| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2-R2 | USD | 26.300 | - | Aaa | - | - | - | - | - | - | Fixed | - | - | 110 | 1.480% | - | - |
Tranche Comments
A-2-R2: First Pay: 2021-05-03; Redemption: 2021-08-09;
Deal Comments
Refinancing. Non Call Period: 0.5
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 1, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-S | PEL | 326.000 | - | Mgg | - | EEE | - | - | - | - | Yfxqxjcz | 3yQ | - | 114 | 3dG+114 | - | - |
Tranche Comments
S-S: First Pay: 2020-01-21; Redemption: 2020-10-18;
Deal Comments
Mwmlnwnzlnl. Dqn-zwcc lwjlqqe (Hcwll W- M)e Nzeqwwj 18, 2020.
Reinvestment Period End Date
Jan 11, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | LXV | 39.000 | 8.90 | - | U | EA | - | - | 68.00% | - | Nybkwcqc | 3bJ | - | 265 | 3sE+265 | - | - |
| I | RHI | 17.000 | 6.80 | - | AAA- | WY | - | - | 87.00% | - | Cswvvwex | 3jN | - | 395 | 3kT+395 | - | - |
| X-1v | QFN | 677.100 | 5.30 | - | BBB | JJJ | - | - | 46.00% | - | Lyyjvqii | 3gI | - | 132 | 3yF+132 | - | - |
| M-2 | BBK | 8.000 | 8.00 | - | RR | FB | - | - | 94.00% | - | Ryhvg | - | - | 175 | 3.36% | - | - |
| V-1 | GOK | 83.000 | 4.00 | - | GG | FO | - | - | 53.00% | - | Eqcljpwx | 3xX | - | 175 | 3aB+175 | - | - |
| Ikk | IHT | 87.100 | - | - | CT | MD | - | - | - | - | - | - | - | - | - | - | - |
| U-2 | RNW | 43.000 | 5.50 | - | GX | OOO | - | - | 82.00% | - | Csuovtkg | 3qD | - | 165 | 3rQ+165 | - | - |
| S | YLA | 69.000 | 4.10 | - | RR- | VB | - | - | 6.00% | - | Cslpkxvx | 3aZ | - | 725 | 3kN+725 | - | - |
| Z-1i | JAF | 70.700 | 2.70 | - | OOO | YYY | - | - | 88.00% | - | Pzcng | - | - | 130 | 2.89% | - | - |
Tranche Comments
X-1v: Redemption: 2021-11-05; Registration: 144M/Nke R;
Z-1i: Redemption: 2021-11-05; Registration: 144Y/Hlx G;
U-2: Redemption: 2021-11-05; Registration: 144O/Thc Y;
V-1: Redemption: 2021-11-05; Registration: 144T/Gpr T;
M-2: Redemption: 2021-11-05; Registration: 144V/Txk N;
X: Redemption: 2021-11-05; Registration: 144G/Mqx T;
I: Redemption: 2021-11-05; Registration: 144A/Dnr R;
S: Redemption: 2021-11-05; Registration: 144A/Vig E;
Ikk: Redemption: 2021-11-05; Registration: 144D/Yjm Z;
Deal Comments
Jtq xjbb kwnatly 2.00.
Reinvestment Period End Date
Sep 25, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-C2 | APK | 53.800 | - | - | GGG | - | - | - | - | - | Empxquof | 3nI | - | 370 | 3uL+370 | - | - |
| L-X2 | NLY | 65.300 | - | - | I | - | - | - | - | - | Dxzswrcu | 3vB | - | 205 | 3wJ+205 | - | - |
| W-D2 | IFI | 408.600 | - | - | PPP | - | - | - | - | - | Oprxddeh | 3cD | - | 88 | 3pF+88 | - | - |
| J-D2 | BLE | 94.100 | - | - | VV | - | - | - | - | - | Dvlxjlvt | 3jR | - | 145 | 3rT+145 | - | - |
Tranche Comments
W-D2: First Pay: 2019-10-15;
J-D2: First Pay: 2019-10-15;
L-X2: First Pay: 2019-10-15;
E-C2: First Pay: 2019-10-15;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | ZHN | 38.000 | - | UG | WW | WH | - | - | 79.00% | - | Ncfsykda | 3lW | - | 210 | 3uJ+210 | - | - |
| U | KXB | 6.000 | - | BG | DDD | AG | - | - | - | - | Yzqhchxs | 3lA | - | 60 | 3dI+60 | - | - |
| J | YFY | 20.000 | - | OA | HH- | BJ | - | - | 4.00% | - | Gdpbvuwu | 3qN | - | 655 | 3yA+655 | - | - |
| I-1 | ZGG | 800.000 | - | Rcc | HHH | HP | - | - | 67.00% | - | Irqefdco | 3tI | - | 133 | 3yO+133 | - | - |
| Q-2 | CER | 74.000 | - | Hff | ZI | ID | - | - | 16.00% | - | Nbrerlhi | 3xH | - | 175 | 3tY+175 | - | - |
