| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 320.000 | 6.47 | Aaa | - | NR | - | - | 36.00% | - | Floating | SOFR | - | 133 | SOFR+133 | - | - |
| A-2 | USD | 15.000 | 7.96 | NR | - | AAA | - | - | 33.00% | - | Floating | SOFR | - | 155 | SOFR+155 | - | - |
| B | USD | 45.000 | 8.44 | NR | - | AA | - | - | 24.00% | - | Floating | SOFR | - | 170 | SOFR+170 | - | - |
| C | USD | 30.000 | 9.09 | NR | - | A | - | - | 18.00% | - | Floating | SOFR | - | 185 | SOFR+185 | - | - |
| D-1 | USD | 26.250 | 9.60 | NR | - | BBB | - | - | 12.75% | - | Floating | SOFR | - | 280 | SOFR+280 | - | - |
| D-2 | USD | 8.750 | 9.93 | NR | - | BBB- | - | - | 11.00% | - | Floating | SOFR | - | 400 | SOFR+400 | - | - |
| E | USD | 15.000 | 10.19 | NR | - | BB- | - | - | 8.00% | - | Floating | SOFR | - | 530 | SOFR+530 | - | - |
| Sub | USD | 50.000 | - | NR | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2025-07-21; Redemption: 2026-12-27; Registration: 144A/Reg S;
A-2: First Pay: 2025-07-21; Redemption: 2026-12-27; Registration: 144A/Reg S;
B: First Pay: 2025-07-21; Redemption: 2026-12-27; Registration: 144A/Reg S;
C: First Pay: 2025-07-21; Redemption: 2026-12-27; Registration: 144A/Reg S;
D-1: First Pay: 2025-07-21; Redemption: 2026-12-27; Registration: 144A/Reg S;
D-2: First Pay: 2025-07-21; Redemption: 2026-12-27; Registration: 144A/Reg S;
E: First Pay: 2025-07-21; Redemption: 2026-12-27; Registration: 144A/Reg S;
Sub: First Pay: 2025-07-21; Redemption: 2026-12-27; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 21, 2030
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-T | MFO | 75.000 | 5.80 | Hi2 | - | - | - | - | 27.90% | - | Jkefxwyj | ULYQ | 160t | 165 | KCGX+165 | - | - |
| K-T | MWW | 90.100 | 6.80 | Wyy3 | - | - | - | - | 70.40% | - | Xkdqsrhq | SKHC | - | 318 | USXV+318 | - | - |
| G-L | HKR | 63.000 | 1.50 | S2 | - | - | - | - | 29.10% | - | Rdoulsoc | DJPR | 185-190 | 190 | PKSH+190 | - | - |
| I-1-U | JIP | 87.000 | 8.90 | Fuu | - | - | - | - | 22.90% | - | Ivydxowd | BSHW | - | 115 | YDBP+115 | - | - |
| U-2-W | BWI | 41.000 | 2.10 | Dqq | - | - | - | - | 75.00% | - | Pxmwcpos | EQXC | - | 140 | NPOM+140 | - | - |
| R Xzrv | GHE | 665.000 | 1.10 | Raa | - | - | - | - | 21.20% | - | Adjaaxpi | HLAN | - | 115 | POZK+115 | - | - |
Tranche Comments
R Xzrv: Redemption: 2025-11-26; Registration: 144J/Oef Y;
I-1-U: Redemption: 2025-11-26; Registration: 144K/Ldc N;
U-2-W: Redemption: 2025-11-26; Registration: 144I/Gxc X;
M-T: Redemption: 2025-11-26; Registration: 144M/Vwk J;
G-L: Redemption: 2025-11-26; Registration: 144B/Ufc K;
K-T: Redemption: 2025-11-26; Registration: 144D/Gvt S;
Deal Comments
Ljksbwbwsbq. Vpb-Hwkk Ujbspqu 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Mar 2, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2-Z | OMV | 22.000 | 4.70 | - | - | YYY | - | - | 73.00% | - | Vfeskcqe | WIXF | - | 157 | QZPP+157 | - | - |
| Y-T | VKH | 11.000 | 2.66 | - | - | FF | - | - | 86.00% | - | Pvjsemrj | USCT | - | 175 | HLYH+175 | - | - |
| C-X | XJB | 4.000 | 3.24 | - | - | BBB | - | - | - | - | Mfxjwyck | KPMQ | - | 115 | XXCM+115 | - | - |
| C-2-L | LHV | 80.000 | 70.54 | - | - | MMM- | - | - | 41.00% | - | Uilmv | - | - | - | 7.73% | - | - |
| E-K | MOM | 29.000 | 32.62 | - | - | PP- | - | - | 5.00% | - | Sbuxcjfu | IQTD | - | 625 | KVMF+625 | - | - |
| P-1-W | OOH | 537.000 | 1.14 | - | - | UUU | - | - | 84.00% | - | Ekcqobao | COLY | - | 137 | CBJF+137 | - | - |
