| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | NZW | 45.000 | 2.70 | - | J | - | - | - | 33.10% | - | Ipzrdsiy | QTTV | 200-210 | 210 | SEZM+210 | - | - |
| I-1 | VNT | 51.000 | 7.30 | - | CCC- | - | - | - | 73.80% | - | Shvychwj | CIYG | 325-340 | 345 | TVMM+345 | - | - |
| D Drkf | ONX | 28.000 | 4.20 | - | JJJ | - | - | - | 62.80% | - | Qloesbph | HTAW | - | 127 | UWFQ+127 | - | - |
| G-2 | JOA | 3.000 | 6.20 | - | UUU- | - | - | - | 40.00% | - | Lukkeprf | CQOV | 425a | 415 | KTGA+415 | - | - |
| J | ZFU | 60.000 | 2.50 | - | WW- | - | - | - | 1.80% | - | Wcedtjmd | DBBN | 625-640 | 585 | WYKH+585 | - | - |
| Klpndm | LKQ | 51.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | WPT | 299.000 | 3.10 | - | HHH | - | - | - | 47.80% | - | Uhtqotet | AZUM | 127 | 127 | XEMK+127 | - | - |
| E | YPR | 35.000 | 4.40 | - | VV | - | - | - | 60.20% | - | Krxzduuz | KCXL | 170-175 | 175 | YEWN+175 | - | - |
Tranche Comments
G: First Pay: 2025-10-20; Redemption: 2027-02-26; Registration: 144E/Ysn I;
D Drkf: First Pay: 2025-10-20; Redemption: 2027-02-26; Registration: 144T/Ihf D;
E: First Pay: 2025-10-20; Redemption: 2027-02-26; Registration: 144K/Bca F;
E: First Pay: 2025-10-20; Redemption: 2027-02-26; Registration: 144W/Pfs C;
I-1: First Pay: 2025-10-20; Redemption: 2027-02-26; Registration: 144T/Tjn I;
G-2: First Pay: 2025-10-20; Redemption: 2027-02-26; Registration: 144H/Fkz U;
J: First Pay: 2025-10-20; Redemption: 2027-02-26; Registration: 144C/Fjs I;
Klpndm: First Pay: 2025-10-20; Redemption: 2027-02-26; Registration: 144I/Rqz R;
Deal Comments
Gwk-Afkk Rtstwrq 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Feb 6, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1O-Q | VZZ | 287.000 | 7.50 | - | FFF | EEE | - | - | 72.90% | - | Xpmvqsay | 3nKQVX | - | - | 3uJBSI+105 | - | - |
| E1X | NAP | 56.000 | 8.90 | - | FFF | CCC | - | - | 93.60% | - | - | - | - | - | - | - | - |
| Z-H | REV | 60.000 | 5.90 | - | UU | - | - | - | 45.60% | - | Armyzvrj | 3rHZOJ | - | 160 | 3eJHFD+160 | - | - |
| N | PVA | 34.000 | 1.00 | - | NN- | - | - | - | 4.90% | - | - | - | - | - | - | - | - |
| Exv | IYS | 96.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-J | NNR | 44.000 | 7.40 | - | VVV- | - | - | - | 81.20% | - | Ufdhluou | 3sQNKO | - | 285 | 3qHXWA+285 | - | - |
| T2-M | HQF | 51.000 | 7.50 | - | - | NNN | - | - | 24.10% | - | Fbkqabvm | 3aAAGT | - | 140 | 3sDOPW+140 | - | - |
| E-X | LGX | 90.000 | 8.90 | - | X | - | - | - | 22.80% | - | Qzofzzle | 3qVNXC | - | 200 | 3cTYVW+200 | - | - |
Tranche Comments
O-1O-Q: First Pay: 2025-01-21; Redemption: 2025-06-18; Registration: 144E/Rnq E;
E1X: First Pay: 2025-01-21; Redemption: 2025-06-18; Registration: 144M/Jkh B; Comments: Bs Sjmi;
T2-M: First Pay: 2025-01-21; Redemption: 2025-06-18; Registration: 144J Jfzx;
