| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| UH | GFO | 20.380 | - | B2 | - | OL | - | - | 76.86% | - | Aqmveqff | 3xF | 230 | 230 | 3bF+230 | - | - |
| FE | JPO | 35.970 | - | Vl2 | - | AP | - | - | 76.10% | - | Yjmjzxye | 3jL | 160 | 160 | 3eZ+160 | - | - |
| DK | IQY | 570.310 | - | Gxx | - | WQ | - | - | 49.92% | - | Iuftltxs | 3lX | 99 | 99 | 3hS+99 | - | - |
Tranche Comments
DK: First Pay: 2021-12-20; Redemption: 2022-06-20; Registration: 144K/Dpe G;
FE: First Pay: 2021-12-20; Redemption: 2022-06-20; Registration: 144K/Zia N;
UH: First Pay: 2021-12-20; Redemption: 2022-06-20; Registration: 144X/Zze G;
Deal Comments
Qmxekmt Qvtkememkeq. Tae Emtt Qvxkamo 1.00
Reinvestment Period End Date
Mar 7, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| QT | JBA | 65.700 | - | - | NN- | - | - | - | - | - | Tbomeimv | 3sF | - | 737 | 3hG+737 | - | - |
| MP | KQA | 62.000 | - | - | EEE- | - | - | - | - | - | Imlauxbq | 3qE | - | 398 | 3qF+398 | - | - |
| A1CB | INX | 913.000 | - | - | OOO | - | - | - | - | - | Iqlfvanx | 3dP | - | 139 | 3uV+139 | - | - |
| OR | FKP | 56.700 | - | - | P | - | - | - | - | - | Nzlykiaj | 3kV | - | 315 | 3qU+315 | - | - |
| Qet | KVU | 65.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| NA | KMQ | 59.800 | - | - | YS | - | - | - | - | - | Nbyczejv | 3qV | - | 650 | 3rS+650 | - | - |
| O2Q | MXL | 67.200 | - | - | II | - | - | - | - | - | Ekdjhyry | 3aM | - | 220 | 3zP+220 | - | - |
| O1TJ | LLY | 14.000 | - | - | ZZZ | - | - | - | - | - | Nzhgg | - | - | - | 3.096% | - | - |
Tranche Comments
A1CB: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144X/Iqc U;
O1TJ: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144T/Nbh M;
O2Q: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144B/Hpp R;
OR: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144F/Xlp P;
MP: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144O/Wvl N;
QT: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144K/Qyv W;
NA: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144Z/Jvm T;
Qet: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144I/Ftq Q;
Deal Comments
Fcfcs. Rpt-Vztt Ycavpni 1.5
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 11, 2002
WAL Test Period End Date
Dec 9, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1HM | QZW | 67.100 | 7.65 | Rll | - | - | - | - | - | - | Xewfjtdm | 3vF | - | - | 3rH+145 | - | - |
| X-2-F | JBG | 59.000 | 9.28 | - | - | - | - | - | - | - | Jrzdmuok | 3eO | - | - | 3kH+183 | - | - |
| N-I | NEP | 78.000 | 1.95 | - | - | - | - | - | - | - | Wxmdwehm | 3gZ | - | - | 3vH+235 | - | - |
| A-Y | OYQ | 63.000 | 3.72 | - | - | - | - | - | - | - | Oubdllec | 3kD | - | - | 3uG+310 | - | - |
| U-A | NRC | 2.000 | 4.95 | - | - | - | - | - | - | - | Wslfbywt | 3fB | - | - | 3fZ+908 | - | - |
| N | ABP | 6.200 | 6.13 | - | - | - | - | - | - | - | Wrlcksjf | 3uJ | - | - | 3kA+741 | - | - |
| J-1JO | XYO | 826.600 | 3.26 | Thh | - | - | - | - | - | - | Zsfqxjoz | 3vY | - | - | 3lB+100 | - | - |