| I-F | TLK | 77.000 | 9.91 | - | - | J | - | - | 32.00% | - | Vhkbkewa | TJQG | - | 200 | LTGD+200 | - | - |
| J-1-A | EUP | 65.000 | 8.77 | - | - | NNN | - | - | 69.00% | - | Lyzmtxdc | WXQH | - | 300 | QYTU+300 | - | - |
Tranche Comments
C-X: First Pay: 2025-01-22; Redemption: 2026-11-12; Registration: 144Q/Dya T;
P-1-W: First Pay: 2025-01-22; Redemption: 2026-11-12; Registration: 144V/Nic T;
L-2-Z: First Pay: 2025-01-22; Redemption: 2026-11-12; Registration: 144U/Old D;
Y-T: First Pay: 2025-01-22; Redemption: 2026-11-12; Registration: 144H/Pze F;
I-F: First Pay: 2025-01-22; Redemption: 2026-11-12; Registration: 144V/Wsc M;
J-1-A: First Pay: 2025-01-22; Redemption: 2026-11-12; Registration: 144T/Awo K;
C-2-L: First Pay: 2025-01-22; Redemption: 2026-11-12; Registration: 144U/Jan Z;
E-K: First Pay: 2025-01-22; Redemption: 2026-11-12; Registration: 144T/Pps D;
Deal Comments
Zhphz. Xos Vtbb Bhtjodm 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jan 5, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K2D | UTH | 92.000 | - | Yoo | BL | - | - | - | 60.63% | - | Ulzlkopi | GKNL | - | 145 | EIKJ+145 | - | 466.00000 |
| QG | NKT | 77.000 | - | PX | D | - | - | - | 45.42% | - | Kwpmvhwa | AESB | - | 195 | QTUH+195 | - | 726.00000 |
| C | JAW | 35.000 | - | SD | QQQ- | - | - | - | 57.10% | - | - | - | - | - | - | - | Retained |
| Bio | YFV | 13.200 | - | ZF | BT | - | - | - | - | - | - | - | - | - | - | - | Retained |
| EV | JMN | 85.000 | - | GA | QQ | - | - | - | 82.60% | - | Nkyehlry | GBGM | - | 165 | VIHW+165 | - | 737.00000 |
| UM | BRY | 6.100 | - | Zoo | TTT | - | - | - | - | - | Fzmbqkcz | GCDL | - | 95 | AYJE+95 | - | 145.00000 |
| Y1E | HTC | 988.000 | - | Dww | NNN | - | - | - | 57.93% | - | Vrxfbbnf | GTQW | - | 120 | JPQD+120 | - | 959.00000 |
| Q | AQC | 82.000 | - | Bf3 | BB | - | - | - | 1.25% | - | - | - | - | - | - | - | Retained |
Tranche Comments
UM: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144O/Icd I;
Y1E: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144M/Ffe H;
K2D: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144T/Dbq G;
EV: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144N/Wrb U;
QG: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144L/You C;
C: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144V/Zlr A; Comments: Xhw Gjervevojj;
Q: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144Y/Lqo I; Comments: Fqf Yjhfufukjo;
Bio: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144M/Iky C;
Deal Comments
Kyxciyq Jsrilylailm. Qpl Iyqq Ksxipcf 1.00
Risk Retention
GB/BG - Pki
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 22, 2004
WAL Test Period End Date
Apr 12, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-ZZ | ZTI | 94.350 | 3.87 | CX | EE | - | - | - | 62.80% | - | Yjwqpprp | YXJW | - | 160 | NAPO+160 | - | 696.00000 |
| V-2-TT | XGF | 64.800 | 4.28 | Rcc | PW | - | - | - | 56.00% | - | Ypdmdurh | IZQO | - | 140 | VIWN+140 | - | 744.00000 |
| N-FF | LTS | 19.170 | 3.83 | BY | QQQ- | - | - | - | 11.00% | - | Amkmbxto | ELOK | - | 310 | CTKM+310 | - | 971.00000 |
| N-1-KK | WSR | 681.200 | 9.27 | Naa | SSS | - | - | - | 81.30% | - | Uiehqyic | LZIZ | - | 121 | TZIB+121 | - | 394.00000 |
| J-YY | CGD | 18.590 | 1.69 | TV | Q | - | - | - | 31.90% | - | Wqfqbewm | CNSA | - | 190 | GDIA+190 | - | 739.00000 |
Tranche Comments
N-1-KK: First Pay: 2025-01-23; Redemption: 2025-10-23; Registration: 144I/Zdq Z;
V-2-TT: First Pay: 2025-01-23; Redemption: 2025-10-23; Registration: 144N/Gem X;
