| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2 | REB | 74.000 | 9.60 | - | - | YYY | - | - | 39.00% | - | - | - | 145-150 | - | - | - | - |
| Nlqoch | TXH | 14.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L-2 | OXR | 7.000 | 9.20 | - | - | VVV- | - | - | 56.00% | - | - | - | 400i | - | - | - | - |
| N | BON | 42.000 | 89.00 | - | - | OO- | - | - | 6.00% | - | - | - | 525x | - | - | - | - |
| G | GXH | 50.000 | 8.20 | - | - | V | - | - | 40.00% | - | - | - | 180-190 | - | - | - | - |
| B-1 | NGN | 17.000 | 2.30 | - | - | CCC- | - | - | 31.00% | - | - | - | 275-285 | - | - | - | - |
| Y | ECL | 39.000 | 8.30 | - | - | PP | - | - | 93.00% | - | - | - | 165-170 | - | - | - | - |
| B | WGV | 4.300 | 43.60 | - | - | Y- | - | - | 9.50% | - | - | - | 750u | - | - | - | - |
| Q | JRZ | 2.900 | 7.40 | Bcc | - | - | - | - | - | - | - | - | 90m | - | - | - | - |
| M-1 | AGT | 902.000 | 4.40 | Vdd | - | - | - | - | 84.00% | - | - | - | 124 | - | - | - | - |
Tranche Comments
Q: Registration: 144J/Jtm Z;
M-1: Registration: 144V/Bep D;
F-2: Registration: 144H/Vbg P;
Y: Registration: 144W/Gxp Q;
G: Registration: 144O/Nye H;
B-1: Registration: 144M/Rld P;
L-2: Registration: 144Y/Ijq P;
N: Registration: 144P/Lom R;
B: Registration: 144L/Wrh E;
Nlqoch: Registration: 144W/Yqd F;
Deal Comments
Zpk-Fzll Zaojpag 2.00
Reinvestment Period (YRS)
2
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M2 | ZCX | 58.000 | 3.00 | NP | - | EEE | - | - | 68.00% | - | - | - | 130-135 | - | - | - | - |
| Y2 | ICE | 5.000 | 2.20 | ZS | - | XXX- | - | - | 68.00% | - | - | - | 350u | - | - | - | - |
| Y | WXR | 76.000 | 9.90 | OD | - | SS- | - | - | 1.00% | - | - | - | 440-450 | - | - | - | - |
| Vhj | JBK | 57.196 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | XUZ | 3.300 | 3.80 | Rkk | - | VF | - | - | - | - | - | - | 90n | - | - | - | - |
| S1 | JSU | 988.000 | 5.50 | Hww | - | DF | - | - | 36.00% | - | - | - | 110w | - | - | - | - |
| W | JHJ | 79.000 | 5.50 | OH | - | Y | - | - | 58.00% | - | - | - | 165-170 | - | - | - | - |
| L | LQN | 51.000 | 5.60 | NX | - | PP | - | - | 14.00% | - | - | - | 145-150 | - | - | - | - |
| Z | VYI | 7.100 | 72.20 | AX | - | G- | - | - | 9.10% | - | - | - | 700d | - | - | - | - |
| J1 | JBA | 92.000 | 3.80 | AY | - | DDD- | - | - | 66.00% | - | - | - | 240-250 | - | - | - | - |
Tranche Comments
H: Registration: 144B/Erz W;
S1: Registration: 144C/Wwk H;
M2: Registration: 144C/Gwb O;
L: Registration: 144N/Yit M;
W: Registration: 144Q/Fqp Y;
J1: Registration: 144B/Oap D;
Y2: Registration: 144D/Xfp F;
Y: Registration: 144Z/Vcq B;
Z: Registration: 144G/Nlc H;
Vhj: Registration: 144U/Qpj U;
Deal Comments
Nzy-Bvkk Lummzaf 2.00
Reinvestment Period (YRS)
9
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-M-2 | IAT | 48.000 | 9.71 | - | NNN | - | - | - | 76.50% | - | Shjuozsy | XADP | - | 245 | FJMF+245 | - | - |
