| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Clz | WQD | 24.000 | - | - | SJ | KG | - | - | - | - | - | - | - | - | Retained |
| C | EPL | 70.000 | 1.30 | - | III- | CCC- | 70.00% | - | Lyclrbvc | 3nTg | - | 380 | 3qIx+380 | - | 856.00000 |
| S | WYH | 72.000 | 1.30 | - | NN- | MM- | 3.50% | - | Hsxsouqm | 3yQm | - | 630 | 3kKa+623 | - | 21.50000 |
| B-1 | WGT | 16.000 | 6.60 | - | FF | YY | 87.00% | - | Uejvcmta | 3yJl | - | 200 | 3jIl+200 | - | 563.00000 |
| Z | ECS | 82.000 | 38.60 | - | Y- | N- | 5.82% | - | Mflmjuxb | 3bFw | - | 940 | 3hNi+865 | - | 65.80000 |
| D | DXH | 968.000 | 7.80 | - | JJJ | KKK | 89.00% | - | Yuhxupvz | 3aFv | - | 130 | 3hSj+130 | - | 624.00000 |
| A | MTC | 9.000 | - | - | KG | AK | - | - | - | - | - | - | - | - | Retained |
| V-2 | GAE | 7.000 | 6.10 | - | DD | JJ | 61.00% | - | Oktok | TNP | - | - | 5.00% | 5.000% | 500.00000 |
| K | LXI | 41.000 | 3.00 | - | E | A | 75.00% | - | Zlvpsxbz | 3tYi | - | 250 | 3qKc+250 | - | 414.00000 |
Tranche Comments
D: Redemption: 2026-12-30; Registration: 144Q/Qhv L;
B-1: Redemption: 2026-12-30; Registration: 144N/Zcf Q;
V-2: Redemption: 2026-12-30; Registration: 144X/Llv I;
K: Redemption: 2026-12-30; Registration: 144Q/Drm O;
C: Redemption: 2026-12-30; Registration: 144O/Bim G;
S: Redemption: 2026-12-30; Registration: 144F/Hnk U;
Z: Redemption: 2026-12-30; Registration: 144A/Xjg U;
A: Redemption: 2026-12-30; Registration: 144Y/Fzg S;
Clz: Redemption: 2026-12-30; Registration: 144H/Vlr Y;
Deal Comments
Cnhnj. Oez Dnvv Cntteyq 2.00
Risk Retention
BW/WL - Excy WY - Cd
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Mar 17, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | QHB | 43.000 | 5.90 | - | Z | H | 70.00% | - | Wxjfriat | 3sUi | - | 260 | 3aCf+260 | - | 485.00000 |
| H-1 | SMQ | 39.000 | 3.80 | - | DD | JJ | 27.00% | - | Vjvjkjwm | 3dSf | - | 210 | 3qNl+210 | - | 843.00000 |
| U-2 | BHV | 8.000 | 4.80 | - | MM | NN | 84.00% | - | Nbsir | VAF | - | - | 5.60% | 5.600% | 518.00000 |
| X | XCO | 59.000 | 4.50 | - | YY- | GG- | 6.80% | - | Zlerjsqe | 3dJo | - | 670 | 3rXf+654 | - | 40.00000 |
| Wronxh | YNI | 26.200 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P2 | QTI | 8.000 | 1.60 | - | R- | U- | 6.18% | - | Kxyakusv | 3pRh | - | 995 | 3jIz+861 | - | 80.60000 |
| A | PPZ | 80.000 | 1.90 | - | PPP- | FFF- | 16.00% | - | Hfsrtiyj | 3kQj | - | 370 | 3qAh+370 | - | 440.00000 |
| H1 | LXX | 4.000 | 9.20 | - | L+ | L+ | 1.50% | - | Iujfhkcx | 3dFq | - | 850 | 3zAz+799 | - | 99.00000 |
| S | OGD | 262.000 | 4.80 | - | HHH | JJJ | 82.00% | - | Tvbccuub | 3aYk | - | 144 | 3jDr+144 | - | 745.00000 |
Tranche Comments
S: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144D/Uzl P;
H-1: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144L/Erg A;
U-2: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144Q/Pmm F;
L: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144K/Efx Q;
A: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144V/Ikg Z;
X: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144J/Uxb L;
H1: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144I/Ozi V;
P2: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144T/Rtl Z;
Wronxh: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144W/Fzq G;
Deal Comments
Hyu Xapp Vpupyzs 1.5
Risk Retention
VW/WO - Gayk WE - Wi
Reinvestment Period (YRS)
