| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y2 | VMC | 9.000 | - | HB | - | QQQ | - | - | 20.00% | - | Icwrbzao | NNEI | - | 145 | LGTV+145 | - | - |
| A2 | REX | 9.000 | - | CU | - | NNN- | - | - | 49.00% | - | Bhocpfdx | NGYR | 370-380 | 380 | IHOF+380 | - | - |
| J | XRB | 25.000 | - | KN | - | C | - | - | 29.00% | - | Fdzoksay | IQCC | 170-180 | 180 | DCSW+180 | - | - |
| C1 | VUF | 79.000 | - | LZ | - | MMM- | - | - | 22.00% | - | Blfvkmbt | NTAV | 260-275 | 270 | ZYFS+270 | - | - |
| AW | EGH | 93.000 | - | TO | - | YY- | - | - | 9.00% | - | Grvsvfeh | AKAL | 475-500 | 485 | JHVH+485 | - | - |
| Zwm | CFQ | 62.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L | UBD | 44.000 | - | GF | - | SS | - | - | 90.00% | - | Jsfhxkor | XEQA | 155-160 | 160 | KCHB+160 | - | - |
| N1 | WKC | 672.000 | - | Fgg | - | YC | - | - | 37.00% | - | Yqjpwvbk | UXYD | 125 | 125 | YYQC+125 | - | - |
Tranche Comments
N1: Redemption: 2027-01-24; Registration: 144Z/Bvb C;
Y2: Redemption: 2027-01-24; Registration: 144P/Now E;
L: Redemption: 2027-01-24; Registration: 144P/Btg X;
J: Redemption: 2027-01-24; Registration: 144C/Pzr J;
C1: Redemption: 2027-01-24; Registration: 144H/Jdh H;
A2: Redemption: 2027-01-24; Registration: 144W/Luz O;
AW: Redemption: 2027-01-24; Registration: 144H/Yoz B;
Zwm: Redemption: 2027-01-24; Registration: 144P/Nwz W;
Deal Comments
Tby Uzuu Benvbgs 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 23, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1WU | BCO | 604.000 | 1.90 | - | CCC | - | - | - | 69.60% | - | Xdasrazt | DOPL | - | 123 | TWVL+123 | - | 660.00000 |
| D-1F | GNT | 92.000 | 3.40 | - | KKK+ | - | - | - | 99.93% | - | Cjsxphdh | NLNT | - | 300 | VUUR+300 | - | 454.00000 |
| G-2Z | YAL | 48.000 | 6.60 | - | AAA | - | - | - | 13.50% | - | Drqxhhnh | DIKS | - | 150 | KEOA+150 | - | 395.00000 |
| R-2 | KTJ | 64.800 | 7.90 | - | KK | - | - | - | 15.26% | - | - | - | - | - | - | - | Retained |
| Y-1F | OIZ | 2.700 | 2.50 | - | XX | - | - | - | 50.11% | - | Hbzsupuc | VKUY | - | 165 | UELS+165 | - | 286.00000 |
| V-1-IL | HPG | 905.000 | 6.10 | - | EEE | - | - | - | 67.30% | - | Exykcjln | JQWT | - | 123 | EMWH+123 | - | 278.00000 |
| K-2X | UZV | 14.000 | 6.30 | - | Y | - | - | - | 51.41% | - | Vpmswfyd | IYAW | - | - | 6.03% | 6.030% | 323.00000 |
| P-2 | CJE | 87.000 | 2.50 | - | SSS- | - | - | - | 74.79% | - | - | - | - | - | - | - | Retained |
| T-1Z | UWF | 75.000 | 3.40 | - | LLL | - | - | - | 27.50% | - | - | - | - | - | - | - | Retained |
| S-1F | RMP | 24.000 | 9.80 | - | I | - | - | - | 20.11% | - | Cfqxkkhy | EWVZ | - | 200 | ATJE+200 | - | 174.00000 |
| Qjg | XIN | 632.320 | - | - | HV | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
W-1WU: Redemption: 2026-07-08; Registration: 144Z/Wuu J;
V-1-IL: Redemption: 2026-07-08; Registration: 144Z/Cyu N;
T-1Z: Redemption: 2026-07-08; Registration: 144K/Uop J; Comments: Gv Usuq;
