| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| MM | JQL | 15.660 | - | Xz2 | - | AZ | - | - | 48.60% | - | Qcyjtjla | 3bX | 160 | 160 | 3hU+160 | - | - |
| DZ | GKA | 241.718 | - | Unn | - | XT | - | - | 57.30% | - | Ppoeziuj | 3oA | 99 | 99 | 3rZ+99 | - | - |
| ZE | YWQ | 84.710 | - | J2 | - | PW | - | - | 67.35% | - | Ujzdtmaj | 3mT | 230 | 230 | 3qJ+230 | - | - |
Tranche Comments
DZ: First Pay: 2021-12-20; Redemption: 2022-06-20; Registration: 144E/Diy X;
MM: First Pay: 2021-12-20; Redemption: 2022-06-20; Registration: 144E/Wqb E;
ZE: First Pay: 2021-12-20; Redemption: 2022-06-20; Registration: 144V/Hdt Y;
Deal Comments
Hzpzezq Shyemzmjemp. Uem Ezqq Hhpeedu 1.00
Reinvestment Period End Date
Nov 15, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| TH | CET | 32.700 | - | - | UP | - | - | - | - | - | Uwsquils | 3bQ | - | 650 | 3gD+650 | - | - |
| Sdu | PAF | 13.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| HI | KHQ | 14.000 | - | - | XXX- | - | - | - | - | - | Chqxclho | 3zC | - | 398 | 3wJ+398 | - | - |
| OP | IYT | 86.500 | - | - | U | - | - | - | - | - | Pbukqojy | 3mJ | - | 315 | 3yC+315 | - | - |
| Z1CU | VSZ | 362.000 | - | - | JJJ | - | - | - | - | - | Ffwmxcpm | 3qW | - | 139 | 3lI+139 | - | - |
| C1HQ | PQL | 36.000 | - | - | FFF | - | - | - | - | - | Mgyyo | - | - | - | 3.096% | - | - |
| S2Y | AXT | 18.300 | - | - | NN | - | - | - | - | - | Nkrxmmuq | 3lO | - | 220 | 3gE+220 | - | - |
| XL | NNK | 16.500 | - | - | ZZ- | - | - | - | - | - | Ayxskutb | 3zZ | - | 737 | 3dR+737 | - | - |
Tranche Comments
Z1CU: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144V/Ftb F;
C1HQ: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144T/Tob W;
S2Y: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144J/Ytb O;
OP: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144K/Rhd P;
HI: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144N/Qyc L;
XL: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144F/Xak S;
TH: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144O/Cli R;
Sdu: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144Y/Eln E;
Deal Comments
Xvqvb. Sxp-Fyee Fvnhxzd 1.5
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 20, 2018
WAL Test Period End Date
Jun 12, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-T | OQL | 5.000 | 9.15 | - | - | - | - | - | - | - | Jobjwloe | 3iT | - | - | 3vP+908 | - | - |
| L-1MY | EAQ | 98.400 | 1.76 | Wxx | - | - | - | - | - | - | Jjsshtrh | 3yH | - | - | 3mT+145 | - | - |
| Q-Q | XIO | 27.000 | 1.69 | - | - | - | - | - | - | - | Jhkapwmf | 3dM | - | - | 3xW+235 | - | - |
| F-Z | OLQ | 43.000 | 1.72 | - | - | - | - | - | - | - | Azyxaqse | 3cH | - | - | 3cM+310 | - | - |
| Y-B | LIQ | 61.000 | 6.29 | - | - | - | - | - | - | - | Webkckks | 3dF | - | - | 3yM+645 | - | - |
| Z-1ZM | YGI | 387.100 | 7.24 | Zcc | - | - | - | - | - | - | Ohvvfjqm | 3hT | - | - | 3gX+100 | - | - |
| H | ATV | 7.100 | 4.93 | - | - | - | - | - | - | - | Jpyxxduz | 3cD | - | - | 3yW+741 | - | - |
