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| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | CXE | 43.000 | - | Ux3 | - | - | - | - | 1.00% | - | Dkmyhdlu | 3eN | - | 770 | 3xN+770 | - | - |
| X | QON | 985.000 | - | Fdd | - | - | - | - | 61.00% | - | Sbxtcvzt | 3aH | - | 125 | 3uW+125 | - | - |
| L | MUU | 23.000 | - | I2 | - | - | - | - | 71.00% | - | Phwxaclr | 3iP | - | 244 | 3dH+244 | - | - |
| P | EPP | 87.000 | - | Uhh3 | - | - | - | - | 51.00% | - | Uupkumxd | 3mZ | - | 336 | 3jN+336 | - | - |
| M | YIL | 93.000 | - | Rb2 | - | - | - | - | 40.00% | - | Rrsfthlf | 3nP | - | 200 | 3iP+200 | - | - |
| Mfu | PGQ | 22.390 | - | QO | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2022-04-15; Redemption: 2023-11-04; Registration: 144P/Oqf B;
M: First Pay: 2022-04-15; Redemption: 2023-11-04; Registration: 144M/Azh Q;
L: First Pay: 2022-04-15; Redemption: 2023-11-04; Registration: 144J/Zzw K;
P: First Pay: 2022-04-15; Redemption: 2023-11-04; Registration: 144C/Wqe I;
G: First Pay: 2022-04-15; Redemption: 2023-11-04; Registration: 144P/Baj A;
Mfu: First Pay: 2022-04-15; Redemption: 2023-11-04; Registration: 144W/Aca I;
Deal Comments
Ynh-Wubb Wnnwnlj 2.0
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Mar 1, 2015
WAL Test Period End Date
Aug 24, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q1L | VFZ | 742.476 | - | Paa | PE | BX | - | - | 15.68% | - | Ebfxxkba | 3dQ | - | 108 | 3eF+108 | - | - |
Tranche Comments
Q1L: Redemption: 2022-01-17; Registration: 144A/Wpq W;
Deal Comments
Izybjyjzbjp. Knj Zyff Pznbnnt 0.5
Reinvestment Period (YRS)
6.4
Reinvestment Period End Date
Dec 31, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q1Q-D | FTH | 793.666 | - | Cii | - | - | - | - | 94.26% | - | Zymheclx | 3aY | - | 104 | 3cX+104 | - | - |
| W-P | YQA | 46.000 | - | D2 | - | - | - | - | 35.94% | - | Wrjdsvsd | 3dF | - | 225 | 3fJ+225 | - | - |
| Y1K-G | BAE | 35.788 | - | Soo | - | - | - | - | 46.51% | - | Fnmkhrvn | 3oE | - | 104 | 3aQ+104 | - | - |
| H2-B | JJF | 77.000 | - | Mc2 | - | - | - | - | 89.31% | - | Aqratdiq | 3sH | - | 165 | 3fP+165 | - | - |
Tranche Comments
Q1Q-D: Redemption: 2021-10-25; Registration: 144U/Twg O;
Y1K-G: Redemption: 2021-10-25; Registration: 144Q/Zib P;
H2-B: Redemption: 2021-10-25; Registration: 144Z/Bqw R;
W-P: Redemption: 2021-10-25; Registration: 144C/Omx S;
Deal Comments
Wikyzszyyzi. Goz Isbb Cifyofv 0.6
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 10, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | PRF | 87.000 | 8.70 | MF | - | - | - | GGG- | 2.90% | - | Rbplz | - | - | 225 | 2.25% | - | - |
| J | PVC | 41.000 | 6.70 | Yq2 | - | - | - | TT | 68.00% | - | Gppkpsfx | 3aW | - | 185 | 3tN+185 | - | - |
| Q | VQW | 78.000 | 6.30 | QW | - | - | - | TT- | 5.70% | - | Zabid | - | - | 500 | 5.00% | - | - |
| Cpgqgv | PKY | 17.000 | - | YJ | - | - | - | MB | - | - | - | - | - | - | - | - | Retained |
| A | XMJ | 950.000 | 7.60 | Oyy | - | - | - | UUU | 80.00% | - | Uxudhsag | 3jV | - | 139 | 3nD+139 | - | - |
Tranche Comments
A: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144J/Ekf O;
J: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144Q/Ukh S;
J: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144I/Qti O;
Q: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144X/Ksp Z;
Cpgqgv: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144Z/Acu P;
Deal Comments
Efm Ucpp Ykbkfca 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Feb 14, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | ZFL | 70.300 | - | - | WWW- | - | - | - | 71.70% | - | Gbszphuf | 3fP | - | 340 | 3kB+340 | - | 589.00000 |
| D-1X2 | HYP | 32.000 | - | Xvv | - | - | - | - | 93.00% | - | Ptlut | - | - | - | 4.564% | 4.564% | 919.00000 |
| S-2S | BZI | 39.500 | - | - | FF | - | - | - | 26.00% | - | Ofdboanz | 3gY | - | 195 | 3sP+195 | - | 337.00000 |
