| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I1 | FZA | 55.000 | - | El2 | DD | - | - | - | Vkqrffac | 3hYr | - | 175 | 3cCc+175 | - | 318.00000 |
| L | IIN | 29.000 | - | I3 | B- | - | - | - | Beybohpx | 3sEk | - | 950 | 3pQz+903 | - | 99.00000 |
| O2 | FQC | 40.000 | - | Vb2 | BB | - | - | - | Quvgu | OXJ | - | - | 2.300% | 2.300% | 974.00000 |
| A | ZUP | 28.000 | - | Jtt3 | GGG- | - | - | - | Ovsuhwtm | 3fOn | - | 400 | 3aEs+400 | - | 177.00000 |
| G | OMA | 378.000 | - | Xee | NNN | - | - | - | Qumrhbon | 3bXf | - | 95 | 3yBt+95 | - | 291.00000 |
| A | WDI | 45.000 | - | Xb3 | XX- | - | - | - | Qkhrtiol | 3qIb | - | 650 | 3fHw+636 | - | 99.00000 |
| Iss Txw | KKS | 36.500 | - | DX | ZN | - | - | - | - | - | - | - | - | - | Retained |
| U | BFK | 16.000 | - | K2 | M | - | - | - | Goushsoe | 3wUm | - | 275 | 3lYd+275 | - | 508.00000 |
Tranche Comments
G: First Pay: 2022-07-25; Redemption: 2023-07-25;
I1: First Pay: 2022-07-25; Redemption: 2023-07-25;
O2: First Pay: 2022-07-25; Redemption: 2023-07-25;
U: First Pay: 2022-07-25; Redemption: 2023-07-25;
A: First Pay: 2022-07-25; Redemption: 2023-07-25;
A: First Pay: 2022-07-25; Redemption: 2023-07-25;
L: First Pay: 2022-07-25; Redemption: 2023-07-25;
Iss Txw: First Pay: 2022-07-25; Redemption: 2023-07-25;
Deal Comments
Rqzqh. Lbg Bauu Kqnxblc 1.00
Risk Retention
WOj Jzwkhmub
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 17, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Nka | JXZ | 18.000 | - | GG | DQ | - | - | - | - | - | - | - | - | - | Retained |
| P | WSP | 70.400 | - | Ug3 | HH- | - | - | - | Ccyxellj | 3fBv | - | 645 | 3xAz+624 | - | 45.70000 |
| H | ZOM | 10.300 | - | K3 | P- | - | - | - | Rljqxeut | 3oBg | - | 950 | 3pDm+905 | - | 55.00000 |
| Wee Nxx | HVK | 4.500 | - | PI | GI | - | - | - | - | - | - | - | - | - | Retained |
| M | BAT | 69.000 | - | Oyy3 | QQQ | - | - | - | Zdktfkth | 3kFb | - | 350 | 3xTi+350 | - | 438.00000 |
| R | DCE | 38.000 | - | Lg2 | AA | - | - | - | Njirydwi | 3iAd | - | 185 | 3sNq+185 | - | 128.00000 |
| C | XOX | 6,898.000 | - | Xvv | VVV | - | - | - | Mvsubuyf | 3rLg | - | 104 | 3yFp+104 | - | 914.00000 |
| F | WKK | 78.000 | - | H2 | H | - | - | - | Evyazkaa | 3lKf | - | 250 | 3nVn+250 | - | 447.00000 |
Tranche Comments
C: First Pay: 2022-01-15; Redemption: 2023-08-18;
R: First Pay: 2022-01-15; Redemption: 2023-08-18;
F: First Pay: 2022-01-15; Redemption: 2023-08-18;
M: First Pay: 2022-01-15; Redemption: 2023-08-18;
P: First Pay: 2022-01-15; Redemption: 2023-08-18;
H: First Pay: 2022-01-15; Redemption: 2023-08-18;
Wee Nxx: First Pay: 2022-01-15; Redemption: 2023-08-18;
Nka: First Pay: 2022-01-15; Redemption: 2023-08-18;
Deal Comments
Mvkvf. Nwg-Lyqq Yvywwke 2.00.
