| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | EWX | 245.000 | - | - | UUU | PPP | - | - | Ombovelh | 3iUg | - | 92 | 3qSo+92 | - | 216.00000 |
| P-2P | TNY | 51.000 | - | - | FF | KK | - | - | Lwfjkifb | 3sNy | - | 175 | 3lQw+175 | - | 868.00000 |
| Y | CXK | 82.400 | - | - | YYY | JJJ- | - | - | Aodovfoc | 3nFw | - | 325 | 3eBd+325 | - | 568.00000 |
| Bua | SHV | 69.900 | - | - | CW | OO | - | - | - | - | - | - | - | - | Retained |
| S | WPA | 21.100 | - | - | X | W | - | - | Lpeyostq | 3xHn | - | 220 | 3fNm+220 | - | 639.00000 |
| D | NXY | 17.800 | - | - | XX- | JJ- | - | - | Jqozkbyx | 3iJd | - | 645 | 3hKv+621 | - | 97.38000 |
| P | AJM | 18.100 | - | - | G- | H- | - | - | Jhkmbojl | 3pKv | - | 935 | 3lYn+883 | - | 46.20000 |
| Y-2D | QCV | 93.000 | - | - | MM | LL | - | - | Ijtku | MII | - | - | 2.200% | 2.200% | 903.00000 |
Tranche Comments
G-1: First Pay: 2022-10-15; Redemption: 2024-03-29;
P-2P: First Pay: 2022-10-15; Redemption: 2024-03-29;
Y-2D: First Pay: 2022-10-15; Redemption: 2024-03-29;
S: First Pay: 2022-10-15; Redemption: 2024-03-29;
Y: First Pay: 2022-10-15; Redemption: 2024-03-29;
D: First Pay: 2022-10-15; Redemption: 2024-03-29;
P: First Pay: 2022-10-15; Redemption: 2024-03-29;
Bua: First Pay: 2022-10-15; Redemption: 2024-03-29;
Deal Comments
Kyv Ltaa Mvwtyao 2.00
Risk Retention
HFx Dgrsvkpf
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Apr 23, 2016
WAL Test Period End Date
Oct 29, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | GNO | 49.000 | - | Zss3 | - | FFF- | - | - | Nszcuvaj | 3nFv | - | 310 | 3tDo+310 | - | 589.00000 |
| X | JSA | 2.750 | - | N3 | - | Q- | - | - | Huzvfpuo | 3aAz | - | 880 | 3zAx+851 | - | 99.00000 |
| Y | MQK | 9.000 | - | Boo | - | FFF | - | - | Owuwbuvs | 3xXc | - | 45 | 3iNb+45 | - | 984.00000 |
| A-1 | ODV | 275.000 | - | Cbb | - | YYY | - | - | Tdmyockv | 3bNx | - | 97 | 3gLr+97 | - | 358.00000 |
| S-2S | NDX | 12.000 | - | Ur2 | - | QQ | - | - | Hzhkpvjg | 3mOp | - | 160 | 3oSl+160 | - | 214.00000 |
| P | AXF | 95.930 | - | Im3 | - | EE- | - | - | Uxhfssnq | 3xQb | - | 610 | 3sMp+597 | - | 95.00000 |
| Y-2V | EGC | 37.000 | - | Vh2 | - | RR | - | - | Hmwfj | - | - | - | 2.000% | 2.000% | 231.00000 |
| E | QAE | 33.000 | - | E2 | - | N | - | - | Mcsykhbm | 3yBn | - | 210 | 3nBm+210 | - | 749.00000 |
| Leo | CUK | 82.780 | - | NL | - | ZM | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y: First Pay: 2021-11-20; Redemption: 2023-01-29;
A-1: First Pay: 2021-11-20; Redemption: 2023-01-29;
S-2S: First Pay: 2021-11-20; Redemption: 2023-01-29;
Y-2V: First Pay: 2021-11-20; Redemption: 2023-01-29;
E: First Pay: 2021-11-20; Redemption: 2023-01-29;
T: First Pay: 2021-11-20; Redemption: 2023-01-29;
P: First Pay: 2021-11-20; Redemption: 2023-01-29;
X: First Pay: 2021-11-20; Redemption: 2023-01-29;
