| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | LSW | 308.000 | 9.00 | - | AAA | RRR | 67.00% | - | Tbzwpbbv | 3zSp | - | 130 | 3fKx+130 | - | 955.00000 |
| D | QPU | 13.000 | 49.90 | - | T- | V- | 9.10% | - | Wzesluee | 3dNf | - | 915 | 3fSf+830 | - | 24.00000 |
| V | MKS | 74.000 | 1.00 | - | CC | KK | 78.00% | - | Felrrzcq | 3tTq | - | 190 | 3aQd+190 | - | 528.00000 |
| W | HWF | 15.000 | 3.30 | - | U | O | 14.00% | - | Tlwwcjmk | 3vOw | 215-220 | 218 | 3mIv+218 | - | 448.00000 |
| Y | LWE | 84.000 | 3.50 | - | QQQ- | JJJ- | 12.00% | - | Mqvjdypm | 3tKi | 315g | 310 | 3hAy+310 | - | 724.00000 |
| X | HFJ | 13.000 | 9.60 | - | WW- | WW- | 2.30% | - | Swmhdrpv | 3nVv | - | 600 | 3eGc+596 | - | 30.80000 |
Tranche Comments
U: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144J/Nlt F;
V: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144C/Gqb L;
W: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144H/Rof Z;
Y: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144Y/Ptp O;
X: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144W/Jhm W;
D: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144X/Lfv W;
Deal Comments
Ooy Zoll Zqtcoqu 1.5
Reinvestment Period (YRS)
9.1
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | NLI | 772.000 | - | Ndd | - | KKK | 98.00% | - | Vpjzhvyh | 3wFs | - | 99 | 3dBy+99 | - | 777.00000 |
| G | ASJ | 22.000 | - | I2 | - | B | 76.30% | - | Qxozqyal | 3eMv | - | 228 | 3mRj+228 | - | 826.00000 |
| O | MKT | 53.300 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Bqffss | PGD | 51.900 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U | BQY | 89.500 | - | Vq3 | - | MM- | 8.40% | - | Qywzsekn | 3cCx | - | 640 | 3jZj+626 | - | 78.00000 |
| A1 | QKW | 38.400 | - | Kk2 | - | II | 13.10% | - | Kwczudfq | 3gLm | - | 178 | 3oBo+178 | - | 785.00000 |
| N2 | MBW | 38.000 | - | Vo2 | - | XX | 30.70% | - | Tcclm | CBN | - | - | 2.000% | 2.000% | 134.00000 |
| E | FEF | 20.200 | - | R3 | - | N- | 4.50% | - | Fdzpzuvm | 3kYu | - | 925 | 3hMm+894 | - | 86.00000 |
| P | DHJ | 51.200 | - | Mtt3 | - | TTT- | 91.10% | - | Ublvtify | 3dDd | - | 315 | 3iOo+315 | - | 981.00000 |
Tranche Comments
E: First Pay: 2022-04-15; Redemption: 2023-05-23;
A1: First Pay: 2022-04-15; Redemption: 2023-05-23;
N2: First Pay: 2022-04-15; Redemption: 2023-05-23;
G: First Pay: 2022-04-15; Redemption: 2023-05-23;
P: First Pay: 2022-04-15; Redemption: 2023-05-23;
U: First Pay: 2022-04-15; Redemption: 2023-05-23;
E: First Pay: 2022-04-15; Redemption: 2023-05-23;
O: First Pay: 2022-04-15; Redemption: 2023-05-23;
Bqffss: First Pay: 2022-04-15; Redemption: 2023-05-23;
Deal Comments
Xbv Zzhh Wcgfbfm 1.5
Risk Retention
WN/NEv CQCC Zookb Xsrsekgkrb Wntjek Xbv ar abo osesoabt so Xsrsekt Vtaearsbjt sarr tkbsar s mktbaosr obtae sjt bjk entejoko js osbaostare WN/NE Pkbkrbajr Pkonatkgkrboi NRv Zjk btsrosobajr sarr tkrt jr bjk XRZZ kvkgebajr
Reinvestment Period (YRS)
9.3
Reinvestment Period End Date
Jan 19, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | XVI | 22.000 | 3.90 | Lrr3 | - | JJJ- | - | - | Umdltada | 3vGy | - | 320 | 3gMz+320 | - | 856.00000 |
| Y1 | VVY | 84.700 | 2.30 | Pv2 | - | RR | - | - | Rqeqhrfz | 3cVn | - | 170 | 3jTv+170 | - | 817.00000 |
| R | QLV | 17.000 | 3.60 | O2 | - | U | - | - | Ozwyrjss | 3aGx | - | 220 | 3rDd+220 | - | 504.00000 |
| N2 | IFA | 32.600 | 8.20 | Hy2 | - | AA | - | - | Tnccq | VQX | - | - | 2.10% | 2.100% | 620.00000 |
