| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | WIJ | 37.800 | - | - | G | W | - | - | Wkybzbwp | 3eCg | - | 220 | 3fWl+220 | - | 704.00000 |
| I | MEX | 12.800 | - | - | W- | E- | - | - | Ispvuywu | 3iCi | - | 935 | 3eKk+883 | - | 54.80000 |
| A-1 | KDB | 350.000 | - | - | LLL | UUU | - | - | Mywycfvl | 3vEb | - | 92 | 3mXp+92 | - | 204.00000 |
| R-2E | AQA | 22.000 | - | - | DD | CC | - | - | Rpfbe | THL | - | - | 2.200% | 2.200% | 665.00000 |
| A | OBI | 65.400 | - | - | GGG | TTT- | - | - | Kfmxbvog | 3wVp | - | 325 | 3pYc+325 | - | 205.00000 |
| Z | FWZ | 50.500 | - | - | YY- | ZZ- | - | - | Bhqmputg | 3gAi | - | 645 | 3qGf+621 | - | 35.60000 |
| G-2G | GTH | 70.000 | - | - | YY | OO | - | - | Invjypcn | 3vWm | - | 175 | 3gOs+175 | - | 646.00000 |
| Nqx | BQQ | 97.100 | - | - | WG | VS | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2022-10-15; Redemption: 2024-03-29;
G-2G: First Pay: 2022-10-15; Redemption: 2024-03-29;
R-2E: First Pay: 2022-10-15; Redemption: 2024-03-29;
H: First Pay: 2022-10-15; Redemption: 2024-03-29;
A: First Pay: 2022-10-15; Redemption: 2024-03-29;
Z: First Pay: 2022-10-15; Redemption: 2024-03-29;
I: First Pay: 2022-10-15; Redemption: 2024-03-29;
Nqx: First Pay: 2022-10-15; Redemption: 2024-03-29;
Deal Comments
Skq Aoss Zmhskfb 2.00
Risk Retention
BDf Sgubsbje
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 24, 2018
WAL Test Period End Date
Aug 1, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | KOD | 40.630 | - | Qb3 | - | FF- | - | - | Aldlvtcc | 3rEk | - | 610 | 3dXv+597 | - | 82.00000 |
| Fqd | SCO | 59.940 | - | CW | - | QN | - | - | - | - | - | - | - | - | Retained |
| K-2T | KZC | 63.000 | - | Oj2 | - | GG | - | - | Blhgg | - | - | - | 2.000% | 2.000% | 279.00000 |
| V | GIF | 8.370 | - | K3 | - | X- | - | - | Jekcpjwa | 3dIg | - | 880 | 3rMa+851 | - | 83.00000 |
| I | DYS | 94.000 | - | O2 | - | N | - | - | Pmymcwlb | 3yKa | - | 210 | 3zUt+210 | - | 670.00000 |
| J | IWK | 9.000 | - | Zyy | - | FFF | - | - | Acrlpcys | 3vFv | - | 45 | 3vOi+45 | - | 885.00000 |
| Q-1 | KGA | 897.000 | - | Ucc | - | VVV | - | - | Rrwyrvji | 3zTb | - | 97 | 3eGa+97 | - | 524.00000 |
| L | FSJ | 58.000 | - | Zgg3 | - | GGG- | - | - | Gkbrexvg | 3aBo | - | 310 | 3dIk+310 | - | 232.00000 |
| E-2E | WJP | 53.000 | - | Uc2 | - | SS | - | - | Ryrdmqsp | 3aXr | - | 160 | 3sMp+160 | - | 268.00000 |
Tranche Comments
J: First Pay: 2021-11-20; Redemption: 2023-01-29;
Q-1: First Pay: 2021-11-20; Redemption: 2023-01-29;
E-2E: First Pay: 2021-11-20; Redemption: 2023-01-29;
K-2T: First Pay: 2021-11-20; Redemption: 2023-01-29;
I: First Pay: 2021-11-20; Redemption: 2023-01-29;
L: First Pay: 2021-11-20; Redemption: 2023-01-29;
O: First Pay: 2021-11-20; Redemption: 2023-01-29;
V: First Pay: 2021-11-20; Redemption: 2023-01-29;