| G-U | PHY | 25.000 | 1.11 | - | - | - | - | - | - | - | Kqxsfwtd | 3uX | - | - | 3nJ+645 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1GU | LBQ | 365.000 | - | Hvv | QQQ | - | - | - | - | - | Rbwlmcxu | 3nL | - | - | 3oH+80 | - | - |
| T-2M | YQK | 88.000 | - | Vj2 | - | - | - | - | - | - | Aksll | - | - | - | 0.036% | - | - |
| B2K | VXO | 90.000 | - | Qxx | XXX | - | - | - | - | - | Riycz | - | - | - | 0.028% | - | - |
| T-1M | HUC | 80.000 | - | Tr2 | - | - | - | - | - | - | Lcdzomwp | 3eH | - | - | 3iH+140 | - | - |
| L-1UT | WXU | 95.000 | - | Hww | SSS | - | - | - | - | - | Lhlazjsl | 3tQ | - | - | 3vV+105 | - | - |
| L-N | FWM | 85.000 | - | Add3 | - | - | - | - | - | - | Gudfuokq | 3xY | - | - | 3qP+265 | - | - |
| G-1B | BHL | 88.000 | - | E2 | - | - | - | - | - | - | Mhzmdero | 3qM | - | - | 3yZ+170 | - | - |
| Z-2N | QEK | 41.000 | - | O2 | - | - | - | - | - | - | Jcszx | - | - | - | 0.039% | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-L | VYU | 72.000 | - | - | H | - | - | - | - | - | Uqhpbduv | 3sH | - | - | 3lH+185 | - | - |
| C-W | KCL | 848.900 | - | Eii | NNN | - | - | - | - | - | Adukxveo | 3cT | - | - | 3eZ+95 | - | - |
| O-1B | XAW | 66.970 | - | - | RR | - | - | - | - | - | Ufvjtkrp | 3sT | - | - | 3fF+145 | - | - |
| J-2Z | XLG | 9.000 | - | - | WW | - | - | - | - | - | Kgowq | - | - | - | 0.031% | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2YB | BVQ | 44.400 | - | Sx2 | - | - | - | - | - | - | Ukmslojl | 3bQ | - | - | 3pP+165 | - | - |
| V-1VN | FFC | 666.000 | - | Mee | - | - | - | - | - | - | Ueksqmbd | 3cK | - | - | 3nJ+117 | - | - |
| I-1O | BRG | 86.000 | - | U2 | - | - | - | - | - | - | Nyamhhah | 3fE | - | - | 3rK+235 | - | - |
| O-2Q | QQT | 9.800 | - | Q2 | - | - | - | - | - | - | Fyclj | - | - | - | 0.042% | - | - |
| Y2OI | IWE | 96.000 | - | Uu2 | - | - | - | - | - | - | Vvrqp | - | - | - | 0.034% | - | - |
| V-1IA | ROJ | 26.870 | - | Yzz | - | - | - | - | - | - | Knckl | - | - | - | 0.028% | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | UCQ | 75.960 | - | Zk2 | - | - | - | - | - | - | Fqcxrdrf | 3kV | - | - | 3tI+195 | - | - |
| Lq Lrl | PPX | 85.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| U | QVV | 60.830 | - | Xj3 | - | - | - | - | - | - | Bkzjsdcz | 3qZ | - | - | 3sK+635 | - | - |
| L | EFZ | 32.550 | - | I2 | - | - | - | - | - | - | Cmwmqwzc | 3dG | - | - | 3mS+280 | - | - |
| U | UVI | 26.190 | - | Lee3 | - | - | - | - | - | - | Hmxyysky | 3fZ | - | - | 3zV+360 | - | - |
| Uc Usk | PJA | 64.930 | - | - | - | - | - | - | - | - | Fheodern | 3fC | - | - | 3aN+650 | - | - |
| A-1 | KID | 967.150 | - | Hcc | - | WWW | - | - | - | - | Nzdepmlz | 3jW | - | - | 3mR+147 | - | - |
| L-Y | ZLG | 37.000 | - | Knn | - | KKK | - | - | - | - | Lailk | - | - | - | 0.036% | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-P | UZY | 31.000 | - | Uoo | - | ZZZ | - | - | - | - | Tglxo | - | - | - | 0.027% | - | - |
| C2Q | FHB | 31.000 | - | Zpp | - | LLL | - | - | - | - | Krjcxeye | 3rV | - | - | 3tI+220 | - | - |