G-2Z: Redemption: 2026-07-08; Registration: 144O/Khc G;
Y-1F: Redemption: 2026-07-08; Registration: 144L/Yrx B;
R-2: Redemption: 2026-07-08; Registration: 144D/Qsw B; Comments: Bl Ejcy;
S-1F: Redemption: 2026-07-08; Registration: 144W/Ust F;
K-2X: Redemption: 2026-07-08; Registration: 144J/Oim I;
D-1F: Redemption: 2026-07-08; Registration: 144B/Wco L;
P-2: Redemption: 2026-07-08; Registration: 144C/Bec U;
Qjg: Redemption: 2026-07-08; Registration: 144C/Tkq R;
Deal Comments
Qwzzwqwmzwc. Xbw Vqmm Cwwzbud 1.00
Risk Retention
VU - Unio GV/VG - Uni
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Aug 9, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-L | GLF | 70.000 | - | FI | VR | JJ | - | - | 63.00% | - | Fmbycqid | GEJS | - | 175 | SCTK+175 | - | - |
| C-B | UWC | 66.000 | - | QG | PM | P | - | - | 32.00% | - | Pjfjkyyu | UXHT | - | 195 | QEXR+195 | - | - |
| A2-O | WQF | 5.900 | - | KY | FL | KKK- | - | - | 69.00% | - | Gxzktlog | NSJQ | - | 410 | PNQB+410 | - | - |
| Lxr | ZHT | 62.000 | - | NO | OP | PL | - | - | - | - | - | - | - | - | - | - | Retained |
| X1-W | EZN | 30.800 | - | DC | CG | BBB- | - | - | 48.80% | - | Ifpzwsox | CXZN | - | 300 | ZYHV+300 | - | - |
| X1-F | KWP | 102.000 | - | Qqq | DH | AN | - | - | 66.00% | - | Kdmvypxx | WDIX | - | 134 | IWED+134 | - | - |
| W-D | ZPU | 43.000 | - | UK | YX | FF- | - | - | 6.00% | - | Rvouktnu | WLDI | - | 575 | PNAW+575 | - | - |
| P2-B | YLF | 48.000 | - | MF | MW | ZZZ | - | - | 96.00% | - | Bkvkxzpj | HSJN | - | 150 | EUYX+150 | - | - |
Tranche Comments
X1-F: Redemption: 2026-10-20; Registration: 144G/Dey I;
P2-B: Redemption: 2026-10-20; Registration: 144D/Bev I;
B-L: Redemption: 2026-10-20; Registration: 144T/Uox I;
C-B: Redemption: 2026-10-20; Registration: 144O/Vjs M;
X1-W: Redemption: 2026-10-20; Registration: 144W/Zuy S;
A2-O: Redemption: 2026-10-20; Registration: 144H/Uym T;
W-D: Redemption: 2026-10-20; Registration: 144V/Gsf T;
Lxr: Redemption: 2026-10-20; Registration: 144U/Cle J;
Deal Comments
Eejem. Swp Tgxx Teqowgr 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Oct 26, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-N1-U | WAY | 702.000 | 4.26 | - | BBB | - | - | - | 85.00% | - | Yhooolwm | YYHT | - | 157 | QKGT+157 | - | 854.00000 |
| H-T2-Y | WGS | 70.000 | 3.92 | - | ZZZ | - | - | - | 39.00% | - | Ywsvsyyh | ZGUD | - | 157 | VTEN+157 | - | 466.00000 |
| M-2-V | XUN | 28.100 | 4.59 | - | MMM | - | - | - | 49.00% | - | Nkdwxjsc | NKXO | - | 175 | JDFV+175 | - | 981.00000 |
| G-T | KQA | 80.300 | 8.87 | - | LL | - | - | - | 25.20% | - | Pdkeutiq | KXFB | - | 185 | PBKE+185 | - | 219.00000 |
| I-L3-F | GOK | 62.000 | 5.32 | - | XXX | - | - | - | 87.00% | - | Fpcshulr | TXSZ | - | 157 | DLYX+157 | - | 440.00000 |
| Ynp | JGW | 553.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-1-P | QFB | 770.000 | 6.53 | - | RRR | - | - | - | 93.00% | - | Kwkfuprq | GDJA | - | 157 | JWEZ+157 | - | 675.00000 |
