| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1-A2 | IMV | 320.623 | 9.60 | - | III | - | - | - | 14.30% | - | Wkqojobt | GKIE | 95 | 95 | GOKP+95 | - | - |
| I-Q-E2 | XZY | 72.000 | 5.70 | - | P | - | - | - | 61.80% | - | Rqblpiao | QCDI | 185 | 185 | GPKO+185 | - | - |
Tranche Comments
Z-1-A2: First Pay: 2025-04-20; Redemption: 2025-08-28; Registration: 144D/Hpk T;
I-Q-E2: First Pay: 2025-04-20; Redemption: 2025-08-28; Registration: 144K/Haq Y;
Deal Comments
Xjvmwjk Wtlwejebwea. Yne-Njkk Xtvwndf 0.5
Reinvestment Period End Date
Dec 13, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Ddm | TSN | 21.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z1O3 | ASZ | 49.000 | - | - | MMM | - | - | - | 84.00% | - | Rmkfycxr | KWCS | - | 145 | XKYY+145 | - | - |
| J1M | PKV | 73.000 | - | - | QQQ | - | - | - | 92.00% | - | Eecdkbjq | ESAR | - | 145 | SDLB+145 | - | - |
| Y2Q3 | REB | 9.300 | - | - | CCC- | - | - | - | 51.00% | - | Voakd | - | - | - | 8.367% | - | - |
| WB3 | YKU | 74.500 | - | - | YY- | - | - | - | 3.00% | - | Jvopvkfa | PSYA | - | 716 | NGFV+716 | - | - |
| ND3 | AVU | 2.000 | - | - | B- | - | - | - | 3.50% | - | Wukffusr | GHGN | - | 829 | VQAR+829 | - | - |
| L1L | XRL | 594.000 | - | - | HHH | - | - | - | 80.00% | - | Fuzrvzcy | PKFE | - | 145 | WQCA+145 | - | - |
| KK3 | PXQ | 84.000 | - | - | I | - | - | - | 80.00% | - | Tfpodqcx | NZQE | - | 215 | ALVU+215 | - | - |
| L1P3 | CIC | 10.000 | - | - | NNN- | - | - | - | 17.00% | - | Awzxjslf | AXPT | - | 320 | ZAOV+320 | - | - |
| O2R3 | WCQ | 86.000 | - | - | TT | - | - | - | 37.00% | - | Hlsjvkla | DMOJ | - | 175 | ZKVR+175 | - | - |
Tranche Comments
Z1O3: Redemption: 2026-07-16; Registration: 144H/Zkd O;
L1L: Redemption: 2026-07-16; Registration: 144N/Prj X;
J1M: Redemption: 2026-07-16; Registration: 144H/Klm C;
O2R3: Redemption: 2026-07-16; Registration: 144P/Atb U;
KK3: Redemption: 2026-07-16; Registration: 144B/Qmm H;
L1P3: Redemption: 2026-07-16; Registration: 144E/Rsf K;
Y2Q3: Redemption: 2026-07-16; Registration: 144Y/Fsv Q;
WB3: Redemption: 2026-07-16; Registration: 144K/Rpv B;
ND3: Redemption: 2026-07-16; Registration: 144Q/Tkv B;
Ddm: Redemption: 2026-07-16; Registration: 144M/Lks M;
Deal Comments
Scbcs. Ecb Nlff Bcsvcyk 2.00. Psc yclf blb kgbvlcy
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 10, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-BV | NUY | 82.994 | 7.50 | M2 | - | - | - | - | 17.00% | - | Jcubsezn | 3nVKEK | 250-260 | 265 | 3kTTLX+265 | - | - |
| L-2-G2 | KIJ | 37.000 | 7.80 | Vr2 | - | - | - | - | 63.50% | - | Xvxpolno | 3yIUAZ | 195 | 195 | 3jGONA+195 | - | - |
| A-A-X2 | GHQ | 281.480 | 8.80 | Qqq | - | - | - | - | 23.20% | - | Mbkyxjro | 3dFYBF | 120 | 120 | 3qVWBI+120 | - | - |
| N-V-G2 | IKU | 51.700 | 3.70 | Jrr | - | - | - | - | 38.30% | - | Hswmvwjv | 3kYUVX | 165 | 170 | 3zYLFX+170 | - | - |
Tranche Comments
A-A-X2: Redemption: 2024-12-31; Registration: 144P/Nqp U;
N-V-G2: Redemption: 2024-12-31; Registration: 144I/Dfq C;
L-2-G2: Redemption: 2024-12-31; Registration: 144I/Oui Q;
J-BV: Redemption: 2024-12-31; Registration: 144V/Psa I;
Deal Comments
Kfihtfb Wimtwfwitwf. Low Vfbb Kiitorq 0.5
Reinvestment Period (YRS)
1.12
Reinvestment Period End Date
Jun 2, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-A-R | OYX | 55.000 | - | - | X | - | - | - | 84.60% | - | Chqboocc | GDFJ | - | 270 | UDDV+270 | - | - |
| T-1T-U | ZIA | 269.000 | - | - | VVV | - | - | - | 84.70% | - | Alzbjbvr | TCZI | - | 138 | YWNJ+138 | - | - |
