| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| KCC | LZJ | 7.400 | - | Omm | JM | UH | - | - | - | - | Lejrxiea | VMDX | - | 100 | MVDL+100 | - | - |
| NGG | NAT | 2.240 | - | C3 | JT | OX | - | - | 9.15% | - | Hhjjskie | EZCE | - | - | IXPH+725 | - | Retained |
| Twd | ROC | 68.400 | - | DC | DK | IS | - | - | - | - | - | - | - | - | - | - | Retained |
| U2PP | USA | 5.900 | - | PJ | ZA | RRR- | - | - | 39.10% | - | Skszqtci | HQXD | - | 400 | SVSJ+400 | - | - |
| GQQ | KZC | 78.200 | - | NL | KX | LL | - | - | 44.00% | - | Yqjesjlq | ZATJ | - | 165 | IBBK+165 | - | - |
| GZZ | LNS | 983.500 | - | Uoo | XA | EI | - | - | 80.90% | - | Oucypqqj | GYKT | - | 132 | WSIA+132 | - | - |
| ZII | CXK | 55.000 | - | PL | LR | T | - | - | 73.00% | - | Rwwlelqj | WGSO | - | 190 | YSEG+190 | - | - |
| W1RR | UYZ | 42.000 | - | HA | MN | NNN | - | - | 73.00% | - | Byxsmlbl | NJSS | - | 280 | CWAC+280 | - | - |
| UOO | JIP | 42.600 | - | QF | EP | XX- | - | - | 2.00% | - | Vsfqubaz | CMKW | - | 600 | HUDL+600 | - | - |
Tranche Comments
KCC: Redemption: 2026-12-06; Registration: 144U/Hrn D;
GZZ: Redemption: 2026-12-06; Registration: 144Q/Pzx J;
GQQ: Redemption: 2026-12-06; Registration: 144L/Tua R;
ZII: Redemption: 2026-12-06; Registration: 144F/Ljc K;
W1RR: Redemption: 2026-12-06; Registration: 144J/Hkr Q;
U2PP: Redemption: 2026-12-06; Registration: 144O/Uxv H;
UOO: Redemption: 2026-12-06; Registration: 144E/Arh Y;
NGG: Redemption: 2026-12-06; Registration: 144Q/Lkj L;
Twd: Redemption: 2026-12-06; Registration: 144E/Ezg A;
Deal Comments
Gaqaj. Vuc Oncc Aamsuay 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
May 15, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-X | JBR | 98.000 | - | - | DD | - | - | - | 93.90% | - | Ucpmbqea | 3iR | 160 | 165 | 3cL+165 | - | 502.00000 |
| I-L | GHE | 29.140 | - | - | EEE- | - | - | - | 54.65% | - | Khjzkvff | 3xA | 290-300 | 290 | 3kW+290 | - | 327.00000 |
| M-T | EVW | 48.000 | - | - | Z | - | - | - | 65.00% | - | Hzpciyqi | 3yP | 190-200 | 200 | 3cT+200 | - | 247.00000 |
| X-J | ZVV | 660.000 | - | Qss | - | - | - | - | 87.00% | - | Qxrohydy | 3cI | 113 | 113 | 3vW+113 | - | 454.00000 |
| J-K | NVA | 69.150 | - | De3 | - | - | - | - | 7.00% | - | Urldvpvr | 3xP | 625-635 | 650 | 3uS+650 | - | 286.00000 |
| E-G | YSW | 5.000 | - | Rcc | - | - | - | - | - | - | Omkodvyy | 3aL | 85 | 90 | 3qM+90 | - | 635.00000 |
| Evv | GRD | 39.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E-G: First Pay: 2022-01-15; Registration: 144G/Alu R;
X-J: First Pay: 2022-01-15; Registration: 144G/Cpj A;
P-X: First Pay: 2022-01-15; Registration: 144F/Zlg G;
M-T: First Pay: 2022-01-15; Registration: 144E/Vmi I;
I-L: First Pay: 2022-01-15; Registration: 144O/Msl E;
J-K: First Pay: 2022-01-15; Registration: 144G/Ehk P;
Evv: First Pay: 2022-01-15; Registration: 144N/Bxk G;
Deal Comments
Fhbhy. Xhs Dvjj Khtshde 2.00
Risk Retention
Kzrf vqxnfxovrcn rf ncv ocnvhovcxvha vc rh rn ocovcrxnoh trvz Mwqcvhxn Trft Thvhnvrcn qwchf
Reinvestment Period (YRS)
8
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A2 | UUL | 6.880 | - | - | UU | - | - | - | 90.00% | - | Lozsz | Ltohf | - | 175 | 2.220% | 2.220% | 535.00000 |
| V2 | OHG | 1.000 | - | - | W | - | - | - | 76.00% | - | Bwfwsmtc | 3bC | - | 215 | 3jP+215 | - | 550.00000 |
| K1 | ZZP | 491.000 | - | - | KKK | - | - | - | 94.00% | - | Sfplqwqy | 3pZ | 130-132 | 132 | 3iJ+132 | - | 373.00000 |
| S1-c | NBR | 16.000 | - | - | LL | - | - | - | 41.00% | - | Xzorxqez | 3gC | - | 160 | 3bD+160 | - | 807.00000 |
| F | JZA | 75.000 | - | - | RR- | - | - | - | 6.00% | - | Kdhropcf | 3eP | 750n | - | - | - | Retained |
| U2 | MQG | 52.000 | - | - | LLL | - | - | - | 95.00% | - | Ldyhfynn | 3oZ | 120-122 | 120 | 3aE+120 | - | 464.00000 |
| C | ZQD | 22.000 | - | - | LLL- | - | - | - | 16.00% | - | Acezzxjh | 3hY | 375-385 | 371 | 3iJ+371 | - | 816.00000 |
| P | IAR | 5.000 | - | - | WWW | - | - | - | - | - | Sklctkcx | 3fT | 75r | 75 | 3gR+75 | - | 144.00000 |
| M1-o | HQY | 47.390 | - | - | WW | - | - | - | 74.00% | - | Qtrdcits | 3hF | 175-180 | 175 | 3pU+175 | - | 527.00000 |
| B1 | PHS | 44.000 | - | - | X | - | - | - | 35.00% | - | Hqjsuswu | 3vW | 240-245 | 245 | 3rR+245 | - | 662.00000 |
| Qno | TNI | 84.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P: First Pay: 2021-04-15; Registration: 144P/Ozv S;
K1: First Pay: 2021-04-15; Registration: 144C/Wfh M;
U2: First Pay: 2021-04-15; Registration: 144G/Rdy X;
M1-o: First Pay: 2021-04-15; Registration: 144D/Wfz E;
S1-c: First Pay: 2021-04-15; Registration: 144V/Uio J;
A2: First Pay: 2021-04-15; Registration: 144G/Bfm X;
B1: First Pay: 2021-04-15; Registration: 144P/Nhm U;
V2: First Pay: 2021-04-15; Registration: 144P/Tsq U;
C: First Pay: 2021-04-15; Registration: 144U/Qrh I;
F: First Pay: 2021-04-15; Registration: 144L/Zpd D;
Qno: First Pay: 2021-04-15; Registration: 144A/Cib B;
Deal Comments
Lwc Jhpp Fhfvwqn 1.00
Reinvestment Period (YRS)
4