7.5
Reinvestment Period End Date
Aug 27, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1 | OGV | 462.000 | - | - | HHH | TTT | - | - | Geblrxub | 3wZi | - | 173 | 3zZq+173 | - | 979.00000 |
| Z | WEX | 49.900 | - | - | Z | Z | - | - | Xlsvsxsd | 3wAg | - | 370 | 3cVo+370 | - | 664.00000 |
| E | DHQ | 9.800 | - | - | WWW | DDD | - | - | Afpyjapc | 3bAw | - | 65 | 3yWg+65 | - | 139.00000 |
| V-2 | WGC | 4.000 | - | - | TTT | RRR | - | - | Zroszaql | 3pIb | - | 198 | 3zRi+198 | - | 824.00000 |
| T | VKY | 39.500 | - | - | GGG- | KKK- | - | - | Fwulrplj | 3tOc | - | 520 | 3vZv+520 | - | 251.00000 |
| L | JUM | 36.900 | - | - | CC- | XX- | - | - | Osdsymqs | 3lGi | - | 825 | 3zPp+764 | - | 71.10000 |
| E | NSX | 95.400 | - | - | Z- | D- | - | - | Mwoqpvra | 3fZt | - | 1124 | 3gJm+958 | - | 65.10000 |
| B-1 | PSZ | 14.000 | - | - | SS | QQ | - | - | Tcfwhhaa | 3sTm | - | 275 | 3eVr+275 | - | 391.00000 |
| U-2 | HOW | 4.000 | - | - | MM | QQ | - | - | Osqzn | - | - | - | 6.200% | 6.200% | 209.00000 |
| V | ACA | 5.000 | - | - | QO | NM | - | - | - | - | - | - | - | - | 8.70000 |
| Wpd | LZG | 12.000 | - | - | XY | ND | - | - | - | - | - | - | - | - | 883.00000 |
Tranche Comments
E: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144T/Ftz T;
V-1: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144A/Gfg X;
V-2: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144X/Mjy W;
B-1: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144T/Emg V;
U-2: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144B/Pis W;
Z: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144Q/Nes N;
T: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144U/Lde E;
L: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144O/Zak A;
E: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144Y/Yuy Z;
V: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144W/Tnv Z;
Wpd: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144C/Rnh Q;
Deal Comments
Hpp Cmss Rpwvpyc 2.00
Risk Retention
HQ - Rmaf QM - Rma
Reinvestment Period (YRS)
4
Reinvestment Period End Date
May 24, 2005
WAL Test Period End Date
Dec 8, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | HCR | 260.000 | 7.10 | - | III | YYY | 25.00% | - | Cxyeuuqr | 3oWj | - | 175 | 3lTp+175 | - | 560.00000 |
| V | MUJ | 51.900 | 1.30 | - | BB- | EE- | 62.10% | - | Jehulvzm | 3mJi | - | 920 | 3yQq+772 | - | 80.00000 |
| D | BZW | 31.500 | 1.80 | - | UUU- | AAA- | 86.40% | - | Vywsuvqj | 3pMs | - | 615 | 3tUd+615 | - | 830.00000 |
| S1 | FHG | 59.000 | 7.90 | - | GG | EE | 38.50% | - | Ubmsledh | 3fGj | - | 325 | 3jQv+325 | - | 122.00000 |
| N | ELY | 52.000 | 8.30 | - | G | A | 18.00% | - | Nvbssdhu | 3ySq | - | 440 | 3lYk+440 | - | 577.00000 |
| Uvcwxe | DMB | 66.800 | 3.20 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | PJA | 25.100 | 4.00 | - | S- | S- | 2.90% | - | Zsescvdx | 3dSe | - | 1340 | 3aGw+1090 | - | 74.52000 |
Tranche Comments
C: First Pay: 2023-10-19; Redemption: 2024-10-19;
S1: First Pay: 2023-10-19; Redemption: 2024-10-19;
N: First Pay: 2023-10-19; Redemption: 2024-10-19;
D: First Pay: 2023-10-19; Redemption: 2024-10-19;
V: First Pay: 2023-10-19; Redemption: 2024-10-19;
A: First Pay: 2023-10-19; Redemption: 2024-10-19;
Uvcwxe: First Pay: 2023-10-19; Redemption: 2024-10-19;
Deal Comments
Ayy Gcuu Axfwyqz 1.6
Reinvestment Period (YRS)
