| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1-S2 | NEV | 756.819 | 2.80 | - | JJJ | - | - | - | 37.40% | - | Yfeftdwc | THOM | 95 | 95 | AJVX+95 | - | - |
| K-X-J2 | ZEX | 39.000 | 9.80 | - | R | - | - | - | 55.50% | - | Xpsxabsf | KTNM | 185 | 185 | IWFS+185 | - | - |
Tranche Comments
K-1-S2: First Pay: 2025-04-20; Redemption: 2025-08-28; Registration: 144G/Exm P;
K-X-J2: First Pay: 2025-04-20; Redemption: 2025-08-28; Registration: 144M/Mfk L;
Deal Comments
Dlzaylh Ovmyxlxkyxn. Ahx-Jlhh Dvzyhls 0.5
Reinvestment Period End Date
Feb 8, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C2H3 | EVD | 3.600 | - | - | OOO- | - | - | - | 92.00% | - | Pliey | - | - | - | 8.367% | - | - |
| I1B3 | AHC | 86.000 | - | - | CCC- | - | - | - | 25.00% | - | Jwzdmyqr | BBZS | - | 320 | KYHD+320 | - | - |
| EV3 | OJX | 4.000 | - | - | N- | - | - | - | 1.10% | - | Ljkmkcrv | LYYJ | - | 829 | MOQI+829 | - | - |
| L2J3 | ZHD | 85.000 | - | - | VV | - | - | - | 53.00% | - | Zpsbupyr | JCQM | - | 175 | HWFF+175 | - | - |
| A1A | OYG | 604.000 | - | - | LLL | - | - | - | 73.00% | - | Shuywzsu | NYNI | - | 145 | SJLY+145 | - | - |
| Tha | LAQ | 84.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S1Y3 | WPX | 95.000 | - | - | HHH | - | - | - | 20.00% | - | Qbpxpwvj | XGHX | - | 145 | UWZT+145 | - | - |
| SS3 | ULJ | 96.600 | - | - | JJ- | - | - | - | 1.00% | - | Uvdsejjq | PUIW | - | 716 | YSYS+716 | - | - |
| K1G | QLL | 34.000 | - | - | LLL | - | - | - | 19.00% | - | Wvpjkmqq | JUEH | - | 145 | GOOX+145 | - | - |
| EU3 | UKM | 11.000 | - | - | O | - | - | - | 62.00% | - | Vvrmaqol | PUMZ | - | 215 | NUXM+215 | - | - |
Tranche Comments
S1Y3: Redemption: 2026-07-16; Registration: 144U/Rks K;
A1A: Redemption: 2026-07-16; Registration: 144K/Wed T;
K1G: Redemption: 2026-07-16; Registration: 144K/Tcj M;
L2J3: Redemption: 2026-07-16; Registration: 144I/Zcr X;
EU3: Redemption: 2026-07-16; Registration: 144E/Djv C;
I1B3: Redemption: 2026-07-16; Registration: 144I/Kep S;
C2H3: Redemption: 2026-07-16; Registration: 144J/Lka P;
SS3: Redemption: 2026-07-16; Registration: 144N/Nte Q;
EV3: Redemption: 2026-07-16; Registration: 144Q/Oan V;
Tha: Redemption: 2026-07-16; Registration: 144J/Zwb D;
Deal Comments
Fojof. Ihk Ekbb Eoyohfc 2.00. Mxo fokb vkj onjohof
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Dec 23, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-HO | WNV | 16.315 | 1.90 | J2 | - | - | - | - | 30.00% | - | Smrfxmqg | 3lHLUZ | 250-260 | 265 | 3bCTFE+265 | - | - |
| H-H-A2 | UHX | 609.390 | 1.20 | Wgg | - | - | - | - | 62.50% | - | Rbrdedwf | 3pWOBG | 120 | 120 | 3lNTYH+120 | - | - |
| V-2-J2 | VKK | 69.000 | 9.90 | Lc2 | - | - | - | - | 74.60% | - | Usxeuyza | 3pTZUD | 195 | 195 | 3qGTQF+195 | - | - |
| K-S-S2 | OXJ | 76.600 | 7.60 | Kjj | - | - | - | - | 62.50% | - | Zkmmstbt | 3fHGEG | 165 | 170 | 3sHJUB+170 | - | - |
Tranche Comments
H-H-A2: Redemption: 2024-12-31; Registration: 144E/Cwo O;
K-S-S2: Redemption: 2024-12-31; Registration: 144J/Ver W;
V-2-J2: Redemption: 2024-12-31; Registration: 144V/Mvi C;
A-HO: Redemption: 2024-12-31; Registration: 144J/Ttr V;
Deal Comments
Guwmxuw Vhwxquqjxqb. Lnq Guww Ghwxnpi 0.5
Reinvestment Period (YRS)
3.28
Reinvestment Period End Date
May 31, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-E-U | YAB | 78.000 | - | - | E | - | - | - | 14.60% | - | Ceosrikz | SLLC | - | 270 | LCUM+270 | - | - |
| G-1G-K | IQV | 579.000 | - | - | ZZZ | - | - | - | 83.10% | - | Vrcyftnx | XPQH | - | 138 | ZSAB+138 | - | - |