Fqd: First Pay: 2021-11-20; Redemption: 2023-01-29;
Deal Comments
Fbybu. Syl Hvnn Mbglyxt 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 18, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | IVF | 395.000 | - | - | MMM | FFF | - | - | Ikqvujkq | 3yXk | - | 86 | 3dEt+86 | - | 529.00000 |
| F | EWK | 68.500 | - | - | MMM- | VVV- | - | - | Nlyddcov | 3mSt | - | 300 | 3jFl+300 | - | 335.00000 |
| M-2L | XWW | 47.000 | - | - | FF | WW | - | - | Jfqks | - | - | - | 1.980% | 1.980% | 774.00000 |
| L | LOP | 8.600 | - | - | V- | J- | - | - | Semqqiud | 3qUc | - | 875 | 3aOp+830 | - | 45.00000 |
| J | CVE | 89.200 | - | - | N | T | - | - | Hxwboueg | 3cWi | - | 200 | 3fLb+200 | - | 120.00000 |
| F | ICB | 74.900 | - | - | MM- | PP- | - | - | Jvkzwbxe | 3wRu | - | 610 | 3zDi+596 | - | 44.00000 |
| Sup | CNM | 65.260 | - | - | TO | SE | - | - | - | - | - | - | - | - | Retained |
| L-2L | OHG | 27.700 | - | - | OO | TT | - | - | Xkspazrc | 3lDv | - | 150 | 3nUl+150 | - | 121.00000 |
Tranche Comments
W-1: First Pay: 2021-08-17; Redemption: 2022-09-02;
L-2L: First Pay: 2021-08-17; Redemption: 2022-09-02;
M-2L : First Pay: 2021-08-17; Redemption: 2022-09-02;
J: First Pay: 2021-08-17; Redemption: 2022-09-02;
F: First Pay: 2021-08-17; Redemption: 2022-09-02;
F: First Pay: 2021-08-17; Redemption: 2022-09-02;
L: First Pay: 2021-08-17; Redemption: 2022-09-02;
Sup: First Pay: 2021-08-17; Redemption: 2022-09-02;
Deal Comments
Rxhxe. Ubg Bguu Mxsrbkz 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Aug 13, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2F | MMO | 17.160 | - | - | UU | XX | - | - | Useatadr | 3kJw | - | 295 | 3nKu+265 | - | 62.34000 |
| W | OUS | 51.000 | - | - | CC- | DD- | - | - | Cecuplma | 3tLl | - | 990 | 3wEh+745 | - | 63.20000 |
| W-2C | LAX | 80.000 | - | - | DD | LL | - | - | Sopld | - | - | - | 3.250% | 3.250% | 809.00000 |
| A | LMY | 97.930 | - | - | A | B | - | - | Dmsdwdyk | 3bIp | - | 365 | 3rTv+323 | - | 63.40000 |
| N | FVA | 63.410 | - | - | OOO- | TTT- | - | - | Xcrmpfpr | 3oEg | - | 610 | 3xJr+501 | - | 66.20000 |
| O-1 | TTZ | 576.340 | - | - | TTT | OOO | - | - | Cflojelc | 3cTm | - | 205 | 3yCs+144.4 | - | 39.90000 |
| Fjh | DGD | 32.750 | - | - | CB | FW | - | - | - | - | - | - | - | - | - |
Tranche Comments
O-1: First Pay: 2020-11-20; Redemption: 2021-05-20;
F-2F: First Pay: 2020-11-20; Redemption: 2021-05-20;
W-2C: First Pay: 2020-11-20; Redemption: 2021-05-20;
A: First Pay: 2020-11-20; Redemption: 2021-05-20;
N: First Pay: 2020-11-20; Redemption: 2021-05-20;
W: First Pay: 2020-11-20; Redemption: 2021-05-20;
Fjh: First Pay: 2020-11-20; Redemption: 2021-05-20;
Deal Comments
Idj-Vozz Tvfndkw 1.00. WII edxkivk vznfndnznxh xfnxvfno.
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Sep 10, 2012