00% | - | Qmkcbjfr | GBWA | - | 580 | VCUE+580 | - | - |
| YJ | FRN | 87.000 | - | KF | - | PP | - | - | 18.00% | - | Jcoyodwv | EWKF | 170j | 175 | ABXM+175 | - | - |
| XX | YCC | 37.500 | - | ID | - | Z | - | - | 78.00% | - | Klrpbedv | BBGX | 195-200 | 195 | KETM+195 | - | - |
| Gxy | VRU | 15.880 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
LM: Redemption: 2026-10-25; Registration: 144N/Zms E;
YJ: Redemption: 2026-10-25; Registration: 144E/Haq F;
XX: Redemption: 2026-10-25; Registration: 144E/Pvt Y;
V1E: Redemption: 2026-10-25; Registration: 144X/Wea S;
C2W: Redemption: 2026-10-25; Registration: 144Y/Otw X;
MX: Redemption: 2026-10-25; Registration: 144K/Znf S;
Gxy: Redemption: 2026-10-25; Registration: 144F/Zzo Q;
Deal Comments
Ggvgf. Yvj Jjll Jgwyvet 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Mar 31, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-KK | HNT | 70.000 | - | TZ | FF | BB | - | - | 55.00% | - | Zlhukruv | BOCS | - | 185 | TFUF+185 | - | - |
| I-1UU | UUN | 453.000 | - | ID | JJJ | GGG | - | - | 14.00% | - | Erkfjfof | AAAS | - | 160 | YJHT+160 | - | - |
| L-2VV | CYH | 91.000 | - | YR | EEE | JX | - | - | 73.00% | - | Meduauod | QGGP | - | 175 | IALR+175 | - | - |
| H-TT | KXW | 54.000 | - | IL | XXX- | ZX | - | - | 56.00% | - | Vvfzjcvf | LTDI | - | 385 | ZLGU+385 | - | - |
| Hwl | VHV | 107.900 | - | SY | FM | IJ | - | - | - | - | - | - | - | - | - | - | Retained |
| C-JJ | ISX | 45.000 | - | VS | K | AR | - | - | 49.00% | - | Bbzvkkhr | YBYJ | - | 230 | HWDS+230 | - | - |
Tranche Comments
I-1UU: Registration: 144Z/Wqd U;
L-2VV: Registration: 144E/Qrb E;
Z-KK: Registration: 144N/Yef H;
C-JJ: Registration: 144Y/Tcq U;
H-TT: Registration: 144M/Xvi X;
Hwl: Registration: 144T/Raj Q;
Deal Comments
Epzpq. Yub Rhss Apgnuhi 2.00
Risk Retention
IT - Gzzr LI/IG - Gzz
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 22, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| XN | VZA | 16.000 | 5.90 | WU | - | BB | - | - | 69.00% | - | Kjyluwmi | TMIL | - | 175 | JHID+175 | - | 692.00000 |
| HQ | FZK | 75.000 | 5.99 | PM | - | O | - | - | 93.00% | - | Cdaswzad | VPTI | - | 205 | IOGK+205 | - | 960.00000 |
| ZJ | UKZ | 283.000 | 9.62 | Cpp | - | VH | - | - | 19.00% | - | Gkwunern | JEQP | - | 137 | JQAM+137 | - | 850.00000 |
| Q-2R | JJZ | 1.000 | 50.30 | WT | - | LLL- | - | - | 62.00% | - | Sluqm | Nfnfh | - | 425 | 7.51% | 7.510% | 194.00000 |
| Els | EEW | 82.900 | - | LS | - | LV | - | - | - | - | - | - | - | - | - | - | - |
| N-1M | UWN | 27.000 | 5.31 | LS | - | NNN- | - | - | 30.20% | - | Lkdxtenw | DWWM | - | 310 | CTHZ+310 | - | 210.00000 |
| QN | PHD | 48.000 | 22.32 | JS | - | UU- | - | - | 9.00% | - | Fwufuein | QZLR | - | 640 | CACG+640 | - | 746.00000 |
Tranche Comments
ZJ: Redemption: 2026-09-24; Registration: 144C/Ozw A;
XN: Redemption: 2026-09-24; Registration: 144X/Bpf T;
HQ: Redemption: 2026-09-24; Registration: 144B/Cbq V;
N-1M: Redemption: 2026-09-24; Registration: 144I/Eki I;
Q-2R: Redemption: 2026-09-24; Registration: 144G/Zfl N;
QN: Redemption: 2026-09-24; Registration: 144M/Qkn V;
Els: Redemption: 2026-09-24; Registration: 144N/Khq O;
Deal Comments
Zxgxj. Iwf Ukbb Rxgmwvu 2.00
Risk Retention
DB - Grqm ID/DN - Grq
Reinvestment Period (YRS)
8
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | VAG | 371.270 | 2.26 | - | PPP | - | - | - | 68.40% | - | Xbzhcbaj | QCYC | - | 160 | NGNE+160 | - | - |
| X-2 | ABF | 53.840 | 9.48 | - | VVV | - | - | - | 89.00% | - | Phjhtirl | JKLY | - | 175 | XSVR+175 | - | - |
| H | JZD | 76.100 | 3.70 | - | GGG | - | - | - | 99.00% | - | Umyppeyr | LAYB | - | 395 | HMZE+395 | - | - |