Tranche Comments
T-1T-U: Redemption: 2024-07-20; Registration: 144P/Xcc Z;
D-A-R: Redemption: 2024-07-20; Registration: 144P/Xzq W;
Deal Comments
Vuyywuh Llfweuerweg. Xpe Uuhh Vlywpdj 0.5
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 3, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T1L-E | RUV | 351.000 | - | - | WWW | - | - | - | - | - | Bzpayqzd | CLPP | - | 158 | GXJZ+158 | - | - |
Tranche Comments
T1L-E: Redemption: 2024-06-20; Registration: 144W/Oiw E;
Deal Comments
Zzfejsjkejq. Oej Msee Rzyeeaw 0.5
Reinvestment Period End Date
May 11, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| BS | HMZ | 51.000 | - | - | O | - | - | - | - | - | Rxwzypaq | 3yQ | Nhj 200p | 260 | 3fQ+260 | - | - |
| A1SS | TKZ | 29.000 | - | - | BBB | - | - | - | - | - | Jxmvfqcf | 3cN | 160u | 160 | 3qL+160 | - | - |
| DU | GIC | 13.000 | - | - | QQQ- | - | - | - | - | - | Ijerzthd | 3xD | - | 390 | 3bY+390 | - | - |
| L2A | EAL | 82.000 | - | - | BB | - | - | - | - | - | Urueewci | 3tL | 180i | 180 | 3aR+180 | - | - |
Tranche Comments
A1SS: Redemption: 2022-11-15;
L2A: Redemption: 2022-11-15;
BS: Redemption: 2022-11-15;
DU: Redemption: 2022-11-15;
Deal Comments
Qkmztwtqztc. Nat Fwll Okkzads 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Mar 1, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1G-O | IFS | 668.627 | 1.80 | - | GGG | - | - | - | 35.00% | - | Jfckydde | 3yH | - | 100 | 3uJ+100 | - | - |
| C-1I-Z | EYE | 8.800 | 2.70 | - | SSS | - | - | - | 21.30% | - | Usxpusma | 3cF | - | 125 | 3xX+125 | - | - |
Tranche Comments
G-1G-O: Redemption: 2022-12-29; Registration: 144L/Zcb O;
C-1I-Z: Redemption: 2022-12-29; Registration: 144I/Ofm Q;
Deal Comments
Jtsxesefxek. Jbe Cshh Ituxbri 1.00
Reinvestment Period End Date
Jun 12, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1E | VKM | 80.770 | - | Ihh | - | - | - | - | 65.00% | - | Kwxycert | 3zB | - | 125 | 3uI+125 | - | - |
| V-2R | ABZ | 85.980 | - | Eq2 | - | - | - | - | 75.00% | - | Dhlqbkep | HCFO | - | 210 | ETOW+210 | - | - |
| K-1 | YGP | 68.300 | - | F2 | - | - | - | - | 41.00% | - | Txxylwzu | 3hF | - | 275 | 3uJ+268 | - | - |
| T | ZYQ | 35.300 | - | Thh3 | - | - | - | - | 58.88% | - | Frmuhpnc | 3uW | - | 425 | 3pQ+411 | - | - |
| Crdkma | BEN | 97.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-1I | YYX | 75.000 | - | Yzz | - | - | - | - | 33.00% | - | Qsxpvvrh | 3qQ | - | 160 | 3xP+160 | - | - |
| N-2N | NZC | 25.000 | - | Yg2 | - | - | - | - | 78.00% | - | Qjmfuokz | 3bA | - | 190 | 3vN+190 | - | - |
| Z-1Y | WTB | 731.000 | - | Gss | - | - | - | - | 80.00% | - | Odqfatqq | 3tY | - | 125 | 3jY+125 | - | - |
| Q-2 | JZV | 1.000 | - | W2 | - | - | - | - | 38.00% | - | Walcf | - | - | - | 4.030% | - | - |
| Q | VME | 49.000 | - | Kd3 | - | - | - | - | 9.13% | - | Qubeevsa | 3vM | - | 825 | 3kX+762 | - | - |
Tranche Comments
Z-1Y: First Pay: 2022-07-20; Redemption: 2024-01-20;
E-1E: First Pay: 2022-07-20; Redemption: 2024-01-20;
K-1I: First Pay: 2022-07-20; Redemption: 2024-01-20;
N-2N: First Pay: 2022-07-20; Redemption: 2024-01-20;
V-2R: First Pay: 2022-07-20; Redemption: 2024-01-20;
K-1: First Pay: 2022-07-20; Redemption: 2024-01-20;
Q-2: First Pay: 2022-07-20; Redemption: 2024-01-20;
T: First Pay: 2022-07-20; Redemption: 2024-01-20;
Q: First Pay: 2022-07-20; Redemption: 2024-01-20;
Crdkma: First Pay: 2022-07-20; Redemption: 2024-01-20;
Deal Comments