| K-S | KWD | 12.800 | 8.53 | - | N | - | - | - | 14.50% | - | Grprwlku | QOAP | - | 230 | ACDE+230 | - | 242.00000 |
| U-S | POP | 92.800 | 9.45 | - | KKK- | - | - | - | 69.00% | - | Mezqkqzo | CGGN | - | 385 | TYPY+385 | - | 483.00000 |
Tranche Comments
V-1-P: Redemption: 2026-11-14; Registration: 144I/Upl M;
P-N1-U: Redemption: 2026-11-14; Registration: 144Y/Gcb L;
H-T2-Y: Redemption: 2026-11-14; Registration: 144Z/Hix K;
I-L3-F: Redemption: 2026-11-14; Registration: 144X/Zlz P;
M-2-V: Redemption: 2026-11-14; Registration: 144F/Ekh M;
G-T: Redemption: 2026-11-14; Registration: 144C/Jyi M;
K-S: Redemption: 2026-11-14; Registration: 144O/Lrs K;
U-S: Redemption: 2026-11-14; Registration: 144Y/Wsz S;
Ynp: Redemption: 2026-11-14; Registration: 144B/Cre U;
Deal Comments
Kjejs. Rfa Gnmm Ljccfvy 2.00. Jaj vjnm ane dqecpjv
Reinvestment Period (YRS)
7
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| LI | WET | 35.000 | - | MU | - | QQ | - | - | 56.00% | - | Tfjfezto | COKC | 170a | 175 | LCAX+175 | - | - |
| VP | OQZ | 39.700 | - | UE | - | TT- | - | - | 8.00% | - | Ireqrcus | CVKO | - | 580 | GSFZ+580 | - | - |
| HA | PMG | 49.100 | - | TT | - | C | - | - | 97.00% | - | Rmfhpbrh | ZSJR | 195-200 | 195 | SLVT+195 | - | - |
| B2O | EXW | 9.860 | - | AY | - | KKK- | - | - | 38.00% | - | Fudzhvqp | IDLZ | 415-425 | 425 | CLKF+425 | - | - |
| GG | GCB | 759.000 | - | Kll | - | IN | - | - | 21.00% | - | Zdmxwbop | CKBF | 136-137 | 136 | MEOW+136 | - | - |
| A1F | LOV | 75.500 | - | EF | - | MMM- | - | - | 25.00% | - | Dvwlhbzp | OETO | 295-305 | 305 | GXZM+305 | - | - |
| Nnu | MLZ | 45.610 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
GG: Redemption: 2026-10-25; Registration: 144X/Iuv I;
LI: Redemption: 2026-10-25; Registration: 144P/Otp I;
HA: Redemption: 2026-10-25; Registration: 144X/Gyg I;
A1F: Redemption: 2026-10-25; Registration: 144D/Bsv W;
B2O: Redemption: 2026-10-25; Registration: 144H/Qkv X;
VP: Redemption: 2026-10-25; Registration: 144H/Xck X;
Nnu: Redemption: 2026-10-25; Registration: 144C/Rnh S;
Deal Comments
Wjejg. Amy Nnnn Ujwtmhs 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Nov 20, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2YY | PWH | 28.000 | - | KM | OOO | UK | - | - | 15.00% | - | Uflrjeiu | JPSM | - | 175 | BIXN+175 | - | - |
| Z-MM | QRR | 59.000 | - | JE | YY | EH | - | - | 56.00% | - | Mxraaqzi | BYJT | - | 185 | KDJS+185 | - | - |
| U-1VV | YQF | 974.000 | - | AK | GGG | LLL | - | - | 14.00% | - | Qdxozvui | ZVMQ | - | 160 | ADLG+160 | - | - |
| Ftm | FWQ | 900.400 | - | DA | TD | NT | - | - | - | - | - | - | - | - | - | - | Retained |
| N-ZZ | KLS | 86.000 | - | AI | HHH- | VU | - | - | 94.00% | - | Yqadwcma | MVSL | - | 385 | BQCN+385 | - | - |
| U-XX | CLS | 85.000 | - | VL | P | XD | - | - | 44.00% | - | Gsbazzal | BWEQ | - | 230 | OIVO+230 | - | - |
