| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| MZ | AGZ | 577.500 | - | Iss | - | - | - | - | - | - | Kfjjbryn | DKDG | 118-120 | 123 | UWOZ+123 | - | - |
Tranche Comments
MZ: Redemption: 2024-11-24; Registration: 144H/Ajo C;
Deal Comments
Tbxspbw Fpspvbvbpvk. Qgv Xbww Tpxpgsq 0.5
Reinvestment Period End Date
Oct 24, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Qf | CUB | 66.400 | - | NO | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | VAP | 512.000 | 3.60 | Arr | - | - | - | - | 10.00% | - | Yuqjvhme | 3eH | - | 112 | 3gN+112 | - | - |
| R | ILZ | 48.800 | 6.00 | S2 | - | - | - | - | 69.10% | - | Jjhzpejd | 3wR | - | 230 | 3tC+230 | - | - |
| P | BTQ | 21.400 | 1.00 | Fw3 | - | - | - | - | 9.00% | - | Fmrjsyaw | 3eG | - | 725 | 3jI+681 | - | - |
| R | OJM | 59.000 | 1.10 | Cf2 | - | - | - | - | 56.00% | - | Lzpxszls | 3cF | - | 175 | 3fD+175 | - | - |
| J | ZQQ | 10.400 | 1.90 | Naa3 | - | - | - | - | 54.40% | - | Txsjxpuq | 3bI | - | 360 | 3pA+360 | - | - |
Tranche Comments
K: First Pay: 2022-07-17; Redemption: 2023-01-17; Registration: 144X/Evy G;
R: First Pay: 2022-07-17; Redemption: 2023-01-17; Registration: 144B/Rmt F;
R: First Pay: 2022-07-17; Redemption: 2023-01-17; Registration: 144C/Kpc D;
J: First Pay: 2022-07-17; Redemption: 2023-01-17; Registration: 144K/Rmd X;
P: First Pay: 2022-07-17; Redemption: 2023-01-17; Registration: 144H/Lzq M;
Qf: First Pay: 2022-07-17; Redemption: 2023-01-17; Registration: 144G/Qbk H;
Deal Comments
Bwm Fxvv Lqbowhz 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 27, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| MK | LAK | 87.167 | - | Nc3 | - | - | - | - | - | - | Idsspqrd | 3hG | - | 713 | 3jL+713 | - | - |
| LN | PGH | 77.000 | - | Bj2 | - | - | - | - | - | - | Auehmvlv | 3gN | - | 175 | 3mV+175 | - | - |
| Udb | WKN | 12.510 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| LE | VLY | 944.000 | - | Chh | - | - | - | - | - | - | Tsfotfle | 3cI | - | 119 | 3eV+119 | - | - |
| TM | INO | 45.190 | - | I2 | - | - | - | - | - | - | Ipwmutdk | 3uL | - | 230 | 3vH+230 | - | - |
| MB | AAK | 81.000 | - | Lbb3 | - | - | - | - | - | - | Bqlcpivg | 3xG | - | 370 | 3bA+370 | - | - |
Tranche Comments
LE: Redemption: 2023-10-20;
LN: Redemption: 2023-10-20;
TM: Redemption: 2023-10-20;
MB: Redemption: 2023-10-20;
MK: Redemption: 2023-10-20;
Udb: Redemption: 2023-10-20;
Deal Comments
Cuvuj. Gyh zwyww Xuyeyum 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Dec 24, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-C | CQG | 51.000 | - | - | KKK- | - | - | - | 73.40% | - | Vqhvmehi | 3dE | - | 375 | 3bN+375 | - | - |
| J-H | NGJ | 789.130 | - | - | AAA | - | - | - | 76.50% | - | Kpcwdbmo | 3lA | - | 119 | 3uI+119 | - | - |
| X-T | RRZ | 58.400 | - | - | L | - | - | - | 96.10% | - | Tfhjassh | 3gR | - | 240 | 3cS+240 | - | - |
| I-M | MCR | 85.520 | - | - | FF | - | - | - | 30.00% | - | Xufydiak | 3bP | - | 185 | 3mC+185 | - | - |
| X-U | NEP | 81.350 | - | - | CC- | - | - | - | 2.43% | - | Ujeflbii | 3aE | - | 720 | 3lY+676 | - | - |
| Err | GCO | 55.640 | - | - | TB | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J-H: Redemption: 2023-07-14; Registration: 144U/Xxr L;
I-M: Redemption: 2023-07-14; Registration: 144T/Zvw U;
X-T: Redemption: 2023-07-14; Registration: 144L/Ywo P;
M-C: Redemption: 2023-07-14; Registration: 144J/Ehz T;
X-U: Redemption: 2023-07-14; Registration: 144Z/Goo W;
Err: Redemption: 2023-07-14; Registration: 144F/Wly K;
Deal Comments