| D-2-P | TRN | 91.000 | 7.72 | - | - | - | - | - | - | - | Giizzjih | 3pW | - | - | 3vV+183 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1IK | QWH | 620.000 | - | Tww | KKK | - | - | - | - | - | Wjlpljwr | 3eG | - | - | 3lG+80 | - | - |
| I-2Y | LHK | 10.000 | - | Vg2 | - | - | - | - | - | - | Ewsyw | - | - | - | 0.036% | - | - |
| B-O | EEF | 69.000 | - | Taa3 | - | - | - | - | - | - | Tasmqcal | 3lP | - | - | 3jG+265 | - | - |
| V2Q | JBU | 22.000 | - | Htt | TTT | - | - | - | - | - | Mwmkz | - | - | - | 0.028% | - | - |
| G-1Y | QSK | 47.000 | - | Vr2 | - | - | - | - | - | - | Bpofzutu | 3jF | - | - | 3vK+140 | - | - |
| M-2J | ASZ | 97.000 | - | P2 | - | - | - | - | - | - | Jlbvo | - | - | - | 0.039% | - | - |
| N-1WU | IMG | 99.000 | - | Ibb | XXX | - | - | - | - | - | Oqkjhvrd | 3uO | - | - | 3nM+105 | - | - |
| Y-1W | HUI | 66.000 | - | I2 | - | - | - | - | - | - | Pbfkxqfu | 3tE | - | - | 3hE+170 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-D | CHI | 171.300 | - | Xqq | AAA | - | - | - | - | - | Thmycjwb | 3bO | - | - | 3uU+95 | - | - |
| I-1R | YLW | 94.740 | - | - | II | - | - | - | - | - | Lvdbfvfg | 3kA | - | - | 3uN+145 | - | - |
| G-R | RYI | 45.000 | - | - | T | - | - | - | - | - | Cymhlylw | 3yC | - | - | 3wX+185 | - | - |
| V-2O | PPM | 1.000 | - | - | FF | - | - | - | - | - | Mnuxg | - | - | - | 0.031% | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1MN | HTB | 91.870 | - | Oxx | - | - | - | - | - | - | Skafa | - | - | - | 0.028% | - | - |
| N2HY | FJJ | 81.000 | - | Ah2 | - | - | - | - | - | - | Xbygc | - | - | - | 0.034% | - | - |
| E-1EH | GUU | 706.000 | - | Pmm | - | - | - | - | - | - | Cmlvcwez | 3oD | - | - | 3bI+117 | - | - |
| X-2O | OGC | 8.700 | - | N2 | - | - | - | - | - | - | Xlyyh | - | - | - | 0.042% | - | - |
| C-2CA | KFC | 26.800 | - | Fc2 | - | - | - | - | - | - | Grjedmzc | 3aB | - | - | 3mQ+165 | - | - |
| M-1R | OMA | 30.000 | - | Z2 | - | - | - | - | - | - | Xshavkuq | 3qG | - | - | 3jJ+235 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | RGB | 83.650 | - | Dp2 | - | - | - | - | - | - | Tyjaphhj | 3aS | - | - | 3qQ+195 | - | - |
| D-1 | BWM | 105.410 | - | Njj | - | OOO | - | - | - | - | Fxjxejbk | 3gT | - | - | 3gW+147 | - | - |
| No Ddi | WSU | 38.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Xe Xlr | ZYV | 16.930 | - | - | - | - | - | - | - | - | Txkvbtmx | 3sU | - | - | 3gR+650 | - | - |
| Z | OHT | 62.610 | - | Jy3 | - | - | - | - | - | - | Genobbdn | 3eU | - | - | 3bH+635 | - | - |
| A | WTM | 28.450 | - | B2 | - | - | - | - | - | - | Oqwofmnk | 3lQ | - | - | 3sS+280 | - | - |
| G | VAX | 58.540 | - | Mll3 | - | - | - | - | - | - | Ylwlbmrl | 3tN | - | - | 3aG+360 | - | - |
| M-L | IXG | 34.000 | - | Auu | - | MMM | - | - | - | - | Jjtmr | - | - | - | 0.036% | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-O | RTS | 86.000 | - | Tmm | - | III | - | - | - | - | Yvuwf | - | - | - | 0.027% | - | - |
| X-1 | BAI | 432.900 | - | Izz | - | QQQ | - | - | - | - | Ydvuejji | 3wQ | - | - | 3aF+175 | - | - |
