| 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 |
|---|
| Z-Y | THB | 774.000 | - | Fjj | - | QQQ | - | - | - | - | Kkxwcxbk | 3xJ | - | 114 | 3lK+114 | - | - |
Tranche Comments
Z-Y: First Pay: 2020-01-21; Redemption: 2020-10-18;
Deal Comments
Xexqxwxzqxg. Fux-zwcc jefqumi (Qcwrr B- X)i Qzvuhef 18, 2020.
Reinvestment Period End Date
Jun 12, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | MQC | 38.000 | 4.80 | - | BBB- | MT | - | - | 94.00% | - | Mbluesbd | 3rB | - | 395 | 3hE+395 | - | - |
| I-1 | GAR | 52.000 | 1.00 | - | CC | EU | - | - | 70.00% | - | Eyybkfya | 3xV | - | 175 | 3kS+175 | - | - |
| A-1k | WGO | 315.500 | 6.60 | - | VVV | RRR | - | - | 34.00% | - | Qhfwccok | 3uQ | - | 132 | 3eI+132 | - | - |
| U-2 | KCV | 79.000 | 3.80 | - | EI | DDD | - | - | 22.00% | - | Brqxjlrt | 3xA | - | 165 | 3aM+165 | - | - |
| Usr | TTY | 99.200 | - | - | LI | UG | - | - | - | - | - | - | - | - | - | - | - |
| E-1k | RLQ | 30.600 | 1.30 | - | AAA | HHH | - | - | 63.00% | - | Rarly | - | - | 130 | 2.89% | - | - |
| F | LMA | 87.000 | 8.80 | - | W | CB | - | - | 94.00% | - | Ecfrewpf | 3wK | - | 265 | 3nF+265 | - | - |
| E-2 | ZLT | 8.000 | 3.00 | - | OO | UW | - | - | 93.00% | - | Wffen | - | - | 175 | 3.36% | - | - |
| V | ULP | 56.000 | 5.40 | - | QQ- | DC | - | - | 3.00% | - | Uuyxhjlv | 3rT | - | 725 | 3tG+725 | - | - |
Tranche Comments
A-1k: Redemption: 2021-11-05; Registration: 144Q/Evq D;
E-1k: Redemption: 2021-11-05; Registration: 144W/Kbk D;
U-2: Redemption: 2021-11-05; Registration: 144B/Azl W;
I-1: Redemption: 2021-11-05; Registration: 144T/Adi Z;
E-2: Redemption: 2021-11-05; Registration: 144U/Kpg R;
F: Redemption: 2021-11-05; Registration: 144X/Eid T;
E: Redemption: 2021-11-05; Registration: 144C/Nig N;
V: Redemption: 2021-11-05; Registration: 144Q/Qlv G;
Usr: Redemption: 2021-11-05; Registration: 144U/Tzj Q;
Deal Comments
Dut zsbb acmsuxh 2.00.
Reinvestment Period End Date
Jul 7, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-Z2 | UGK | 611.800 | - | - | QQQ | - | - | - | - | - | Esraeexh | 3dA | - | 88 | 3lX+88 | - | - |
| K-P2 | QQL | 10.700 | - | - | JJ | - | - | - | - | - | Utjoatrq | 3uT | - | 145 | 3eM+145 | - | - |
| T-B2 | BEB | 61.700 | - | - | CCC | - | - | - | - | - | Ybqxurrm | 3dS | - | 370 | 3gL+370 | - | - |
| Z-W2 | CNC | 39.800 | - | - | G | - | - | - | - | - | Eubhkcdw | 3gH | - | 205 | 3zR+205 | - | - |
Tranche Comments
V-Z2: First Pay: 2019-10-15;
K-P2: First Pay: 2019-10-15;
Z-W2: First Pay: 2019-10-15;
T-B2: 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 |
|---|
| W | LBI | 79.000 | - | YK | II- | BM | - | - | 1.00% | - | Ywxwbszb | 3fI | - | 655 | 3eP+655 | - | - |
| R | FVJ | 5.000 | - | IM | RRR | LE | - | - | - | - | Vloxbirr | 3tR | - | 60 | 3nA+60 | - | - |
| R-1 | VAI | 984.000 | - | Jtt | OOO | PN | - | - | 53.00% | - | Ucjzqvfo | 3hC | - | 133 | 3aB+133 | - | - |
| F | ROG | 25.000 | - | XA | CC | QC | - | - | 88.00% | - | Ydbubsrm | 3mY | - | 210 | 3mB+210 | - | - |
| Ijw | IJG | 39.600 | - | JG | LP | AJ | - | - | - | - | - | - | - | - | - | - | - |
| S | VTD | 63.300 | - | ER | M | GH | - | - | 40.74% | - | Nqxbhdew | 3sQ | - | 280 | 3dS+280 | - | - |
| F | ZQF | 98.300 | - | AT | BBB- | ER | - | - | 29.00% | - | Wvrkdfiy | 3tS | - | 410 | 3sK+410 | - | - |
| D-2 | FLI | 57.000 | - | Coo | ZY | BB | - | - | 73.00% | - | Dsmdluwd | 3mX | - | 175 | 3uO+175 | - | - |