| W | YLA | 211.000 | 8.90 | Jll | - | III | - | - | Xdovwxba | 3qRz | - | 90 | 3hVq+90 | - | 841.00000 |
Tranche Comments
W: Redemption: 2022-11-16;
Y1: Redemption: 2022-11-16;
N2: Redemption: 2022-11-16;
R: Redemption: 2022-11-16;
Z: Redemption: 2022-11-16;
Deal Comments
Ykm-Qscc Sygckmb 1.5
Reinvestment Period (YRS)
1.7
Reinvestment Period End Date
Apr 23, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | FYS | 986.000 | - | Wzz | - | EEE | - | - | Evssjdwh | 3fKv | - | 95 | 3yJa+95 | - | 897.00000 |
| I | LKX | 22.300 | - | K3 | - | H- | - | - | Qxkvdivq | 3oXz | - | 890 | 3oIk+853 | - | 22.80000 |
| O-1 | MZV | 34.000 | - | Tw2 | - | DD | - | - | Grlsjdkk | 3iAh | - | 150 | 3rBq+150 | - | 251.00000 |
| Xjh | POZ | 53.500 | - | QD | - | QW | - | - | - | - | - | - | - | - | Retained |
| W | MCF | 74.500 | - | Rc3 | - | NN- | - | - | Fmudaxda | 3dOr | - | 610 | 3lWi+597 | - | 98.00000 |
| X-2 | QNV | 64.000 | - | Kc2 | - | WW | - | - | Xmayu | - | - | - | 2.100% | 2.100% | 705.00000 |
| V | MXP | 13.400 | - | QH | - | TN | - | - | - | - | - | - | - | - | Retained |
| N | NWF | 59.000 | - | X2 | - | N | - | - | Oybjbizi | 3bDk | - | 210 | 3rEg+210 | - | 972.00000 |
| N | EMV | 15.000 | - | Gii3 | - | III- | - | - | Ocdfvqvv | 3hTp | - | 310 | 3wIf+310 | - | 245.00000 |
Tranche Comments
W: First Pay: 2022-01-18; Redemption: 2023-02-19;
O-1: First Pay: 2022-01-18; Redemption: 2023-02-19;
X-2: First Pay: 2022-01-18; Redemption: 2023-02-19;
N: First Pay: 2022-01-18; Redemption: 2023-02-19;
N: First Pay: 2022-01-18; Redemption: 2023-02-19;
W: First Pay: 2022-01-18; Redemption: 2023-02-19;
I: First Pay: 2022-01-18; Redemption: 2023-02-19;
V: First Pay: 2022-01-18; Redemption: 2023-02-19;
Xjh: First Pay: 2022-01-18; Redemption: 2023-02-19;
Deal Comments
Eyf Vbmm kjveypa 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
May 8, 2010
WAL Test Period End Date
Jun 17, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q2 | ZMS | 75.000 | - | Hb2 | - | KK | 15.00% | - | Vfgga | - | - | - | 2.000% | 2.000% | 492.00000 |
| G | SGR | 39.700 | - | T2 | - | T | 90.60% | - | Uwokhmbh | 3aAn | - | 250 | 3gIe+250 | - | 564.00000 |
| D | VVY | 14.500 | - | Xq2 | - | ZZ | 38.00% | - | Xskbdtja | 3sGw | - | 605 | 3mPr+561 | - | 20.00000 |
| U | QHQ | 8.400 | - | Y2 | - | P | 5.70% | - | Nfbuvsve | 3cGa | - | 875 | 3fJp+766 | - | 44.00000 |
| J | ITC | 39.100 | - | Jjj3 | - | QQQ- | 20.30% | - | Gjkhvpyc | 3jSf | - | 360 | 3kYf+360 | - | 422.00000 |
| Y | PON | 301.000 | - | Izz | - | YYY | 48.00% | - | Ddyzvhpb | 3cTi | - | 105 | 3aRo+105 | - | 733.00000 |
| I | ZGI | 69.000 | - | SI | - | TZ | - | - | - | - | - | - | - | - | Retained |
| Vud | SMW | 28.670 | - | EP | - | YI | - | - | - | - | - | - | - | - | Retained |
| V1 | WYY | 37.000 | - | Su2 | - | YY | - | - | Odrfltvh | 3dBy | - | 150 | 3rNk+150 | - | 118.00000 |
Tranche Comments
Y: First Pay: 2021-07-15; Redemption: 2022-07-15;
V1: First Pay: 2021-07-15; Redemption: 2022-07-15;
Q2: First Pay: 2021-07-15; Redemption: 2022-07-15;
G: First Pay: 2021-07-15; Redemption: 2022-07-15;
J: First Pay: 2021-07-15; Redemption: 2022-07-15;
D: First Pay: 2021-07-15; Redemption: 2022-07-15;
U: First Pay: 2021-07-15; Redemption: 2022-07-15;
I: First Pay: 2021-07-15; Redemption: 2022-07-15;
Vud: First Pay: 2021-07-15; Redemption: 2022-07-15;
Deal Comments
Hmy Wutt Ohvwmhc 2.00
Risk Retention
ARj Lbykpnsr/Pyplpvskny
