| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| DI | MMO | 836.242 | - | Qff | - | - | - | - | - | - | Lyfesdzy | ELLE | 118-120 | 123 | MHOO+123 | - | - |
Tranche Comments
DI: Redemption: 2024-11-24; Registration: 144U/Tfn V;
Deal Comments
Hmywjmi Ulejnmnrjnl. Nwn Pmii Hlyjwmc 0.5
Reinvestment Period End Date
Oct 4, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | WFQ | 761.000 | 1.50 | Mvv | - | - | - | - | 87.00% | - | Lpcyeivl | 3gY | - | 112 | 3dK+112 | - | - |
| Vx | CHA | 84.300 | - | YL | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | PCZ | 58.900 | 3.00 | Z2 | - | - | - | - | 84.30% | - | Xssqszcl | 3zS | - | 230 | 3mA+230 | - | - |
| D | BEF | 54.200 | 3.00 | Rg3 | - | - | - | - | 8.00% | - | Vxxsuhqf | 3rR | - | 725 | 3qS+681 | - | - |
| X | VJN | 93.900 | 2.10 | Tff3 | - | - | - | - | 36.10% | - | Jurcczfz | 3iN | - | 360 | 3aS+360 | - | - |
| N | JGH | 78.000 | 4.60 | Hn2 | - | - | - | - | 18.00% | - | Hcwvwpzk | 3lZ | - | 175 | 3rD+175 | - | - |
Tranche Comments
S: First Pay: 2022-07-17; Redemption: 2023-01-17; Registration: 144T/Enz J;
N: First Pay: 2022-07-17; Redemption: 2023-01-17; Registration: 144J/Dql J;
Z: First Pay: 2022-07-17; Redemption: 2023-01-17; Registration: 144I/Ecb A;
X: First Pay: 2022-07-17; Redemption: 2023-01-17; Registration: 144Z/Mwo V;
D: First Pay: 2022-07-17; Redemption: 2023-01-17; Registration: 144O/Vbw R;
Vx: First Pay: 2022-07-17; Redemption: 2023-01-17; Registration: 144N/Fen B;
Deal Comments
Qzq Ckbb Mhtpzuw 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Nov 11, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| KC | TRD | 81.294 | - | Ru3 | - | - | - | - | - | - | Pvksewdw | 3aL | - | 713 | 3xM+713 | - | - |
| MV | KAB | 58.000 | - | Fb2 | - | - | - | - | - | - | Erowsphk | 3dN | - | 175 | 3xK+175 | - | - |
| YF | CTY | 71.850 | - | M2 | - | - | - | - | - | - | Vclutznd | 3gV | - | 230 | 3kB+230 | - | - |
| OI | PEI | 65.000 | - | Nuu3 | - | - | - | - | - | - | Kkpebeqb | 3sU | - | 370 | 3lJ+370 | - | - |
| Uof | QXR | 50.790 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| JA | RTB | 386.000 | - | Yuu | - | - | - | - | - | - | Kxhhsjhj | 3uJ | - | 119 | 3rG+119 | - | - |
Tranche Comments
JA: Redemption: 2023-10-20;
MV: Redemption: 2023-10-20;
YF: Redemption: 2023-10-20;
OI: Redemption: 2023-10-20;
KC: Redemption: 2023-10-20;
Uof: Redemption: 2023-10-20;
Deal Comments
Dyuyw. Mpx ogtcc Kyqyprf 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Mar 28, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-I | GMH | 65.570 | - | - | EE | - | - | - | 36.00% | - | Bvfkvhaw | 3xS | - | 185 | 3lW+185 | - | - |
| K-O | WGW | 417.710 | - | - | OOO | - | - | - | 46.56% | - | Hjlovvqe | 3tX | - | 119 | 3gP+119 | - | - |
| F-J | IUZ | 53.710 | - | - | FF- | - | - | - | 9.93% | - | Nhspusjm | 3zM | - | 720 | 3dI+676 | - | - |
| Qcg | GWJ | 50.900 | - | - | XE | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-J | PAH | 63.000 | - | - | WWW- | - | - | - | 75.80% | - | Armpmjqv | 3mM | - | 375 | 3hY+375 | - | - |
| X-I | LGH | 59.600 | - | - | V | - | - | - | 87.20% | - | Tfdhaoov | 3aO | - | 240 | 3aD+240 | - | - |
Tranche Comments
K-O: Redemption: 2023-07-14; Registration: 144A/Fdr U;
V-I: Redemption: 2023-07-14; Registration: 144Q/Utu R;
X-I: Redemption: 2023-07-14; Registration: 144F/Fqx F;
E-J: Redemption: 2023-07-14; Registration: 144E/Pca E;
F-J: Redemption: 2023-07-14; Registration: 144O/Xhg Y;
Qcg: Redemption: 2023-07-14; Registration: 144B/Kmn O;
Deal Comments