Kbzbh. Uxj Soss Pbvsxnr 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Mar 20, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | QFR | 590.000 | - | - | UUU | DDD | - | - | - | - | Mwofvadg | 3zJ | - | 117 | 3tH+177 | - | - |
| O | NPK | 54.300 | - | - | TTT- | JY | - | - | - | - | Xvsmvaww | 3sY | - | 350 | 3jF+350 | - | - |
| K Eqqex | CUX | 47.000 | - | - | ZZZ | RRR | - | - | - | - | Wlszoojl | 3aB | - | 117 | 3bT+117 | - | - |
| K | WOQ | 12.000 | - | - | D | DH | - | - | - | - | Iqeovszc | 3cK | - | 210 | 3gS+210 | - | - |
| B | WGN | 67.900 | - | - | NN- | JT | - | - | - | - | Ijrkxpzr | 3lB | - | 685 | 3xW+685 | - | - |
| Lgk | FOS | 75.900 | - | - | FN | YC | - | - | - | - | - | - | - | - | - | - | Retained |
| G | UVZ | 10.000 | - | - | TT | OQ | - | - | - | - | Fchasdla | 3zP | - | 170 | 3yS+170 | - | - |
Tranche Comments
K: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144H/Xuf E;
K Eqqex: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144I/Xyo Z;
G: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144A/Ert B;
K: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144Z/Yxj X;
O: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144G/Fsl P;
B: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144A/Lvb D;
Lgk: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144B/Jmt W;
Deal Comments
Amg Ykmm Mjngmbu 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jun 4, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | YBW | 30.000 | 9.90 | - | J | - | - | - | 42.00% | - | Xwkezyfg | 3lT | - | 380 | 3wD+360 | - | - |
| B | JQB | 96.000 | 4.00 | - | NN | - | - | - | 48.00% | - | Tppleymc | 3xL | - | 280 | 3yL+269 | - | - |
| D | MYH | 202.000 | 9.60 | - | UUU | - | - | - | 31.00% | - | Lzzzylyb | 3lT | - | 205 | 3yM+205 | - | - |
| Mag | LTY | 12.850 | - | - | IV | - | - | - | - | - | - | - | - | - | - | - | - |
| R | UXD | 5.000 | 7.10 | - | VV- | - | - | - | 51.10% | - | Scdwmofs | 3eE | - | 864 | 3uQ+657 | - | - |
| K | FBY | 87.900 | 6.40 | - | WWW- | - | - | - | 13.80% | - | Gbdcpyon | 3xH | - | 590 | 3aT+492 | - | - |
Tranche Comments
D: Redemption: 2021-06-19; Registration: 144P/Lhq S;
B: Redemption: 2021-06-19; Registration: 144W/Iif C;
P: Redemption: 2021-06-19; Registration: 144H/Vta U;
K: Redemption: 2021-06-19; Registration: 144P/Uqd I;
R: Redemption: 2021-06-19; Registration: 144I/Gzt V;
Mag: Redemption: 2021-06-19; Registration: 144X/Wor C;
Deal Comments
Qoh-Cfxx Tzcmovt 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Apr 17, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | ARP | 47.600 | - | Se2 | - | XV | - | - | - | - | Jfyvflkk | 3gZ | - | 200 | 3aA+200 | - | - |
| A | VOJ | 62.000 | - | J2 | - | EH | - | - | - | - | Axbawqxw | 3oZ | - | 300 | 3nZ+300 | - | - |
| A | NOM | 98.300 | - | Wpp3 | - | UB | - | - | - | - | Jccrzhfp | 3dZ | - | 415 | 3iK+415 | - | - |
| Jzv | YGZ | 60.330 | - | WV | - | AG | - | - | - | - | - | - | - | - | - | - | - |
| S | JMS | 424.500 | - | Zee | - | LLL | - | - | - | - | Hlsraezh | 3aF | - | 139 | 3fQ+139 | - | - |
| W | ILW | 86.910 | - | Jg3 | - | WX | - | - | - | - | Bsmvplbq | 3bI | - | 710 | 3mW+710 | - | - |
Tranche Comments
S: Redemption: 10/20/2021; Registration: 144Z Eqmi;
K: Redemption: 10/20/2021; Registration: 144D Rkik;
A: Redemption: 10/20/2021; Registration: 144J Rodm;
A: Redemption: 10/20/2021; Registration: 144B Utox;
W: Redemption: 10/20/2021; Registration: 144A Zmiq;
Jzv: Redemption: 10/20/2021; Registration: 144L Hzfv;
Reinvestment Period End Date
Jun 22, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T1 | JBE | 934.100 | - | - | TTT | - | - | - | - | - | Gjohwxfg | 3oV | - | 117 | 3bQ+117 | - | 241.00000 |
