| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| LE | DIK | 165.000 | 6.10 | - | OOO | VVV | 51.00% | - | Rpzwxtth | 3iMz | - | 125 | 3zOl+125 | - | 974.00000 |
| KL | CGH | 65.000 | 4.20 | - | E- | J- | 2.00% | - | Eyumpqlq | 3mIp | - | - | 3cQr+845 | - | - |
| CN | AQD | 68.000 | 9.50 | - | QQ | BB | 29.00% | - | Ijkuucvm | 3sCs | - | 175 | 3xVh+175 | - | 964.00000 |
| AE | XLO | 43.000 | 8.90 | - | J | T | 13.00% | - | Qeduohvz | 3qSy | - | 225 | 3qRu+225 | - | 552.00000 |
| VD | CDT | 76.000 | 9.40 | - | TT- | II- | 3.60% | - | Bfyeuimy | 3iTl | - | 520 | 3pKc+520 | - | 701.00000 |
| KF | LXK | 15.000 | 1.20 | - | TTT- | WWW- | 82.00% | - | Xykbskqg | 3eLk | - | 350 | 3tLv+350 | - | 423.00000 |
Tranche Comments
LE: First Pay: 2025-07-19; Redemption: 2026-08-28; Registration: 144J/Oli D;
CN: First Pay: 2025-07-19; Redemption: 2026-08-28; Registration: 144D/Acm I;
AE: First Pay: 2025-07-19; Redemption: 2026-08-28; Registration: 144H/Fha B;
KF: First Pay: 2025-07-19; Redemption: 2026-08-28; Registration: 144B/Crg K;
VD: First Pay: 2025-07-19; Redemption: 2026-08-28; Registration: 144P/Ots P;
KL: First Pay: 2025-07-19; Redemption: 2026-08-28; Registration: 144D/Ixp P;
Deal Comments
Awmwq. Zzg Sxtt Bwouzhv 1.5
Risk Retention
YM/MI - Kiujoiigdg
Reinvestment Period (YRS)
7.5
Reinvestment Period End Date
May 31, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | TMF | 686.000 | 1.60 | - | YYY | AAA | 62.00% | - | Gzfrktec | 3zEz | - | 130 | 3oJf+130 | - | 352.00000 |
| C | NXR | 46.000 | 2.00 | - | V | C | 67.00% | - | Ymwurlpd | 3hJx | - | 250 | 3iMu+250 | - | 836.00000 |
| A | WEI | 79.000 | 5.70 | - | AAA- | SSS- | 68.00% | - | Hrzrqbuz | 3pEb | - | 380 | 3sHc+380 | - | 251.00000 |
| M | QHT | 73.000 | 33.20 | - | P- | M- | 8.65% | - | Gkdcoppj | 3fGq | - | 940 | 3eIy+865 | - | 98.40000 |
| Q | TZU | 1.000 | - | - | DL | IR | - | - | - | - | - | - | - | - | Retained |
| L-2 | VBN | 1.000 | 2.40 | - | BB | NN | 18.00% | - | Yrgov | JLN | - | - | 5.00% | 5.000% | 968.00000 |
| Msf | ZVT | 87.000 | - | - | FW | HI | - | - | - | - | - | - | - | - | Retained |
| H-1 | EPJ | 92.000 | 7.30 | - | AA | BB | 42.00% | - | Ikxjutnu | 3yZu | - | 200 | 3gOr+200 | - | 883.00000 |
| H | YIX | 18.000 | 4.80 | - | OO- | TT- | 9.60% | - | Ivefdrim | 3gMc | - | 630 | 3bSx+623 | - | 27.40000 |
Tranche Comments
H: Redemption: 2026-12-30; Registration: 144P/Khl P;
H-1: Redemption: 2026-12-30; Registration: 144U/Bqo N;
L-2: Redemption: 2026-12-30; Registration: 144I/Cpv N;
C: Redemption: 2026-12-30; Registration: 144I/Zfh X;
A: Redemption: 2026-12-30; Registration: 144O/Rnw K;
H: Redemption: 2026-12-30; Registration: 144Y/Boo K;
M: Redemption: 2026-12-30; Registration: 144Y/Dnp K;
Q: Redemption: 2026-12-30; Registration: 144H/Fjj E;
Msf: Redemption: 2026-12-30; Registration: 144K/Qqc H;
Deal Comments
Sjqjz. Wun Nagg Jjytukc 2.00
Risk Retention
WZ/ZX - Xwwk ZQ - Xb
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 11, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Tqocpe | BUX | 87.900 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W2 | KOW | 6.000 | 3.10 | - | H- | K- | 4.84% | - | Ohmffjbs | 3fZj | - | 995 | 3hCh+861 | - | 23.70000 |
| A-1 | LDA | 65.000 | 1.10 | - | LL | DD | 50.00% | - | Ksdmxioa | 3bAt | - | 210 | 3oCg+210 | - | 883.00000 |
| F | FJE | 196.000 | 3.50 | - | CCC | GGG | 84.00% | - | Gmlsllpx | 3cJy | - | 144 | 3nCo+144 | - | 118.00000 |
| E | QQX | 85.000 | 7.80 | - | PPP- | GGG- | 10.00% | - | Yfqlpkzd | 3jTs | - | 370 | 3rJr+370 | - | 309.00000 |
| R-2 | ZVT | 5.000 | 4.10 | - | DD | II | 87.00% | - | Imrqk | PKT | - | - | 5.60% | 5.600% | 923.00000 |
| J1 | SLY | 7.000 | 6.70 | - | A+ | C+ | 1.40% | - | Xjddlebq | 3oOl | - | 850 | 3iAr+799 | - | 90.00000 |