| H-R-2 | YXU | 25.000 | 3.12 | - | O+ | - | - | - | 41.30% | - | Chzmlapw | CEXZ | - | 175 | DVBQ+175 | - | - |
| Wlcukb | RRX | 67.000 | 81.19 | - | ZY | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-U | CXI | 98.800 | 8.20 | - | VVV | - | - | - | 78.10% | - | Peocsvlp | ZYOF | - | 97 | HUHJ+97 | - | - |
| D-S-2 | XWK | 83.000 | 9.18 | - | GG | - | - | - | 63.89% | - | Scxqfquw | NCLM | - | 140 | UZOH+140 | - | - |
| O-X-2 | FZU | 259.440 | 6.89 | - | UUU | - | - | - | 23.59% | - | Dbhsdxtk | USIB | - | 97 | AIQA+97 | - | - |
| I-B-2 | KHT | 51.000 | 5.71 | - | YY- | - | - | - | 3.99% | - | Oxhxhhen | LPEP | - | 450 | ENUK+450 | - | - |
| O-X-2 | RPM | 58.000 | 4.90 | - | W- | - | - | - | 6.40% | - | Qdfpvzwg | BNMJ | - | 800 | IDKH+800 | - | - |
Tranche Comments
O-X-2: Registration: 144H/Mqr W;
I-U: Registration: 144U/Kld K;
D-S-2: Registration: 144B/Ily Z;
H-R-2: Registration: 144J/Ist T;
F-M-2: Registration: 144H/Cmc D;
I-B-2: Registration: 144G/Tcx J;
O-X-2: Registration: 144W/Zzf Z;
Wlcukb: Registration: 144T/Ijy J;
Deal Comments
Mutwfkfawfc. Kzf Kktt Tuwwzfo 0.5
Reinvestment Period (YRS)
4.49
Reinvestment Period End Date
May 1, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-II | YMR | 9.770 | 6.77 | Gxx | - | - | - | - | - | - | Cmmawmyy | ENFI | - | 92 | LABJ+92 | - | 871.00000 |
| N-AA | XQF | 59.000 | 8.77 | - | - | C | - | - | 45.00% | - | Yhxbfuxs | MBWM | - | 170 | BJBO+170 | - | 856.00000 |
| F-MM | TXY | 44.000 | 4.17 | - | - | HH | - | - | 59.00% | - | Swyumctd | LTPE | - | 150 | JPKR+150 | - | 328.00000 |
| D-UU | BYC | 63.000 | 8.80 | - | - | BBB- | - | - | 68.00% | - | Obrdapou | DWCI | - | 240 | LMJF+240 | - | 169.00000 |
| Y-PP | LHN | 10.400 | 2.55 | - | - | GG- | - | - | 9.00% | - | Odkwchtr | EZGU | - | 450 | JMWX+450 | - | 256.00000 |
| Z-E-YY | FLU | 19.000 | 3.47 | - | - | SSS | - | - | 36.99% | - | Pzjsaoun | XODV | - | 127 | JHHX+127 | - | 589.00000 |
| G-OO | HQG | 2.990 | 26.92 | - | - | L- | - | - | 2.90% | - | Sypudhtu | UZQH | - | 775 | AVTP+775 | - | 141.00000 |
| B-AA | AVP | 186.000 | 8.59 | Bss | - | - | - | - | 13.00% | - | Pbvkmuvp | LJAK | - | 112 | TLCO+112 | - | 370.00000 |
| I-N-C | EWR | 9.100 | 6.54 | - | - | SSS- | - | - | 53.00% | - | Rebmabja | DPLA | - | 350 | QPTL+350 | - | 730.00000 |
| Fqparg | BLQ | 28.500 | - | VO | - | SA | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G-II: Redemption: 2027-01-20; Registration: 144D/Utz Z;
B-AA: Redemption: 2027-01-20; Registration: 144P/Oya X;
Z-E-YY: Redemption: 2027-01-20; Registration: 144E/Trs A;
F-MM: Redemption: 2027-01-20; Registration: 144H/Qwt J;
N-AA: Redemption: 2027-01-20; Registration: 144E/Ath O;
D-UU: Redemption: 2027-01-20; Registration: 144D/Juo G;
I-N-C: Redemption: 2027-01-20; Registration: 144M/Dzz Q;
Y-PP: Redemption: 2027-01-20; Registration: 144P/Csa W;
G-OO: Redemption: 2027-01-20; Registration: 144N/Dzs E;
Fqparg: Redemption: 2027-01-20; Registration: 144J/Dnp N;
Deal Comments
Tmwmc. Rup Ssff Hmanudq 1.94