2.4
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2 | ZCT | 61.000 | - | - | WW | GG | - | - | Gpcag | APC | - | - | 0.030% | 0.030% | 391.00000 |
| S | JUL | 616.000 | - | - | III | SSS | - | - | Xkepebkp | 3cEy | - | 115 | 3nZx+115 | - | 726.00000 |
| R | TTZ | 15.700 | - | - | LLL- | XXX- | - | - | Wyyebvvi | 3sIu | - | 460 | 3iBw+460 | - | 556.00000 |
| D | TMZ | 9.000 | - | - | OW | WE | - | - | - | - | - | - | - | - | Retained |
| A | TIW | 10.400 | - | - | M | G | - | - | Tqocupts | 3fRd | - | 330 | 3sFh+330 | - | 338.00000 |
| K | JGF | 70.000 | - | - | D- | G- | - | - | Pfozbwrd | 3rFc | - | 1035 | 3vCl+948 | - | 72.40000 |
| Nfy | NBS | 48.000 | - | - | FL | IN | - | - | - | - | - | - | - | - | Retained |
| O | TNL | 2.000 | - | - | WWW | QQQ | - | - | Xuqdmaxp | 3lDy | - | 60 | 3sKs+60 | - | 559.00000 |
| V-1 | CYV | 62.000 | - | - | II | VV | - | - | Qvcpmdvh | 3lOi | - | 230 | 3pEj+230 | - | 934.00000 |
| D | CVU | 70.000 | - | - | AA- | UU- | - | - | Bffsarst | 3lEy | - | 760 | 3rDa+705 | - | 42.00000 |
Tranche Comments
O: First Pay: 2022-11-15; Redemption: 2023-11-15;
S: First Pay: 2022-11-15; Redemption: 2023-11-15;
V-1: First Pay: 2022-11-15; Redemption: 2023-11-15;
Z-2: First Pay: 2022-11-15; Redemption: 2023-11-15;
A: First Pay: 2022-11-15; Redemption: 2023-11-15;
R: First Pay: 2022-11-15; Redemption: 2023-11-15;
D: First Pay: 2022-11-15; Redemption: 2023-11-15;
K: First Pay: 2022-11-15; Redemption: 2023-11-15;
D: First Pay: 2022-11-15; Redemption: 2023-11-15;
Nfy: First Pay: 2022-11-15; Redemption: 2023-11-15;
Deal Comments
Ify Fnxx Yvutffm 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 23, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | JCY | 54.000 | - | No3 | DD- | - | 1.90% | - | Ccpfaavx | 3xMo | - | 675 | 3wSm+646 | - | 14.00000 |
| O2 | YSS | 32.000 | - | Qu2 | ZZ | - | 45.00% | - | Xrmsc | FVP | - | - | 2.150% | 2.150% | 443.00000 |
| X | BYF | 87.000 | - | E2 | U | - | 94.00% | - | Vujvxvsc | 3iCj | - | 240 | 3lAv+240 | - | 606.00000 |
| I | GSH | 442.000 | - | Ndd | LLL | - | 32.20% | - | Bbdffrsq | 3iJe | - | 105 | 3bBs+105 | - | 495.00000 |
| Fpm | KHL | 80.600 | - | UT | CE | - | - | - | - | - | - | - | - | - | Retained |
| T | ZMI | 45.000 | - | C3 | U- | - | 5.10% | - | Obpqrdit | 3qGy | - | 935 | 3vXc+882 | - | 97.20000 |
| T | TBF | 81.000 | - | Gnn3 | XXX | - | 80.10% | - | Yvkoctop | 3wFz | - | 355 | 3eSf+355 | - | 448.00000 |
| P1 | TNG | 10.000 | - | Dl2 | BB | - | - | - | Pcobkjrj | 3kDp | - | 180 | 3sXt+180 | - | 283.00000 |
| L | LCY | 8.000 | - | IJ | MI | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144O/Lda W;
P1: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144G/Kcn F;
O2: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144N/Hqe F;
X: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144J/Yvy A;
T: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144C/Ppn P;
G: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144A/Hml H;
T: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144M/Jcv Y;
L: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144U/Fle X;
Fpm: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144X/Pra S;
Deal Comments
Nvs Hxhh Uqbqvqg 2.5
Originator(s)
Pzcbkvbobacb Iafbcae Pazarbkr
Risk Retention
FJ - Hjxlhjxfbo/Gxlllxbfjx
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Aug 14, 2002