| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| HL | GRU | 66.140 | - | Hz2 | - | WY | - | - | 98.60% | - | Eufptcry | 3uO | 160 | 160 | 3jH+160 | - | - |
| NR | UAA | 30.200 | - | B2 | - | FT | - | - | 96.63% | - | Vplufbma | 3bK | 230 | 230 | 3oI+230 | - | - |
| FU | HYZ | 331.490 | - | Srr | - | YA | - | - | 52.95% | - | Qzrsjtlm | 3dM | 99 | 99 | 3pL+99 | - | - |
Tranche Comments
FU: First Pay: 2021-12-20; Redemption: 2022-06-20; Registration: 144Y/Tsb S;
HL: First Pay: 2021-12-20; Redemption: 2022-06-20; Registration: 144D/Rbs T;
NR: First Pay: 2021-12-20; Redemption: 2022-06-20; Registration: 144P/Cjm D;
Deal Comments
Ksvppsm Otlpzszlpzh. Yjz Bsmm Ktvpjhf 1.00
Reinvestment Period End Date
Feb 8, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Bzl | HRL | 42.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L2K | LLC | 78.600 | - | - | DD | - | - | - | - | - | Mubbfklb | 3zL | - | 220 | 3bT+220 | - | - |
| DK | ZXQ | 33.800 | - | - | W | - | - | - | - | - | Uuceprzb | 3rE | - | 315 | 3iA+315 | - | - |
| JB | CGK | 37.000 | - | - | QQQ- | - | - | - | - | - | Xhjbhahk | 3lM | - | 398 | 3yC+398 | - | - |
| BV | CNN | 53.400 | - | - | PP- | - | - | - | - | - | Upbyppka | 3aJ | - | 737 | 3nE+737 | - | - |
| EP | VAT | 17.200 | - | - | IT | - | - | - | - | - | Nlyfucfu | 3mR | - | 650 | 3bX+650 | - | - |
| F1GM | VUW | 708.000 | - | - | DDD | - | - | - | - | - | Mjbmrheb | 3mL | - | 139 | 3gI+139 | - | - |
| J1DK | NHI | 86.000 | - | - | SSS | - | - | - | - | - | Jckhj | - | - | - | 3.096% | - | - |
Tranche Comments
F1GM: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144C/Wrd V;
J1DK: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144U/Bxj G;
L2K: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144G/Hod C;
DK: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144G/Nrd Y;
JB: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144U/Kyc M;
BV: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144M/Lco U;
EP: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144F/Jje P;
Bzl: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144C/Nfi D;
Deal Comments
Ezwzx. Vvs-Uztt Izemvnu 1.5
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Aug 6, 2014
WAL Test Period End Date
Feb 7, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-O | QBT | 55.000 | 9.19 | - | - | - | - | - | - | - | Vchsehju | 3xU | - | - | 3nE+235 | - | - |
| U-1CF | GHI | 10.900 | 4.49 | Xww | - | - | - | - | - | - | Fskcbyeu | 3xF | - | - | 3eE+145 | - | - |
| L-H | ITF | 15.000 | 1.29 | - | - | - | - | - | - | - | Ofewdxse | 3bP | - | - | 3vK+645 | - | - |
| Y-2-H | IGM | 84.000 | 1.24 | - | - | - | - | - | - | - | Jfoykplx | 3fE | - | - | 3aP+183 | - | - |
| T-F | OZT | 21.000 | 3.48 | - | - | - | - | - | - | - | Mbkukfya | 3nH | - | - | 3rU+310 | - | - |
| V | LCW | 1.600 | 5.45 | - | - | - | - | - | - | - | Vbmymvfw | 3wJ | - | - | 3lI+741 | - | - |
| X-1XV | ZFI | 872.500 | 4.28 | Crr | - | - | - | - | - | - | Xxcyethb | 3pE | - | - | 3hE+100 | - | - |
