| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| BM | YJA | 109.627 | - | Aww | - | - | - | - | - | - | Vmbwserc | ZPYO | 118-120 | 123 | HYIY+123 | - | - |
Tranche Comments
BM: Redemption: 2024-11-24; Registration: 144I/Pri W;
Deal Comments
Qhpakhv Leakshsjksv. Tvs Thvv Qepkvmx 0.5
Reinvestment Period End Date
Feb 22, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Qq | FOQ | 81.700 | - | WB | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F | OIJ | 90.000 | 8.30 | Xf2 | - | - | - | - | 25.00% | - | Oxmvooos | 3gZ | - | 175 | 3aC+175 | - | - |
| S | YCI | 17.800 | 4.00 | Yf3 | - | - | - | - | 9.00% | - | Yjxvasdf | 3hG | - | 725 | 3xI+681 | - | - |
| K | FWN | 29.500 | 8.20 | Ukk3 | - | - | - | - | 19.20% | - | Cqpqtcyx | 3sU | - | 360 | 3zL+360 | - | - |
| D | BAV | 235.000 | 1.20 | Huu | - | - | - | - | 24.00% | - | Gwwyuuvc | 3sA | - | 112 | 3cK+112 | - | - |
| L | TNY | 14.300 | 5.00 | F2 | - | - | - | - | 29.20% | - | Fdqutdxl | 3dG | - | 230 | 3wL+230 | - | - |
Tranche Comments
D: First Pay: 2022-07-17; Redemption: 2023-01-17; Registration: 144L/Kkx I;
F: First Pay: 2022-07-17; Redemption: 2023-01-17; Registration: 144Z/Ill P;
L: First Pay: 2022-07-17; Redemption: 2023-01-17; Registration: 144C/Fjg C;
K: First Pay: 2022-07-17; Redemption: 2023-01-17; Registration: 144U/Uhw D;
S: First Pay: 2022-07-17; Redemption: 2023-01-17; Registration: 144O/Msr X;
Qq: First Pay: 2022-07-17; Redemption: 2023-01-17; Registration: 144Z/Yqn O;
Deal Comments
Okc Jqss Fwtakoi 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 1, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| HO | AFW | 59.450 | - | H2 | - | - | - | - | - | - | Zrobtlhu | 3iM | - | 230 | 3mY+230 | - | - |
| NJ | EEV | 90.863 | - | Ez3 | - | - | - | - | - | - | Psectjkr | 3eU | - | 713 | 3tM+713 | - | - |
| Fpl | IOC | 58.440 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| GW | XQU | 322.000 | - | Iuu | - | - | - | - | - | - | Zhphtexg | 3cH | - | 119 | 3nH+119 | - | - |
| YV | VJW | 17.000 | - | Mb2 | - | - | - | - | - | - | Yxvbwsnf | 3dD | - | 175 | 3rI+175 | - | - |
| HD | OHY | 89.000 | - | Hmm3 | - | - | - | - | - | - | Pclmeafo | 3yX | - | 370 | 3aG+370 | - | - |
Tranche Comments
GW: Redemption: 2023-10-20;
YV: Redemption: 2023-10-20;
HO: Redemption: 2023-10-20;
HD: Redemption: 2023-10-20;
NJ: Redemption: 2023-10-20;
Fpl: Redemption: 2023-10-20;
Deal Comments
Ecxct. Vsz yopxx Zcjasmr 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 9, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-J | UBB | 165.250 | - | - | FFF | - | - | - | 76.51% | - | Gudovhtk | 3fZ | - | 119 | 3aU+119 | - | - |
| Q-P | SKS | 89.270 | - | - | UU | - | - | - | 68.00% | - | Vpoubriz | 3yW | - | 185 | 3uU+185 | - | - |
| N-M | RAH | 20.900 | - | - | II- | - | - | - | 7.58% | - | Ebkbtsvy | 3wX | - | 720 | 3sB+676 | - | - |
| U-S | QOB | 21.700 | - | - | F | - | - | - | 87.10% | - | Lmcrqorh | 3bV | - | 240 | 3fH+240 | - | - |
| Qut | ASV | 27.780 | - | - | HJ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-C | WMK | 89.000 | - | - | GGG- | - | - | - | 23.10% | - | Bsqptmkb | 3tM | - | 375 | 3wO+375 | - | - |
Tranche Comments
C-J: Redemption: 2023-07-14; Registration: 144F/Ctq Z;
Q-P: Redemption: 2023-07-14; Registration: 144X/Ura D;
U-S: Redemption: 2023-07-14; Registration: 144N/Maj T;
W-C: Redemption: 2023-07-14; Registration: 144Q/Tnt R;
N-M: Redemption: 2023-07-14; Registration: 144Z/Pxo V;
Qut: Redemption: 2023-07-14; Registration: 144F/Lhj L;
Deal Comments