Risk Retention
Aluuzlayzu rzmzhay fmlamhu ll olrzue yflq WI yfuh yalamlflm ge qluhfmh z iaylfozu uufoa zu rzmzhay-lyfhfmzlly.
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 23, 2022
WAL Test Period End Date
Jun 28, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-D | TCG | 258.000 | - | Daa | - | ZZZ | 68.20% | - | Kjrruldp | 3rVz | - | 88 | 3dFf+88 | - | 876.00000 |
| S-2-D | BJF | 26.000 | - | W2 | - | I | 89.40% | - | Tnyws | - | - | - | 2.650% | 2.650% | 434.00000 |
| K-1-I | EAC | 2.700 | - | G2 | - | G | 13.70% | - | Qrfwvidh | 3cCd | 215a | 235 | 3lKn+235 | - | 743.00000 |
| M-1-J | ZWO | 56.000 | - | Ed2 | - | VV | 63.30% | - | Nbkqsexn | 3tLa | 155-160 | 165 | 3sAs+165 | - | 151.00000 |
| U-H | ECJ | 98.000 | - | Jqq3 | - | III- | 69.30% | - | Dyhcrqnd | 3cHg | 320i | 340 | 3bVv+340 | - | 877.00000 |
| I-2-Q | ZXP | 14.000 | - | Yf2 | - | KK | 61.40% | - | Sqckh | - | - | - | 2.000% | 2.000% | 124.00000 |
Tranche Comments
M-D: First Pay: 2021-10-20; Redemption: 2023-01-20;
M-1-J: First Pay: 2021-10-20; Redemption: 2023-01-20;
I-2-Q: First Pay: 2021-10-20; Redemption: 2023-01-20;
K-1-I: First Pay: 2021-10-20; Redemption: 2023-01-20;
S-2-D: First Pay: 2021-10-20; Redemption: 2023-01-20;
U-H: First Pay: 2021-10-20; Redemption: 2023-01-20;
Deal Comments
Gntyptptypv. Kfp Dtjj Innyfzx 1.5
Reinvestment Period (YRS)
5.80
Reinvestment Period End Date
Jun 19, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | NAW | 98.100 | - | Zk2 | - | SS | - | - | Eldktrhy | 3nZy | - | 148 | 3lXc+148 | - | 357.00000 |
| Vtn | GGO | 80.700 | - | XN | - | TK | - | - | - | - | - | - | - | - | Retained |
| N | ZES | 44.800 | - | A2 | - | O | - | - | Mcwjuhmy | 3wTd | - | 190 | 3eEb+190 | - | 409.00000 |
| E | BVB | 10.700 | - | R2 | - | P- | - | - | Qkxxwzsv | 3hCd | - | 760 | 3yFi+675 | - | 70.10000 |
| V-2 | XFA | 44.000 | - | Rj2 | - | QQ | - | - | Alwgz | UQE | - | - | 2.100% | 2.100% | 944.00000 |
| R-2 | GJG | 8.700 | - | Gqq | - | HHH | - | - | Pdzrkwxj | 3mRs | - | 95 | 3dBi+95 | - | 854.00000 |
| C-1 | AQR | 580.600 | - | Ekk | - | LLL | - | - | Xvsqesng | 3kCp | - | 84.5 | 3vWh+84.5 | - | 374.00000 |
| R | PCD | 64.000 | - | Icc3 | - | LLL- | - | - | Xdjstfet | 3rHs | - | 290 | 3fDh+290 | - | 802.00000 |
| Y | FLV | 56.950 | - | Tk2 | - | BB- | - | - | Jepytbfg | 3tLj | - | 550 | 3aVt+513 | - | 58.10000 |
Tranche Comments
C-1: First Pay: 2019-01-18; Redemption: 2020-07-18;
R-2: First Pay: 2019-01-18; Redemption: 2020-07-18;
S-1: First Pay: 2019-01-18; Redemption: 2020-07-18;
V-2: First Pay: 2019-01-18; Redemption: 2020-07-18;
N: First Pay: 2019-01-18; Redemption: 2020-07-18;
R: First Pay: 2019-01-18; Redemption: 2020-07-18;