Tranche Comments
G-1G-K: Redemption: 2024-07-20; Registration: 144E/Plf G;
J-E-U: Redemption: 2024-07-20; Registration: 144K/Cva E;
Deal Comments
Sxwytxa Yvjtlxlctlc. Qrl Wxaa Svwtrqd 0.5
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Sep 1, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F1J-J | GVS | 278.000 | - | - | PPP | - | - | - | - | - | Stjcxztv | WSUH | - | 158 | HGMC+158 | - | - |
Tranche Comments
F1J-J: Redemption: 2024-06-20; Registration: 144L/Vsj P;
Deal Comments
Yuvkfefskfw. Zjf Xell Juhkjut 0.5
Reinvestment Period End Date
Dec 11, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| JV | XVZ | 95.000 | - | - | M | - | - | - | - | - | Pqrfhjwm | 3zI | Ryz 200b | 260 | 3iW+260 | - | - |
| XF | NKU | 10.000 | - | - | ZZZ- | - | - | - | - | - | Vljeztfu | 3iJ | - | 390 | 3nO+390 | - | - |
| P2R | JFK | 54.000 | - | - | FF | - | - | - | - | - | Xhxrheng | 3yZ | 180z | 180 | 3pM+180 | - | - |
| K1AI | ZRB | 74.000 | - | - | OOO | - | - | - | - | - | Oejdtpvf | 3uT | 160l | 160 | 3eL+160 | - | - |
Tranche Comments
K1AI: Redemption: 2022-11-15;
P2R: Redemption: 2022-11-15;
JV: Redemption: 2022-11-15;
XF: Redemption: 2022-11-15;
Deal Comments
Gkbwnvnuwna. Xmn Uvjj Ekhwmyd 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Nov 15, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1V-K | ZSH | 7.800 | 6.10 | - | OOO | - | - | - | 77.60% | - | Mwhmwjuo | 3cW | - | 125 | 3pW+125 | - | - |
| Z-1Z-M | JMP | 524.199 | 9.20 | - | UUU | - | - | - | 45.00% | - | Llekvptj | 3kU | - | 100 | 3yA+100 | - | - |
Tranche Comments
Z-1Z-M: Redemption: 2022-12-29; Registration: 144B/Jnq N;
J-1V-K: Redemption: 2022-12-29; Registration: 144W/Vts S;
Deal Comments
Jsvzwnwzzwk. Gew Zntt Wsozeuh 1.00
Reinvestment Period End Date
Aug 15, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1C | CVR | 107.000 | - | Lyy | - | - | - | - | 77.00% | - | Iclatjwi | 3qZ | - | 125 | 3zH+125 | - | - |
| O-2O | IWY | 14.000 | - | Va2 | - | - | - | - | 20.00% | - | Nvsqhmui | 3pX | - | 190 | 3qQ+190 | - | - |
| D-2N | LSX | 92.250 | - | Ju2 | - | - | - | - | 34.00% | - | Hkwdyluw | ZVVM | - | 210 | SWBT+210 | - | - |
| X-1 | NRR | 28.700 | - | U2 | - | - | - | - | 92.00% | - | Scjwobrg | 3jW | - | 275 | 3eC+268 | - | - |
| F-1L | YAR | 30.000 | - | Kcc | - | - | - | - | 66.00% | - | Jddqwdtv | 3mW | - | 160 | 3nD+160 | - | - |
| S | ISG | 30.300 | - | Qjj3 | - | - | - | - | 69.91% | - | Vhrkaywz | 3vH | - | 425 | 3kI+411 | - | - |
| G-1G | EVF | 81.640 | - | Cdd | - | - | - | - | 49.00% | - | Zkuxfbko | 3fD | - | 125 | 3mN+125 | - | - |
| Wgkvzi | RCM | 37.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S-2 | YIJ | 6.000 | - | P2 | - | - | - | - | 18.00% | - | Aqnfk | - | - | - | 4.030% | - | - |
| P | JPQ | 81.000 | - | Fi3 | - | - | - | - | 7.41% | - | Nwewbrbh | 3qH | - | 825 | 3lB+762 | - | - |
Tranche Comments
K-1C: First Pay: 2022-07-20; Redemption: 2024-01-20;
G-1G: First Pay: 2022-07-20; Redemption: 2024-01-20;
F-1L: First Pay: 2022-07-20; Redemption: 2024-01-20;
O-2O: First Pay: 2022-07-20; Redemption: 2024-01-20;
D-2N: First Pay: 2022-07-20; Redemption: 2024-01-20;
X-1: First Pay: 2022-07-20; Redemption: 2024-01-20;
S-2: First Pay: 2022-07-20; Redemption: 2024-01-20;
S: First Pay: 2022-07-20; Redemption: 2024-01-20;
P: First Pay: 2022-07-20; Redemption: 2024-01-20;
Wgkvzi: First Pay: 2022-07-20; Redemption: 2024-01-20;
Deal Comments
Xjf Bwtt Gknfjjq 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jun 16, 1995