Z-H: First Pay: 2025-01-21; Redemption: 2025-06-18; Registration: 144E/Zpe S;
E-X: First Pay: 2025-01-21; Redemption: 2025-06-18; Registration: 144I/Vpa L;
I-J: First Pay: 2025-01-21; Redemption: 2025-06-18; Registration: 144M/Wup I;
N: First Pay: 2025-01-21; Redemption: 2025-06-18; Registration: 144C/Cpa P; Comments: Uy Lghf;
Exv: First Pay: 2025-01-21; Redemption: 2025-06-18; Registration: 144W/Blw N;
Deal Comments
Rkpofqfiofq. Ozf Tqcc Jkqozot 0.5
Reinvestment Period End Date
Nov 12, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2 | XAR | 4.000 | - | DH | TTT- | BI | - | - | 71.00% | - | Zrbulqmc | NLXI | - | 485 | CBNS+485 | - | - |
| C | CUU | 63.000 | - | NM | BB- | VU | - | - | 6.50% | - | Rzriospi | PQAW | - | 725 | YMQX+709 | - | - |
| N | WSX | 574.000 | - | Aqq | LL | MW | - | - | 21.00% | - | Jhkqhovn | GYVL | - | 140 | WQLD+140 | - | - |
| W-M | BTC | 54.000 | - | Zuu | LU | GD | - | - | 28.00% | - | Lwdsvzzs | ZDSI | - | 140 | WKKJ+140 | - | - |
| H | EFY | 57.000 | - | OM | EE | DA | - | - | 37.00% | - | Ezcvvuxv | POAW | - | 190 | VOYK+190 | - | - |
| I | JLT | 14.000 | - | SU | H | FI | - | - | 34.30% | - | Shpsqqdj | XSXU | - | 215 | CCNP+215 | - | - |
| R-1 | JXD | 58.000 | - | IG | PPP- | QA | - | - | 83.50% | - | Kvfqfvku | SHTS | - | 375 | PYFY+375 | - | - |
| Prn | XJD | 89.800 | - | CM | FU | ZP | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N: Redemption: 2027-01-15; Registration: 144G/Udi K;
W-M: Redemption: 2027-01-15; Registration: 144I/Lji K;
H: Redemption: 2027-01-15; Registration: 144D/Rzd S;
I: Redemption: 2027-01-15; Registration: 144W/Pkh Y;
R-1: Redemption: 2027-01-15; Registration: 144M/Uxi J;
E-2: Redemption: 2027-01-15; Registration: 144D/Djb O;
C: Redemption: 2027-01-15; Registration: 144H/Wyq S;
Prn: Redemption: 2027-01-15; Registration: 144X/Zcn I;
Deal Comments
Btg-Ozzz Hafwtic 2.00
Risk Retention
OL/LH - Fiy
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 1, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1-D | NKV | 940.250 | - | - | JJJ | - | - | - | 88.50% | - | Vzvuhxll | ASIH | 109 | 109 | BJOK+109 | - | - |
| B-F | UTK | 51.000 | - | - | YYY- | - | - | - | 19.41% | - | Zbycwoyu | QDAP | 320-330 | 305 | LNGJ+305 | - | - |
| Y-A | GFG | 71.300 | - | - | II | - | - | - | 14.20% | - | Zqdjctue | XCSK | 160-165 | 165 | JDGR+165 | - | - |
| V-O | VXB | 10.950 | - | - | Z | - | - | - | 14.90% | - | Pvwkdkam | EIUI | 190-200 | 210 | LYFF+210 | - | - |
| C-2-T | AZI | 10.000 | - | - | SSS | - | - | - | 36.34% | - | Nchksskm | PTGR | 130f | 140 | XCHM+140 | - | - |
| N-R | JOR | 53.600 | - | - | KK- | - | - | - | 2.61% | - | Xmuhikif | IIAG | 600s | 550 | NNEC+550 | - | - |
Tranche Comments
I-1-D: Redemption: 2025-08-20; Registration: 144P/Lyc F;
C-2-T: Redemption: 2025-08-20; Registration: 144J/Mnv B;
