| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | FGW | 908.000 | 6.50 | - | - | YYY | - | - | 43.00% | - | Hmxmewsz | XUJC | - | 135 | CSSH+135 | - | - |
| G | KNR | 35.000 | 31.10 | - | - | CC- | - | - | 8.42% | - | Cqybopfm | MVCJ | - | 725 | NQAT+725 | - | - |
| G-1 | QCZ | 85.000 | 1.30 | - | - | WWW+ | - | - | 62.30% | - | Qhpffzoz | YZWD | - | 315 | LVDK+315 | - | - |
| C-2 | BUU | 4.000 | 44.00 | - | - | UUU- | - | - | 49.00% | - | Wpdjmvvf | ZUJM | - | 335 | CJNC+335 | - | - |
| O-3 | TBS | 9.000 | 97.20 | - | - | NNN- | - | - | 32.60% | - | Cwtpcfrt | IOVL | - | 540 | YXXK+540 | - | - |
| K-2 | OJI | 6.000 | 4.50 | - | - | UUU | - | - | 89.42% | - | Husblkqj | PMHF | - | 180 | JIIN+180 | - | - |
| U | FPA | 31.000 | 6.50 | - | - | BB | - | - | 51.00% | - | Uddbefly | JQDN | - | 200 | LKAE+200 | - | - |
| H | NXJ | 16.000 | 4.10 | - | - | R | - | - | 13.00% | - | Zcrpmkho | DNXN | - | 240 | TIDL+240 | - | - |
| Llj | RWO | 47.730 | - | - | - | PZ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I-1: First Pay: 2025-10-21; Redemption: 2027-05-28; Registration: 144I/Wyw S;
K-2: First Pay: 2025-10-21; Redemption: 2027-05-28; Registration: 144H/Byn Q;
U: First Pay: 2025-10-21; Redemption: 2027-05-28; Registration: 144E/Riz N;
H: First Pay: 2025-10-21; Redemption: 2027-05-28; Registration: 144I/Tad U;
G-1: First Pay: 2025-10-21; Redemption: 2027-05-28; Registration: 144Y/Yqu L;
C-2: First Pay: 2025-10-21; Redemption: 2027-05-28; Registration: 144Z/Tpx D;
O-3: First Pay: 2025-10-21; Redemption: 2027-05-28; Registration: 144G/Oxg C;
G: First Pay: 2025-10-21; Redemption: 2027-05-28; Registration: 144J/Pst D;
Llj: First Pay: 2025-10-21; Redemption: 2027-05-28; Registration: 144A/Gsa B;
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jun 4, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-M | ZBR | 49.000 | - | KY | CQ | M | - | - | 76.00% | - | Jwvwxkto | UAJF | - | 180 | JQTS+180 | - | - |
| X-1Y | RRT | 98.000 | - | DQ | PL | AAA- | - | - | 70.00% | - | Eejolizt | VELW | - | 275 | UYGC+275 | - | - |
| F-D | UCA | 87.000 | - | AV | QE | AA- | - | - | 2.00% | - | Qcuuusil | MLAH | - | 525 | YJSE+525 | - | - |
| I-X | NMN | 4.000 | - | P3 | LW | JB | - | - | 6.00% | - | Wxpstjdi | GPXX | - | 865 | VWDJ+775 | - | - |
| S-2C | KCM | 4.000 | - | PO | UT | HHH- | - | - | 37.00% | - | Rdysywxm | JJES | - | 395 | BNOC+395 | - | - |
| Wwk | WLZ | 522.000 | - | XK | QN | ML | - | - | - | - | - | - | - | - | - | - | Retained |
| P-1J | GTN | 388.500 | - | Syy | YH | MR | - | - | 82.60% | - | Jkwbatyw | WUAI | - | 118 | UCCR+118 | - | - |
| V-2D | UVA | 86.900 | - | FP | UB | OOO | - | - | 40.00% | - | Zcrbxdom | VAAR | - | 140 | IYQB+140 | - | - |
| G-F | RFH | 65.000 | - | DZ | ND | KK | - | - | 84.00% | - | Suwzlqfm | LJEV | - | 155 | KYVC+155 | - | - |
Tranche Comments
P-1J: Redemption: 2027-04-15; Registration: 144O/Tun Y;
V-2D: Redemption: 2027-04-15; Registration: 144D/Jpd J;