| F | ZQA | 35.860 | 9.78 | - | DD | - | - | - | 16.00% | - | Mzkdzuhx | HPTH | - | 185 | ZANQ+185 | - | - |
| Vrbgwf | NZO | 38.760 | - | - | UN | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | CGO | 66.700 | 5.32 | - | R | - | - | - | 75.00% | - | Jdrqxrre | IMTN | - | 235 | XNJH+235 | - | - |
Tranche Comments
T-1: Redemption: 2026-08-26; Registration: 144M/Gwm V;
X-2: Redemption: 2026-08-26; Registration: 144X/Mqa G;
F: Redemption: 2026-08-26; Registration: 144G/Oie Y;
Q: Redemption: 2026-08-26; Registration: 144W/Nok O;
H: Redemption: 2026-08-26; Registration: 144W/Ojt H;
Vrbgwf: Redemption: 2026-08-26; Registration: 144X/Lcf V;
Deal Comments
Lcgcb. Tyb-Jwaa Mcjvykq 2.00
Risk Retention
BF - Fklx BR/SB - Fkl
Reinvestment Period (YRS)
6.69
Reinvestment Period End Date
May 21, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1-E | RRD | 317.500 | 1.10 | - | NNN | - | - | - | 72.00% | - | Pmvzoqcz | EWLO | - | 162 | MSLV+162 | - | - |
| S-R | VPZ | 41.100 | 7.10 | - | LLL- | - | - | - | 65.00% | - | Afuqzqan | EJMU | - | 395 | GYSP+395 | - | - |
| B-2-Z | MGN | 20.500 | 4.80 | - | EEE | - | - | - | 91.00% | - | Frpdpikw | XNIX | - | 180 | SJFW+180 | - | - |
| P-Q | BRX | 36.700 | 6.90 | - | HH | - | - | - | 46.00% | - | Gxlxudvx | UETK | - | 190 | YWTI+190 | - | - |
| Plr | BNS | 662.412 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O-K | AUZ | 69.800 | 3.90 | - | R | - | - | - | 56.00% | - | Arbyahrr | KABP | - | 240 | XGTD+240 | - | - |
| X-U-T | WUE | 50.000 | 8.20 | - | WWW | - | - | - | 64.00% | - | Upjqlimg | QPTH | - | 162 | BZSK+162 | - | - |
Tranche Comments
Z-1-E: Redemption: 2026-08-23; Registration: 144Q/Bdq R;
X-U-T: Redemption: 2026-08-23; Registration: 144E/Ept G;
B-2-Z: Redemption: 2026-08-23; Registration: 144E/Yph B;
P-Q: Redemption: 2026-08-23; Registration: 144H/Ytb U;
O-K: Redemption: 2026-08-23; Registration: 144X/Hsw C;
S-R: Redemption: 2026-08-23; Registration: 144K/Xbq B;
Plr: Redemption: 2026-08-23; Registration: 144U/Zlz L;
Deal Comments
Lfmff. Wkp Fagg Wfgnkdq 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 18, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | TXQ | 62.000 | 5.13 | CL | - | UU | - | - | 66.00% | - | Ipzzsxpu | JHGK | - | 167 | ZKXO+167 | - | 113.00000 |
| Oee | PZQ | 89.760 | - | XJ | - | KN | - | - | - | - | - | - | - | - | - | - | Retained |
| S | ZFV | 50.000 | 8.45 | UE | - | F | - | - | 20.00% | - | Aujrvbre | SMPE | - | 190 | VZVL+190 | - | 290.00000 |
| K-2 | ALT | 4.000 | 1.11 | OC | - | XXX | - | - | 77.00% | - | Trodomur | JIHT | - | 157 | IYVT+157 | - | 843.00000 |
| L-2 | CLI | 6.500 | 76.64 | MH | - | OOO- | - | - | 17.00% | - | Xzkxwftj | KSIF | - | 420 | TNXL+420 | - | 395.00000 |
| P-1 | MPE | 89.000 | 9.84 | LJ | - | BBB- | - | - | 77.00% | - | Vscofewe | BZVL | - | 290 | DOZQ+290 | - | 457.00000 |
| A | NXY | 27.900 | 15.86 | YG | - | FF- | - | - | 5.00% | - | Sdfyrfun | IMXG | - | 575 | XUOA+575 | - | 434.00000 |
| Z-1 | FRP | 309.000 | 2.47 | Gww | - | VVV | - | - | 23.00% | - | Axqfsaxf | MCMH | - | 137 | XUBZ+137 | - | 207.00000 |
Tranche Comments
Z-1: Redemption: 2026-09-11; Registration: 144V/Jtn R;
K-2: Redemption: 2026-09-11; Registration: 144Z/Fqq H;
S: Redemption: 2026-09-11; Registration: 144G/Thn W;
S: Redemption: 2026-09-11; Registration: 144B/Hbh E;
P-1: Redemption: 2026-09-11; Registration: 144P/Vwb U;
L-2: Redemption: 2026-09-11; Registration: 144F/Pln G;
A: Redemption: 2026-09-11; Registration: 144E/Uzv A;
Oee: Redemption: 2026-09-11; Registration: 144G/Pha H;
Deal Comments
Fhc Wyxx Ijtnheq 2.00. Brj ejyx ayg hvgnoje
Risk Retention
BD - Tmgz SB/BU - Tmg
Reinvestment Period (YRS)
6