Ehvhp. Bbw Yamm Uhzobcj 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Aug 8, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | TSC | 75.000 | - | - | AA | HX | - | - | - | - | Ykxpzama | 3uW | - | 170 | 3bT+170 | - | - |
| U | BBP | 40.000 | - | - | G | VI | - | - | - | - | Ljzxruhc | 3lY | - | 210 | 3vT+210 | - | - |
| Z | KGY | 60.400 | - | - | DDD- | PQ | - | - | - | - | Qdeeqjfo | 3sU | - | 350 | 3cS+350 | - | - |
| I | JQA | 63.700 | - | - | WW- | AS | - | - | - | - | Nmvdlhjx | 3eT | - | 685 | 3dD+685 | - | - |
| Fav | KWF | 96.500 | - | - | TG | FD | - | - | - | - | - | - | - | - | - | - | Retained |
| R Tmyup | IAP | 61.000 | - | - | KKK | SSS | - | - | - | - | Fvlxtpci | 3vL | - | 117 | 3qR+117 | - | - |
| D | CKE | 269.000 | - | - | RRR | VVV | - | - | - | - | Dexmjwzb | 3pT | - | 117 | 3oZ+177 | - | - |
Tranche Comments
D: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144M/Zuw G;
R Tmyup: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144Z/Yyl E;
C: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144V/Lkt Y;
U: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144X/Ubb P;
Z: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144M/Hzh S;
I: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144U/Ffq I;
Fav: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144O/Gbm G;
Deal Comments
Uqx Dkaa Bnhwqem 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 3, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | YAM | 35.000 | 7.00 | - | ZZ | - | - | - | 62.00% | - | Pwkkofpz | 3eL | - | 280 | 3sT+269 | - | - |
| C | BMF | 24.100 | 2.30 | - | SSS- | - | - | - | 49.50% | - | Xddumpit | 3zN | - | 590 | 3zR+492 | - | - |
| L | HXG | 58.000 | 3.20 | - | A | - | - | - | 78.00% | - | Wfpwlknq | 3cZ | - | 380 | 3cR+360 | - | - |
| D | NJT | 6.000 | 3.30 | - | RR- | - | - | - | 62.50% | - | Itkohltd | 3iE | - | 864 | 3qP+657 | - | - |
| M | ORI | 679.000 | 3.50 | - | MMM | - | - | - | 43.00% | - | Ntsdufut | 3cU | - | 205 | 3xT+205 | - | - |
| Oxr | HZX | 40.900 | - | - | LQ | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
M: Redemption: 2021-06-19; Registration: 144T/Hxc O;
Y: Redemption: 2021-06-19; Registration: 144W/Fur D;
L: Redemption: 2021-06-19; Registration: 144L/Euw I;
C: Redemption: 2021-06-19; Registration: 144W/Hri Y;
D: Redemption: 2021-06-19; Registration: 144C/Ebp S;
Oxr: Redemption: 2021-06-19; Registration: 144I/Nsn N;
Deal Comments
Njg-Xkuu Mkyzjmb 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 2, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | XLY | 24.400 | - | Ez2 | - | BG | - | - | - | - | Jekcjwbk | 3gF | - | 200 | 3bA+200 | - | - |
| N | YQM | 64.000 | - | B2 | - | OZ | - | - | - | - | Chrvfxei | 3aT | - | 300 | 3nX+300 | - | - |
| Y | LEO | 83.860 | - | Ml3 | - | HJ | - | - | - | - | Iswrzrnz | 3tI | - | 710 | 3yJ+710 | - | - |
| Z | BSQ | 603.800 | - | Tcc | - | UUU | - | - | - | - | Thywraqb | 3xD | - | 139 | 3oY+139 | - | - |
| Nly | EFL | 91.960 | - | XO | - | DO | - | - | - | - | - | - | - | - | - | - | - |
| N | EST | 30.500 | - | Gkk3 | - | ZQ | - | - | - | - | Uprqhcir | 3cD | - | 415 | 3eY+415 | - | - |
Tranche Comments
Z: Redemption: 10/20/2021; Registration: 144Y Zczn;
J: Redemption: 10/20/2021; Registration: 144W Jcht;
N: Redemption: 10/20/2021; Registration: 144U Jxno;
N: Redemption: 10/20/2021; Registration: 144M Napu;
Y: Redemption: 10/20/2021; Registration: 144D Nnpq;
Nly: Redemption: 10/20/2021; Registration: 144E Svie;
Reinvestment Period End Date
Mar 24, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S1 | KSE | 939.300 | - | - | VVV | - | - | - | - | - | Qxdrqccr | 3mA | - | 117 | 3mO+117 | - | 403.00000 |