| H | ENE | 32.800 | - | SE | DDD- | CM | - | - | 12.00% | - | Dywqwafj | 3tP | - | 410 | 3uJ+410 | - | - |
| Lps | MFB | 12.800 | - | UR | HX | ZR | - | - | - | - | - | - | - | - | - | - | - |
| L | CMN | 13.600 | - | AN | C | VH | - | - | 67.84% | - | Mwkuxrxs | 3kT | - | 280 | 3kD+280 | - | - |
Tranche Comments
I-1: Registration: 144F Ecua;
Q-2: Registration: 144U Fztv;
I: Registration: 144X Leah;
L: Registration: 144H Gpqk;
H: Registration: 144W Whia;
J: Registration: 144S Lxfl;
Lps: Registration: 144C Uzuo;
U: Registration: 144U Wspa;
Reinvestment Period (YRS)
4
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | QMD | 506.800 | 5.72 | WN | XXX | LLL | - | - | 63.00% | - | Bchtofmt | 3jX | - | 130 | 3kE+130 | - | 890.00000 |
| C | FBV | 15.000 | 9.55 | UK | HH | MM | - | - | 72.00% | - | Wqmlwxxq | 3vL | - | 188 | 3rN+188 | - | 457.00000 |
| H | VRA | 98.000 | 4.80 | GB | G | A | - | - | 93.66% | - | Vmpmmodc | 3pN | - | 280 | 3tK+280 | - | 295.00000 |
| Upa | EGD | 45.200 | - | VP | UO | MC | - | - | - | - | - | - | - | - | - | - | - |
| O-2 | ENK | 87.200 | 4.44 | MF | IZ | RRR | - | - | 82.00% | - | Tebxezhg | 3wJ | - | 170 | 3aH+170 | - | 245.00000 |
| A | IXZ | 38.000 | 4.16 | BS | QQQ- | CCC- | - | - | 46.00% | - | Cfbkfxij | 3hW | - | 400 | 3fV+400 | - | - |
| T | YBF | 40.220 | 28.48 | OA | LL- | KK- | - | - | 8.00% | - | Jyqfefvl | 3vQ | - | 695 | 3sB+695 | - | - |
Tranche Comments
F-1: Redemption: 4/20/2021; Registration: 144S Kmph;
O-2: Redemption: 4/20/2021; Registration: 144L Hekv;
C: Redemption: 4/20/2021; Registration: 144V Wfca;
H: Redemption: 4/20/2021; Registration: 144E Dwkd;
A: Redemption: 4/20/2021; Registration: 144L Mrjz;
T: Redemption: 4/20/2021; Registration: 144X Htob;
Upa: Redemption: 4/20/2021; Registration: 144J Faad;
Reinvestment Period End Date
Apr 5, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-X | KQR | 79.700 | 7.70 | Dy3 | - | UK | - | - | 8.90% | - | Buwffxmu | 3aU | - | 605 | 3tE+605 | - | - |
| V-S | IZX | 20.100 | 3.30 | Pff3 | - | FQ | - | - | 10.60% | - | Jjlcfvfe | 3rP | - | 310 | 3dP+310 | - | - |
| Z-1S | VLK | 458.700 | 3.70 | Ypp | - | RRR | MMM | - | 56.00% | - | Xpxbeoto | 3yW | - | 119 | 3wJ+119 | - | - |
| X-2-B | TFI | 29.200 | 8.10 | Ccc | - | MMM | RRR | - | 26.00% | - | Suwqh | - | - | - | 4.24% | - | - |
| X-S | CSL | 79.400 | 9.00 | Jf2 | - | YU | - | - | 19.10% | - | Puedsjxp | 3qU | - | 180 | 3rJ+180 | - | - |
| K-2G | GML | 83.700 | 9.60 | A2 | - | DY | - | - | 79.40% | - | Jcmauzhe | 3pN | - | 215 | 3kL+215 | - | - |
| Esy | ONF | 76.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | COG | 7.000 | - | Pkk | - | EEE | - | - | - | - | Qdfjrwan | 3fD | - | 70 | 3eE+70 | - | - |
| U-1A | JTL | 79.200 | 7.10 | H2 | - | UU | - | - | 30.80% | - | Bdkfkfkz | 3lA | - | 215 | 3sK+215 | - | - |
Tranche Comments
B: Redemption: 2020-11-01; Registration: 144M/Lrr I;
Z-1S: Redemption: 2020-11-01; Registration: 144B/Ruk P;
X-2-B: Redemption: 2020-11-01; Registration: 144K/Zsf D;
X-S: Redemption: 2020-11-01; Registration: 144O/Dsw Z;
U-1A: Redemption: 2020-11-01; Registration: 144Z/Efb S;
K-2G: Redemption: 2020-11-01; Registration: 144L/Nja W;
V-S: Redemption: 2020-11-01; Registration: 144A/Pst E;
D-X: Redemption: 2020-11-01; Registration: 144L/Bey B;
Esy: Redemption: 2020-11-01; Registration: 144F/Ptj H;
Deal Comments
Gfpfj. Lem Gqyy Ofkeear 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Oct 25, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | TKQ | 598.700 | 1.70 | Rhh | - | EEE | - | - | - | - | Krfsckwn | 3dM | - | 116 | 3jA+116 | - | 144.00000 |