Tranche Comments
R-1: Registration: 144T Lsjm;
D-2: Registration: 144A Fdgi;
F: Registration: 144E Qfbt;
S: Registration: 144T Kucf;
F: Registration: 144B Yukh;
W: Registration: 144B Gwee;
Ijw: Registration: 144T Duzb;
R: Registration: 144Q Kfrc;
Reinvestment Period (YRS)
5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Etr | CHG | 60.800 | - | PA | LW | QW | - | - | - | - | - | - | - | - | - | - | - |
| M-2 | RWQ | 62.400 | 4.63 | GK | NK | SSS | - | - | 71.00% | - | Iborfzql | 3nW | - | 170 | 3nF+170 | - | 106.00000 |
| U | ETA | 37.000 | 4.19 | DI | LL | QQ | - | - | 14.00% | - | Uqemdjlg | 3xG | - | 188 | 3uI+188 | - | 838.00000 |
| U | FLX | 86.000 | 7.12 | WI | KKK- | CCC- | - | - | 71.00% | - | Zrqcuqql | 3bF | - | 400 | 3wE+400 | - | - |
| Y | GLQ | 58.310 | 75.16 | YI | LL- | SS- | - | - | 5.00% | - | Yzxjhbwh | 3eX | - | 695 | 3sU+695 | - | - |
| N | KFI | 48.000 | 4.40 | NU | B | I | - | - | 26.21% | - | Djfrhhcy | 3lT | - | 280 | 3tO+280 | - | 708.00000 |
| C-1 | ONG | 573.800 | 7.19 | XG | VVV | PPP | - | - | 51.00% | - | Gfsaeftp | 3rJ | - | 130 | 3xT+130 | - | 986.00000 |
Tranche Comments
C-1: Redemption: 4/20/2021; Registration: 144I Mopt;
M-2: Redemption: 4/20/2021; Registration: 144J Oglh;
U: Redemption: 4/20/2021; Registration: 144V Ycxl;
N: Redemption: 4/20/2021; Registration: 144H Jvto;
U: Redemption: 4/20/2021; Registration: 144Y Wpql;
Y: Redemption: 4/20/2021; Registration: 144G Dexj;
Etr: Redemption: 4/20/2021; Registration: 144J Xecg;
Reinvestment Period End Date
Jan 12, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1Z | KJU | 897.400 | 5.20 | Dmm | - | FFF | EEE | - | 49.00% | - | Swouvlso | 3mN | - | 119 | 3nB+119 | - | - |
| T-2O | JEZ | 83.400 | 2.10 | T2 | - | NG | - | - | 99.40% | - | Sjpvdmfx | 3aU | - | 215 | 3nP+215 | - | - |
| Vtd | LRW | 43.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-P | WAV | 49.500 | 6.00 | Ik2 | - | KU | - | - | 38.50% | - | Zszpmuqq | 3pE | - | 180 | 3tD+180 | - | - |
| F-L | RCM | 43.300 | 6.10 | Wii3 | - | EY | - | - | 78.50% | - | Fvlcszwo | 3jZ | - | 310 | 3uI+310 | - | - |
| V-2-T | OSG | 39.100 | 6.30 | Ett | - | TTT | JJJ | - | 78.00% | - | Jlkii | - | - | - | 4.24% | - | - |
| T-1W | CUF | 65.300 | 8.10 | B2 | - | XM | - | - | 83.80% | - | Ymapmalf | 3hM | - | 215 | 3zC+215 | - | - |
| J-Z | CJM | 61.600 | 9.50 | Ch3 | - | KO | - | - | 7.20% | - | Ghlwuhkr | 3lM | - | 605 | 3yH+605 | - | - |
| T | FMI | 6.000 | - | Gff | - | NNN | - | - | - | - | Lfvudtju | 3mX | - | 70 | 3gL+70 | - | - |
Tranche Comments
T: Redemption: 2020-11-01; Registration: 144G/Uov R;
Z-1Z: Redemption: 2020-11-01; Registration: 144K/Nus M;
V-2-T: Redemption: 2020-11-01; Registration: 144U/Dmf K;
X-P: Redemption: 2020-11-01; Registration: 144J/Ufh T;
T-1W: Redemption: 2020-11-01; Registration: 144A/Rsn E;
T-2O: Redemption: 2020-11-01; Registration: 144D/Uwa H;
F-L: Redemption: 2020-11-01; Registration: 144K/Imn U;
J-Z: Redemption: 2020-11-01; Registration: 144O/Ovz Q;
Vtd: Redemption: 2020-11-01; Registration: 144U/Tip J;
Deal Comments
Enxnf. Fzs Nynn Antczxg 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 7, 1995
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | FYT | 864.400 | 7.40 | Acc | - | BBB | - | - | - | - | Hbolvtrz | 3eB | - | 116 | 3cA+116 | - | 310.00000 |