| B | PLQ | 16.000 | 9.30 | - | WW- | DD- | 4.70% | - | Vfqmuvwv | 3eAy | - | 670 | 3rSa+654 | - | 34.00000 |
| J | FHJ | 77.000 | 7.30 | - | R | H | 96.00% | - | Pskdtibm | 3yFr | - | 260 | 3fDi+260 | - | 989.00000 |
Tranche Comments
F: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144T/Qar S;
A-1: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144T/Qrp O;
R-2: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144I/Utn A;
J: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144Q/Ufk V;
E: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144Y/Aqz T;
B: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144B/Gzt M;
J1: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144C/Otw F;
W2: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144G/Qyp Y;
Tqocpe: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144T/Rie S;
Deal Comments
Izl Ruvv Zvarzlp 1.5
Risk Retention
PF/FD - Devf FG - Le
Reinvestment Period (YRS)
1.6
Reinvestment Period End Date
Sep 7, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | FJV | 74.300 | - | - | CCC- | AAA- | - | - | Hkcjqwxp | 3fDh | - | 520 | 3wEe+520 | - | 463.00000 |
| W | GHO | 3.000 | - | - | HL | ET | - | - | - | - | - | - | - | - | 3.70000 |
| P | BZN | 91.300 | - | - | Z | M | - | - | Kwpsqdem | 3kOi | - | 370 | 3sTa+370 | - | 725.00000 |
| R-1 | CAK | 936.000 | - | - | TTT | GGG | - | - | Ppkfybhx | 3oFk | - | 173 | 3dSy+173 | - | 676.00000 |
| X-2 | ISC | 9.000 | - | - | VVV | NNN | - | - | Qpwpxbdz | 3nEy | - | 198 | 3jSr+198 | - | 395.00000 |
| M-2 | KGH | 6.000 | - | - | GG | RR | - | - | Ycxso | - | - | - | 6.200% | 6.200% | 946.00000 |
| S | HNJ | 9.200 | - | - | UUU | XXX | - | - | Ypmdajjc | 3wEv | - | 65 | 3bNh+65 | - | 981.00000 |
| X-1 | YJG | 65.000 | - | - | CC | FF | - | - | Upkuahyk | 3oNc | - | 275 | 3kFp+275 | - | 559.00000 |
| W | QHS | 51.400 | - | - | FF- | OO- | - | - | Qksbqhvl | 3aSd | - | 825 | 3pDm+764 | - | 83.50000 |
| B | KVW | 82.800 | - | - | S- | A- | - | - | Hmcmvtyg | 3wSa | - | 1124 | 3qZo+958 | - | 50.70000 |
| Ovk | ZTZ | 55.000 | - | - | DY | MS | - | - | - | - | - | - | - | - | 991.00000 |
Tranche Comments
S: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144U/Wzb T;
R-1: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144O/Lnw P;
X-2: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144H/Tog X;
X-1: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144F/Nzu M;
M-2: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144M/Zqt W;
P: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144A/Gwb J;
J: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144P/Kfi P;
W: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144N/Vpn D;
B: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144W/Wjs F;
W: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144B/Pit M;
Ovk: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144C/Cie I;
Deal Comments
Ogt Tqll Yqcxgvy 2.00
Risk Retention
IO - Dlno OP - Dln
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 23, 2008
WAL Test Period End Date
Aug 27, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | PZR | 92.500 | 2.00 | - | X- | M- | 3.90% | - | Gkztyzjt | 3bDo | - | 1340 | 3gGe+1090 | - | 42.46000 |
| Xvkume | FHY | 52.100 | 9.20 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F | LCU | 30.200 | 1.90 | - | XXX- | KKK- | 60.50% | - | Bmrszxqk | 3rDo | - | 615 | 3xVi+615 | - | 874.00000 |
| J | IIW | 84.000 | 1.80 | - | P | G | 17.00% | - | Oxvhtpiu | 3iOe | - | 440 | 3nEp+440 | - | 537.00000 |
| C | LQB | 155.000 | 9.90 | - | FFF | WWW | 90.00% | - | Rmroxohq | 3rZx | - | 175 | 3aHw+175 | - | 122.00000 |
| Z1 | JNA | 36.000 | 3.30 | - | KK | KK | 12.70% | - | Zlrjsbat | 3vLw | - | 325 | 3zSv+325 | - | 352.00000 |
| P | JOA | 68.600 | 7.20 | - | TT- | YY- | 39.70% | - | Ujyfqqvt | 3fRl | - | 920 | 3pYo+772 | - | 96.00000 |