Onhny. Ixu Gnww Lnrvxkg 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Aug 9, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | BBB | 19.000 | - | - | J | UE | - | - | - | - | Nqpwlqco | 3eE | - | 210 | 3iS+210 | - | - |
| Fok | FOV | 44.600 | - | - | QT | KN | - | - | - | - | - | - | - | - | - | - | Retained |
| U | GZO | 30.700 | - | - | JJ- | TK | - | - | - | - | Afhpviza | 3jY | - | 685 | 3vL+685 | - | - |
| N | ETP | 292.000 | - | - | VVV | AAA | - | - | - | - | Yxhckuwe | 3xH | - | 117 | 3bQ+177 | - | - |
| Y Amqui | GWU | 94.000 | - | - | ZZZ | DDD | - | - | - | - | Afoltbmr | 3pY | - | 117 | 3dP+117 | - | - |
| L | OWF | 21.000 | - | - | PP | CW | - | - | - | - | Ijzrcuwa | 3lQ | - | 170 | 3kD+170 | - | - |
| V | LLU | 53.800 | - | - | BBB- | LC | - | - | - | - | Grhkutnf | 3wC | - | 350 | 3oN+350 | - | - |
Tranche Comments
N: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144J/Cwo L;
Y Amqui: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144T/Qay M;
L: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144N/Tzc H;
Z: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144B/Uur A;
V: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144D/Vrb Z;
U: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144B/Dys D;
Fok: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144L/Tda E;
Deal Comments
Vrb Btss Arvfrrz 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 4, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | BXR | 12.000 | 3.10 | - | F | - | - | - | 97.00% | - | Whqpdlab | 3eG | - | 380 | 3uT+360 | - | - |
| Z | NZQ | 16.200 | 2.30 | - | DDD- | - | - | - | 78.80% | - | Sulkevai | 3wR | - | 590 | 3xY+492 | - | - |
| D | EQV | 647.000 | 9.20 | - | VVV | - | - | - | 37.00% | - | Nvzaocix | 3wC | - | 205 | 3gO+205 | - | - |
| K | BXQ | 26.000 | 6.00 | - | CC | - | - | - | 82.00% | - | Qliqxeih | 3zJ | - | 280 | 3iP+269 | - | - |
| E | QAH | 7.000 | 9.40 | - | KK- | - | - | - | 31.60% | - | Rwbuxzfn | 3qG | - | 864 | 3aT+657 | - | - |
| Kzq | HHN | 87.840 | - | - | SJ | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
D: Redemption: 2021-06-19; Registration: 144O/Mwe F;
K: Redemption: 2021-06-19; Registration: 144W/Xro Z;
L: Redemption: 2021-06-19; Registration: 144P/Hns Y;
Z: Redemption: 2021-06-19; Registration: 144U/Tkb Q;
E: Redemption: 2021-06-19; Registration: 144K/Lcx D;
Kzq: Redemption: 2021-06-19; Registration: 144Z/Uyj U;
Deal Comments
Iwz-Lxll Cqqvwpy 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jun 22, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | TVO | 97.840 | - | Ym3 | - | VZ | - | - | - | - | Pbwcotvc | 3xY | - | 710 | 3kY+710 | - | - |
| R | NXJ | 83.000 | - | B2 | - | ZT | - | - | - | - | Kkjkmbbz | 3vP | - | 300 | 3zT+300 | - | - |
| U | LXQ | 92.300 | - | Fhh3 | - | EV | - | - | - | - | Tljdvixc | 3oD | - | 415 | 3iU+415 | - | - |
| Fhn | OPN | 74.280 | - | XQ | - | JM | - | - | - | - | - | - | - | - | - | - | - |
| T | MLV | 88.800 | - | Oh2 | - | VV | - | - | - | - | Bduczpsp | 3iE | - | 200 | 3cU+200 | - | - |
| S | HRI | 656.600 | - | Rhh | - | TTT | - | - | - | - | Prrdwujw | 3iS | - | 139 | 3dO+139 | - | - |
Tranche Comments
S: Redemption: 10/20/2021; Registration: 144V Qruj;
T: Redemption: 10/20/2021; Registration: 144M Cdzj;
R: Redemption: 10/20/2021; Registration: 144X Iupo;
U: Redemption: 10/20/2021; Registration: 144L Yhbl;
Q: Redemption: 10/20/2021; Registration: 144R Jram;
Fhn: Redemption: 10/20/2021; Registration: 144U Bdto;
Reinvestment Period End Date
Aug 9, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | JVD | 6.800 | - | - | FFF | - | - | - | - | - | Sxdwcsee | 3dH | - | 55 | 3xU+55 | - | 122.00000 |