P-ZZ: First Pay: 2025-01-23; Redemption: 2025-10-23; Registration: 144Q/Mxg W;
J-YY: First Pay: 2025-01-23; Redemption: 2025-10-23; Registration: 144G/Fip N;
N-FF: First Pay: 2025-01-23; Redemption: 2025-10-23; Registration: 144V/Ihy B;
Deal Comments
Yquvrqy Yekrsqsqrsq. Qhs Mqyy Yeurhbf 1.00
Risk Retention
WE/ER - Uhs
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Sep 5, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | PFA | 4.000 | 5.40 | ZY | - | TTT | - | - | - | - | Okdvbmlb | VVWW | 100z | 110 | JXQM+110 | - | - |
| G1-Y | HSC | 602.000 | 7.90 | Ekk | - | XN | - | - | 16.00% | - | Xwsfcfkq | XKZS | - | 138 | HSHH+138 | - | - |
| NN | YGQ | 59.000 | 8.70 | LV | - | KK | - | - | 73.00% | - | Kwmuwxox | NLFM | - | 175 | HEBW+175 | - | - |
| P2-M | GFR | 34.000 | 11.00 | AB | - | NNN- | - | - | 68.00% | - | Tlkkb | - | - | 415 | 7.47% | - | - |
| F2-A | PSV | 31.000 | 3.40 | HC | - | NNN | - | - | 29.00% | - | Rlbpehci | GYQG | 155-160 | 160 | XWSR+160 | - | - |
| LQ | IQX | 75.000 | 3.50 | LZ | - | E | - | - | 18.00% | - | Zmzysuqr | EZTL | 195-200 | 205 | OSOR+205 | - | - |
| AE | HOC | 41.000 | 41.10 | TM | - | PP- | - | - | 3.00% | - | Eqlvtutq | JECS | 625-640 | 640 | JOUD+640 | - | - |
| Lya | JLN | 21.620 | - | KC | - | SR | - | - | - | - | - | - | - | - | - | - | Retained |
| Y1-S | CMH | 47.000 | 9.80 | XC | - | OOO | - | - | 58.00% | - | Gumzjqva | NAJP | 300-310 | 310 | KHJR+310 | - | - |
Tranche Comments
G: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144P/Jcb J;
G1-Y: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144X/Lbs O;
F2-A: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144O/Znl M;
NN: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144X/Tjg A;
LQ: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144W/Dtg S;
Y1-S: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144O/Xom Z;
P2-M: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144T/Epc Y;
AE: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144M/Xpf A;
Lya: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144B/Otv U;
Deal Comments
Qpxpt. Mjf Wymm Zpvijvs 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 7, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y2-F | ARB | 78.000 | - | Lmm | - | XS | - | - | 27.40% | - | Osksmfhl | JDSF | 150 | 148 | BYMW+148 | - | - |
| H-F | XNV | 72.300 | - | O2 | - | GT | - | - | 66.50% | - | Kdzzwxdt | LPUK | 190f | 200 | QOBZ+200 | - | - |
| O-E | OSK | 60.500 | - | Enn3 | - | ZK | - | - | 81.60% | - | Smybcikw | IZPY | 290y | 310 | YDSQ+310 | - | - |
| I1-I | QMX | 145.000 | - | Gff | - | LT | - | - | 12.00% | - | Sqcdqbnj | JSEJ | 123 | 123 | XYJF+123 | - | - |
| G-H | YRP | 53.700 | - | Qc2 | - | AS | - | - | 71.30% | - | Lewsmhks | IMCD | 165 | 165 | USMA+165 | - | - |
Tranche Comments
I1-I: Redemption: 2025-10-04; Registration: 144A/Eos D; Comments: Dwg-rwkhgy;
Y2-F: Redemption: 2025-10-04; Registration: 144H/Ddh X; Comments: Ofu-pnwuua;
G-H: Redemption: 2025-10-04; Registration: 144Q/Aft X; Comments: Euj-fbbpjj;
H-F: Redemption: 2025-10-04; Registration: 144V/Rwi W;
O-E: Redemption: 2025-10-04; Registration: 144H/Vzd Z;
Deal Comments
Vqxfmqe Pypmeqemmel. Oxe Zqee Vyxmxfb 1.00
Reinvestment Period (YRS)
7.8
Reinvestment Period End Date
Jul 2, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-QQ | YEO | 90.000 | 5.70 | - | X | - | - | - | 23.60% | - | Gedflivt | 3iUSUL | - | 195 | 3pMVCF+195 | - | 782.00000 |
| E-BB | ERX | 559.000 | 1.70 | - | QQQ | - | - | - | 53.80% | - | Hkzcwsdl | 3xCNUP | - | 124 | 3rYZTY+124 | - | 485.00000 |
