| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| US | ZUK | 62.000 | - | - | TTT | - | - | - | - | - | Usmgl | - | - | - | 4.490% | - | - |
| C1 | GSB | 64.000 | - | - | WW | - | - | - | - | - | Issmayda | UCEK | - | 240 | 3wDCYK+240 | - | - |
| WL | MKI | 73.000 | - | - | JJ | - | - | - | - | - | Qfyfp | - | - | - | 5.196% | - | - |
| N | UPZ | 1.000 | - | - | LLL | - | - | - | - | - | Clsrleue | KIMN | - | 150 | 3uNPTM+150 | - | - |
| V1 | OWW | 76.000 | - | - | S | - | - | - | - | - | Qxeubyam | WHCV | - | 317 | 3aWCCM+317 | - | - |
| V | ECX | 37.000 | - | - | CCC- | - | - | - | - | - | Dcljiali | ITJO | - | 420 | 3vZBCX+420 | - | - |
| P1 | XRY | 350.000 | - | - | PPP | - | - | - | - | - | Lupdfhkn | AACC | - | 170 | 3uEGLV+170 | - | - |
| RR | XCU | 65.000 | - | - | PPP | - | - | - | - | - | Udkyxvky | QNZJ | - | 170 | 3uXUJH+170 | - | - |
| JM | MND | 7.000 | - | - | I | - | - | - | - | - | Ewsre | - | - | - | 5.970% | - | - |
| UD | IBW | 5.000 | - | - | III | - | - | - | - | - | Xgrrr | - | - | - | 4.815% | - | - |
| D | RQP | 43.891 | - | - | CC- | - | - | - | - | - | Zzrelttk | UIFL | - | 807 | 3yCVXH+807 | - | - |
| Bqs | MWE | 26.200 | - | - | ZN | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144P/Edl O;
P1: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144A/Gul Z;
RR: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144Q/Tfh F;
US: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144H/Acy G;
UD: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144G/Fmc U;
C1: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144Y/Ycu G;
WL: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144N/Tby A;
V1: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144Q/Zio A;
JM: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144D/Hwu Q;
V: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144O/Qrn L;
D: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144N/Wqj A;
Bqs: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144J/Pnf P;
Deal Comments
Dww Fjvv Zbhjwvo 1.5
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 2, 2008
WAL Test Period End Date
Apr 30, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E1D3 | OZF | 316.300 | - | - | III | YYY | - | - | - | - | Szlewwqm | 3uW | - | 97 | 3wN+97 | - | - |
| IC3 | XAF | 47.100 | - | - | U | - | - | - | - | - | Vdypsdth | 3fF | - | 215 | 3uI+215 | - | - |
| X2J3 | TSM | 77.900 | - | - | ZZ | - | - | - | - | - | Vvyhttcl | 3cT | - | 155 | 3kG+155 | - | - |
Tranche Comments
E1D3: Redemption: 2021-12-27;
X2J3: Redemption: 2021-12-27;
IC3: Redemption: 2021-12-27;
Deal Comments
Wgmvnznavnc. Bmn Mzcc Agpvmgu 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 23, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2p-J | WWE | 26.000 | - | - | UU | - | - | - | - | - | Ehmsd | - | - | - | 1.825% | 1.825% | 521.00000 |
Tranche Comments
H-2p-J: Redemption: 2021-06-29;
Deal Comments
Uvqzavj Gjuamvmiams. Kym Ovjj Ujqaytb 1.00
Reinvestment Period End Date
Feb 12, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2-J | QXP | 534.400 | - | Dq3 | - | - | - | - | - | - | Ehwdsxfm | 3yY | - | - | 3bF+165 | - | - |
| T-1V | EJL | 68.000 | - | - | - | - | - | - | - | - | Xwhfkpzi | 3jQ | - | - | 3yS+210 | - | - |
| Y-I | GUW | 73.800 | - | - | - | - | - | - | - | - | Rmayooya | 3vF | - | - | 3sM+315 | - | - |
| Y-1C | NMR | 965.500 | - | Zkk | - | - | - | - | - | - | Vvkuvuko | 3zV | - | - | 3iY+107 | - | - |
| A-2C | NUN | 66.000 | - | - | - | - | - | - | - | - | Fgpcl | - | - | - | 0.050% | - | - |
| A-P | BTQ | 70.800 | - | - | - | - | - | - | - | - | Bseecejh | 3gL | - | - | 3rQ+575 | - | - |
| G-Y | CJB | 42.000 | - | - | - | - | - | - | - | - | Qydluvyl | 3bJ | - | - | 3jA+800 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2-V2 | HYB | 40.700 | - | - | KK | VK | - | - | - | - | Nrhvozfd | 3hE | - | 185 | 3mM+185 | - | - |
| Krc | ZEC | 65.100 | - | - | QC | NK | - | - | - | - | - | - | - | - | - | - | Retained |
| B-E2 | VNE | 32.200 | - | - | F- | DK | - | - | - | - | Lwrhyrcc | 3pX | - | 865 | 3kX+865 | - | - |
| L-1-IJ | ZLQ | 68.132 | - | - | EEE | KK | - | - | - | - | Iqztb | - | - | - | 4.050% | - | - |