Reinvestment Period (YRS)
6.94
Reinvestment Period End Date
Jul 18, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1-Y3 | HNI | 78.300 | - | - | VVV | - | - | - | 14.90% | - | Myxcyjqr | MDJX | 97 | 97 | LQVO+97 | - | - |
| X-Y3 | QIU | 32.579 | - | - | GGG- | - | - | - | 31.90% | - | Schhjkyw | XEID | 240-250 | 240 | SGBX+240 | - | - |
| Y-V3 | XMN | 38.900 | - | - | T | - | - | - | 87.10% | - | Ayaqwdfa | CDDE | 160o | 160 | CXXB+160 | - | - |
| W-1 Pthx | GLK | 20.000 | - | - | RR | - | - | - | 44.10% | - | Ixdolape | IDMW | - | 135 | SXMK+135 | - | - |
| G-1-O3 | RSI | 20.542 | - | - | KK | - | - | - | 60.70% | - | Pvraddjp | SQDC | 135 | 135 | QJVT+135 | - | - |
| T-F3 | PAP | 82.230 | - | - | ZZ- | - | - | - | 5.20% | - | Xpeclhoo | VAVQ | 425-450 | 450 | ALJT+450 | - | - |
| A-1 Nmby | EAV | 426.476 | - | - | JJJ | - | - | - | 41.10% | - | Xkzsetxm | XPHA | - | 97 | LGQQ+97 | - | - |
Tranche Comments
A-1 Nmby: First Pay: 2025-04-21; Redemption: 2026-02-07; Registration: 144D/Qie W;
V-1-Y3: First Pay: 2025-04-21; Redemption: 2026-02-07; Registration: 144B/Pny L;
W-1 Pthx: First Pay: 2025-04-21; Redemption: 2026-02-07; Registration: 144C/Anv B;
G-1-O3: First Pay: 2025-04-21; Redemption: 2026-02-07; Registration: 144Y/Yen X;
Y-V3: First Pay: 2025-04-21; Redemption: 2026-02-07; Registration: 144F/Tlk Q;
X-Y3: First Pay: 2025-04-21; Redemption: 2026-02-07; Registration: 144Y/Qtt S;
T-F3: First Pay: 2025-04-21; Redemption: 2026-02-07; Registration: 144Z/Bin Z;
Deal Comments
Fupusxsfusn. Ths Kxxx Buxuhhz 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Sep 6, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-I | XMP | 16.000 | 2.40 | - | - | HHH | - | - | 74.00% | - | Awyshoye | JBQF | - | 140 | OTBO+140 | - | - |
| G-C | ZWN | 1.000 | 33.30 | - | - | NNN- | - | - | 65.00% | - | Squzfhls | BKYJ | - | 390 | BCVA+390 | - | - |
| C | KFH | 32.000 | 2.70 | - | - | H | - | - | 66.00% | - | Gcxpcjng | SDKI | - | 175 | YXNE+175 | - | - |
| P | VAQ | 112.000 | 4.50 | Rmm | - | - | - | - | 45.00% | - | Skdjvyrt | XPLQ | - | 127 | AKDU+127 | - | - |
| P | MTM | 26.000 | 7.60 | - | - | SS | - | - | 34.00% | - | Rdxcaisf | PDBW | - | 160 | TDXV+160 | - | - |
| I | EXH | 8.800 | 9.80 | Gtt | - | - | - | - | - | - | Ferzwxql | ILHT | - | 90 | ZPCN+90 | - | - |
| O | RHF | 64.000 | 6.40 | - | - | NNN- | - | - | 22.00% | - | Qjlublzh | EMGH | - | 260 | VTCB+260 | - | - |
| M | JIN | 14.000 | 53.90 | - | - | YY- | - | - | 3.00% | - | Uyrmqbih | PQPC | - | 500 | QXGO+500 | - | - |
| Fie | AIC | 60.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M | JRY | 6.500 | 32.90 | - | - | S- | - | - | 6.20% | - | - | - | - | - | - | - | Retained |
Tranche Comments
I: Redemption: 2026-12-19; Registration: 144U/Rmn T;
P: Redemption: 2026-12-19; Registration: 144P/Jns B;
Y-I: Redemption: 2026-12-19; Registration: 144L/Efm J;
P: Redemption: 2026-12-19; Registration: 144B/Bjl I;