Y: First Pay: 2019-01-18; Redemption: 2020-07-18;
E: First Pay: 2019-01-18; Redemption: 2020-07-18;
Vtn: First Pay: 2019-01-18; Redemption: 2020-07-18;
Deal Comments
Fsf Rtll Rmrlsmk 2.00
Risk Retention
Wmofqon/srnmpppq fpmm ommpof mo qfpmpm mo onpzpfpmon
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 7, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | HOJ | 16.200 | - | Ka2 | NN | - | - | - | Qsvywxyb | 3kZe | - | 585 | 3mMi+540 | - | 10.90000 |
| E | TNC | 105.000 | - | Dyy | VVV | - | - | - | Fxwrpiwi | 3vSs | - | 92 | 3cDb+92 | - | 647.00000 |
| G | FTQ | 77.700 | - | Uss2 | III | - | - | - | Ipeykwyb | 3nJh | - | 330 | 3wUl+320 | - | 49.30000 |
| R-1 | KJS | 34.000 | - | Ut2 | QQ | - | - | - | Tuocefok | 3mWs | - | 150 | 3pEx+150 | - | 242.00000 |
| W | TWB | 5.300 | - | W2 | L- | - | - | - | Ikofsqku | 3kDm | - | 795 | 3tLo+680 | - | 74.65000 |
| Urc | ILM | 70.900 | - | ZK | GH | - | - | - | - | - | - | - | - | - | Retained |
| C | JKF | 43.800 | - | J2 | S | - | - | - | Lzchqbwb | 3eOd | - | 220 | 3cZr+220 | - | 155.00000 |
| E-2 | GSE | 88.000 | - | Eb2 | FF | - | - | - | Xlstv | VRV | - | - | 2.000% | 2.000% | 540.00000 |
Tranche Comments
E: First Pay: 2018-01-25; Redemption: 2019-07-14;
R-1: First Pay: 2018-01-25; Redemption: 2019-07-14;
E-2: First Pay: 2018-01-25; Redemption: 2019-07-14;
C: First Pay: 2018-01-25; Redemption: 2019-07-14;
G: First Pay: 2018-01-25; Redemption: 2019-07-14;
V: First Pay: 2018-01-25; Redemption: 2019-07-14;
W: First Pay: 2018-01-25; Redemption: 2019-07-14;
Urc: First Pay: 2018-01-25; Redemption: 2019-07-14;
Deal Comments
Ruv Vvpp Ohvgubx 2.00
Risk Retention
Uvxqrxfzrfq drqq jrs zvs rwfqrfv vfjzs zf ffewqt drzv vrrv vszsqzrfq vsbjqxzrfq
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jun 20, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | FMO | 87.700 | - | Ndd2 | WWW | - | - | - | Ucarjtea | 3hFw | - | 360 | 3xRq+360 | - | 94.50000 |
| P-1 | LFJ | 925.100 | - | Baa | GGG | - | - | - | Nmmjpybe | 3oRd | - | 103 | 3qJd+103 | - | 755.00000 |
| J-2 | QHO | 47.000 | - | Ctt | HHH | - | - | - | Ayuug | - | - | - | 1.090% | 1.090% | 477.00000 |
| N | CFY | 38.600 | - | Jt2 | RR | - | - | - | Wvjopmhl | 3mKu | - | 760 | 3oHd+645 | - | 38.96000 |
| R | ALL | 83.000 | - | Cl2 | EE | - | - | - | Urbclwrv | 3dEm | - | 170 | 3nTh+170 | - | 829.00000 |
| O | TOV | 21.300 | - | J2 | F | - | - | - | Tufepiug | 3cKt | - | 250 | 3dXa+250 | - | 202.00000 |
| Ljs | HPN | 91.400 | - | VG | PM | - | - | - | - | - | - | - | - | - | 65.00000 |
| J | AJB | 31.000 | - | K2 | T- | - | - | - | Xlxzbaxq | 3oTx | - | 1050 | 3kYr+750 | - | 61.00000 |
Reinvestment Period (YRS)
2