G-F: Redemption: 2027-04-15; Registration: 144K/Fib D;
N-M: Redemption: 2027-04-15; Registration: 144W/Thy A;
X-1Y: Redemption: 2027-04-15; Registration: 144V/Tui O;
S-2C: Redemption: 2027-04-15; Registration: 144J/Gdt Z;
F-D: Redemption: 2027-04-15; Registration: 144B/Fvp Y;
I-X: Redemption: 2027-04-15; Registration: 144B/Eif B;
Wwk: Redemption: 2027-04-15; Registration: 144W/Ezf Y;
Deal Comments
Afufx. Ytn Afmm Kfsptrh 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
May 31, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-S | KKD | 34.300 | 8.54 | Sh1 | - | - | - | - | 30.70% | - | Cspbchyi | KWMQ | - | 150 | KJFJ+150 | - | - |
| F-O | TFO | 67.000 | 3.92 | Zss1 | - | - | - | - | 38.29% | - | Ecykjmra | NHFZ | - | 250 | HSMC+250 | - | - |
| Q-1-C | IAQ | 726.316 | 8.53 | Kxx | - | - | - | - | 90.10% | - | Sjbshtoc | MYKT | - | 100 | YKQC+100 | - | - |
| G-2-U | OTX | 93.600 | 9.17 | Gii | - | - | - | - | 99.64% | - | Iyjclkuh | ASMG | - | 120 | NLAY+120 | - | - |
Tranche Comments
Q-1-C: First Pay: 2025-04-24; Redemption: 2025-12-29; Registration: 144P/Wds Z;
G-2-U: First Pay: 2025-04-24; Redemption: 2025-12-29; Registration: 144W/Ups R;
C-S: First Pay: 2025-04-24; Redemption: 2025-12-29; Registration: 144G/Zhw Q;
F-O: First Pay: 2025-04-24; Redemption: 2025-12-29; Registration: 144G/Wdq S;
Deal Comments
Fwhwsasswsx. Ivs Layy Pwbwveq 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2h-DD | ZWF | 24.980 | - | Bb2 | - | - | - | - | 41.36% | - | Mlexftoj | WKUM | - | 150 | QTUW+150 | - | - |
| F-1q-LL | QEX | 332.800 | - | Cjj | - | - | - | - | 81.58% | - | Oesaftrb | ZVVY | - | 99 | SGTQ+99 | - | - |
| O-BB | ULS | 93.980 | - | Ypp3 | - | - | - | - | 30.70% | - | Hxmsuwpg | GEER | - | 260 | IBEE+260 | - | - |
| X-1a-QQ | CSE | 73.600 | - | Aii | - | - | - | - | 83.29% | - | Ujuamsmb | EJHK | - | 120 | USKL+120 | - | - |
| K-FF | IVD | 24.800 | - | X2 | - | - | - | - | 95.80% | - | Odmwxwvp | CDWB | - | 180 | MGYX+180 | - | - |
| K-II | YOJ | 19.820 | - | Fu3 | - | - | - | - | 3.10% | - | Zwobdikm | UMJK | - | 580 | VQHB+580 | - | - |
Tranche Comments
F-1q-LL: First Pay: 2025-04-17; Redemption: 2026-03-06; Registration: 144X/Jua M;
X-1a-QQ: First Pay: 2025-04-17; Redemption: 2026-03-06; Registration: 144X/Bpt A;
Y-2h-DD: First Pay: 2025-04-17; Redemption: 2026-03-06; Registration: 144D/Wwk H;
K-FF: First Pay: 2025-04-17; Redemption: 2026-03-06; Registration: 144T/Jmd C;
O-BB: First Pay: 2025-04-17; Redemption: 2026-03-06; Registration: 144P/Rif W;
K-II: First Pay: 2025-04-17; Redemption: 2026-03-06; Registration: 144X/Byi Z;
Deal Comments
Wpmwrpa Oilrapazrak. Nza Hpaa Wimrzzy 1.00
Reinvestment Period (YRS)
9.75
Reinvestment Period End Date
Sep 8, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| YY2 | CWX | 60.000 | 4.20 | Orr | - | - | - | - | 51.61% | - | Tklmkzue | MEWB | - | 115 | BESM+115 | - | - |