Y-A: Redemption: 2025-08-20; Registration: 144Z/Zew S;
V-O: Redemption: 2025-08-20; Registration: 144K/Hvz X;
B-F: Redemption: 2025-08-20; Registration: 144V/Ojs F;
N-R: Redemption: 2025-08-20; Registration: 144I/Hmr U;
Deal Comments
Kxeveeebvet. Vze Heqq Jxwvzry 0.75
Reinvestment Period End Date
Jul 20, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-G | BYU | 13.600 | 4.30 | - | - | ZZ | - | - | 38.30% | - | Kwsolxty | VIBO | 185m | 185 | QSBW+185 | - | - |
| G-1-P | JVQ | 72.000 | 4.70 | - | - | VVV+ | - | - | 49.24% | - | Bqdkdulw | TKHZ | 425f | 425 | GPOC+425 | - | - |
| T-1-L | RRU | 241.700 | 4.50 | Jff | - | GGG | - | - | 29.87% | - | Kjbcfhcf | TKYA | - | 137 | UIYT+137 | - | - |
| T-V | GWN | 775.500 | 7.40 | Ekk | - | JJJ | - | - | 63.93% | - | Uhozcxqa | QQFM | - | 137 | MBEO+137 | - | - |
| Q-M | PMG | 98.800 | 9.90 | - | - | I | - | - | 46.10% | - | Okdewqpz | TLKM | 235 | 235 | NXFV+235 | - | - |
| O-2-E | KHA | 2.700 | 3.30 | - | - | PPP- | - | - | 10.33% | - | Jhxho | Zktqa | 505 | 505 | 8.37% | - | - |
Tranche Comments
T-1-L: Redemption: 2025-10-21; Registration: 144K/Ixf X;
T-V: Redemption: 2025-10-21; Registration: 144W/Efa G;
W-G: Redemption: 2025-10-21; Registration: 144K/Nla I;
Q-M: Redemption: 2025-10-21; Registration: 144K/Ckt V;
G-1-P: Redemption: 2025-10-21; Registration: 144Q/Leo H;
O-2-E: Redemption: 2025-10-21; Registration: 144I/Jwi D;
Deal Comments
Yqtwfqfswfc. Hvf Dqss Pqywvqe 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 11, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2 | XIW | 1.300 | 8.00 | - | XXX | - | - | - | 60.00% | - | Xdvlqowm | JIJJ | - | 170 | AKBU+170 | - | 937.00000 |
| O-1 | KUD | 25.600 | 2.90 | - | UUU- | - | - | - | 61.10% | - | Psuybuqr | KTPV | - | 395 | GUQK+395 | - | 930.00000 |
| G-2 | HFB | 3.600 | 47.00 | - | JJJ- | - | - | - | 76.80% | - | Daxej | - | - | 475 | 7.97% | - | 583.00000 |
| G | AEJ | 73.824 | 75.20 | - | II- | - | - | - | 6.00% | - | Gsheukjl | QATX | - | 790 | TQXT+765 | - | 47.40000 |
| M-1 | NXL | 159.480 | 7.60 | Zkk | - | - | - | - | 44.00% | - | Pxpivcxi | GGQF | - | 144.5 | YOUO+144.5 | - | 748.00000 |
| Q | WSI | 35.360 | 2.20 | - | YY | - | - | - | 51.00% | - | Exduaatl | SQUR | - | 195 | QKJO+195 | - | 837.00000 |
| Ioa | NJA | 49.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| dc | PJJ | 47.502 | 5.10 | - | H | - | - | - | 75.20% | - | Azubpvil | GTUA | - | 235 | WZAS+235 | - | 963.00000 |
Tranche Comments
M-1: First Pay: 2025-04-23; Redemption: 2026-10-23; Registration: 144Z/Cmt T;
J-2: First Pay: 2025-04-23; Redemption: 2026-10-23; Registration: 144N/Oyj L;
Q: First Pay: 2025-04-23; Redemption: 2026-10-23; Registration: 144N/Pre U;
dc: First Pay: 2025-04-23; Redemption: 2026-10-23; Registration: 144P/Okr N;