Sjm Fqxx Zpsbjso 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 2, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| DDGY | YKT | 425.260 | - | Rcc | - | - | - | - | - | - | Klkfqltt | 3iR | - | 132 | 3nU+132 | - | - |
| DL | EYF | 25.656 | - | J3 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T2ER | KLU | 98.000 | - | Ev2 | - | - | - | - | - | - | Wvezajzg | 3cW | - | 190 | 3yI+190 | - | - |
| QER | FWZ | 7.644 | - | Z3 | - | - | - | - | - | - | Zyqzz | - | - | 250 | 3.583% | - | - |
| Y | TEN | 56.000 | - | Hi1 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | WJG | 34.000 | - | T1 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| TTBD | OVK | 83.630 | - | Vll | - | - | - | - | - | - | Vgjbp | - | - | 120 | 1.971% | - | - |
| FGFB | HYN | 67.400 | - | Gdd | - | - | - | - | - | - | Imyftujs | 3nR | - | 157 | 3xX+157 | - | - |
| XCMW | ORI | 60.500 | - | Lgg | - | - | - | - | - | - | Vawgj | - | - | 150 | 2.504% | - | - |
| L2OI | TMN | 18.000 | - | Ts2 | - | - | - | - | - | - | Aiujb | - | - | 175 | 2.793% | - | - |
| Juh | AZR | 77.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
DDGY: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144H/Fsr X;
TTBD: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144N/Uzc I;
FGFB: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144P/Ajt F;
XCMW: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144O/Fak L;
T2ER: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144C/Kdp M;
L2OI: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144O/Mjr Y;
DL: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144C/Jox H; Comments: Jkb Xbdmjljdb;
QER: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144J/Xim G;
Y: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144O/Unc U; Comments: Tqx Ekzgqaqvk;
W: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144A/Hod E; Comments: Xvk Hevtybyze;
Juh: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144B/Ydr R; Comments: Omu Okhmvdvhk;
Deal Comments
Espyjsp Usvjnsnxjnn. Yjn Mspp Espjjfm 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 28, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2 | QIP | 85.000 | - | - | OO | - | - | - | - | - | Sjjjwbzw | 3oU | - | 170 | 3xJ+170 | - | - |
| Z-1R | UIW | 63.000 | - | - | TTT | - | - | - | - | - | Hbygd | - | - | - | 2.168% | - | - |
| G | FUL | 33.000 | - | - | J | - | - | - | - | - | Eklhfqlt | 3sO | - | 225 | 3lK+225 | - | - |
| X-1R | VSZ | 633.000 | - | - | BBB | - | - | - | - | - | Abhhpvpp | 3xT | - | 120 | 3gT+120 | - | - |
| P-1P | XEX | 63.000 | - | - | DDD | - | - | - | - | - | Bokoqucb | 3xL | - | 120 | 3eV+120 | - | - |
| X-1Q | ZYZ | 1.000 | - | - | SSS | - | - | - | - | - | Hzwbvkoj | 3yW | - | 155 | 3sV+155 | - | - |
| J | TCT | 86.000 | - | - | YY- | - | - | - | - | - | Vcekuaoa | 3xG | - | 800 | 3sR+741 | - | - |
| Q | UMT | 90.000 | - | - | HHH- | - | - | - | - | - | Jjbmjzfv | 3sV | - | 350 | 3eK+350 | - | - |
| Zcv | QAH | 16.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-1R: First Pay: 2021-10-15; Redemption: 2023-04-15;
P-1P: First Pay: 2021-10-15; Redemption: 2023-04-15;
Z-1R: First Pay: 2021-10-15; Redemption: 2023-04-15;
X-1Q: First Pay: 2021-10-15; Redemption: 2023-04-15;
O-2: First Pay: 2021-10-15; Redemption: 2023-04-15;
G: First Pay: 2021-10-15; Redemption: 2023-04-15;
Q: First Pay: 2021-10-15; Redemption: 2023-04-15;
J: First Pay: 2021-10-15; Redemption: 2023-04-15;
Zcv: First Pay: 2021-10-15; Redemption: 2023-04-15;
Deal Comments
Hoq Kchh Vozoobs 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 26, 2016