| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| YX | VIQ | 64.000 | - | - | RR | - | - | - | - | - | Gcqwa | - | - | - | 5.196% | - | - |
| I | QSU | 7.000 | - | - | TTT | - | - | - | - | - | Uqoxoxvz | VBAC | - | 150 | 3aIBUA+150 | - | - |
| O1 | GHF | 59.000 | - | - | EE | - | - | - | - | - | Lrzxzywc | DIVJ | - | 240 | 3yUSIQ+240 | - | - |
| G1 | XFM | 892.000 | - | - | OOO | - | - | - | - | - | Ixuuyrri | QUKB | - | 170 | 3nNBZX+170 | - | - |
| EE | VKL | 14.000 | - | - | YYY | - | - | - | - | - | Lwbrluvd | SGJB | - | 170 | 3tPLLJ+170 | - | - |
| AX | TNC | 69.000 | - | - | OOO | - | - | - | - | - | Nvukt | - | - | - | 4.490% | - | - |
| OZ | BGD | 2.000 | - | - | X | - | - | - | - | - | Vpzbm | - | - | - | 5.970% | - | - |
| FW | MRK | 8.000 | - | - | QQQ | - | - | - | - | - | Togpl | - | - | - | 4.815% | - | - |
| M | CZI | 14.000 | - | - | XXX- | - | - | - | - | - | Uhmdlpcu | YUDK | - | 420 | 3pUZXY+420 | - | - |
| P1 | RGI | 16.000 | - | - | U | - | - | - | - | - | Prjmyenm | NQSY | - | 317 | 3bYDCC+317 | - | - |
| Q | TYC | 14.876 | - | - | KK- | - | - | - | - | - | Myquzece | UOCS | - | 807 | 3hHJWX+807 | - | - |
| Kdm | TSG | 66.130 | - | - | EE | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144W/Rxw X;
G1: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144T/Vzi J;
EE: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144C/Cuh B;
AX: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144H/Uyd Q;
FW: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144U/Piz P;
O1: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144O/Npr E;
YX: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144C/Kfr B;
P1: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144Q/Qks A;
OZ: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144N/Mzq G;
M: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144V/Nim V;
Q: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144W/Nkh R;
Kdm: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144F/Onj S;
Deal Comments
Duf Rtoo Rzebuen 1.5
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jul 9, 2014
WAL Test Period End Date
Jan 16, 2028
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J1T3 | EUM | 834.800 | - | - | JJJ | EEE | - | - | - | - | Tjhlckzy | 3mB | - | 97 | 3yA+97 | - | - |
| Y2A3 | EFE | 39.600 | - | - | YY | - | - | - | - | - | Ifllvzcp | 3dX | - | 155 | 3nI+155 | - | - |
| PT3 | AIO | 32.700 | - | - | P | - | - | - | - | - | Zsyyfudf | 3jE | - | 215 | 3qN+215 | - | - |
Tranche Comments
J1T3: Redemption: 2021-12-27;
Y2A3: Redemption: 2021-12-27;
PT3: Redemption: 2021-12-27;
Deal Comments
Xvyqkpkiqkf. Vwk Zpss Qvsqwcl 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Sep 15, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2b-Z | UOP | 32.000 | - | - | EE | - | - | - | - | - | Rqqpr | - | - | - | 1.825% | 1.825% | 836.00000 |
Tranche Comments
Z-2b-Z: Redemption: 2021-06-29;
Deal Comments
Zsmzrsx Oelrisigriu. Xsi Esxx Zemrsgq 1.00
Reinvestment Period End Date
Oct 8, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-O | WHA | 59.200 | - | - | - | - | - | - | - | - | Tqadajsd | 3bQ | - | - | 3cX+575 | - | - |
| J-1D | ZWW | 946.100 | - | Xzz | - | - | - | - | - | - | Jzyhjxrf | 3lY | - | - | 3zZ+107 | - | - |
| Q-G | UAL | 67.600 | - | - | - | - | - | - | - | - | Rxjpxzum | 3wC | - | - | 3nN+315 | - | - |
| S-1S | PFE | 16.000 | - | - | - | - | - | - | - | - | Kudqyvru | 3wD | - | - | 3iK+210 | - | - |
| O-2-A | WXY | 114.300 | - | Ib3 | - | - | - | - | - | - | Dsvoowka | 3zX | - | - | 3jQ+165 | - | - |
| V-M | RHM | 44.000 | - | - | - | - | - | - | - | - | Wdfyymwr | 3pM | - | - | 3uO+800 | - | - |
| T-2J | IAD | 64.000 | - | - | - | - | - | - | - | - | Slblq | - | - | - | 0.050% | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1-KT | VUY | 75.393 | - | - | NNN | YY | - | - | - | - | Dciek | - | - | - | 4.050% | - | - |
| J-B2 | UWN | 35.000 | - | - | BB- | VL | - | - | - | - | Emsvahyi | 3qA | - | 630 | 3mN+630 | - | - |
| Z-1-LZ | EAW | 568.612 | - | - | EEE | CCC | - | - | - | - | Gedxphsd | 3kY | - | 115 | 3bI+115 | - | - |
| V-O2 | JRW | 90.700 | - | - | X | NV | - | - | - | - | Zhurlrnl | 3nW | - | 235 | 3hY+235 | - | - |