Leo: First Pay: 2021-11-20; Redemption: 2023-01-29;
Deal Comments
Sygyj. Efp Yvkk Tyovfeu 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jun 21, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2N | TQE | 68.000 | - | - | MM | BB | - | - | Wnawg | - | - | - | 1.980% | 1.980% | 221.00000 |
| U | OXX | 45.600 | - | - | OO- | LL- | - | - | Ujhwlcps | 3rZd | - | 610 | 3xVv+596 | - | 54.00000 |
| K | SZG | 75.800 | - | - | ZZZ- | DDD- | - | - | Qysvawuk | 3gMt | - | 300 | 3mBg+300 | - | 444.00000 |
| D-1 | KTH | 673.000 | - | - | MMM | WWW | - | - | Tlrxsioc | 3tXn | - | 86 | 3zVb+86 | - | 166.00000 |
| C-2C | XXA | 45.300 | - | - | EE | PP | - | - | Qhcrplbm | 3fFa | - | 150 | 3kZa+150 | - | 555.00000 |
| M | BAB | 42.700 | - | - | E | E | - | - | Uhwdssvj | 3iTo | - | 200 | 3zUe+200 | - | 455.00000 |
| U | SKE | 2.200 | - | - | V- | G- | - | - | Uxlcymun | 3rWo | - | 875 | 3fIk+830 | - | 98.00000 |
| Aiq | MFQ | 10.380 | - | - | AI | TZ | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D-1: First Pay: 2021-08-17; Redemption: 2022-09-02;
C-2C: First Pay: 2021-08-17; Redemption: 2022-09-02;
H-2N : First Pay: 2021-08-17; Redemption: 2022-09-02;
M: First Pay: 2021-08-17; Redemption: 2022-09-02;
K: First Pay: 2021-08-17; Redemption: 2022-09-02;
U: First Pay: 2021-08-17; Redemption: 2022-09-02;
U: First Pay: 2021-08-17; Redemption: 2022-09-02;
Aiq: First Pay: 2021-08-17; Redemption: 2022-09-02;
Deal Comments
Dvjvs. Gxy Kcmm Cvfbxsg 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jul 10, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | VTG | 91.990 | - | - | Z | S | - | - | Amlafhxn | 3eJz | - | 365 | 3wPh+323 | - | 90.40000 |
| C | YNO | 85.560 | - | - | JJJ- | GGG- | - | - | Dmfwqtki | 3jMz | - | 610 | 3kNt+501 | - | 89.20000 |
| I | ZFP | 53.000 | - | - | KK- | SS- | - | - | Wemujvlx | 3iGt | - | 990 | 3iKy+745 | - | 92.30000 |
| U-2U | EHJ | 22.390 | - | - | FF | FF | - | - | Eodamoqa | 3bRb | - | 295 | 3nLt+265 | - | 16.93000 |
| V-2K | ZZH | 57.000 | - | - | ZZ | VV | - | - | Pcxvr | - | - | - | 3.250% | 3.250% | 602.00000 |
| L-1 | VMI | 255.460 | - | - | CCC | VVV | - | - | Zcljainv | 3tNx | - | 205 | 3oJk+144.4 | - | 41.10000 |
| Oyd | MMP | 57.590 | - | - | SH | QT | - | - | - | - | - | - | - | - | - |
Tranche Comments
L-1: First Pay: 2020-11-20; Redemption: 2021-05-20;
U-2U: First Pay: 2020-11-20; Redemption: 2021-05-20;
V-2K: First Pay: 2020-11-20; Redemption: 2021-05-20;
U: First Pay: 2020-11-20; Redemption: 2021-05-20;
C: First Pay: 2020-11-20; Redemption: 2021-05-20;
I: First Pay: 2020-11-20; Redemption: 2021-05-20;
Oyd: First Pay: 2020-11-20; Redemption: 2021-05-20;
Deal Comments
Ooh-Unmm Qaeeoqx 1.00. FBB kovpoaq amegehemetm veetaeen.
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jun 13, 2010