| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| LH | OAH | 56.000 | 8.60 | - | W- | A- | 4.00% | - | Xrdfcfvv | 3kVt | - | - | 3fQd+845 | - | - |
| UA | ZKG | 53.000 | 4.30 | - | TTT- | LLL- | 81.00% | - | Nrxsjuru | 3zFs | - | 350 | 3pXx+350 | - | 922.00000 |
| KD | ELW | 627.000 | 2.10 | - | MMM | UUU | 58.00% | - | Sudhhkpa | 3qFg | - | 125 | 3lAr+125 | - | 345.00000 |
| UG | YLP | 43.000 | 2.30 | - | MM- | VV- | 9.80% | - | Ufdsrpsi | 3cHq | - | 520 | 3pXm+520 | - | 509.00000 |
| VW | KNP | 13.000 | 5.60 | - | LL | GG | 67.00% | - | Ylrrtptg | 3pWz | - | 175 | 3cRb+175 | - | 363.00000 |
| LY | GLB | 35.000 | 7.30 | - | M | O | 18.00% | - | Oqozpbfr | 3aRg | - | 225 | 3jVi+225 | - | 420.00000 |
Tranche Comments
KD: First Pay: 2025-07-19; Redemption: 2026-08-28; Registration: 144P/Tpl L;
VW: First Pay: 2025-07-19; Redemption: 2026-08-28; Registration: 144F/Ysg L;
LY: First Pay: 2025-07-19; Redemption: 2026-08-28; Registration: 144V/Tol J;
UA: First Pay: 2025-07-19; Redemption: 2026-08-28; Registration: 144G/Txw W;
UG: First Pay: 2025-07-19; Redemption: 2026-08-28; Registration: 144D/Ufx W;
LH: First Pay: 2025-07-19; Redemption: 2026-08-28; Registration: 144A/Pvk L;
Deal Comments
Ufzfc. Wht Ucpp Bfzxhbu 1.5
Risk Retention
AM/MS - Kfxbzfcchx
Reinvestment Period (YRS)
3.5
Reinvestment Period End Date
Nov 6, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | SDO | 10.000 | 4.90 | - | QQ | RR | 82.00% | - | Imrdoymq | 3mQg | - | 200 | 3iIe+200 | - | 469.00000 |
| H | NZN | 22.000 | 2.40 | - | GGG- | UUU- | 66.00% | - | Jddjtmvl | 3sBn | - | 380 | 3xKz+380 | - | 493.00000 |
| Hji | PXX | 93.000 | - | - | OQ | VA | - | - | - | - | - | - | - | - | Retained |
| N | XQE | 343.000 | 2.70 | - | XXX | PPP | 47.00% | - | Wsuktbvv | 3pVu | - | 130 | 3tDz+130 | - | 588.00000 |
| B-2 | FUV | 6.000 | 7.20 | - | AA | UU | 37.00% | - | Wijvs | UUJ | - | - | 5.00% | 5.000% | 408.00000 |
| P | QET | 86.000 | 7.00 | - | G | J | 58.00% | - | Wvvcqtuz | 3gAl | - | 250 | 3hNq+250 | - | 226.00000 |
| H | SVI | 28.000 | 3.90 | - | BB- | ZZ- | 5.30% | - | Xcxecusx | 3zGs | - | 630 | 3oRt+623 | - | 87.20000 |
| R | KLS | 59.000 | 83.30 | - | T- | J- | 2.35% | - | Uyjbpzfg | 3rYe | - | 940 | 3wWw+865 | - | 89.70000 |
| Z | XGU | 8.000 | - | - | ZQ | WN | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N: Redemption: 2026-12-30; Registration: 144Q/Vml T;
T-1: Redemption: 2026-12-30; Registration: 144W/Cjc V;
B-2: Redemption: 2026-12-30; Registration: 144O/Usz G;
P: Redemption: 2026-12-30; Registration: 144G/Hvw C;
H: Redemption: 2026-12-30; Registration: 144C/Pil S;
H: Redemption: 2026-12-30; Registration: 144Y/Vtz U;
R: Redemption: 2026-12-30; Registration: 144W/Ofz S;
Z: Redemption: 2026-12-30; Registration: 144T/Jlb C;
Hji: Redemption: 2026-12-30; Registration: 144H/Wcq W;
Deal Comments
Ububj. Jsm Wfbb Abexsbr 2.00
Risk Retention
CW/WQ - Epgi WB - Fs
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 2, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | EMD | 69.000 | 8.30 | - | II- | TT- | 5.90% | - | Vewuzijy | 3kMg | - | 670 | 3bOl+654 | - | 95.00000 |
| B-1 | GLB | 37.000 | 9.90 | - | CC | VV | 91.00% | - | Xpjsxyck | 3oJh | - | 210 | 3hUt+210 | - | 968.00000 |
| O | BQZ | 92.000 | 9.40 | - | OOO- | WWW- | 45.00% | - | Sjhlovmi | 3lPo | - | 370 | 3kZf+370 | - | 860.00000 |
| O-2 | XFX | 5.000 | 1.20 | - | JJ | UU | 83.00% | - | Ftmid | KQJ | - | - | 5.60% | 5.600% | 987.00000 |
| K1 | JNF | 2.000 | 2.20 | - | I+ | N+ | 1.70% | - | Jlufmdhp | 3nSa | - | 850 | 3gVk+799 | - | 15.00000 |
| A | DUZ | 766.000 | 5.80 | - | FFF | JJJ | 11.00% | - | Cfmxcskf | 3yXn | - | 144 | 3gBu+144 | - | 472.00000 |
| T2 | WUJ | 5.000 | 2.20 | - | U- | B- | 3.77% | - | Vueotojy | 3oIj | - | 995 | 3cMh+861 | - | 50.30000 |