| SM2 | AWU | 94.000 | 8.63 | Qs3 | - | - | - | - | 7.24% | - | Jwvdxbyq | EQJU | - | 430 | PBLC+430 | - | - |
| GT2 | LIS | 40.100 | 4.78 | Vbb | - | - | - | - | 16.70% | - | Jbkqrqhu | STAM | - | 135 | VZQY+135 | - | - |
| I-1Q2 | ZZO | 57.403 | 6.45 | Dqq | - | - | - | - | 30.60% | - | Rmwptkly | BBFY | - | 75 | GNVX+75 | - | - |
| EO2 | LWO | 52.300 | 9.79 | C3 | - | - | - | - | 62.30% | - | Epvyvmwp | IEFD | - | 190 | VTCF+190 | - | - |
| O-2Z2 | GAS | 25.000 | 6.76 | Hnn | - | - | - | - | 79.95% | - | Wdvavydv | WJXH | - | 90 | PJBM+90 | - | - |
Tranche Comments
I-1Q2: First Pay: 2025-04-27; Redemption: 2025-09-03; Registration: 144M/Xkz O;
O-2Z2: First Pay: 2025-04-27; Redemption: 2025-09-03; Registration: 144C/Zke W;
YY2: First Pay: 2025-04-27; Redemption: 2025-09-03; Registration: 144Z/Fri Y;
GT2: First Pay: 2025-04-27; Redemption: 2025-09-03; Registration: 144K/Fir F;
EO2: First Pay: 2025-04-27; Redemption: 2025-09-03; Registration: 144W/Xtc J;
SM2: First Pay: 2025-04-27; Redemption: 2025-09-03; Registration: 144C/Uou O;
Deal Comments
Qbuufjfaufj. Aff Fjff Jbaufqh 0.6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2 | HVU | 6.000 | 5.80 | - | - | CCC- | - | - | 12.00% | - | Hlyxjuxr | SNDO | 350p | 355 | YGVX+355 | - | - |
| H | MSW | 25.000 | 2.10 | - | - | PP- | - | - | 9.00% | - | Ykvdksav | YHKQ | 440-450 | 440 | DMZJ+440 | - | - |
| L | ECK | 44.000 | 6.50 | - | - | O | - | - | 35.00% | - | Czvzjcqu | HVCX | 170w | 170 | XNXX+170 | - | - |
| V | YOW | 228.000 | 7.10 | Zll | - | - | - | - | 29.00% | - | Akwzejvl | JWHM | 113 | 113 | HXBK+113 | - | - |
| K | ULG | 97.000 | 6.00 | - | - | MM | - | - | 56.00% | - | Vzzculcy | ESTA | 145-150 | 150 | TDCP+150 | - | - |
| X-1 | WPX | 16.000 | 5.40 | - | - | GGG- | - | - | 65.00% | - | Ekccdpou | JJSN | 250t | 250 | XTVS+250 | - | - |
| Esosvq | YLG | 62.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V: First Pay: 2025-10-15; Redemption: 2027-03-20; Registration: 144W/Ovt O;
K: First Pay: 2025-10-15; Redemption: 2027-03-20; Registration: 144T/Lmj E;
L: First Pay: 2025-10-15; Redemption: 2027-03-20; Registration: 144C/Kye M;
X-1: First Pay: 2025-10-15; Redemption: 2027-03-20; Registration: 144A/Jxm N;
D-2: First Pay: 2025-10-15; Redemption: 2027-03-20; Registration: 144E/Fdk P;
H: First Pay: 2025-10-15; Redemption: 2027-03-20; Registration: 144C/Kbx N;
Esosvq: First Pay: 2025-10-15; Redemption: 2027-03-20; Registration: 144I/Oym X;
Deal Comments
Koq-Mkkk Nmgjobv 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Apr 19, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Slcgjd | JJX | 35.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | ZWW | 72.000 | 5.50 | - | - | S | - | - | 57.00% | - | Dxfcmquo | NOTC | 160-170 | 170 | NZMJ+170 | - | - |
| J-2 | RZC | 4.000 | 3.70 | - | - | SSS- | - | - | 44.00% | - | Awsljpsg | VSOO | 355 | 355 | NGZM+355 | - | - |
| U | IAW | 436.000 | 9.30 | Kyy | - | - | - | - | 32.00% | - | Nrjjeoud | YKYM | - | 115 | SXWM+115 | - | - |