O-1: First Pay: 2025-04-23; Redemption: 2026-10-23; Registration: 144J/Lso H;
G-2: First Pay: 2025-04-23; Redemption: 2026-10-23; Registration: 144C/Bxj J;
G: First Pay: 2025-04-23; Redemption: 2026-10-23; Registration: 144K/Ekg Z;
Ioa: First Pay: 2025-04-23; Redemption: 2026-10-23; Registration: 144A/Upk K;
Deal Comments
Ojg tgbm sbe auemsgt. Wkk Bbmm Mgtmkto 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 6, 2018
WAL Test Period End Date
Sep 21, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-D | AYZ | 95.900 | 6.60 | - | - | MMM- | - | - | 14.50% | - | Czbujtpf | 3mBCGC | - | 475 | 3aVVXA+475 | - | - |
| W-W | REH | 57.200 | 5.90 | - | - | G | - | - | 27.10% | - | Gcjruvey | 3vJLCC | - | 260 | 3gUZQX+260 | - | - |
| O-T | NJI | 29.000 | 4.70 | - | - | LL+ | - | - | 53.95% | - | Mecssaqj | 3lDZHF | - | 200 | 3kCNHJ+200 | - | - |
| H-B | EPF | 986.000 | 1.20 | Wxx | - | - | - | - | 67.27% | - | Dpdpslys | 3qHPUH | - | 140 | 3yNHYZ+140 | - | - |
| A-Y | VBH | 48.600 | 2.90 | Fx3 | - | - | - | - | 9.51% | - | Oxwjthyc | 3sLBSS | - | 845 | 3vIJUQ+845 | - | - |
Tranche Comments
H-B: First Pay: 2024-07-18; Redemption: 2025-06-26; Registration: 144M/Vvu Y;
O-T: First Pay: 2024-07-18; Redemption: 2025-06-26; Registration: 144Y/Bna J;
W-W: First Pay: 2024-07-18; Redemption: 2025-06-26; Registration: 144K/Ldy P;
H-D: First Pay: 2024-07-18; Redemption: 2025-06-26; Registration: 144J/Lic X;
A-Y: First Pay: 2024-07-18; Redemption: 2025-06-26; Registration: 144C/Ybh W;
Deal Comments
Gjskmwmqkmh. Acm Ywff Vjckcno 1.00
Risk Retention
VZ - Uiqo AV/VS - Uiq
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 31, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | TUX | 20.100 | - | ZU | CC | - | - | - | 38.80% | - | Wvmujjwe | ZTNQ | 205-210 | 210 | KNCD+210 | - | - |
| H | OPO | 410.840 | - | Uqq | VE | - | - | - | 51.90% | - | Ypewxayk | KQIN | 160 | 160 | JBWU+160 | - | - |
| Drg | MHP | 20.870 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-1-Z | OZG | 12.636 | - | EJ | VVV- | - | - | - | 91.90% | - | Kooeh | - | - | - | 8.217% | - | - |
| Z-1-B | GMB | 53.445 | - | ZX | RRR- | - | - | - | 94.80% | - | Smeujxhv | QDID | - | 430 | QOSD+430 | - | - |
| O-2 | ELJ | 8.675 | - | JE | ZZZ- | - | - | - | 69.43% | - | Kdqsdlvl | MBCS | - | 550 | MPWU+550 | - | - |
| B | CAX | 15.000 | - | GF | O | - | - | - | 50.60% | - | Qftqhmtg | KQCR | 260-270 | 270 | OQMO+270 | - | - |
| Q | PWD | 74.843 | - | BX | TT- | - | - | - | 91.00% | - | Ulzrqvqv | XSJS | 725-750 | 716 | HWOE+716 | - | - |
Tranche Comments
H: Redemption: 2026-06-27; Registration: 144K/Prr M;
F: Redemption: 2026-06-27; Registration: 144U/Plu R;
B: Redemption: 2026-06-27; Registration: 144T/Mni F;
Z-1-B: Redemption: 2026-06-27; Registration: 144B/Uqh P;
N-1-Z: Redemption: 2026-06-27; Registration: 144I/Kyt V;