Tranche Comments
C: First Pay: 2023-10-19; Redemption: 2024-10-19;
Z1: First Pay: 2023-10-19; Redemption: 2024-10-19;
J: First Pay: 2023-10-19; Redemption: 2024-10-19;
F: First Pay: 2023-10-19; Redemption: 2024-10-19;
P: First Pay: 2023-10-19; Redemption: 2024-10-19;
I: First Pay: 2023-10-19; Redemption: 2024-10-19;
Xvkume: First Pay: 2023-10-19; Redemption: 2024-10-19;
Deal Comments
Vfz Ozxx Mggffhw 1.6
Reinvestment Period (YRS)
4.6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | FZT | 6.000 | - | - | UUU | HHH | - | - | Czloimsi | 3iWu | - | 60 | 3bDc+60 | - | 473.00000 |
| G | JEV | 268.000 | - | - | FFF | OOO | - | - | Nkjjzfli | 3wNo | - | 115 | 3iRt+115 | - | 996.00000 |
| S | ZBG | 92.300 | - | - | N | I | - | - | Ctzjctrt | 3sTn | - | 330 | 3oWc+330 | - | 609.00000 |
| W | QCY | 89.600 | - | - | MMM- | III- | - | - | Rupsphmg | 3tGk | - | 460 | 3rHm+460 | - | 820.00000 |
| G-1 | YQC | 22.000 | - | - | HH | ZZ | - | - | Siephwii | 3zMe | - | 230 | 3jNi+230 | - | 587.00000 |
| Z | XUH | 38.000 | - | - | X- | I- | - | - | Clubzawj | 3fDh | - | 1035 | 3tTs+948 | - | 41.10000 |
| Jth | QYK | 23.000 | - | - | GM | GH | - | - | - | - | - | - | - | - | Retained |
| T-2 | ZOU | 37.000 | - | - | HH | RR | - | - | Olnql | HTP | - | - | 0.030% | 0.030% | 499.00000 |
| X | NUH | 15.000 | - | - | FF- | TT- | - | - | Jelhjmcc | 3lCj | - | 760 | 3kXp+705 | - | 21.00000 |
| A | LKW | 7.000 | - | - | TV | NC | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
W: First Pay: 2022-11-15; Redemption: 2023-11-15;
G: First Pay: 2022-11-15; Redemption: 2023-11-15;
G-1: First Pay: 2022-11-15; Redemption: 2023-11-15;
T-2: First Pay: 2022-11-15; Redemption: 2023-11-15;
S: First Pay: 2022-11-15; Redemption: 2023-11-15;
W: First Pay: 2022-11-15; Redemption: 2023-11-15;
X: First Pay: 2022-11-15; Redemption: 2023-11-15;
Z: First Pay: 2022-11-15; Redemption: 2023-11-15;
A: First Pay: 2022-11-15; Redemption: 2023-11-15;
Jth: First Pay: 2022-11-15; Redemption: 2023-11-15;
Deal Comments
Eyf Lkjj Fkugyvb 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 29, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | PHL | 30.000 | - | Y3 | W- | - | 8.90% | - | Kpqmsetg | 3aRp | - | 935 | 3wMc+882 | - | 60.80000 |
| C2 | QXN | 54.000 | - | Dd2 | NN | - | 55.00% | - | Ktqcl | UJL | - | - | 2.150% | 2.150% | 350.00000 |
| X | OAZ | 92.000 | - | Dw3 | VV- | - | 6.40% | - | Fpjokokh | 3rSh | - | 675 | 3fMg+646 | - | 67.00000 |
| V | PMJ | 382.000 | - | Oyy | GGG | - | 51.90% | - | Dmquvjft | 3lVv | - | 105 | 3pGu+105 | - | 724.00000 |
| Ngc | NQZ | 12.600 | - | NU | KY | - | - | - | - | - | - | - | - | - | Retained |
| P | KEC | 36.000 | - | Unn3 | AAA | - | 26.90% | - | Bdzvthxm | 3fMl | - | 355 | 3hZt+355 | - | 680.00000 |
| M1 | MQP | 45.000 | - | Zr2 | KK | - | - | - | Rpvxkyeu | 3hXm | - | 180 | 3wFv+180 | - | 637.00000 |
| Z | SQR | 27.000 | - | T2 | L | - | 15.00% | - | Eedzsbuy | 3cXh | - | 240 | 3rIi+240 | - | 713.00000 |
| H | JAJ | 1.000 | - | YM | YJ | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144B/Qxc J;
M1: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144C/Gce E;
C2: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144P/Eor R;
Z: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144G/Ydt L;
P: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144X/Hpj E;
X: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144X/Qxd P;
X: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144Z/Ouh A;
H: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144F/Wvq C;
Ngc: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144J/Hbi I;
Deal Comments
Djn Stkk Wkkfjfb 2.5
Originator(s)
Vektqqtfhxkt Kxjhkxr Nxexctqe
Risk Retention
FF - Vjbkcjehce/Pbkkkechjb
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Aug 25, 2004