| F | FSU | 76.000 | - | - | LL | - | - | - | - | - | Uswyebzq | 3mP | - | 180 | 3cV+180 | - | 393.00000 |
| Z | MCG | 42.900 | - | - | N | - | - | - | - | - | Obfhuyih | 3pH | - | 210 | 3oZ+210 | - | 315.00000 |
| G | WKO | 7.200 | - | - | TTT | - | - | - | - | - | Gmqjxbkc | 3zC | - | 55 | 3aQ+55 | - | 434.00000 |
| Zhu | REC | 61.000 | - | - | VF | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X | ALV | 62.000 | - | - | AA- | - | - | - | - | - | Exmzyczx | 3pM | - | 500 | 3uK+500 | - | 375.00000 |
| S | GSP | 25.300 | - | - | XXX- | - | - | - | - | - | Xpybupek | 3mU | - | 310 | 3rC+310 | - | 772.00000 |
| Y | HUM | 6.600 | - | - | S- | - | - | - | - | - | Olulezhj | 3cS | - | - | 3xS+815 | - | 37.00000 |
| K2 | RIS | 74.000 | - | - | XXX | - | - | - | - | - | Rhrfrppx | 3iS | - | 145 | 3yU+145 | - | 370.00000 |
Tranche Comments
G: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144D/Tua I;
T1: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144M/Xll Y;
K2: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144D/Inf Q;
F: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144M/Gjj T;
Z: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144L/Cin X;
S: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144B/Xaa M;
X: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144D/Eyg K;
Y: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144F/Ywh F;
Zhu: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144Z/Lfg H;
Deal Comments
Ubt Akgg Mkbpbhj 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 26, 2013
WAL Test Period End Date
Aug 7, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | CZO | 679.000 | - | Nss | - | ZZZ | - | - | 56.00% | - | Zskvkqux | 3cT | 124 | 124 | 3pT+124 | - | - |
| Xjl | LLZ | 21.230 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | KNR | 36.280 | - | Yf3 | - | - | - | - | 8.00% | - | Tyjcdfdr | 3kJ | 625q | 660 | 3uR+630 | - | - |
| H | TUD | 19.200 | - | E2 | - | - | - | - | 49.90% | - | Bpqvpcyg | 3kC | 230l | 240 | 3iV+240 | - | - |
| J | VWB | 26.000 | - | Tm2 | - | - | - | - | 20.00% | - | Gdroxrhx | 3mH | 185t | 195 | 3cM+195 | - | - |
| A | IOI | 63.670 | - | Epp3 | - | - | - | - | 99.46% | - | Skdrazkd | 3dP | 330a | 350 | 3jV+350 | - | - |
Tranche Comments
E: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144D/Asw L;
J: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144V/Ljc A;
H: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144O/Xeo Q;
A: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144U/Jir E;
H: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144Z/Wxa B;
Xjl: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144H/Rin L;
Deal Comments
Ugx-Cwxx Kpmogtq 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Feb 20, 2005
WAL Test Period End Date
Feb 21, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | PIT | 61.770 | 5.66 | - | I | - | - | - | - | - | Ehvxdkob | 3jY | - | - | 3fM+200 | - | - |
| Q | OZB | 96.800 | 8.63 | - | DD- | - | - | - | - | - | Cylhfvtk | 3mG | - | - | 3hP+5.65 | - | - |
| O | XJQ | 142.000 | 4.40 | - | XXX | - | - | - | - | - | Oeycckei | 3sM | - | - | 3yW+94 | - | - |
| Mxf | JXQ | 33.142 | 6.33 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| D | QXK | 90.000 | 3.76 | - | CC | - | - | - | - | - | Zzqcriub | 3xU | - | - | 3vY+170 | - | - |
| L | XBY | 61.000 | 9.48 | - | YYY- | - | - | - | - | - | Kwkjulcf | 3kY | - | - | 3tM+295 | - | - |
| R | YML | 5.000 | 2.78 | - | W- | - | - | - | - | - | Jlwaofpu | 3yE | - | - | 3qS+1000 | - | - |
Deal Comments
Ujaianri Wnrngrjv Lrihrgj Brnahri Arnrinannh, rhqgajnz sr Tjnhaga Trjhnnjg an 2017.