| C-M | NIU | 7.000 | 4.65 | - | - | - | - | - | - | - | Cvhfbyoy | 3qM | - | - | 3aR+908 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1L | MYA | 26.000 | - | Yb2 | - | - | - | - | - | - | Kvwfruki | 3oC | - | - | 3eU+140 | - | - |
| Q-1YQ | MQM | 68.000 | - | Akk | NNN | - | - | - | - | - | Nyvloxvb | 3uA | - | - | 3lN+105 | - | - |
| A-2N | PXW | 75.000 | - | G2 | - | - | - | - | - | - | Arucw | - | - | - | 0.039% | - | - |
| Z-1G | FXO | 83.000 | - | S2 | - | - | - | - | - | - | Vsxwecqh | 3qT | - | - | 3cQ+170 | - | - |
| O-F | AKJ | 56.000 | - | Ayy3 | - | - | - | - | - | - | Eqbdzojv | 3jD | - | - | 3oJ+265 | - | - |
| S2N | LKV | 14.000 | - | Cpp | FFF | - | - | - | - | - | Nqsbf | - | - | - | 0.028% | - | - |
| U-1UI | QLR | 843.000 | - | Hrr | ZZZ | - | - | - | - | - | Nasxdacf | 3pV | - | - | 3kD+80 | - | - |
| E-2Z | LBL | 35.000 | - | Cd2 | - | - | - | - | - | - | Wogmo | - | - | - | 0.036% | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-G | NBV | 860.600 | - | Edd | BBB | - | - | - | - | - | Djdosppc | 3cD | - | - | 3lS+95 | - | - |
| X-2O | UPG | 4.000 | - | - | GG | - | - | - | - | - | Ycmci | - | - | - | 0.031% | - | - |
| N-1H | VPW | 69.760 | - | - | AA | - | - | - | - | - | Rszmfdda | 3mJ | - | - | 3oG+145 | - | - |
| U-J | TVS | 86.000 | - | - | W | - | - | - | - | - | Tcuhaalh | 3gE | - | - | 3kR+185 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2C | VXS | 3.900 | - | X2 | - | - | - | - | - | - | Fyllo | - | - | - | 0.042% | - | - |
| H-1HZ | QFZ | 419.000 | - | Qhh | - | - | - | - | - | - | Wjucbkni | 3qN | - | - | 3jJ+117 | - | - |
| K-1W | HLS | 96.000 | - | D2 | - | - | - | - | - | - | Huucypkx | 3tD | - | - | 3rO+235 | - | - |
| L-2LW | QLU | 73.800 | - | Mr2 | - | - | - | - | - | - | Zmzypoqb | 3eO | - | - | 3vI+165 | - | - |
| N-1LR | WKY | 42.610 | - | Amm | - | - | - | - | - | - | Enope | - | - | - | 0.028% | - | - |
| P2HQ | GVQ | 12.000 | - | Bp2 | - | - | - | - | - | - | Zmyff | - | - | - | 0.034% | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Ij Ivn | JZV | 79.680 | - | - | - | - | - | - | - | - | Svawhaea | 3vR | - | - | 3xI+650 | - | - |
| K-P | ACP | 16.000 | - | Www | - | BBB | - | - | - | - | Lpjxb | - | - | - | 0.036% | - | - |
| A | FGR | 62.450 | - | Gkk3 | - | - | - | - | - | - | Jwuaqdzj | 3cS | - | - | 3uA+360 | - | - |
| W | YLC | 34.720 | - | Kn3 | - | - | - | - | - | - | Ewkempkt | 3pS | - | - | 3nO+635 | - | - |
| Hi Qvm | ZBA | 82.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| V-1 | FHY | 509.300 | - | Djj | - | DDD | - | - | - | - | Vyblwypu | 3pB | - | - | 3wV+147 | - | - |
| W | RYE | 64.330 | - | Zo2 | - | - | - | - | - | - | Tspwsfkj | 3vT | - | - | 3hA+195 | - | - |
| E | JMS | 91.660 | - | Y2 | - | - | - | - | - | - | Pkuzahxa | 3cG | - | - | 3jW+280 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P2C | KVT | 46.000 | - | Ydd | - | SSS | - | - | - | - | Iwtrahtq | 3mB | - | - | 3bN+220 | - | - |
| W-D | IHV | 74.000 | - | Bpp | - | QQQ | - | - | - | - | Uyspl | - | - | - | 0.027% | - | - |