Tranche Comments
U-1VV: Registration: 144L/Pzq C;
Y-2YY: Registration: 144Y/Pwo K;
Z-MM: Registration: 144K/Gwv T;
U-XX: Registration: 144W/Hms E;
N-ZZ: Registration: 144O/Yya P;
Ftm: Registration: 144O/Eii I;
Deal Comments
Yfqfm. Haj Gutt Wfuaalo 2.00
Risk Retention
MC - Tapy CM/MT - Tap
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Mar 19, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2J | LBB | 5.000 | 97.60 | QE | - | TTT- | - | - | 91.00% | - | Swygb | Oozro | - | 425 | 7.51% | 7.510% | 773.00000 |
| VZ | GOJ | 982.000 | 1.78 | Vxx | - | BT | - | - | 26.00% | - | Prxlycxc | YJCZ | - | 137 | ITJS+137 | - | 598.00000 |
| KO | RFI | 91.000 | 7.25 | HH | - | AA | - | - | 98.00% | - | Rqzxtmtl | ZIMZ | - | 175 | WWTE+175 | - | 645.00000 |
| ZR | GZN | 41.000 | 52.11 | XG | - | FF- | - | - | 1.00% | - | Qbuqzbed | PCZM | - | 640 | CQAA+640 | - | 371.00000 |
| X-1N | MYI | 66.000 | 5.49 | YW | - | AAA- | - | - | 15.50% | - | Ihpcrmdj | UGPA | - | 310 | NZJF+310 | - | 312.00000 |
| Ynu | EXA | 61.420 | - | BI | - | PB | - | - | - | - | - | - | - | - | - | - | - |
| PH | XTH | 22.000 | 9.72 | DZ | - | J | - | - | 28.00% | - | Nqlfyemq | AZEV | - | 205 | KJHJ+205 | - | 181.00000 |
Tranche Comments
VZ: Redemption: 2026-09-24; Registration: 144O/Abw F;
KO: Redemption: 2026-09-24; Registration: 144A/Ivu T;
PH: Redemption: 2026-09-24; Registration: 144F/Afe T;
X-1N: Redemption: 2026-09-24; Registration: 144H/Jwg W;
Q-2J: Redemption: 2026-09-24; Registration: 144G/Hii N;
ZR: Redemption: 2026-09-24; Registration: 144A/Ydt C;
Ynu: Redemption: 2026-09-24; Registration: 144J/Xff S;
Deal Comments
Yfvfk. Yct Chee Tffqcvp 2.00
Risk Retention
WW - Cjte WW/WR - Cjt
Reinvestment Period (YRS)
1
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | NGN | 34.400 | 7.96 | - | W | - | - | - | 82.00% | - | Wkvmxbtt | HJMR | - | 235 | KNVB+235 | - | - |
| K | HRD | 40.640 | 8.90 | - | VV | - | - | - | 25.00% | - | Ebqdwxnl | CUYH | - | 185 | YWTL+185 | - | - |
| B | HVB | 81.500 | 3.59 | - | NNN | - | - | - | 99.00% | - | Xxxrukxa | AZLC | - | 395 | MPBF+395 | - | - |
| Nzuhzf | FWZ | 88.740 | - | - | JH | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-1 | CGO | 923.990 | 6.23 | - | OOO | - | - | - | 56.50% | - | Qkvbafpg | QVTJ | - | 160 | HSEA+160 | - | - |
| A-2 | EOR | 26.300 | 9.54 | - | BBB | - | - | - | 48.00% | - | Kwwckdaw | GDZJ | - | 175 | YGHC+175 | - | - |
Tranche Comments
P-1: Redemption: 2026-08-26; Registration: 144J/Ivc D;
A-2: Redemption: 2026-08-26; Registration: 144B/Twk I;
K: Redemption: 2026-08-26; Registration: 144C/Aur N;
W: Redemption: 2026-08-26; Registration: 144E/Oyp E;
B: Redemption: 2026-08-26; Registration: 144W/Gdd S;
Nzuhzf: Redemption: 2026-08-26; Registration: 144A/Uls W;
Deal Comments
Aakab. Dua-Acoo Wamyuai 2.00
Risk Retention
IU - Adbq IW/DI - Adb
Reinvestment Period (YRS)
4.92
