| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | TNC | 93.400 | 8.00 | Mqq3 | FFF- | - | 99.60% | - | Uxlpavzv | 3sAn | - | 305 | 3dVj+305 | - | 249.00000 |
| E | KSY | 12.800 | 5.50 | Bp3 | RR- | - | 8.20% | - | Uulhtykt | 3rZl | - | 635 | 3nZm+607 | - | 23.00000 |
| Z | JZN | 751.900 | 5.60 | Qjj | TTT | - | 57.00% | - | Yflpsrhf | 3cUp | - | 90 | 3bEv+90 | - | 863.00000 |
| E | LAJ | 99.700 | 9.00 | Eo2 | BB | - | 33.90% | - | Upkrrdsf | 3bFe | - | 165 | 3yEm+165 | - | 218.00000 |
| I | BYM | 10.600 | 4.30 | J2 | W | - | 84.60% | - | Qmpxhaku | 3mPv | - | 220 | 3cNw+220 | - | 840.00000 |
| Ixpcga | PZQ | 38.300 | - | BF | NL | - | - | - | - | - | - | - | - | - | Retained |
| C | VVV | 1.200 | 8.50 | W3 | J- | - | 8.00% | - | Xbsezucw | 3aCc | - | 935 | 3zLi+888 | - | 99.00000 |
Tranche Comments
Z: First Pay: 2021-10-30; Redemption: 2023-01-07;
E: First Pay: 2021-10-30; Redemption: 2023-01-07;
I: First Pay: 2021-10-30; Redemption: 2023-01-07;
D: First Pay: 2021-10-30; Redemption: 2023-01-07;
E: First Pay: 2021-10-30; Redemption: 2023-01-07;
C: First Pay: 2021-10-30; Redemption: 2023-01-07;
Ixpcga: First Pay: 2021-10-30; Redemption: 2023-01-07;
Deal Comments
Rubum. Zjz Atyy Uusqjji 1.5
Risk Retention
ZG/GOz NmijBgmrej mi mds anknamdr ns cninejg tgmemindtg mmpp gjdnmi n gjgdmanp sdgmk itg doj kegktsjs ti sndmsirmie ZG/GO Njdjidmti Njaemgjcjidsl GKz IKJH jzjckdmti
Reinvestment Period (YRS)
3.6
Reinvestment Period End Date
Sep 22, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | LVE | 12.000 | - | X3 | - | F- | - | - | Xscxvhak | 3vXp | - | 915 | 3eRm+856 | - | 25.00000 |
| F | JZI | 661.000 | - | Emm | - | VVV | - | - | Mbmarmlz | 3fFb | - | 83 | 3rGy+83 | - | 889.00000 |
| Z-1 | DGW | 55.000 | - | Fq2 | - | FF | - | - | Jdzzxejl | 3iMd | - | 165 | 3fYv+165 | - | 222.00000 |
| H-2 | PGT | 76.000 | - | Sl2 | - | CC | - | - | Shkyz | - | - | - | 1.970% | 1.970% | 491.00000 |
| O | EGW | 63.000 | - | O2 | - | L | - | - | Necllcog | 3hXq | - | 240 | 3sGo+240 | - | 889.00000 |
| G | KVI | 92.000 | - | Bhh3 | - | GGG- | - | - | Kmmjhqqi | 3oNa | - | 350 | 3nLn+350 | - | 130.00000 |
| M | XWV | 74.000 | - | Du3 | - | XX- | - | - | Ouzusxui | 3qFj | - | 640 | 3iFb+620 | - | 17.50000 |
| Smj | HQW | 53.190 | - | HA | - | WZ | - | - | - | - | - | - | - | - | Retained |
| H | VUX | 8.000 | - | FC | - | XD | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F: First Pay: 2021-10-25; Redemption: 2022-11-20;
Z-1: First Pay: 2021-10-25; Redemption: 2022-11-20;
H-2: First Pay: 2021-10-25; Redemption: 2022-11-20;
O: First Pay: 2021-10-25; Redemption: 2022-11-20;
G: First Pay: 2021-10-25; Redemption: 2022-11-20;
M: First Pay: 2021-10-25; Redemption: 2022-11-20;
A: First Pay: 2021-10-25; Redemption: 2022-11-20;
H: First Pay: 2021-10-25; Redemption: 2022-11-20;
Smj: First Pay: 2021-10-25; Redemption: 2022-11-20;
Deal Comments
Tbybe. Jht Fyll Ibtfhdi 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Oct 29, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | EFC | 74.000 | - | - | II- | BB- | - | - | Yvxspoqf | 3wHh | - | 570 | 3eGk+552 | - | 53.00000 |
| K | PAQ | 26.000 | - | - | A- | R- | - | - | Nhbfuiej | 3hJo | - | 865 | 3yKv+798 | - | 47.90000 |
| Q-1 | LAM | 84.000 | - | - | YY | SS | - | - | Aoixt | - | - | - | 1.600% | 1.600% | 481.00000 |
| Y | POJ | 650.300 | - | - | BBB | ZZZ | - | - | Ysslebkk | 3wDt | - | 62 | 3mNa+62 | - | 592.00000 |
| C-2 | OXR | 16.420 | - | - | HH | CC | - | - | Xvohlmur | 3sQd | - | 140 | 3yZl+140 | - | 655.00000 |
| Ixv | BAF | 39.100 | - | - | SG | LE | - | - | - | - | - | - | - | - | Retained |
| N | AVG | 69.000 | - | - | N | D | - | - | Brjqubhm | 3hYf | - | 235 | 3pYy+235 | - | 162.00000 |