| I-2-K2 | GWO | 62.300 | - | - | CC | HA | - | - | - | - | Oyrmaarh | 3iY | - | 185 | 3cZ+185 | - | - |
| M-W2 | QGB | 57.000 | - | - | FFF- | VV | - | - | - | - | Mfckbxkz | 3uJ | - | 320 | 3wI+320 | - | - |
| Gtj | YYK | 25.100 | - | - | DJ | LE | - | - | - | - | - | - | - | - | - | - | Retained |
| W-F2 | KKY | 88.500 | - | - | N- | VU | - | - | - | - | Jvlmuhvk | 3xL | - | 865 | 3wR+865 | - | - |
| U-X2 | OCP | 5.000 | - | - | III | GGG | - | - | - | - | Lflozzdx | 3iN | - | 65 | 3jR+65 | - | - |
Tranche Comments
U-X2: Redemption: 2020-07-27;
Z-1-LZ: Redemption: 2020-07-27;
F-1-KT: Redemption: 2020-07-27;
I-2-K2: Redemption: 2020-07-27;
V-O2: Redemption: 2020-07-27;
M-W2: Redemption: 2020-07-27;
J-B2: Redemption: 2020-07-27;
W-F2: Redemption: 2020-07-27;
Gtj: Redemption: 2020-07-27;
Deal Comments
Yhchz. Nmx Oell Whqemsw 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jun 16, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2B | WPY | 80.000 | - | - | NN | - | - | - | - | - | Xkrkrwuz | 3tO | - | - | 3kN+163 | - | - |
| G-T | UQR | 190.000 | - | Bvv | SSS | - | - | - | - | - | Raoquwxa | 3fG | - | - | 3qM+110 | - | - |
| S-1T | FBM | 76.150 | - | - | EE | - | - | - | - | - | Gleyyjvv | 3eT | - | - | 3oT+163 | - | - |
| O-I | OOE | 17.600 | - | - | E | - | - | - | - | - | Kqowcxuz | 3qT | - | - | 3cA+235 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M2FM | CMH | 81.000 | - | - | LL | - | - | - | - | - | Xiunw | - | - | - | 0.015% | - | - |
| J-1JQ | FQN | 840.000 | - | Bhh | BBB | - | - | - | - | - | Prqujzoe | 3cN | - | - | 3aX+121 | - | - |
| N-2NG | CUD | 76.000 | - | - | TT | - | - | - | - | - | Qdjqqjaq | 3bL | - | - | 3xE+170 | - | - |
| S-1DY | RCU | 160.000 | - | Duu | DDD | - | - | - | - | - | Cmjurwvk | 3bL | - | - | 3lC+121 | - | - |
| L-X | IBI | 91.000 | - | - | B | - | - | - | - | - | Ahyouzph | 3vA | - | - | 3sM+240 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-Z | ONB | 56.500 | - | - | L | - | - | - | - | - | Ixhhlldn | 3sB | - | - | 3bW+295 | - | - |
| M2ZR | OAP | 32.000 | - | - | MM | - | - | - | - | - | Ugjyi | - | - | - | 0.034% | - | - |
| C-1V | GEZ | 504.140 | - | Yyy | EEE | - | - | - | - | - | Dhxphezq | 3bS | - | - | 3vH+141 | - | - |
| X-2XI | BAL | 61.400 | - | - | QQ | - | - | - | - | - | Uwuoddtj | 3kR | - | - | 3wH+195 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | YUV | 44.000 | - | - | J | - | - | - | - | - | Hxqvxhmu | 3oC | - | - | 3bS+275 | - | - |
| B | COA | 53.000 | - | - | N | - | - | - | - | - | Lkhfxmbx | 3aC | - | - | 3oW+700 | - | - |
| K-1 | UQJ | 260.700 | - | Ecc | JJJ | - | - | - | - | - | Blwzmomk | 3sC | - | - | 3vA+147 | - | - |
| O-2 | XPG | 123.500 | - | Ln3 | EE | - | - | - | - | - | Ssrzbtzg | 3fL | - | - | 3zV+220 | - | - |
| T | HIQ | 32.900 | - | - | FFF | - | - | - | - | - | Iqoypfod | 3iS | - | - | 3dP+370 | - | - |
| Azjdnh | FSS | 36.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Z-1 | TAX | 84.600 | - | - | EE | - | - | - | - | - | Urqcskii | 3kY | - | - | 3xR+550 | - | - |
| L-2 | UWI | 35.000 | - | - | MM | - | - | - | - | - | Jjvsbydk | 3cU | - | - | 3xU+678 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | RJZ | 29.400 | - | - | ZZZ | - | - | - | - | - | Epcrckwc | 3rD | - | - | 3nM+370 | - | - |
| Q-1 | LEP | 122.000 | - | Ljj | UUU | - | - | - | - | - | Xvsejdvw | 3xZ | - | - | 3hL+149 | - | - |
| Fhz | NIW | 34.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| J-2J | XAH | 52.000 | - | - | WW | - | - | - | - | - | Vesmkeol | 3pF | - | - | 3lH+205 | - | - |
| U | FQI | 42.000 | - | - | F | - | - | - | - | - | Qujrybor | 3pG | - | - | 3fI+600 | - | - |
| H2L | EJS | 89.400 | - | - | YY | - | - | - | - | - | Gqvbt | - | - | - | 0.039% | - | - |
| G | UCI | 41.200 | - | - | GG | - | - | - | - | - | Luvplute | 3dX | - | - | 3uW+540 | - | - |
| V | KEO | 77.800 | - | - | X | - | - | - | - | - | Zispjhki | 3zA | - | - | 3zS+285 | - | - |
Tranche Comments
Q-1: Registration: 144A/Wfa W;
J-2J: Registration: 144B/Ubu U;
H2L: Registration: 144I/Bld Y;
V: Registration: 144Q/Wzy J;
X: Registration: 144F/Yld G;
G: Registration: 144G/Zlk Y;
U: Registration: 144Z/Byd E;
Fhz: Registration: 144B/Gay G;