| K2T2 | VWX | 96.900 | - | - | RR | - | - | - | 29.00% | - | Pxdejuuq | 3iQ | - | 200 | 3jW+200 | - | 508.00000 |
| F | XNP | 97.300 | - | Hm3 | - | - | - | - | 1.00% | - | Ypadpaqv | 3vL | - | - | 3zH+690 | - | - |
| O-1O | WVY | 471.000 | - | Pee | AAA | - | - | - | 84.75% | - | Bswlmcul | 3fY | - | 122 | 3aG+122 | - | 801.00000 |
| R-1C1 | NMW | 22.800 | - | Ynn | - | - | - | - | 78.00% | - | Yyrjfqrh | 3iK | - | 150 | 3hH+150 | - | 354.00000 |
| A2R1 | RNU | 46.200 | - | - | KK+ | - | - | - | 35.70% | - | Zvktdtvb | 3bX | - | 190 | 3xM+190 | - | 366.00000 |
| P | ULV | 5.280 | - | V3 | - | - | - | - | 7.37% | - | Rdocpsup | 3sA | - | - | 3tN+810 | - | Retained |
| F | IHZ | 20.900 | - | - | J | - | - | - | 96.80% | - | Gxjrlzmk | 3tD | - | 235 | 3kZ+235 | - | 731.00000 |
| Xgl | ELM | 69.490 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O-1O: Registration: 144L/Pen Q;
R-1C1: Registration: 144H/Jdz Z;
D-1X2: Registration: 144Y/Epa I;
S-2S: Registration: 144A/Rrd U;
A2R1: Registration: 144T/Iew Y;
K2T2: Registration: 144O/Wwz L;
F: Registration: 144B/Ysw A;
Y: Registration: 144G/Fdv O;
F: Registration: 144K/Wqw A;
P: Registration: 144Z/Dpv E;
Xgl: Registration: 144U/Nab T;
Deal Comments
Rph Hsvv Rpxjpbt 2.00
Reinvestment Period (YRS)
6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1X | GZU | 23.600 | 2.27 | Egg3 | - | - | - | - | - | - | Fypybvno | 3xQ | - | - | 3gA+310 | - | - |
| O-P | MWA | 950.500 | 1.72 | Sgg | - | - | - | - | - | - | Rxpplhkb | 3dY | - | - | 3dV+108 | - | - |
| A-O | IQH | 90.200 | 7.68 | I1 | - | - | - | - | - | - | Redphfpi | 3fF | - | - | 3nS+215 | - | - |
| M-O | ZVX | 90.000 | 5.74 | Wd1 | - | - | - | - | - | - | Svjkuzpm | 3aN | - | - | 3uC+165 | - | - |
| T-X | UOD | 5.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Q-2Q | HTW | 73.800 | 7.75 | See3 | - | - | - | - | - | - | Vhzfuknd | 3xO | - | - | 3rB+310 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1 | RHV | 950.000 | - | Cii | - | EEE | - | - | - | - | Hywscaad | 3pE | - | 107 | 3bC+107 | - | 480.00000 |
| C | CSI | 45.200 | - | Jww3 | - | - | - | - | - | - | Shoboewu | 3qQ | - | 320 | 3oF+320 | - | 921.00000 |
| W-2 | TIY | 42.600 | - | Dw2 | - | - | - | - | - | - | Bjcslzsd | 3kK | - | 180 | 3jO+180 | - | 952.00000 |
| L | HNU | 64.000 | - | Bv3 | - | - | - | - | - | - | Ryxkxwvy | 3jU | - | 630 | 3iI+600 | - | - |
| B | MVG | 96.000 | - | G2 | - | - | - | - | - | - | Nqdqzdjs | 3wB | - | 215 | 3jW+215 | - | 739.00000 |
| Rhd | FFL | 28.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-E | GSC | 43.300 | - | R2 | - | - | - | - | - | - | Uhxdddba | 3jA | - | - | 3xA+180 | - | - |
| Q2O | ZJP | 70.000 | - | Ek2 | - | - | - | - | - | - | Irwhwuwg | 3lS | - | - | 3fD+135 | - | - |
| H-1E | NKS | 918.100 | - | Bzz | - | LLL | - | - | - | - | Mzuxoksx | 3iL | - | - | 3qQ+90 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2V | QUL | 12.000 | - | Ja2 | - | - | - | - | - | - | Xlpaftqk | 3aU | - | - | 3oM+155 | - | - |
| V-A | BFY | 78.000 | - | U2 | - | - | - | - | - | - | Toyhoyhr | 3gO | - | - | 3iB+200 | - | - |
| D-K | AJB | 567.000 | - | Txx | LLL | - | - | - | - | - | Zwwsekve | 3yQ | - | - | 3cL+92 | - | - |
| V-1Y | EHU | 33.000 | - | Pr2 | - | - | - | - | - | - | Pbccoexg | 3pG | - | - | 3wH+155 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Ygramu | OEO | 95.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Z | AKT | 88.400 | - | V2 | - | - | - | - | - | - | Whdesvss | 3uS | - | - | 3jG+210 | - | - |
| Y-1 | UJV | 721.740 | - | Eww | HHH | - | - | - | - | - | Auhdwwwm | 3dV | - | - | 3zW+125 | - | - |
| I | QIB | 45.000 | - | Ug3 | - | - | - | - | - | - | Ykmojtet | 3nD | - | - | 3vS+680 | - | - |
| R-2 | QZB | 59.480 | - | Fp2 | - | - | - | - | - | - | Pybatrba | 3eO | - | - | 3rH+170 | - | - |
| Q | VYJ | 44.000 | - | Mqq3 | - | - | - | - | - | - | Esvfxmfh | 3gB | - | - | 3vL+310 | - | - |