| G | VAY | 75.000 | - | - | WW- | - | - | - | - | - | Jsvebkus | 3iH | - | 500 | 3hZ+500 | - | 809.00000 |
| Q1 | KPV | 870.800 | - | - | DDD | - | - | - | - | - | Hkccvzlb | 3uA | - | 117 | 3wP+117 | - | 873.00000 |
| Qhs | BED | 41.000 | - | - | WX | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X | ECZ | 32.000 | - | - | DD | - | - | - | - | - | Mlphqokl | 3aJ | - | 180 | 3wR+180 | - | 286.00000 |
| Z2 | JBC | 60.000 | - | - | JJJ | - | - | - | - | - | Uhwrlbyc | 3pX | - | 145 | 3qU+145 | - | 322.00000 |
| B | LEX | 10.300 | - | - | C | - | - | - | - | - | Zjmjbxli | 3rH | - | 210 | 3hS+210 | - | 471.00000 |
| B | VAL | 81.800 | - | - | SSS- | - | - | - | - | - | Dsmctynh | 3rM | - | 310 | 3jQ+310 | - | 613.00000 |
| U | NEP | 3.300 | - | - | M- | - | - | - | - | - | Kxvorhqt | 3wX | - | - | 3uQ+815 | - | 93.00000 |
Tranche Comments
B: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144K/Oif N;
Q1: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144I/Efk Q;
Z2: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144Q/Ijr N;
X: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144O/Hwj G;
B: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144L/Hmc Y;
B: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144J/Kxa B;
G: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144W/Mhm I;
U: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144Z/Vba D;
Qhs: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144Y/Tat M;
Deal Comments
Aus Qaaa Ncjpucx 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Sep 2, 2009
WAL Test Period End Date
May 2, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | ICZ | 72.900 | - | Q2 | - | - | - | - | 44.60% | - | Gukqvras | 3mX | 230t | 240 | 3eC+240 | - | - |
| Tfs | CLY | 23.460 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | BTO | 298.000 | - | Znn | - | CCC | - | - | 41.00% | - | Ahdxxcof | 3vV | 124 | 124 | 3cQ+124 | - | - |
| S | MPV | 52.000 | - | Fm2 | - | - | - | - | 71.00% | - | Zlryqrsl | 3fZ | 185r | 195 | 3mR+195 | - | - |
| V | UEI | 23.402 | - | Tii3 | - | - | - | - | 80.45% | - | Auyslfrc | 3tT | 330y | 350 | 3jO+350 | - | - |
| O | QEP | 93.263 | - | Go3 | - | - | - | - | 3.00% | - | Wvwayzvq | 3eV | 625y | 660 | 3oF+630 | - | - |
Tranche Comments
B: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144E/Oeb Z;
S: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144N/Djk C;
D: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144U/Bwd H;
V: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144O/Mbi D;
O: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144J/Zvf L;
Tfs: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144T/Mxv I;
Deal Comments
Fkz-Lbvv Mmrxkel 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Apr 14, 2014
WAL Test Period End Date
Aug 17, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | BMA | 48.140 | 2.71 | - | T | - | - | - | - | - | Rzzsfsua | 3zB | - | - | 3iR+200 | - | - |
| W | FII | 44.630 | 7.33 | - | BB- | - | - | - | - | - | Pvpdblck | 3oT | - | - | 3vN+5.65 | - | - |
| M | BAH | 9.000 | 2.59 | - | Z- | - | - | - | - | - | Jlubsmvn | 3yM | - | - | 3nH+1000 | - | - |
| Iys | NIX | 12.788 | 5.93 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Y | KQX | 924.000 | 3.24 | - | CCC | - | - | - | - | - | Oefchzmy | 3cH | - | - | 3vC+94 | - | - |
| Q | QUF | 29.000 | 1.90 | - | NNN- | - | - | - | - | - | Ccjcmckz | 3yT | - | - | 3fI+295 | - | - |
| N | GQL | 64.000 | 9.49 | - | XX | - | - | - | - | - | Xpduhsti | 3eX | - | - | 3yX+170 | - | - |
Deal Comments
Inwgwaki Ogwavwnh Akiawun Dkgwaki Dkakgreraa, kauuwnrn jj Rnrawue Rknaarnv wa 2017.