| E-W | IVG | 6.000 | - | Cv2 | - | - | - | - | - | - | Mbfce | - | - | - | 0.038% | - | - |
| I-V | HLT | 85.600 | - | D2 | - | - | - | - | - | - | Lzkwd | - | - | - | 0.048% | - | - |
| V-1 | EFU | 99.600 | - | Gb2 | - | - | - | - | - | - | Pksrxlfs | 3iM | - | - | 3kH+260 | - | - |
| R | UQS | 69.000 | - | Pjj3 | - | - | - | - | - | - | Hcpqmuto | 3jS | - | - | 3oU+465 | - | - |
| M-1 | GTN | 422.300 | - | Xpp | - | EEE | - | - | - | - | Curxslse | 3dY | - | - | 3tE+175 | - | - |
| V-2V | UVM | 69.600 | - | Qaa | - | OOO | - | - | - | - | Bdxmbmpv | 3tS | - | - | 3jI+75 | - | - |
| M-1 | PNJ | 6.400 | - | D2 | - | - | - | - | - | - | Nzkurowi | 3wG | - | - | 3pT+360 | - | - |
| Ks Uqudbb | CBK | 41.900 | - | - | - | - | - | - | - | - | Nshkfydh | 3eF | - | - | 3bO+650 | - | - |
| Op Bhkqjh | MJZ | 46.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| I | AYY | 53.200 | - | Wf3 | - | - | - | - | - | - | Bveyjtdo | 3sJ | - | - | 3cP+720 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2 | OJQ | 62.000 | - | Ng2 | - | - | - | - | - | - | Kbzkhkwz | 3lB | - | - | 3uA+414 | - | - |
| F | HHR | 43.000 | - | Mqq3 | - | - | - | - | - | - | Qmcldatm | 3uZ | - | - | 3oY+440 | - | - |
| Bhooky | OAI | 64.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| J-C | NXL | 8.800 | - | Daa | YYY | - | - | - | - | - | Lpbxxhnp | 3pH | - | - | 3qE+145 | - | - |
| O-1 | CGA | 55.000 | - | Jn2 | - | - | - | - | - | - | Nmqvuead | 3rX | - | - | 3uV+240 | - | - |
| L | XYR | 11.000 | - | Qt3 | - | - | - | - | - | - | Zudzmbzj | 3xP | - | - | 3bV+700 | - | - |
| X-1 | WVL | 776.000 | - | Wrr | WWW | - | - | - | - | - | Nmmswhpp | 3fS | - | - | 3yD+155 | - | - |
| R | RTW | 50.000 | - | B2 | - | - | - | - | - | - | Tsfaedcm | 3dR | - | - | 3cP+345 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | QFV | 90.000 | - | B2 | - | - | - | - | - | - | Fdccjklf | 3lW | - | - | 3zX+300 | - | - |
| L | GFA | 89.000 | - | Wc3 | - | - | - | - | - | - | Sdxycbfg | 3mS | - | - | 3yY+500 | - | - |
| Pqkgbc | TTA | 13.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| C-2 | BKI | 57.000 | - | J2 | - | - | - | - | - | - | Rucid | - | - | - | 0.051% | - | - |
| F | IST | 36.000 | - | Bvv3 | - | - | - | - | - | - | Duvzltvw | 3fJ | - | - | 3vN+365 | - | - |
| H-1 | VAT | 598.000 | - | Pee | HHH | - | - | - | - | - | Kxwushes | 3eV | - | - | 3eP+148 | - | - |
| R-2 | AOX | 19.000 | - | Tll | QQQ | - | - | - | - | - | Nsuhx | - | - | - | 0.030% | - | - |
| M-1 | PFT | 61.000 | - | Oy2 | - | - | - | - | - | - | Jufzjhdf | 3cZ | - | - | 3oL+210 | - | - |
| O-2 | IWE | 54.000 | - | Et2 | - | - | - | - | - | - | Mnfhi | - | - | - | 0.040% | - | - |
| L | GZM | 5.000 | - | U2 | - | - | - | - | - | - | Mqpetcpx | 3fP | - | - | 3jN+600 | - | - |
Tranche Comments
H-1: Registration: 144F/Oxh K;
R-2: Registration: 144X/Hjt U;
M-1: Registration: 144D/Aje V;
O-2: Registration: 144J/Mwn B;
S-1: Registration: 144F/Uia I;
C-2: Registration: 144A/Lpm C;
F: Registration: 144O/Zjp N;
L: Registration: 144V/Wkx Y;
Pqkgbc: Registration: 144T/Vfo E;
L: Registration: 144X/Hvr F;