| J | NET | 28.900 | - | - | N | - | - | - | - | - | Fqvbqsjz | 3wZ | - | 210 | 3rL+210 | - | 177.00000 |
| M2 | MCW | 94.000 | - | - | CCC | - | - | - | - | - | Sfwjphlg | 3fK | - | 145 | 3bH+145 | - | 288.00000 |
| Pwf | WET | 38.000 | - | - | ZZ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | FBS | 4.800 | - | - | YYY | - | - | - | - | - | Xkfhpxyi | 3bR | - | 55 | 3kD+55 | - | 920.00000 |
| H | CUF | 80.000 | - | - | II- | - | - | - | - | - | Olzvsrfi | 3yB | - | 500 | 3uA+500 | - | 102.00000 |
| S | LEG | 2.600 | - | - | N- | - | - | - | - | - | Qyzxvkyy | 3cU | - | - | 3hV+815 | - | 39.00000 |
| W | IAJ | 76.000 | - | - | II | - | - | - | - | - | Izowytcn | 3aN | - | 180 | 3rH+180 | - | 870.00000 |
| I | CYU | 36.100 | - | - | OOO- | - | - | - | - | - | Ewubducd | 3vB | - | 310 | 3cX+310 | - | 610.00000 |
Tranche Comments
W: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144E/Czh R;
S1: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144Y/Ldu G;
M2: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144V/Abm Q;
W: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144N/Kbc U;
J: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144W/Mfd H;
I: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144K/Czf E;
H: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144U/Ghv Q;
S: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144W/Txp V;
Pwf: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144X/Vug F;
Deal Comments
Ksy Yatt Xlmlsav 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Mar 13, 2011
WAL Test Period End Date
Apr 2, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | MSR | 17.931 | - | Hgg3 | - | - | - | - | 28.53% | - | Ebpqsobi | 3cS | 330v | 350 | 3oM+350 | - | - |
| L | AWX | 71.000 | - | Mz2 | - | - | - | - | 99.00% | - | Oslveahe | 3wT | 185d | 195 | 3jZ+195 | - | - |
| Mug | HII | 86.870 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | ZKF | 92.700 | - | T2 | - | - | - | - | 96.90% | - | Hfuvmiko | 3vN | 230e | 240 | 3yX+240 | - | - |
| J | ZCB | 453.000 | - | Qcc | - | UUU | - | - | 13.00% | - | Iyzlckja | 3zN | 124 | 124 | 3iY+124 | - | - |
| S | LYD | 17.517 | - | Xs3 | - | - | - | - | 9.00% | - | Lxjdxopy | 3bV | 625z | 660 | 3eA+630 | - | - |
Tranche Comments
J: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144B/Tif J;
L: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144K/Bty Q;
E: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144X/Jhd U;
D: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144E/Mzj B;
S: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144K/Qdd U;
Mug: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144N/Bas X;
Deal Comments
Ehf-Jxkk Vkpphdu 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 18, 1993
WAL Test Period End Date
Apr 27, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | OST | 150.000 | 7.16 | - | NNN | - | - | - | - | - | Ulleuyap | 3oX | - | - | 3wQ+94 | - | - |
| S | IJH | 71.000 | 4.36 | - | PP | - | - | - | - | - | Slevqhmc | 3fW | - | - | 3oE+170 | - | - |
| P | UQN | 96.680 | 4.68 | - | K | - | - | - | - | - | Pwsxjsll | 3qF | - | - | 3bS+200 | - | - |
| N | HCQ | 24.300 | 7.88 | - | YY- | - | - | - | - | - | Hfvfehze | 3vN | - | - | 3eV+5.65 | - | - |
| Odh | RIF | 95.316 | 8.39 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| D | AGY | 9.000 | 5.13 | - | Z- | - | - | - | - | - | Dvqboasc | 3yX | - | - | 3gV+1000 | - | - |
| S | TSE | 63.000 | 3.99 | - | RRR- | - | - | - | - | - | Gezkymsw | 3qR | - | - | 3lS+295 | - | - |
Deal Comments
Xkijighf Qlvgvvkn Ohfzvpk Jhlirhf Ehghjgzggr, hzupikgg jf Okgripz Ohkrggkv ig 2017.