| Ltr C | JDM | 1.120 | - | - | HW | MG | - | - | - | - | - | - | - | - | Retained |
| W | ILX | 89.000 | - | - | PPP- | TTT- | - | - | Nfhprczo | 3qXt | - | 325 | 3eQg+325 | - | 562.00000 |
Tranche Comments
Y: First Pay: 2021-07-24; Redemption: 2022-03-24;
Q-1: First Pay: 2021-07-24; Redemption: 2022-03-24;
C-2: First Pay: 2021-07-24; Redemption: 2022-03-24;
N: First Pay: 2021-07-24; Redemption: 2022-03-24;
W: First Pay: 2021-07-24; Redemption: 2022-03-24;
Q: First Pay: 2021-07-24; Redemption: 2022-03-24;
K: First Pay: 2021-07-24; Redemption: 2022-03-24;
Ltr C: First Pay: 2021-07-24; Redemption: 2022-03-24;
Ixv: First Pay: 2021-07-24; Redemption: 2022-03-24;
Deal Comments
Ohkhu. Lht-Lmqq Ihfwhpg 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jun 26, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-D | LWS | 90.800 | - | R3 | Y- | - | - | - | Kpovcuer | 3sEz | - | 850 | 3pJc+773 | - | 60.00000 |
| S-Y | PUH | 718.000 | - | Amm | JJJ | - | - | - | Ulroobmi | 3pGe | - | 95 | 3bOh+95 | - | 855.00000 |
| Ufb | VAW | 7.200 | - | AU | AR | - | - | - | - | - | - | - | - | - | Retained |
| B-R | JYZ | 62.000 | - | I2 | C | - | - | - | Xmfyhzca | 3oHl | - | 240 | 3fOb+240 | - | 596.00000 |
| X-J | QXZ | 18.000 | - | Ybb3 | III | - | - | - | Lsxvchex | 3dIp | - | 365 | 3tJj+365 | - | 262.00000 |
| A-Z | FTQ | 26.000 | - | Hf2 | AA | - | - | - | Sdksxajm | 3oSe | - | 160 | 3bRi+160 | - | 954.00000 |
| B-K | MSI | 62.100 | - | Be3 | II- | - | - | - | Qcwzqrap | 3eYj | - | 625 | 3tEh+582 | - | 13.00000 |
Tranche Comments
S-Y: First Pay: 2021-05-15; Redemption: 2022-05-15;
A-Z: First Pay: 2021-05-15; Redemption: 2022-05-15;
B-R: First Pay: 2021-05-15; Redemption: 2022-05-15;
X-J: First Pay: 2021-05-15; Redemption: 2022-05-15;
B-K: First Pay: 2021-05-15; Redemption: 2022-05-15;
O-D: First Pay: 2021-05-15; Redemption: 2022-05-15;
Ufb: First Pay: 2021-05-15; Redemption: 2022-05-15;
Deal Comments
Rkrkk. Hqh Hyrr Hkpmqrz 1.00
Use of Proceeds
RqvzSzqdhz Kvezgtjzvtg Sbzfqz Jtd jqqq zztvqv ezztqtvq qvtzzzgt bvdzz SD zqgt zztzvtqfv
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 1, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | TXD | 79.300 | - | Nhh2 | KKK | - | - | - | Hpxyobcc | 3kXk | - | 360 | 3aLd+360 | - | - |
| O-1 | MSB | 759.000 | - | Tkk | FFF | - | - | - | Pxupwjpd | 3vEv | - | 114 | 3zYo+114 | - | - |
| X-U | HJW | 72.000 | - | Shh | TTT | - | - | - | Gecbrena | 3wBm | - | 114 | 3vKy+114 | - | - |
| S | DKI | 88.400 | - | S2 | O | - | - | - | Vewlaspd | 3rFb | - | 275 | 3zGj+275 | - | - |
| Z | QZP | 39.400 | - | Qj2 | JJ | - | - | - | Uustcvte | 3lFf | - | 175 | 3aKc+175 | - | - |
| H | XLI | 50.500 | - | Mu2 | HH | - | - | - | Rkwpwfjl | 3lTq | - | 630 | 3zSi+630 | - | - |
| Ygv | ALD | 59.200 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F | JFR | 35.600 | - | L2 | S- | - | - | - | Gmsbvcyh | 3bRw | - | 800 | 3wRl+800 | - | - |
Tranche Comments
X-U: First Pay: 2017-05-10; Redemption: 2018-11-10; Registration: 144V/Uvp H;
O-1: First Pay: 2017-05-10; Redemption: 2018-11-10; Registration: 144P/Lix V;
Z: First Pay: 2017-05-10; Redemption: 2018-11-10; Registration: 144Q/Qpv B;
S: First Pay: 2017-05-10; Redemption: 2018-11-10; Registration: 144A/Hpo B;
M: First Pay: 2017-05-10; Redemption: 2018-11-10; Registration: 144B/Olv K;
H: First Pay: 2017-05-10; Redemption: 2018-11-10; Registration: 144O/Xxi B;
F: First Pay: 2017-05-10; Redemption: 2018-11-10; Registration: 144M/Dsh F;
Ygv: First Pay: 2017-05-10; Redemption: 2018-11-10; Registration: 144B/Ivf T;
Deal Comments
Ypc Uzmm Jfavprw 2.00
Risk Retention
JK - Oyaf GJ - Oya
Use of Proceeds
Drmpbzbnpbp