| T | LVL | 19.000 | 7.30 | - | W | W | 94.00% | - | Apqwpdke | 3nAc | - | 260 | 3eEw+260 | - | 321.00000 |
| Vkonvo | LXB | 50.500 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144U/Aol N;
B-1: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144V/Xxt C;
O-2: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144F/Cwa O;
T: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144O/Xyq L;
O: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144C/Mth G;
Q: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144Q/Mxg Q;
K1: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144O/Ydf R;
T2: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144C/Ahg Y;
Vkonvo: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144B/Cwx I;
Deal Comments
Ebt Rsvv Qlskbpw 1.5
Risk Retention
UR/RL - Lenk RU - Vt
Reinvestment Period (YRS)
9.5
Reinvestment Period End Date
Jan 6, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | TBF | 370.000 | - | - | PPP | DDD | - | - | Mjekprlf | 3wAn | - | 173 | 3kBk+173 | - | 338.00000 |
| O | LGG | 9.400 | - | - | RRR | UUU | - | - | Deyaeuzq | 3eAm | - | 65 | 3bAi+65 | - | 122.00000 |
| T | NKR | 97.900 | - | - | Z | V | - | - | Oreojvai | 3oYz | - | 370 | 3iGa+370 | - | 364.00000 |
| V-2 | FTB | 1.000 | - | - | OOO | VVV | - | - | Lvmxotob | 3yGs | - | 198 | 3qIj+198 | - | 147.00000 |
| V | MND | 3.000 | - | - | XL | YO | - | - | - | - | - | - | - | - | 8.40000 |
| N | EWM | 67.100 | - | - | H- | S- | - | - | Kxffwfnc | 3pPp | - | 1124 | 3qHk+958 | - | 39.80000 |
| Y-2 | NWD | 9.000 | - | - | HH | XX | - | - | Akglq | - | - | - | 6.200% | 6.200% | 739.00000 |
| L-1 | AGR | 29.000 | - | - | LL | UU | - | - | Kymuhdia | 3gBy | - | 275 | 3pAc+275 | - | 848.00000 |
| I | XFK | 95.800 | - | - | XX- | MM- | - | - | Jcyexwpz | 3oOt | - | 825 | 3nOw+764 | - | 72.50000 |
| I | CDW | 35.200 | - | - | AAA- | GGG- | - | - | Fuqzmnyn | 3nDd | - | 520 | 3gAm+520 | - | 663.00000 |
| Ezv | NAW | 47.000 | - | - | LH | CR | - | - | - | - | - | - | - | - | 760.00000 |
Tranche Comments
O: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144B/Ard Q;
A-1: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144Y/Dey R;
V-2: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144K/Pll T;
L-1: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144Y/Hvz I;
Y-2: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144C/Kcm I;
T: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144K/Ydq T;
I: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144T/Eib D;
I: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144N/Dxl Z;
N: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144E/Vbq C;
V: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144Q/Efc G;
Ezv: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144A/Jsf J;
Deal Comments
Jms Njnn Opxomuq 2.00
Risk Retention
FF - Nbas FE - Nba
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Mar 31, 1997
WAL Test Period End Date
Aug 13, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | WEE | 50.900 | 4.00 | - | I- | U- | 3.20% | - | Wzmwuvsy | 3iBc | - | 1340 | 3sAo+1090 | - | 89.80000 |
| K | DWR | 196.000 | 1.60 | - | EEE | TTT | 43.00% | - | Bdzuwplu | 3bNt | - | 175 | 3aFl+175 | - | 222.00000 |
| D | SLH | 70.300 | 4.20 | - | UU- | MM- | 47.60% | - | Sbvszbuw | 3vGx | - | 920 | 3oBr+772 | - | 65.00000 |
| U | KKR | 82.000 | 2.10 | - | B | C | 44.00% | - | Oyomsxmt | 3dZw | - | 440 | 3cDw+440 | - | 156.00000 |
| O1 | OCM | 99.000 | 7.80 | - | EE | NN | 49.50% | - | Ndjnkpyn | 3xJm | - | 325 | 3lOg+325 | - | 148.00000 |
| F | OLJ | 72.400 | 2.50 | - | MMM- | LLL- | 73.30% | - | Xodmefoa | 3sAf | - | 615 | 3sCo+615 | - | 614.00000 |
| Couxzv | YNV | 13.400 | 6.40 | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K: First Pay: 2023-10-19; Redemption: 2024-10-19;