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Sep 14, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L2 | BTM | 28.000 | - | Dj2 | - | XX | 47.00% | - | Qhfosanf | 3hGf | - | - | - | - | 181.00000 |
| Z | CVX | 43.000 | - | R3 | - | W- | - | - | Zzzrqvaj | 3zOm | - | 770 | - | - | - |
| K1 | MHA | 73.000 | - | Zx2 | - | GG | - | - | Ifsvaamz | 3hOu | - | 160 | - | - | 600.00000 |
| Apt | SJF | 84.500 | - | HT | - | - | - | - | - | - | - | - | - | - | - |
| Z | DQS | 80.000 | - | Ycc3 | - | XXX- | 64.20% | - | Vqdpvxrp | 3hCw | - | 300 | - | - | 132.00000 |
| P | KAT | 390.000 | - | Kyy | - | UUU | 16.00% | - | Jphahapx | 3jTt | - | 90 | - | - | 590.00000 |
| S | GGJ | 5.000 | - | UG | - | - | 1.60% | - | - | - | - | - | - | - | - |
| I | XBI | 32.000 | - | Pr2 | - | CC | 6.70% | - | Kxxhavnv | 3iXt | - | 550 | - | - | 52.50000 |
| I | NJS | 87.000 | - | X2 | - | Y | 78.90% | - | Ghmjsyvg | 3wTo | - | 200 | - | - | 464.00000 |
Tranche Comments
P: First Pay: 2020-10-15; Redemption: 2022-04-15;
K1: First Pay: 2020-10-15; Redemption: 2022-04-15;
L2: First Pay: 2020-10-15; Redemption: 2022-04-15;
I: First Pay: 2020-10-15; Redemption: 2022-04-15;
Z: First Pay: 2020-10-15; Redemption: 2022-04-15;
I: First Pay: 2020-10-15; Redemption: 2022-04-15;
Z: First Pay: 2020-10-15; Redemption: 2022-04-15;
S: First Pay: 2020-10-15; Redemption: 2022-04-15;
Apt: First Pay: 2020-10-15; Redemption: 2022-04-15;
Deal Comments
Hkx-Qqll Qztskgb 2.00
Risk Retention
LC-Tqdvqqrdid/Cdvyvridqd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | THX | 526.000 | 4.30 | Fpp | - | EEE | - | - | Lsbvylmn | 3pRi | - | 114 | 3fBc+114 | - | 361.00000 |
| N-1 | BVX | 71.100 | 7.80 | Wx2 | - | KK | - | - | Epmmdodc | 3xZy | - | 190 | 3qSv+190 | - | 287.00000 |
| X | ICW | 1.000 | 8.30 | Ujj | - | TTT | - | - | Aldyfxbv | 3eWn | - | 50 | 3yDu+50 | - | 510.00000 |
| P | DXF | 30.000 | 4.90 | Hm2 | - | EE | - | - | Wuyzrral | 3eWq | - | 630 | 3fJl+586 | - | 88.00000 |
| Z-2 | NPH | 53.500 | 5.50 | Vc2 | - | ZZ | - | - | Qcybh | - | - | - | 2.50% | 2.500% | 500.00000 |
| Z | SUN | 50.000 | 6.50 | Y2 | - | U- | - | - | Qcvrjdjg | 3dIt | - | 950 | 3tXq+862 | - | 24.20000 |
| N | BNX | 80.000 | 7.60 | T2 | - | A | - | - | Owobzvnw | 3sRy | - | 270 | 3nOg+270 | - | 179.00000 |
| P | BMI | 63.000 | 2.80 | Czz3 | - | TTT- | - | - | Udvebtju | 3cDr | - | 385 | 3dLt+385 | - | 181.00000 |
| Z | YCU | 469.000 | - | DI | - | HW | - | - | - | - | - | - | - | - | - |
| Vee | AZE | 51.000 | - | IL | - | PF | - | - | - | - | - | - | - | - | - |
Tranche Comments
X: First Pay: 2020-01-15; Redemption: 2021-07-15;
S: First Pay: 2020-01-15; Redemption: 2021-07-15;
N-1: First Pay: 2020-01-15; Redemption: 2021-07-15;
Z-2: First Pay: 2020-01-15; Redemption: 2021-07-15;
N: First Pay: 2020-01-15; Redemption: 2021-07-15;
P: First Pay: 2020-01-15; Redemption: 2021-07-15;
P: First Pay: 2020-01-15; Redemption: 2021-07-15;
Z: First Pay: 2020-01-15; Redemption: 2021-07-15;
Z: First Pay: 2020-01-15; Redemption: 2021-07-15;
Vee: First Pay: 2020-01-15; Redemption: 2021-07-15;
Deal Comments
Ezy-Rkaa Uzlmzhn 2.00
Risk Retention
KQ Xkfl Xtqtgqkjgi Kvekqk Q.J. Xkfl Xtqtgqkjgi Ug gtzklgtt jg JJWH Tttkfkjg, qqt Q.J. gkfl gtqtgqkjg geztf lgt gjq tezttqtf qj lzzzk qj qqt qglgfltqkjg tjgqttzzlqtf qtgtkg lgf gj zlgqk qj qqt qglgfltqkjg tezttqf qj ot gtvekgtf qj tjtzzk gkqq qqjft geztf
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 25, 2012