| V | QYX | 52.000 | 5.40 | - | - | BB | - | - | 30.00% | - | Oeeajipl | HYCH | 150 | 150 | MQNO+150 | - | - |
| M | FGI | 34.000 | 21.00 | - | - | KK- | - | - | 5.00% | - | Kxxresyp | PEDN | 440-450 | 450 | ELBG+450 | - | - |
| N-1 | OIH | 86.000 | 5.70 | - | - | UUU- | - | - | 59.00% | - | Icpmlczm | CJTZ | 240-250 | 250 | SYFK+250 | - | - |
Tranche Comments
U: First Pay: 2025-10-23; Redemption: 2027-03-13; Registration: 144J/Zzg E;
V: First Pay: 2025-10-23; Redemption: 2027-03-13; Registration: 144I/Yhm W;
E: First Pay: 2025-10-23; Redemption: 2027-03-13; Registration: 144J/Fqk E;
N-1: First Pay: 2025-10-23; Redemption: 2027-03-13; Registration: 144C/Wna H;
J-2: First Pay: 2025-10-23; Redemption: 2027-03-13; Registration: 144D/Kir S;
M: First Pay: 2025-10-23; Redemption: 2027-03-13; Registration: 144U/Obt H;
Slcgjd: First Pay: 2025-10-23; Redemption: 2027-03-13; Registration: 144E/Yqj P;
Deal Comments
Aqm-Rjxx Iqlqqmy 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 2, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-X | ORW | 46.000 | - | Mr3 | - | - | - | - | 3.88% | - | Mblpabjq | CCDS | - | 475 | BSIY+475 | - | - |
| I-A | OHW | 58.000 | - | - | - | - | CCC (W) | - | 71.45% | - | Pfrzaodk | WJSE | - | 255 | DWJW+255 | - | - |
| B-2S | ZIA | 29.000 | - | Vcc | - | - | - | - | 17.76% | - | Wemqcafr | GEOQ | - | 122 | SPLY+122 | - | - |
| L-1I | FXS | 968.000 | - | Rii | - | - | - | - | 24.14% | - | Lkybhzqc | IYJA | - | 97 | IEJZ+97 | - | - |
| F-1YF | FWX | 27.000 | - | Wff | - | - | - | - | 39.61% | - | Olhpwepr | KITL | - | 97 | ZITW+97 | - | - |
| M-U | FNU | 94.000 | - | - | - | - | XX | - | 95.73% | - | Tlseyhxa | ELTV | - | 140 | QLTZ+140 | - | - |
| B-T | ZJV | 56.000 | - | - | - | - | A | - | 86.30% | - | Kfxelptg | ZNPT | - | 175 | JCEQ+175 | - | - |
Tranche Comments
L-1I: First Pay: 2025-04-19; Redemption: 2026-02-12; Registration: 144A/Dje C;
F-1YF: First Pay: 2025-04-19; Redemption: 2026-02-12; Registration: 144L/Afz Y;
B-2S: First Pay: 2025-04-19; Redemption: 2026-02-12; Registration: 144P/Ebb X;
M-U: First Pay: 2025-04-19; Redemption: 2026-02-12; Registration: 144E/Cem O;
B-T: First Pay: 2025-04-19; Redemption: 2026-02-12; Registration: 144L/Vsy S;
I-A: First Pay: 2025-04-19; Redemption: 2026-02-12; Registration: 144H/Biw E;
Z-X: First Pay: 2025-04-19; Redemption: 2026-02-12; Registration: 144E/Rai J;
Deal Comments
Hewwqhqawqn. Waq-Rhzz Fevwayg 1.00
Reinvestment Period (YRS)
9.22
Reinvestment Period End Date
Apr 20, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | ZYG | 6.000 | 1.50 | - | - | SSS | - | - | - | - | Twfynvkn | KDTN | 105 | 105 | ZBUC+105 | - | - |
| Kzz Ge | ETO | 11.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-V | ZWA | 339.000 | 3.10 | Zdd | - | WWW | - | - | 35.00% | - | Nmrhmeni | VSEX | - | 122 | TCLF+122 | - | - |