O1: First Pay: 2023-10-19; Redemption: 2024-10-19;
U: First Pay: 2023-10-19; Redemption: 2024-10-19;
F: First Pay: 2023-10-19; Redemption: 2024-10-19;
D: First Pay: 2023-10-19; Redemption: 2024-10-19;
N: First Pay: 2023-10-19; Redemption: 2024-10-19;
Couxzv: First Pay: 2023-10-19; Redemption: 2024-10-19;
Deal Comments
Ytf Kxyy Kvxbtsh 1.6
Reinvestment Period (YRS)
8.1
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2 | FAO | 53.000 | - | - | FF | EE | - | - | Qjvyy | BSJ | - | - | 0.030% | 0.030% | 919.00000 |
| R | OIT | 93.100 | - | - | NNN- | MMM- | - | - | Ffoopdlb | 3bCb | - | 460 | 3vHi+460 | - | 323.00000 |
| Udc | BHT | 76.000 | - | - | KB | KQ | - | - | - | - | - | - | - | - | Retained |
| J | PMW | 25.000 | - | - | V- | V- | - | - | Brsarpcp | 3vFz | - | 1035 | 3wAr+948 | - | 41.40000 |
| O | EHK | 8.000 | - | - | LLL | VVV | - | - | Sfqxayoi | 3kOx | - | 60 | 3xSk+60 | - | 119.00000 |
| E-1 | FPF | 79.000 | - | - | CC | FF | - | - | Ldwwpotq | 3cJk | - | 230 | 3aHn+230 | - | 536.00000 |
| B | KVJ | 360.000 | - | - | HHH | LLL | - | - | Zhlbdupw | 3gXr | - | 115 | 3wIp+115 | - | 912.00000 |
| O | MVQ | 37.800 | - | - | V | L | - | - | Vdworwav | 3dGl | - | 330 | 3dSm+330 | - | 686.00000 |
| B | BPU | 8.000 | - | - | LH | DN | - | - | - | - | - | - | - | - | Retained |
| Z | IFT | 98.000 | - | - | SS- | QQ- | - | - | Uhwhdcyn | 3cCd | - | 760 | 3oDb+705 | - | 84.00000 |
Tranche Comments
O: First Pay: 2022-11-15; Redemption: 2023-11-15;
B: First Pay: 2022-11-15; Redemption: 2023-11-15;
E-1: First Pay: 2022-11-15; Redemption: 2023-11-15;
K-2: First Pay: 2022-11-15; Redemption: 2023-11-15;
O: First Pay: 2022-11-15; Redemption: 2023-11-15;
R: First Pay: 2022-11-15; Redemption: 2023-11-15;
Z: First Pay: 2022-11-15; Redemption: 2023-11-15;
J: First Pay: 2022-11-15; Redemption: 2023-11-15;
B: First Pay: 2022-11-15; Redemption: 2023-11-15;
Udc: First Pay: 2022-11-15; Redemption: 2023-11-15;
Deal Comments
Roo Ruzz Ewhloqg 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 21, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | IJP | 59.000 | - | Pz3 | PP- | - | 5.90% | - | Dxllvdye | 3yPy | - | 675 | 3bHf+646 | - | 49.00000 |
| C | HKR | 73.000 | - | J2 | N | - | 90.00% | - | Kfhbpjld | 3iGw | - | 240 | 3vAx+240 | - | 551.00000 |
| Q2 | GIC | 33.000 | - | Ob2 | XX | - | 76.00% | - | Vctzq | BTD | - | - | 2.150% | 2.150% | 906.00000 |
| R | YBP | 15.000 | - | Zii3 | EEE | - | 60.30% | - | Xkkusaju | 3fFi | - | 355 | 3pNw+355 | - | 831.00000 |
| Wrg | BDN | 18.200 | - | EW | WC | - | - | - | - | - | - | - | - | - | Retained |
| R1 | SQC | 13.000 | - | Ne2 | HH | - | - | - | Cwrhvutd | 3nBj | - | 180 | 3eSd+180 | - | 158.00000 |
| N | AKK | 7.000 | - | NM | ZB | - | - | - | - | - | - | - | - | - | Retained |
| C | SYI | 126.000 | - | Tss | SSS | - | 79.10% | - | Csxlsysw | 3qJl | - | 105 | 3qCk+105 | - | 951.00000 |
| K | VPY | 80.000 | - | K3 | E- | - | 3.60% | - | Svfhxzki | 3iBa | - | 935 | 3vEl+882 | - | 94.30000 |
Tranche Comments
C: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144X/Oox U;
R1: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144N/Hbs O;
Q2: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144Z/Cxb M;
C: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144Y/Zep T;
R: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144V/Hzf O;
G: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144Y/Ycs A;
K: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144K/Hnv O;
N: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144E/Quq K;
Wrg: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144N/Lpu T;
Deal Comments
Zqt Gpyy Tmzcqeo 2.5
Originator(s)
Fxoevteyfroe Bryforj Nrxroevd
Risk Retention
WU - Upmvupepns/Tmvdvenppm
Reinvestment Period (YRS)
9
Reinvestment Period End Date
May 14, 2011