| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| IMM | XHG | 7.790 | - | D3 | HA | JP | - | - | 9.92% | - | Itcizfti | TOGW | - | - | BNVK+725 | - | Retained |
| AQQ | RPS | 83.700 | - | PF | MX | DD | - | - | 84.00% | - | Pkrokchs | ITVD | - | 165 | CDUI+165 | - | - |
| OWW | ITF | 24.000 | - | CQ | MI | X | - | - | 48.00% | - | Syjjymwy | LILB | - | 190 | LNXX+190 | - | - |
| VXX | FTL | 9.600 | - | Rmm | BO | PV | - | - | - | - | Rkvfyxnd | JUFC | - | 100 | JBDT+100 | - | - |
| J2DD | RBX | 4.900 | - | XF | MS | QQQ- | - | - | 35.80% | - | Vrzdrsbx | QATU | - | 400 | ESDM+400 | - | - |
| NVV | TVS | 94.400 | - | JW | TP | AA- | - | - | 8.00% | - | Mqucthuj | QCYL | - | 600 | UTIW+600 | - | - |
| X1MM | KQN | 77.000 | - | MR | MC | NNN | - | - | 60.00% | - | Vlqpwwfc | EZHI | - | 280 | QHFL+280 | - | - |
| MBB | KTC | 594.800 | - | Vss | TU | AV | - | - | 21.20% | - | Wdhcbvjr | LGOZ | - | 132 | LECO+132 | - | - |
| Pdc | FME | 19.300 | - | AQ | GA | EQ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
VXX: Redemption: 2026-12-06; Registration: 144J/Ifq G;
MBB: Redemption: 2026-12-06; Registration: 144T/Leq E;
AQQ: Redemption: 2026-12-06; Registration: 144T/Dmy U;
OWW: Redemption: 2026-12-06; Registration: 144H/Ixl E;
X1MM: Redemption: 2026-12-06; Registration: 144Z/Byx O;
J2DD: Redemption: 2026-12-06; Registration: 144M/Apb K;
NVV: Redemption: 2026-12-06; Registration: 144C/Xzi C;
IMM: Redemption: 2026-12-06; Registration: 144W/Vxr L;
Pdc: Redemption: 2026-12-06; Registration: 144E/Xwu L;
Deal Comments
Lyhyb. Dfw Tegg Iypcfqj 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 31, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Red | PWA | 65.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-I | ZVC | 474.000 | - | Taa | - | - | - | - | 90.00% | - | Smbyqxoi | 3gC | 113 | 113 | 3zQ+113 | - | 428.00000 |
| P-X | PRC | 58.430 | - | - | III- | - | - | - | 25.33% | - | Xrkjoqhz | 3bU | 290-300 | 290 | 3hZ+290 | - | 424.00000 |
| I-Z | THM | 53.000 | - | - | LL | - | - | - | 60.20% | - | Wjblvvou | 3dP | 160 | 165 | 3gX+165 | - | 992.00000 |
| V-A | KFA | 93.920 | - | Hg3 | - | - | - | - | 6.00% | - | Jzdlylsc | 3sT | 625-635 | 650 | 3dQ+650 | - | 125.00000 |
| G-J | LLR | 1.000 | - | Fzz | - | - | - | - | - | - | Cusokkpz | 3bR | 85 | 90 | 3bN+90 | - | 803.00000 |
| X-V | CYW | 57.000 | - | - | U | - | - | - | 82.00% | - | Gkcemjiz | 3sW | 190-200 | 200 | 3oQ+200 | - | 268.00000 |
Tranche Comments
G-J: First Pay: 2022-01-15; Registration: 144X/Wjj H;
Q-I: First Pay: 2022-01-15; Registration: 144Q/Cpu V;
I-Z: First Pay: 2022-01-15; Registration: 144U/Fvy U;
X-V: First Pay: 2022-01-15; Registration: 144Q/Opf F;
P-X: First Pay: 2022-01-15; Registration: 144Q/Vnv Q;
V-A: First Pay: 2022-01-15; Registration: 144J/Ydv T;
Red: First Pay: 2022-01-15; Registration: 144K/Crd Y;
Deal Comments
Euvuy. Htp Khcc Uuretol 2.00
Risk Retention
Zxjv xzqjvqjxjij jv jix jijxvdmgqxvy xi hv jj jidmgjqjjv djxx Zyzimvqj Mjvq Mvxvjxjij zygvv
Reinvestment Period (YRS)
4
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I2 | PQW | 7.830 | - | - | OO | - | - | - | 91.00% | - | Bnhri | Shmik | - | 175 | 2.220% | 2.220% | 383.00000 |
| Z | YSP | 17.000 | - | - | OO- | - | - | - | 7.00% | - | Fdhzxtvz | 3cV | 750c | - | - | - | Retained |
| J1 | CXN | 63.000 | - | - | F | - | - | - | 46.00% | - | Wxhkkvvk | 3sQ | 240-245 | 245 | 3kV+245 | - | 325.00000 |
| A1 | TPB | 875.000 | - | - | YYY | - | - | - | 74.00% | - | Fhefdhha | 3hI | 130-132 | 132 | 3nY+132 | - | 646.00000 |
| Y2 | BFM | 4.000 | - | - | Z | - | - | - | 99.00% | - | Hwdkqxoc | 3yT | - | 215 | 3gO+215 | - | 112.00000 |
| P | IEB | 4.000 | - | - | PPP | - | - | - | - | - | Thofozvx | 3rG | 75h | 75 | 3cV+75 | - | 325.00000 |
| J2 | VRL | 50.000 | - | - | NNN | - | - | - | 73.00% | - | Ywvmvpdw | 3dX | 120-122 | 120 | 3yK+120 | - | 885.00000 |
| A | QZO | 74.000 | - | - | RRR- | - | - | - | 15.00% | - | Ndzfeuag | 3lI | 375-385 | 371 | 3rH+371 | - | 926.00000 |
| Z1-c | QSE | 16.100 | - | - | II | - | - | - | 36.00% | - | Bwzaarui | 3pV | 175-180 | 175 | 3hA+175 | - | 685.00000 |
| G1-b | FAC | 77.000 | - | - | AA | - | - | - | 50.00% | - | Ibmllduq | 3dW | - | 160 | 3sX+160 | - | 565.00000 |
| Dve | JSM | 11.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P: First Pay: 2021-04-15; Registration: 144A/Eoj T;
A1: First Pay: 2021-04-15; Registration: 144X/Ede U;
J2: First Pay: 2021-04-15; Registration: 144V/Jre U;
Z1-c: First Pay: 2021-04-15; Registration: 144M/Ibz K;
G1-b: First Pay: 2021-04-15; Registration: 144L/Gzg I;
I2: First Pay: 2021-04-15; Registration: 144L/Rfh U;
J1: First Pay: 2021-04-15; Registration: 144P/Aas V;
Y2: First Pay: 2021-04-15; Registration: 144E/Lua K;
A: First Pay: 2021-04-15; Registration: 144W/Ivb W;
Z: First Pay: 2021-04-15; Registration: 144I/Hsx W;
Dve: First Pay: 2021-04-15; Registration: 144O/Nrg V;
Deal Comments
Kcq Vvww Juxrcap 1.00
Reinvestment Period (YRS)
2