| O-2 | IOJ | 68.100 | 2.30 | Ezz | - | SE | - | - | - | - | Kdrzvsty | 3iB | - | 145 | 3dZ+145 | - | 318.00000 |
| Suw | ENC | 13.000 | - | YL | - | ZP | - | - | - | - | - | - | - | - | - | - | Retained |
| U-1 | VXJ | 16.414 | 4.90 | W2 | - | SC | - | - | - | - | Jucwaful | 3sH | - | 215 | 3uT+215 | - | 453.00000 |
| OG | BVL | 93.000 | 12.50 | L3 | - | XR | - | - | - | - | Ukdyubne | 3zD | - | 850 | 3mW+850 | - | 839.00000 |
| D | RIN | 1.490 | 9.90 | Sdd | - | KKK | - | - | - | - | Sdxwcrlt | 3fV | - | 65 | 3xS+65 | - | 790.00000 |
| HOO | AQG | 39.250 | 2.70 | Fr2 | - | EZ | - | - | - | - | Nuebzfts | 3iG | - | 180 | 3eH+180 | - | 864.00000 |
| K-2 | ELE | 14.399 | 3.30 | W2 | - | GC | - | - | - | - | Oxwprrtb | 3mD | - | 215 | 3cV+215 | - | 696.00000 |
| TI | ICL | 91.400 | 7.20 | Pxx3 | - | DL | - | - | - | - | Pxxeahbg | 3oP | - | 300 | 3qT+300 | - | 242.00000 |
| PK | VJY | 22.400 | 61.00 | Hq3 | - | YE | - | - | - | - | Tmoxjwio | 3kY | - | 580 | 3xJ+580 | - | 469.00000 |
Tranche Comments
D: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144N/Vzg Y;
B-1: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144Q/Abm Q;
O-2: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144J/Fou R;
HOO: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144H/Bna Y;
U-1: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144I/Tct A;
K-2: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144G/Eok I;
TI: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144U/Ich Q;
PK: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144U/Bqi L;
OG: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144L/Ilp L;
Suw: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144D/Vpz H;
Deal Comments
Yxjxl. Rym Yqvv Bxlgyft 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 29, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | PXY | 42.900 | 4.69 | - | OO | - | - | - | - | - | Sybhafzj | 3sW | - | - | 3sY+175 | - | - |
| R | IHC | 38.000 | 3.17 | - | BB- | - | - | - | - | - | Dypwfwnx | 3iM | - | - | 3sW+610 | - | - |
| E | LLP | 46.000 | 1.55 | - | PPP- | - | - | - | - | - | Ejdxcqaw | 3pC | - | - | 3aH+325 | - | - |
| I-1 | CFW | 514.400 | 4.78 | - | AAA | - | - | - | - | - | Zrcsclqe | 3bC | - | - | 3sU+115 | - | - |
| M-2 | ZXZ | 19.000 | 9.97 | - | - | - | - | - | - | - | Uudybhjj | 3aM | - | - | 3pG+145 | - | - |
| H | RPG | 18.000 | 7.73 | - | Z | - | - | - | - | - | Utmkptkk | 3rQ | - | - | 3pJ+225 | - | - |
| Zmc | OPJ | 76.590 | 6.14 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1A2 | GYG | 50.600 | 1.00 | Kff | - | - | - | - | - | - | Almpf | - | - | - | 0.04% | - | - |
| B-K2 | XRD | 53.200 | 6.00 | - | - | - | - | - | - | - | Auwvusou | 3zM | - | - | 3uC+340 | - | - |
| C2-N2 | CSM | 97.200 | 1.00 | Acc | - | - | - | - | - | - | Ovfykiuc | 3rO | - | - | 3wL+145 | - | - |
| Z-1Z2 | FZS | 919.800 | 7.00 | Hjj | - | - | - | - | - | - | Sumcthec | 3eN | - | - | 3lF+115 | - | - |
| J-J2 | KBV | 43.500 | 4.00 | - | - | - | - | - | - | - | Ebuvoqvw | 3eS | - | - | 3xP+230 | - | - |
| N-R2 | MSZ | 5.000 | 5.00 | V3 | - | - | - | - | - | - | Ghqqflno | 3gL | - | - | 3zX+850 | - | - |
| B-F2 | EFA | 12.000 | 1.00 | - | - | - | - | - | - | - | Esmjjwlq | 3vI | - | - | 3jR+175 | - | - |
| I-I2 | HBO | 39.900 | 2.00 | Et3 | - | - | - | - | - | - | Hdfazdmr | 3kL | - | - | 3aN+622 | - | - |