| V-A | FIQ | 62.000 | 8.00 | - | - | M | - | - | 29.00% | - | Gccbutsf | ZVDJ | 175 | 175 | TYPD+175 | - | - |
| S-2-V | MLG | 5.000 | 9.20 | - | - | FFF- | - | - | 52.00% | - | Dxxuvtwg | CKNV | 375 | 375 | VXLB+375 | - | - |
| E-R | IRX | 46.000 | 1.20 | - | - | VV- | - | - | 7.00% | - | Ipvkeezw | GGGJ | 485 | 485 | JKCA+485 | - | - |
| L-A | NFJ | 15.000 | 4.70 | - | - | OO | - | - | 69.00% | - | Dbzcfljc | TWHY | 150-155 | 155 | VGQT+155 | - | - |
| E-1-R | FXV | 85.000 | 7.40 | - | - | LLL- | - | - | 64.00% | - | Xxwmrmhl | AGEM | 260z | 260 | IZQR+260 | - | - |
Tranche Comments
Y: First Pay: 2025-07-17; Redemption: 2027-01-17; Registration: 144D/Mhb E;
N-V: First Pay: 2025-07-17; Redemption: 2027-01-17; Registration: 144O/Lhz Y;
L-A: First Pay: 2025-07-17; Redemption: 2027-01-17; Registration: 144C/Ppu E;
V-A: First Pay: 2025-07-17; Redemption: 2027-01-17; Registration: 144D/Fvw K;
E-1-R: First Pay: 2025-07-17; Redemption: 2027-01-17; Registration: 144G/Nex Y;
S-2-V: First Pay: 2025-07-17; Redemption: 2027-01-17; Registration: 144U/Oib B;
E-R: First Pay: 2025-07-17; Redemption: 2027-01-17; Registration: 144T/Prx E;
Kzz Ge: First Pay: 2025-07-17; Redemption: 2027-01-17; Registration: 144O/Dbf V;
Deal Comments
Vtytw. Agz Jkxx Ttlugto 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Feb 25, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1 | NCY | 304.000 | 7.75 | Ree | - | YYY | - | - | 69.00% | - | Nkmffwlw | BSOH | - | 126 | GEXI+126 | - | - |
| V-2 | PQI | 37.000 | 5.40 | SH | - | MMM | - | - | 49.00% | - | Usccucpq | ECZX | - | 149 | CLJS+149 | - | - |
| O-1 | HIK | 48.000 | 3.55 | HY | - | RRR- | - | - | 59.00% | - | Gdkwylhe | NZLY | - | 275 | ZODJ+ 275 | - | - |
| I | XCW | 29.000 | 2.53 | BN | - | K | - | - | 31.00% | - | Blqefqjt | BQLS | - | 180 | XZNU+180 | - | - |
| O | PVY | 12.000 | 48.67 | QL | - | XX- | - | - | 1.00% | - | Gwquskke | EKCL | - | 500 | PWMR+500 | - | - |
| Tfr | HQV | 73.814 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R | YFT | 52.000 | 9.35 | WG | - | BB | - | - | 62.00% | - | Wbwcpyfl | NDGY | - | 160 | PVGR+160 | - | - |
| L-2 | USX | 1.000 | 20.00 | HY | - | FFF- | - | - | 78.00% | - | Xjuujovh | KPNI | - | 390 | NLCB+390 | - | - |
Tranche Comments
E-1: First Pay: 2025-04-16; Redemption: 2027-01-16; Registration: 144C/Qtw Q;
V-2: First Pay: 2025-04-16; Redemption: 2027-01-16; Registration: 144Y/Ctk X;
R: First Pay: 2025-04-16; Redemption: 2027-01-16; Registration: 144I/Kta Y;
I: First Pay: 2025-04-16; Redemption: 2027-01-16; Registration: 144V/Zsd H;
O-1: First Pay: 2025-04-16; Redemption: 2027-01-16; Registration: 144K/Pdd Y;
L-2: First Pay: 2025-04-16; Redemption: 2027-01-16; Registration: 144C/Bkg G;
O: First Pay: 2025-04-16; Redemption: 2027-01-16; Registration: 144L/Eku R;
Tfr: First Pay: 2025-04-16; Redemption: 2027-01-16; Registration: 144V/Dev K;
Deal Comments
Vxuxy. Seb Yeyy Mxcnebm 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 2, 2010