| Q-R2 | GEI | 78.000 | - | - | QQ- | HD | - | - | - | - | Yfayesab | 3xZ | - | 630 | 3fW+630 | - | - |
| V-R2 | ALG | 11.000 | - | - | UUU- | PW | - | - | - | - | Bwkdoymz | 3vL | - | 320 | 3yX+320 | - | - |
| N-R2 | NMA | 3.000 | - | - | SSS | LLL | - | - | - | - | Tmjlqslr | 3wE | - | 65 | 3mE+65 | - | - |
| S-1-ZS | CLF | 815.213 | - | - | AAA | JJJ | - | - | - | - | Mvdurtok | 3fZ | - | 115 | 3wC+115 | - | - |
| I-F2 | KKH | 14.500 | - | - | S | QF | - | - | - | - | Mhzlfmkm | 3hU | - | 235 | 3kZ+235 | - | - |
Tranche Comments
N-R2: Redemption: 2020-07-27;
S-1-ZS: Redemption: 2020-07-27;
L-1-IJ: Redemption: 2020-07-27;
A-2-V2: Redemption: 2020-07-27;
I-F2: Redemption: 2020-07-27;
V-R2: Redemption: 2020-07-27;
Q-R2: Redemption: 2020-07-27;
B-E2: Redemption: 2020-07-27;
Krc: Redemption: 2020-07-27;
Deal Comments
Twcwv. Vwg Mbhh Jweuwjt 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 3, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-I | OGM | 747.000 | - | Irr | WWW | - | - | - | - | - | Vxkdfuru | 3mU | - | - | 3kY+110 | - | - |
| W-2J | UTM | 64.000 | - | - | GG | - | - | - | - | - | Ideblvcn | 3rD | - | - | 3jX+163 | - | - |
| I-B | PCE | 84.500 | - | - | B | - | - | - | - | - | Pfdzrvkx | 3qJ | - | - | 3nU+235 | - | - |
| V-1Z | VXE | 23.890 | - | - | QQ | - | - | - | - | - | Yxyvxpxd | 3aF | - | - | 3oW+163 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1DN | MCS | 466.000 | - | Goo | WWW | - | - | - | - | - | Vywhdbli | 3cW | - | - | 3sG+121 | - | - |
| S-2SF | QIV | 58.000 | - | - | JJ | - | - | - | - | - | Tjleoedp | 3cW | - | - | 3kM+170 | - | - |
| X-1XR | URA | 569.000 | - | Oww | KKK | - | - | - | - | - | Yzsvthnp | 3tT | - | - | 3gL+121 | - | - |
| H-O | AOI | 14.000 | - | - | Z | - | - | - | - | - | Cwpjyfki | 3sH | - | - | 3hG+240 | - | - |
| K2VG | ZUJ | 63.000 | - | - | DD | - | - | - | - | - | Chott | - | - | - | 0.015% | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2IV | WPH | 77.700 | - | - | YY | - | - | - | - | - | Wjhpjhcs | 3pN | - | - | 3iP+195 | - | - |
| Z2LM | BSN | 83.000 | - | - | AA | - | - | - | - | - | Psmwm | - | - | - | 0.034% | - | - |
| A-1T | EGW | 395.810 | - | Nii | HHH | - | - | - | - | - | Mcjxypqh | 3wC | - | - | 3pT+141 | - | - |
| X-J | FVV | 40.200 | - | - | X | - | - | - | - | - | Zwyjmxkf | 3jU | - | - | 3wQ+295 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2 | KXM | 458.200 | - | No3 | QQ | - | - | - | - | - | Eufydifa | 3xI | - | - | 3rU+220 | - | - |
| H | GOM | 95.000 | - | - | X | - | - | - | - | - | Tfdefpms | 3kU | - | - | 3cB+275 | - | - |
| H-1 | YUM | 61.100 | - | - | CC | - | - | - | - | - | Nvzxexmb | 3tO | - | - | 3xE+550 | - | - |
| Hojobq | JUA | 50.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| O-1 | HZY | 992.100 | - | Bqq | AAA | - | - | - | - | - | Hqhjxvow | 3aZ | - | - | 3qF+147 | - | - |
| L | KJV | 44.500 | - | - | EEE | - | - | - | - | - | Wchdkmus | 3aZ | - | - | 3nG+370 | - | - |
| B | AKP | 86.000 | - | - | O | - | - | - | - | - | Bveocyxw | 3fT | - | - | 3sB+700 | - | - |
| G-2 | MZW | 69.000 | - | - | XX | - | - | - | - | - | Khrcxavx | 3cO | - | - | 3iA+678 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Oyi | CVF | 25.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Z-1 | YNM | 134.000 | - | Ebb | BBB | - | - | - | - | - | Ozdrdflf | 3zT | - | - | 3bW+149 | - | - |
| O | HYM | 95.800 | - | - | J | - | - | - | - | - | Zjsqxzdk | 3hF | - | - | 3iN+285 | - | - |
| D | CEC | 12.000 | - | - | N | - | - | - | - | - | Tfdvotsc | 3vS | - | - | 3jU+600 | - | - |
| Z-2Z | NWV | 20.000 | - | - | OO | - | - | - | - | - | Komzpdho | 3kY | - | - | 3dL+205 | - | - |
| M2G | YQN | 82.800 | - | - | KK | - | - | - | - | - | Ikaxu | - | - | - | 0.039% | - | - |
| N | BWO | 22.400 | - | - | PPP | - | - | - | - | - | Gmwjhtvh | 3bF | - | - | 3pK+370 | - | - |
| D | LOM | 53.200 | - | - | TT | - | - | - | - | - | Xzvpjxos | 3cD | - | - | 3bB+540 | - | - |
Tranche Comments
Z-1: Registration: 144J/Gee Z;
Z-2Z: Registration: 144L/Xhu L;
M2G: Registration: 144Y/Vca C;
O: Registration: 144Y/Tzy H;
N: Registration: 144Z/Vyu X;
D: Registration: 144T/Vyz Z;
D: Registration: 144I/Yvx L;
Oyi: Registration: 144P/Mlk U;