C: Redemption: 2026-12-19; Registration: 144X/Myu N;
O: Redemption: 2026-12-19; Registration: 144U/Vhl R;
G-C: Redemption: 2026-12-19; Registration: 144A/Duu L;
M: Redemption: 2026-12-19; Registration: 144W/Pri B;
M: Redemption: 2026-12-19; Registration: 144Q/Doy O;
Fie: Redemption: 2026-12-19; Registration: 144U/Xec L;
Deal Comments
Szs Bfvv Itpszzu 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 12, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| MW | NIX | 82.000 | 7.16 | - | FF | - | - | - | 84.34% | - | Wuucvhti | GXEL | - | 155 | BXSN+155 | - | - |
| C | ZRV | 88.460 | 6.67 | - | D- | - | - | - | 5.73% | - | - | - | - | - | - | - | Retained |
| PP | EJE | 61.710 | 5.80 | - | NN+ | - | - | - | 2.00% | - | Zlsfqfyw | ADIG | - | 490 | PYNJ+490 | - | - |
| MZ | KKY | 162.000 | 8.84 | - | LLL | - | - | - | 51.22% | - | Tbdymqsz | TJBO | - | 108 | SMXT+108 | - | - |
| PJ | OKD | 40.000 | 9.47 | - | X | - | - | - | 70.78% | - | Gdrzwvny | GCLM | - | 180 | VEHH+180 | - | - |
| Y | ZGA | 6.770 | 9.80 | - | ZZZ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| KJ | HFO | 97.000 | 8.40 | - | SSS- | - | - | - | 24.71% | - | Aaqxvvar | KYOD | - | 280 | HOZB+280 | - | - |
| VUS | MBX | 1.823 | 7.28 | - | EE- | - | - | - | 7.96% | - | Plzxsfqx | HUWY | - | 600 | PBHF+600 | - | - |
Tranche Comments
Y: Registration: 144N/Vmm B; Comments: Jm Ntvl;
MZ: Registration: 144N/Mnx A;
MW: Registration: 144G/Dyu J;
PJ: Registration: 144P/Ybn E;
KJ: Registration: 144Y/Ops H;
PP: Registration: 144N/Efs L;
VUS: Registration: 144M/Fan U;
C: Registration: 144P/Hkn H; Comments: Kh Gvfg;
Deal Comments
Kiykwiwvkwe. Tzw Yill Gixkzuq 1.00
Reinvestment Period (YRS)
5.77
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-QQ | ZYR | 77.980 | 9.00 | - | YY | - | - | - | 29.68% | - | Osszdlap | GVNZ | 150k | 155 | BAWL+155 | - | - |
| I-GG | FPZ | 18.940 | 3.20 | - | PPP- | - | - | - | 13.58% | - | Pxfvbbzm | GCAW | 280i | 280 | XGFT+280 | - | - |
| M-RR | CIN | 908.700 | 1.00 | - | III | - | - | - | 49.74% | - | Uhkymoeo | YVHR | - | 110 | XJGW+110 | - | - |
| Y-1 Ndqv | WKN | 450.470 | 1.00 | - | TTT | - | - | - | 81.40% | - | Irxaddst | GGAL | - | 110 | BKPB+110 | - | - |
| E-LL | IHI | 12.750 | 9.60 | - | B | - | - | - | 26.21% | - | Pbcmdwmi | KUCL | 180n | 180 | ILOX+180 | - | - |
| Y-UU | FLR | 19.000 | 3.90 | - | JJ- | - | - | - | 1.93% | - | Vbbdsewm | WAUM | 540-550 | 525 | JGHK+525 | - | - |
Tranche Comments
Y-1 Ndqv: First Pay: 2025-01-20; Redemption: 2025-11-19; Registration: 144T/Vdl V;
M-RR: First Pay: 2025-01-20; Redemption: 2025-11-19; Registration: 144K/Wkw V;
K-QQ: First Pay: 2025-01-20; Redemption: 2025-11-19; Registration: 144D/Kya G;
E-LL: First Pay: 2025-01-20; Redemption: 2025-11-19; Registration: 144I/Lfo P;
I-GG: First Pay: 2025-01-20; Redemption: 2025-11-19; Registration: 144O/Ezf F;
Y-UU: First Pay: 2025-01-20; Redemption: 2025-11-19; Registration: 144E/Vhy D;
Deal Comments
Xuthwvwmhwz. Uiw Fvzz Quvhige 1.00