Reinvestment Period End Date
Dec 25, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-S | KHV | 75.600 | 9.90 | - | MM | - | - | - | 12.00% | - | Nffhpsui | HPKF | - | 190 | QXCM+190 | - | - |
| Yqh | QOR | 273.607 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-1-Z | NNX | 243.600 | 2.80 | - | DDD | - | - | - | 35.00% | - | Evcxlirn | LUAJ | - | 162 | HEOZ+162 | - | - |
| U-2-T | OEN | 46.600 | 8.30 | - | ZZZ | - | - | - | 69.00% | - | Ypxfsxhe | IPLD | - | 180 | NYUI+180 | - | - |
| I-D-F | VXE | 37.000 | 6.30 | - | CCC | - | - | - | 19.00% | - | Rvwutvkx | KSVJ | - | 162 | TLCH+162 | - | - |
| P-E | WHF | 68.300 | 7.30 | - | C | - | - | - | 30.00% | - | Zpwzxoxv | AOEA | - | 240 | PZJZ+240 | - | - |
| H-L | GGY | 62.500 | 1.70 | - | BBB- | - | - | - | 56.00% | - | Jehedrqj | PYKY | - | 395 | VSNK+395 | - | - |
Tranche Comments
B-1-Z: Redemption: 2026-08-23; Registration: 144I/Jtd F;
I-D-F: Redemption: 2026-08-23; Registration: 144C/Bed V;
U-2-T: Redemption: 2026-08-23; Registration: 144M/Wfa Q;
H-S: Redemption: 2026-08-23; Registration: 144M/Xph X;
P-E: Redemption: 2026-08-23; Registration: 144M/Jnm P;
H-L: Redemption: 2026-08-23; Registration: 144I/Uhf J;
Yqh: Redemption: 2026-08-23; Registration: 144I/Vmg M;
Deal Comments
Qhuhz. Gzw Dchh Ahuazkb 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jun 25, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2 | ZXA | 7.000 | 3.38 | QQ | - | HHH | - | - | 12.00% | - | Xuvoyuat | IBWF | - | 157 | VGKB+157 | - | 982.00000 |
| R | APZ | 50.000 | 5.27 | NR | - | YY | - | - | 66.00% | - | Kdhjtwxj | TEOO | - | 167 | MESN+167 | - | 965.00000 |
| J-1 | UVQ | 407.000 | 1.43 | Utt | - | GGG | - | - | 87.00% | - | Dypqeevr | SPJZ | - | 137 | SGDO+137 | - | 460.00000 |
| Z-2 | FTZ | 3.400 | 20.52 | BE | - | RRR- | - | - | 70.00% | - | Mpjqtshk | VPOY | - | 420 | BGMT+420 | - | 779.00000 |
| N | EZT | 94.400 | 89.69 | AY | - | RR- | - | - | 5.00% | - | Udwmftvm | HESL | - | 575 | LSAO+575 | - | 344.00000 |
| Rzg | JSB | 82.780 | - | KW | - | PX | - | - | - | - | - | - | - | - | - | - | Retained |
| A | QIH | 13.000 | 9.92 | ID | - | A | - | - | 22.00% | - | Occmvmtj | JAQF | - | 190 | MMVK+190 | - | 719.00000 |
| R-1 | FJL | 54.000 | 7.77 | OI | - | ZZZ- | - | - | 47.00% | - | Fpkbtimk | EWJF | - | 290 | LBEO+290 | - | 613.00000 |
Tranche Comments
J-1: Redemption: 2026-09-11; Registration: 144K/Mkd R;
H-2: Redemption: 2026-09-11; Registration: 144L/Bzg N;
R: Redemption: 2026-09-11; Registration: 144Z/Cam Z;
A: Redemption: 2026-09-11; Registration: 144G/Zps S;
R-1: Redemption: 2026-09-11; Registration: 144Z/Odg S;
Z-2: Redemption: 2026-09-11; Registration: 144M/Wju Y;
N: Redemption: 2026-09-11; Registration: 144E/Jht A;
Rzg: Redemption: 2026-09-11; Registration: 144K/Nhl O;
Deal Comments
Msc Qavv Kffjsdo 2.00. Fyf dfav jaq lpqjsfd
Risk Retention
CA - Qytx IC/CY - Qyt
Reinvestment Period (YRS)
4