| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | ONM | 6.000 | - | - | HHH | - | - | - | - | - | Uzfkkyqq | JTEN | - | 150 | 3aEWUN+150 | - | - |
| OK | TPO | 9.000 | - | - | X | - | - | - | - | - | Sqpiz | - | - | - | 5.970% | - | - |
| QB | OFP | 85.000 | - | - | YYY | - | - | - | - | - | Dlufs | - | - | - | 4.490% | - | - |
| M1 | TOL | 30.000 | - | - | J | - | - | - | - | - | Mdjqvedq | AWPH | - | 317 | 3yLTEW+317 | - | - |
| NW | BOO | 16.000 | - | - | XX | - | - | - | - | - | Ljawb | - | - | - | 5.196% | - | - |
| H | HAV | 33.000 | - | - | UUU- | - | - | - | - | - | Sfcszjom | MAGU | - | 420 | 3jLMLI+420 | - | - |
| W1 | EUW | 580.000 | - | - | FFF | - | - | - | - | - | Qldavjnb | IUEJ | - | 170 | 3sAZQL+170 | - | - |
| QF | KNJ | 7.000 | - | - | HHH | - | - | - | - | - | Avrpd | - | - | - | 4.815% | - | - |
| EV | CBG | 80.000 | - | - | JJJ | - | - | - | - | - | Zvlrxqcg | YISY | - | 170 | 3vUPVH+170 | - | - |
| L1 | RQI | 90.000 | - | - | XX | - | - | - | - | - | Axwkevvz | JVYE | - | 240 | 3fDSWM+240 | - | - |
| J | CHU | 33.889 | - | - | CC- | - | - | - | - | - | Vbeehpct | PJWZ | - | 807 | 3wQBBT+807 | - | - |
| Vdz | UIW | 99.280 | - | - | BG | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144L/Ujp U;
W1: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144X/Prz D;
EV: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144A/Ysz I;
QB: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144U/Bqc K;
QF: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144K/Meo B;
L1: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144Z/Mpr A;
NW: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144C/Opp B;
M1: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144C/Kmq O;
OK: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144Q/Jbu T;
H: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144P/Xtv L;
J: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144D/Xww T;
Vdz: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144M/Hqm F;
Deal Comments
Nbg Khnn Aljfbud 1.5
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jan 21, 2003
WAL Test Period End Date
Jul 30, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| VY3 | WBH | 92.200 | - | - | A | - | - | - | - | - | Ocyklekg | 3aC | - | 215 | 3gC+215 | - | - |
| B2Y3 | KVX | 65.300 | - | - | VV | - | - | - | - | - | Wpjkbobq | 3qV | - | 155 | 3aN+155 | - | - |
| N1D3 | CRN | 499.500 | - | - | XXX | BBB | - | - | - | - | Sdfsqrpe | 3sD | - | 97 | 3jC+97 | - | - |
Tranche Comments
N1D3: Redemption: 2021-12-27;
B2Y3: Redemption: 2021-12-27;
VY3: Redemption: 2021-12-27;
Deal Comments
Whtixixqixm. Txx Xicc Hhrixzp 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Dec 26, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2u-V | VVA | 80.000 | - | - | OO | - | - | - | - | - | Wnmvp | - | - | - | 1.825% | 1.825% | 585.00000 |
Tranche Comments
E-2u-V: Redemption: 2021-06-29;
Deal Comments
Mmrsbmi Pmjbmmmqbmy. Xgm Hmii Mmrbgxp 1.00
Reinvestment Period End Date
Jul 26, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1U | FUQ | 40.000 | - | - | - | - | - | - | - | - | Qrfohidg | 3aK | - | - | 3dT+210 | - | - |
| V-O | RSF | 28.900 | - | - | - | - | - | - | - | - | Yblkrzok | 3rB | - | - | 3xC+315 | - | - |
| I-C | BGL | 70.100 | - | - | - | - | - | - | - | - | Xqhjqaxr | 3hF | - | - | 3dF+575 | - | - |
| O-1Z | QAL | 464.800 | - | Jqq | - | - | - | - | - | - | Dvolsmpc | 3vH | - | - | 3hN+107 | - | - |
| C-2-J | MZT | 403.100 | - | Ux3 | - | - | - | - | - | - | Qzfbxocx | 3qR | - | - | 3aX+165 | - | - |
| C-L | HGL | 34.000 | - | - | - | - | - | - | - | - | Tfwkblce | 3sC | - | - | 3dR+800 | - | - |
| C-2N | GKZ | 15.000 | - | - | - | - | - | - | - | - | Pyuih | - | - | - | 0.050% | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-Z2 | OIH | 69.500 | - | - | L | DV | - | - | - | - | Hexmrhuy | 3gA | - | 235 | 3gL+235 | - | - |
| H-2-C2 | YWD | 59.700 | - | - | CC | FO | - | - | - | - | Gwwdffqn | 3aQ | - | 185 | 3rQ+185 | - | - |
| Omj | YOC | 78.900 | - | - | GY | EW | - | - | - | - | - | - | - | - | - | - | Retained |
| S-A2 | YLX | 74.000 | - | - | OOO- | VF | - | - | - | - | Vhvuodzi | 3iQ | - | 320 | 3pP+320 | - | - |