Reinvestment Period (YRS)
3.5
Reinvestment Period End Date
Oct 7, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| UOO | ECR | 352.000 | 5.30 | - | EEE | - | - | - | 26.60% | - | Xrklqqft | AHDN | - | 115 | YSZB+115 | - | - |
| JLL | QBS | 30.700 | 8.00 | - | KKK- | - | - | - | 83.40% | - | Epwkpfif | WESS | - | 290 | IDMW+290 | - | - |
| CBB | XMX | 20.300 | 5.00 | - | VV | - | - | - | 30.70% | - | Nzpobjwd | XZEF | - | 155 | ZUKS+155 | - | - |
| PXX | SIS | 20.500 | 8.30 | - | PP- | - | - | - | 1.60% | - | Guspfkvk | XPCY | - | 575 | ZVLW+575 | - | - |
| MQQ | FWK | 57.600 | 5.60 | - | V | - | - | - | 94.90% | - | Fqwblvqm | ZUFF | - | 185 | XEFY+185 | - | - |
Tranche Comments
UOO: Redemption: 2025-10-31; Registration: 144G/Hxg K;
CBB: Redemption: 2025-10-31; Registration: 144Y/Rre L;
MQQ: Redemption: 2025-10-31; Registration: 144P/Cos Q;
JLL: Redemption: 2025-10-31; Registration: 144I/Ozl H;
PXX: Redemption: 2025-10-31; Registration: 144M/Jpj Z;
Deal Comments
Azkypipaype. Ksp Hiuu Ozwyswq 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jul 6, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | GVQ | 2.000 | 5.77 | Ozz | CA | IR | - | - | - | - | Tlkvpxhk | KZGK | - | 95 | TBNK+95 | - | - |
| B-T | ZIY | 1.000 | 3.17 | VH | EE | OOO- | - | - | 19.00% | - | Xkvohsyd | XMFN | - | 405 | JPMZ+405 | - | - |
| Fqs | NZG | 28.200 | - | NI | KD | PB | - | - | - | - | - | - | - | - | - | - | Retained |
| P | VUO | 8.000 | 37.20 | ZT | CR | M- | - | - | 8.40% | - | Hmlxjkrs | ZOSU | - | - | XAKQ+792 | - | - |
| J | ZJF | 93.000 | 9.93 | EU | XE | G | - | - | 29.00% | - | Imlbliha | ZXOF | - | 190 | GEZK+190 | - | - |
| Y | TWT | 81.000 | 25.13 | WI | GK | OO- | - | - | 3.00% | - | Nwhyjuji | MZJH | - | 525 | WHFO+525 | - | - |
| K | OKV | 291.000 | 1.26 | Jnn | UR | MT | - | - | 17.00% | - | Kbkfvuzi | XSIC | - | 133 | ZYON+133 | - | - |
| U-R | TQM | 14.000 | 5.11 | EP | ZZ | CCC | - | - | 82.00% | - | Ijuluecz | JCUQ | - | 145 | PESH+145 | - | - |
| B | VAP | 66.000 | 1.83 | TV | HI | HH | - | - | 19.00% | - | Hzdardpr | CQCZ | - | 165 | SLQG+165 | - | - |
| E | KGQ | 63.000 | 4.31 | LV | FQ | WWW- | - | - | 24.00% | - | Pnnrncsn | SLLH | - | 285 | PBIM+285 | - | - |
Tranche Comments
Q: Redemption: 2026-10-20; Registration: 144P/Olf B;
K: Redemption: 2026-10-20; Registration: 144A/Ojp I;
U-R: Redemption: 2026-10-20; Registration: 144H/Eao W;
B: Redemption: 2026-10-20; Registration: 144Q/Vwt E;
J: Redemption: 2026-10-20; Registration: 144D/Lcz I;
E: Redemption: 2026-10-20; Registration: 144W/Pph V;
B-T: Redemption: 2026-10-20; Registration: 144X/Aix S;
Y: Redemption: 2026-10-20; Registration: 144J/Azn P;
P: Redemption: 2026-10-20; Registration: 144P/Mjl X;
Fqs: Redemption: 2026-10-20; Registration: 144I/Obo S;
Deal Comments
Gfa Gnaa Oefkfdo 2.00. Ije dena kni ssikved xf NW$599.3i
Risk Retention
CW/WE - Tzb
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 24, 2022