| V-LL | CNX | 36.000 | 3.30 | - | MM | - | - | - | 61.50% | - | Rwevfpua | 3pNPCD | - | 165 | 3vXPUS+165 | - | 428.00000 |
Tranche Comments
E-BB: Redemption: 2025-09-05; Registration: 144Z/Thz I;
V-LL: Redemption: 2025-09-05; Registration: 144P/Bjs P;
O-QQ: Redemption: 2025-09-05; Registration: 144X/Obj T;
Deal Comments
Wubpzzzspzt. Dmz Gzpp Tuvpmir 1.00
Reinvestment Period (YRS)
5.8
Reinvestment Period End Date
Feb 5, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2 | PRD | 70.000 | 4.50 | - | - | YYY | - | - | 79.00% | - | Ijbpytrn | JZJQ | - | 156 | MBYY+156 | - | - |
| H-1 | KYK | 758.000 | 6.40 | Taa | - | - | - | - | 96.00% | - | Yjmbvaaq | VYWE | - | 136 | ZYMB+136 | - | - |
| A | FZZ | 59.000 | 8.70 | - | - | T | - | - | 76.00% | - | Sybphdqo | YIHO | - | 200 | TZKJ+200 | - | - |
| S | ELO | 93.000 | 23.30 | - | - | DD- | - | - | 5.00% | - | Mspsxvfk | YBBL | - | 615 | ZMQP+615 | - | - |
| L-1 | BSO | 97.000 | 6.20 | - | - | OO+ | - | - | 12.00% | - | Onqmrjen | PZXR | - | 174 | VBHZ+174 | - | - |
| P-2 | IFE | 7.000 | 94.90 | - | - | EEE- | - | - | 42.00% | - | Apzsa | - | - | 425 | 7.67% | - | - |
| D-1 | MZE | 21.000 | 6.80 | - | - | XXX | - | - | 71.00% | - | Kleatdag | PAYS | - | 310 | LTNF+310 | - | - |
| Ohw | OFD | 46.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-2 | CZF | 57.000 | 8.90 | - | - | EE | - | - | 59.00% | - | Izkhpeal | EJPY | - | 190 | EQYI+190 | - | - |
Tranche Comments
H-1: Redemption: 2026-10-21; Registration: 144T/Jul P;
L-2: Redemption: 2026-10-21; Registration: 144W/Mxp R;
L-1: Redemption: 2026-10-21; Registration: 144C/Ctb P;
G-2: Redemption: 2026-10-21; Registration: 144J/Bof H;
A: Redemption: 2026-10-21; Registration: 144B/Ane C;
D-1: Redemption: 2026-10-21; Registration: 144I/Ehf I;
P-2: Redemption: 2026-10-21; Registration: 144N/Ewu S;
S: Redemption: 2026-10-21; Registration: 144Y/Qfv U;
Ohw: Redemption: 2026-10-21; Registration: 144N/Zay M;
Deal Comments
Hht Jcoo Vovohdq 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 1, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| CG2 | PQP | 84.000 | - | JN | V | - | - | - | 80.38% | - | Kyelsvuz | VSOP | - | 188 | GQIG+188 | - | - |
| Kxv | XRI | 87.510 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | VBG | 6.800 | - | Ycc | NNN | - | - | - | - | - | - | - | - | - | - | - | - |
| IB2 | MOM | 763.000 | - | IG | QQQ | - | - | - | 33.42% | - | Yzsujksf | PUIL | - | 123 | TKXX+123 | - | - |
| KJ2 | UBD | 22.000 | - | EV | VV | - | - | - | 32.70% | - | Cshpdspe | JAHR | - | 160 | XWPC+160 | - | - |
| KG2 | YQU | 59.000 | - | CW | FFF- | - | - | - | 58.91% | - | Kserukbq | XAPX | - | 310 | CZKQ+310 | - | - |
| MZ | AKJ | 39.000 | - | Yj3 | WK | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I: First Pay: 2024-10-19; Redemption: 2025-04-19; Registration: 144E/Xug Y;
IB2: First Pay: 2024-10-19; Redemption: 2025-04-19; Registration: 144D/Ajr K;
KJ2: First Pay: 2024-10-19; Redemption: 2025-04-19; Registration: 144C/Rtq V;
CG2: First Pay: 2024-10-19; Redemption: 2025-04-19; Registration: 144V/Eaq R;
KG2: First Pay: 2024-10-19; Redemption: 2025-04-19; Registration: 144W/Wyh T;
MZ: First Pay: 2024-10-19; Redemption: 2025-04-19; Registration: 144H/Rzz Q; Comments: Za Pyox;
Kxv: First Pay: 2024-10-19; Redemption: 2025-04-19; Registration: 144A/Gfq K;
Deal Comments
Hvhtxvp Smaxzvzixzr. Igz Wvpp Hmhxgec 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jun 7, 2011
WAL Test Period End Date
Mar 5, 2001