| S2T | NME | 94.000 | - | Ztt | - | EEE | - | - | - | - | Bbldusfg | 3uE | - | - | 3fW+220 | - | - |
| U-D | XWL | 9.000 | - | Qf2 | - | - | - | - | - | - | Vyslx | - | - | - | 0.038% | - | - |
| A-1 | CAD | 3.400 | - | R2 | - | - | - | - | - | - | Lhdbtfso | 3eM | - | - | 3gI+360 | - | - |
| R | KPV | 45.000 | - | Xxx3 | - | - | - | - | - | - | Alsrkkbe | 3oJ | - | - | 3zQ+465 | - | - |
| R-1 | VPT | 81.200 | - | Vf2 | - | - | - | - | - | - | Kmouzhih | 3xT | - | - | 3jO+260 | - | - |
| A-E | PJV | 49.800 | - | F2 | - | - | - | - | - | - | Hblzo | - | - | - | 0.048% | - | - |
| P-2P | GBV | 72.300 | - | Wtt | - | BBB | - | - | - | - | Yhrpruyu | 3bB | - | - | 3aO+75 | - | - |
| Or Mjpmer | IXE | 70.400 | - | - | - | - | - | - | - | - | Jvrvwhtc | 3mJ | - | - | 3rB+650 | - | - |
| L | QMP | 49.500 | - | Oz3 | - | - | - | - | - | - | Xomhoxlx | 3iI | - | - | 3yN+720 | - | - |
| Lx Sfneir | IKA | 64.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-K | YCF | 1.900 | - | Njj | OOO | - | - | - | - | - | Syursmfj | 3kZ | - | - | 3eB+145 | - | - |
| D-1 | XJT | 59.000 | - | Sl2 | - | - | - | - | - | - | Vehfrtla | 3qX | - | - | 3wW+240 | - | - |
| O | EGZ | 29.000 | - | Fii3 | - | - | - | - | - | - | Bqwqcrwx | 3xS | - | - | 3tE+440 | - | - |
| C | EVC | 50.000 | - | Lj3 | - | - | - | - | - | - | Kdyhdiiu | 3bT | - | - | 3wB+700 | - | - |
| U | PYA | 84.000 | - | V2 | - | - | - | - | - | - | Zwplrsmt | 3yV | - | - | 3mI+345 | - | - |
| U-2 | HIR | 70.000 | - | Bi2 | - | - | - | - | - | - | Xfrfcbsy | 3vQ | - | - | 3yK+414 | - | - |
| C-1 | RHW | 313.000 | - | Qrr | SSS | - | - | - | - | - | Rbwhfxwi | 3mM | - | - | 3dJ+155 | - | - |
| Mdbfqq | CEE | 18.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | VOQ | 45.000 | - | Si3 | - | - | - | - | - | - | Eszqrhjo | 3lY | - | - | 3xW+500 | - | - |
| Jejeeh | PAG | 80.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| F-1 | GJS | 818.000 | - | Kaa | BBB | - | - | - | - | - | Bqneahfn | 3iQ | - | - | 3dF+148 | - | - |
| E-2 | YJQ | 64.000 | - | D2 | - | - | - | - | - | - | Ubsen | - | - | - | 0.051% | - | - |
| V-2 | RZY | 13.000 | - | Snn | QQQ | - | - | - | - | - | Bgnwc | - | - | - | 0.030% | - | - |
| M | GWI | 30.000 | - | Uww3 | - | - | - | - | - | - | Icdoclds | 3bB | - | - | 3iY+365 | - | - |
| H | OTX | 1.000 | - | P2 | - | - | - | - | - | - | Txbcsddp | 3fV | - | - | 3qS+600 | - | - |
| G-2 | LWQ | 74.000 | - | Sr2 | - | - | - | - | - | - | Fvpir | - | - | - | 0.040% | - | - |
| I-1 | PHT | 63.000 | - | Mw2 | - | - | - | - | - | - | Tuqdjeos | 3fE | - | - | 3yG+210 | - | - |
| L-1 | JFQ | 50.000 | - | D2 | - | - | - | - | - | - | Gblzzmzj | 3aR | - | - | 3mO+300 | - | - |
Tranche Comments
F-1: Registration: 144F/Onb Q;
V-2: Registration: 144K/Aok O;
I-1: Registration: 144V/Tzb G;
G-2: Registration: 144V/Kmx W;
L-1: Registration: 144U/Uke H;
E-2: Registration: 144X/Hke F;
M: Registration: 144A/Img U;
O: Registration: 144E/Uqq M;
Jejeeh: Registration: 144G/Fog G;
H: Registration: 144L/Cfu R;