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | WQG | 48.000 | - | Mn1 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P2WI | OAG | 53.000 | - | Jh2 | - | - | - | - | - | - | Lyhxk | - | - | 175 | 2.793% | - | - |
| GGQL | PCX | 516.580 | - | Tzz | - | - | - | - | - | - | Ldhwetpm | 3aM | - | 132 | 3oS+132 | - | - |
| KHAM | TKW | 46.800 | - | Tee | - | - | - | - | - | - | Nukqblyp | 3wI | - | 157 | 3dQ+157 | - | - |
| LLFA | VVR | 38.510 | - | Cll | - | - | - | - | - | - | Cfuld | - | - | 120 | 1.971% | - | - |
| Z2SW | IYW | 30.000 | - | Pg2 | - | - | - | - | - | - | Cwqbzupm | 3tP | - | 190 | 3iT+190 | - | - |
| YBAN | PKS | 22.700 | - | Jdd | - | - | - | - | - | - | Uvkjb | - | - | 150 | 2.504% | - | - |
| P | JNR | 72.000 | - | C1 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| EFP | QNR | 2.402 | - | I3 | - | - | - | - | - | - | Sfcfv | - | - | 250 | 3.583% | - | - |
| EO | YRJ | 47.790 | - | N3 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Zlm | MJM | 69.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
GGQL: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144V/Urr J;
LLFA: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144E/Qmm D;
KHAM: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144Y/Uox V;
YBAN: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144B/Jcn Q;
Z2SW: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144M/Kav G;
P2WI: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144W/Odx W;
EO: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144V/Oin X; Comments: Nst Sjioifiij;
EFP: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144C/Qkn D;
K: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144C/Dru U; Comments: Njp Bexodidne;
P: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144U/Xbg K; Comments: Abu Crbjlullr;
Zlm: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144N/Yil P; Comments: Sgd Myzdmpmvy;
Deal Comments
Zzrbpzz Pqkpmzmtpmb. Zhm Gzzz Zqrphcy 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Apr 14, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1U | MUK | 38.000 | - | - | HHH | - | - | - | - | - | Uzmptwao | 3oO | - | 120 | 3cE+120 | - | - |
| Snw | VHY | 23.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O | IYG | 57.000 | - | - | SSS- | - | - | - | - | - | Xcojuzlp | 3iV | - | 350 | 3jW+350 | - | - |
| E-1S | EEU | 8.000 | - | - | UUU | - | - | - | - | - | Jfwxvwsl | 3nH | - | 155 | 3fL+155 | - | - |
| F-2 | OGA | 94.000 | - | - | YY | - | - | - | - | - | Awqtptej | 3yS | - | 170 | 3qY+170 | - | - |
| O-1T | ZFJ | 67.000 | - | - | UUU | - | - | - | - | - | Gyxfk | - | - | - | 2.168% | - | - |
| M | NSW | 55.000 | - | - | QQ- | - | - | - | - | - | Caoqbamn | 3rX | - | 800 | 3gR+741 | - | - |
| T-1M | BMG | 326.000 | - | - | WWW | - | - | - | - | - | Gfddvqpi | 3jZ | - | 120 | 3kM+120 | - | - |
| E | NZE | 14.000 | - | - | T | - | - | - | - | - | Cvmhywmu | 3rK | - | 225 | 3wQ+225 | - | - |
Tranche Comments
T-1M: First Pay: 2021-10-15; Redemption: 2023-04-15;
U-1U: First Pay: 2021-10-15; Redemption: 2023-04-15;
O-1T: First Pay: 2021-10-15; Redemption: 2023-04-15;
E-1S: First Pay: 2021-10-15; Redemption: 2023-04-15;
F-2: First Pay: 2021-10-15; Redemption: 2023-04-15;
E: First Pay: 2021-10-15; Redemption: 2023-04-15;
O: First Pay: 2021-10-15; Redemption: 2023-04-15;
M: First Pay: 2021-10-15; Redemption: 2023-04-15;
Snw: First Pay: 2021-10-15; Redemption: 2023-04-15;
Deal Comments
Ucm Qwyy Lulzcnf 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Nov 13, 2016