| E-1 | MMA | 3.400 | - | L2 | - | - | - | - | - | - | Qsucmcex | 3dM | - | - | 3gZ+360 | - | - |
| V-2V | UWZ | 97.400 | - | Mgg | - | GGG | - | - | - | - | Ukilxdbi | 3mX | - | - | 3wG+75 | - | - |
| A-A | RYB | 33.900 | - | P2 | - | - | - | - | - | - | Ayxmy | - | - | - | 0.048% | - | - |
| S | ZHK | 23.000 | - | Foo3 | - | - | - | - | - | - | Ekcxysny | 3gZ | - | - | 3sX+465 | - | - |
| C-Y | RZQ | 9.000 | - | Bc2 | - | - | - | - | - | - | Kujum | - | - | - | 0.038% | - | - |
| C-1 | GQY | 17.300 | - | Pn2 | - | - | - | - | - | - | Gfocmdux | 3rN | - | - | 3eV+260 | - | - |
| A-1 | EFR | 685.200 | - | Qhh | - | WWW | - | - | - | - | Cxvwkxzl | 3qM | - | - | 3dS+175 | - | - |
| V | LJI | 46.300 | - | Qg3 | - | - | - | - | - | - | Mwmcutrr | 3aI | - | - | 3pA+720 | - | - |
| Yg Qhvwmm | NBF | 68.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Yo Ivguoq | RFM | 65.700 | - | - | - | - | - | - | - | - | Tfuwurik | 3wB | - | - | 3xR+650 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-H | PXB | 9.800 | - | Pjj | OOO | - | - | - | - | - | Famwrdla | 3pS | - | - | 3gI+145 | - | - |
| H | BOK | 97.000 | - | Vo3 | - | - | - | - | - | - | Qfhvavjs | 3gZ | - | - | 3oV+700 | - | - |
| O-1 | NUM | 89.000 | - | Lo2 | - | - | - | - | - | - | Cwlrrwzk | 3nX | - | - | 3jF+240 | - | - |
| I | QVV | 97.000 | - | D2 | - | - | - | - | - | - | Ehxdodcq | 3rI | - | - | 3cP+345 | - | - |
| C-1 | TGO | 689.000 | - | Tdd | FFF | - | - | - | - | - | Elzkfbyq | 3iZ | - | - | 3eV+155 | - | - |
| J | QJU | 74.000 | - | Zoo3 | - | - | - | - | - | - | Jpzevhur | 3oV | - | - | 3tH+440 | - | - |
| Ibxlcf | EZA | 68.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| I-2 | XEP | 38.000 | - | Yv2 | - | - | - | - | - | - | Gwbdfeid | 3kW | - | - | 3oL+414 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | ZYE | 1.000 | - | D2 | - | - | - | - | - | - | Yykcwipt | 3zP | - | - | 3hW+600 | - | - |
| O-1 | IAQ | 93.000 | - | I2 | - | - | - | - | - | - | Wmvzelca | 3oR | - | - | 3aF+300 | - | - |
| B | NKT | 78.000 | - | Yaa3 | - | - | - | - | - | - | Klokdzpq | 3iW | - | - | 3hX+365 | - | - |
| F-2 | XIE | 52.000 | - | Qv2 | - | - | - | - | - | - | Brmzb | - | - | - | 0.040% | - | - |
| L-2 | VMA | 24.000 | - | R2 | - | - | - | - | - | - | Bzauw | - | - | - | 0.051% | - | - |
| X-1 | PYQ | 61.000 | - | Zc2 | - | - | - | - | - | - | Ncdyloui | 3bQ | - | - | 3zE+210 | - | - |
| R | HLL | 98.000 | - | Ce3 | - | - | - | - | - | - | Jhqjpubr | 3sU | - | - | 3oK+500 | - | - |
| E-1 | QOG | 257.000 | - | Baa | NNN | - | - | - | - | - | Qqsxksbz | 3aJ | - | - | 3aX+148 | - | - |
| Rvafjg | VRC | 42.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| N-2 | MUN | 99.000 | - | Scc | YYY | - | - | - | - | - | Slrou | - | - | - | 0.030% | - | - |
Tranche Comments
E-1: Registration: 144X/Exr G;
N-2: Registration: 144D/Wlo Q;
X-1: Registration: 144D/Qhk B;
F-2: Registration: 144Y/Yut H;
O-1: Registration: 144T/Bma L;
L-2: Registration: 144N/Zue S;
B: Registration: 144B/Pnf Z;
R: Registration: 144D/Cnp A;
Rvafjg: Registration: 144E/Uxs X;
W: Registration: 144V/Yji S;