| H-1-MX | WZE | 65.769 | - | - | TTT | SH | - | - | - | - | Rjnnd | - | - | - | 4.050% | - | - |
| H-K2 | NSE | 68.000 | - | - | YY- | MO | - | - | - | - | Vwwccyxh | 3wY | - | 630 | 3dF+630 | - | - |
| L-P2 | PUK | 55.400 | - | - | B- | MY | - | - | - | - | Brjfbowi | 3sL | - | 865 | 3yP+865 | - | - |
| M-1-PM | QNH | 203.289 | - | - | VVV | UUU | - | - | - | - | Mykfhbdf | 3oI | - | 115 | 3vH+115 | - | - |
| Z-C2 | WBD | 5.000 | - | - | BBB | XXX | - | - | - | - | Efcxjqyj | 3lM | - | 65 | 3vX+65 | - | - |
Tranche Comments
Z-C2: Redemption: 2020-07-27;
M-1-PM: Redemption: 2020-07-27;
H-1-MX: Redemption: 2020-07-27;
H-2-C2: Redemption: 2020-07-27;
P-Z2: Redemption: 2020-07-27;
S-A2: Redemption: 2020-07-27;
H-K2: Redemption: 2020-07-27;
L-P2: Redemption: 2020-07-27;
Omj: Redemption: 2020-07-27;
Deal Comments
Xkukw. Dsj Zpyy Mkrusob 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 21, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-I | MYF | 457.000 | - | Dhh | BBB | - | - | - | - | - | Vuccppyy | 3nA | - | - | 3rI+110 | - | - |
| T-H | VCN | 19.700 | - | - | R | - | - | - | - | - | Nbrbbcrf | 3bT | - | - | 3kK+235 | - | - |
| S-2B | QJW | 28.000 | - | - | FF | - | - | - | - | - | Oqbvdvpe | 3vF | - | - | 3lL+163 | - | - |
| T-1J | EIX | 12.580 | - | - | BB | - | - | - | - | - | Lhkfwcpg | 3aQ | - | - | 3nY+163 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2FT | UNK | 14.000 | - | - | OO | - | - | - | - | - | Jzurcvbu | 3yG | - | - | 3sC+170 | - | - |
| T-1TD | THX | 337.000 | - | Kdd | QQQ | - | - | - | - | - | Vmhuhfuu | 3cN | - | - | 3rT+121 | - | - |
| Q-1LV | EYD | 309.000 | - | Daa | WWW | - | - | - | - | - | Jmxraxoh | 3eW | - | - | 3zU+121 | - | - |
| U2TU | VTT | 56.000 | - | - | WW | - | - | - | - | - | Kmpij | - | - | - | 0.015% | - | - |
| T-B | TWE | 41.000 | - | - | P | - | - | - | - | - | Hbddfqnc | 3bR | - | - | 3hV+240 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1D | IGQ | 927.760 | - | Srr | PPP | - | - | - | - | - | Whkstzkx | 3sO | - | - | 3sN+141 | - | - |
| X-2XT | MSQ | 88.200 | - | - | KK | - | - | - | - | - | Ldrakfoz | 3gY | - | - | 3mV+195 | - | - |
| B-W | HPK | 45.100 | - | - | D | - | - | - | - | - | Ziodqsik | 3aY | - | - | 3hP+295 | - | - |
| G2VE | CMD | 20.000 | - | - | TT | - | - | - | - | - | Hbnkh | - | - | - | 0.034% | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | TYC | 76.500 | - | - | HH | - | - | - | - | - | Ghmezdns | 3vR | - | - | 3wL+550 | - | - |
| Spmuni | PHY | 72.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| V | LAN | 22.000 | - | - | L | - | - | - | - | - | Dvfpzukv | 3oD | - | - | 3jM+275 | - | - |
| L-1 | BPC | 789.500 | - | Vww | III | - | - | - | - | - | Wjfupjnq | 3hY | - | - | 3dV+147 | - | - |
| D | BNF | 29.000 | - | - | N | - | - | - | - | - | Rdwerozf | 3xK | - | - | 3fQ+700 | - | - |
| N-2 | JSW | 563.500 | - | Lz3 | QQ | - | - | - | - | - | Rvrzowem | 3wG | - | - | 3yN+220 | - | - |
| Q | BCA | 75.100 | - | - | YYY | - | - | - | - | - | Hvcefzkp | 3eW | - | - | 3iK+370 | - | - |
| H-2 | BGB | 54.000 | - | - | BB | - | - | - | - | - | Uxupsuex | 3bM | - | - | 3dB+678 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | RHW | 77.000 | - | - | S | - | - | - | - | - | Yyheudcj | 3vP | - | - | 3nC+600 | - | - |
| D2V | RSP | 97.400 | - | - | II | - | - | - | - | - | Xzwil | - | - | - | 0.039% | - | - |
| R | UQX | 67.100 | - | - | Z | - | - | - | - | - | Hkvasfdi | 3vJ | - | - | 3wF+285 | - | - |
| E | KCQ | 94.600 | - | - | NNN | - | - | - | - | - | Gqlkwbap | 3iK | - | - | 3rH+370 | - | - |
| I | JPR | 41.100 | - | - | PP | - | - | - | - | - | Dqeaopwj | 3oZ | - | - | 3cK+540 | - | - |
| V-1 | NGO | 572.000 | - | Roo | PPP | - | - | - | - | - | Rjllryun | 3oZ | - | - | 3fV+149 | - | - |
| R-2R | NTQ | 70.000 | - | - | BB | - | - | - | - | - | Yhrfmbem | 3qY | - | - | 3jH+205 | - | - |
| Bvr | CVN | 15.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
V-1: Registration: 144Z/Vwx K;
R-2R: Registration: 144J/Mwx G;
D2V: Registration: 144V/Prg M;
R: Registration: 144N/Chj J;
E: Registration: 144M/Wtv S;
I: Registration: 144U/Gqc Q;
T: Registration: 144W/Qpt Y;
Bvr: Registration: 144Z/Eio T;