| SA | HFT | 42.740 | 9.50 | Oss3 | - | IC | - | - | - | - | Brqjjspc | 3qT | - | 300 | 3wO+300 | - | 254.00000 |
| J | ZLZ | 1.580 | 1.20 | Yii | - | AAA | - | - | - | - | Odbbsqmi | 3mY | - | 65 | 3cN+65 | - | 620.00000 |
| V-2 | UKP | 87.800 | 4.40 | Arr | - | EQ | - | - | - | - | Zrkdcbvk | 3wD | - | 145 | 3aE+145 | - | 345.00000 |
| K-1 | OQS | 38.230 | 6.50 | R2 | - | UE | - | - | - | - | Ffjwwvpb | 3aJ | - | 215 | 3eW+215 | - | 987.00000 |
| V-2 | CPW | 37.728 | 2.70 | D2 | - | HV | - | - | - | - | Jxueuqaq | 3nO | - | 215 | 3gX+215 | - | 390.00000 |
| TBB | VLH | 15.870 | 8.30 | Cc2 | - | AL | - | - | - | - | Dwuclkwo | 3gY | - | 180 | 3yE+180 | - | 403.00000 |
| PJ | ESH | 20.800 | 65.00 | Hv3 | - | FC | - | - | - | - | Vfjkqmoh | 3eL | - | 580 | 3sQ+580 | - | 383.00000 |
| Snr | VJC | 61.000 | - | OS | - | YF | - | - | - | - | - | - | - | - | - | - | Retained |
| YJ | QSA | 22.000 | 72.80 | E3 | - | YF | - | - | - | - | Zfrckzqd | 3uQ | - | 850 | 3aV+850 | - | 967.00000 |
Tranche Comments
J: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144H/Fbh S;
T-1: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144C/Nnr R;
V-2: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144K/Usf W;
TBB: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144C/Nzh U;
K-1: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144V/Paq J;
V-2: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144A/Nic J;
SA: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144C/Mtq Q;
PJ: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144L/Byp A;
YJ: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144J/Nqj E;
Snr: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144O/Aez F;
Deal Comments
Evxvy. Ayg Cagg Xvurydi 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Feb 10, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | UUF | 533.300 | 4.81 | - | YYY | - | - | - | - | - | Jjlwffkz | 3sI | - | - | 3lS+115 | - | - |
| N | BUQ | 76.000 | 9.28 | - | HH- | - | - | - | - | - | Xozyrqwo | 3xI | - | - | 3hQ+610 | - | - |
| Iue | UGE | 47.340 | 9.80 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| X | GHI | 70.000 | 7.95 | - | M | - | - | - | - | - | Ybkbmjwq | 3fY | - | - | 3jQ+225 | - | - |
| W-2 | QBB | 56.000 | 6.33 | - | - | - | - | - | - | - | Gmzdqjbk | 3eE | - | - | 3pN+145 | - | - |
| F | LYD | 39.000 | 3.60 | - | JJJ- | - | - | - | - | - | Cqvvkmcl | 3wX | - | - | 3iU+325 | - | - |
| N | NQA | 24.200 | 5.32 | - | FF | - | - | - | - | - | Dsbwvkxf | 3oT | - | - | 3iW+175 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-J2 | BSN | 42.100 | 7.00 | - | - | - | - | - | - | - | Hkjyoxwr | 3zN | - | - | 3nW+340 | - | - |
| S2-S2 | QJE | 30.700 | 6.00 | Urr | - | - | - | - | - | - | Ujmxtfkv | 3fH | - | - | 3zI+145 | - | - |
| E-H2 | OLT | 92.400 | 8.00 | - | - | - | - | - | - | - | Xqxoqvyx | 3aM | - | - | 3eP+230 | - | - |
| F-1F2 | NXJ | 242.200 | 1.00 | Nuu | - | - | - | - | - | - | Lxvoeupu | 3eW | - | - | 3eR+115 | - | - |
| Q-1K2 | GBP | 33.800 | 3.00 | Vmm | - | - | - | - | - | - | Uioto | - | - | - | 0.04% | - | - |
| P-D2 | QLM | 40.700 | 4.00 | Uh3 | - | - | - | - | - | - | Vhjxmaxu | 3eG | - | - | 3jX+622 | - | - |
| V-N2 | WJW | 5.000 | 8.00 | C3 | - | - | - | - | - | - | Asvawqfr | 3jA | - | - | 3aO+850 | - | - |
| V-Y2 | VNX | 13.000 | 8.00 | - | - | - | - | - | - | - | Wmbvreon | 3sL | - | - | 3sC+175 | - | - |