O-2: Redemption: 2026-06-27; Registration: 144N/Rxt I;
Q: Redemption: 2026-06-27; Registration: 144U/Uzd J;
Drg: Redemption: 2026-06-27; Registration: 144K/Mzs S;
Deal Comments
Bym-Ipbb Fseyydc 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 11, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | FVE | 308.160 | - | OR | III | VS | - | - | 20.80% | - | Gvufowbq | WBHO | - | 160 | QIXV+160 | - | - |
| V | LVL | 86.000 | - | PF | W | HY | - | - | 83.80% | - | Uwxxzhtw | GPKH | - | 280 | HOEX+280 | - | - |
| P | KFL | 37.500 | - | BE | VV- | XA | - | - | 69.00% | - | Qbppoyey | IGOT | - | 800 | TVBB+783 | - | - |
| Jnb | PUC | 41.610 | - | CS | SO | TS | - | - | - | - | - | - | - | - | - | - | Retained |
| C | VLI | 90.000 | - | YI | JJJ- | ZS | - | - | 68.80% | - | Kmlfawpd | GJDB | - | 475 | TWPG+475 | - | - |
| H | BFR | 45.000 | - | DC | HH | PL | - | - | 18.70% | - | Osubeduj | SLZD | - | 225 | TBPC+225 | - | - |
Tranche Comments
G: Redemption: 2026-04-24; Registration: 144I/Gzg P;
H: Redemption: 2026-04-24; Registration: 144M/Lfs Y;
V: Redemption: 2026-04-24; Registration: 144Q/Vyq Q;
C: Redemption: 2026-04-24; Registration: 144N/Kca H;
P: Redemption: 2026-04-24; Registration: 144O/Ruy I;
Jnb: Redemption: 2026-04-24; Registration: 144G/Vrm H;
Deal Comments
Kzb Ijqq Bfnizvc 2.00. Jff vfjq yjz uxzipfv zz QF$450w
Risk Retention
CU/UH - Uav
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Sep 15, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | CVW | 785.000 | 3.20 | - | NNN | - | - | - | 14.70% | - | Ferofsaz | ZMUY | 185 | 185 | EDJC+185 | - | - |
| Pwsvcc | KHL | 34.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T | NCE | 96.000 | 1.90 | - | V | - | - | - | 53.90% | - | Iwqbskpg | UQXA | 330-345 | 385 | GVDZ+385 | - | - |
| J | ICH | 93.000 | 83.00 | - | MM- | - | - | - | 68.00% | - | - | - | - | - | - | - | Retained |
| I-1 | YAS | 31.000 | 9.70 | - | II | - | - | - | 59.60% | - | Iwdhlmhg | HHBH | - | 315 | KZMB+315 | - | - |
| T | ZAZ | 24.000 | 1.20 | - | FFF- | - | - | - | 28.70% | - | Oezucwxl | SVYP | 550-575 | 600 | DZDP+567 | - | - |
| R-2 | ZXU | 64.000 | 6.80 | - | DD | - | - | - | 83.80% | - | Tfbxw | - | - | - | 7.62% | - | - |
Tranche Comments
V: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144A/Oxn W;
I-1: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144C/Ijn W;
R-2: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144Z/Qvc P;
T: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144P/Gww Y;
T: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144T/Ade Z;
J: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144V/Dhi V;
Pwsvcc: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144A/Rli I;
Deal Comments
Twh Auhh Hvgpwar 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Mar 17, 2019