| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| IC | HHN | 980.979 | - | Kxx | - | - | - | - | - | - | Gfpztqxp | LNSE | 118-120 | 123 | IZOE+123 | - | - |
Tranche Comments
IC: Redemption: 2024-11-24; Registration: 144Q/Inl C;
Deal Comments
Bkhaxkk Fvmxjkjkxjg. Ktj Ekkk Bvhxtqi 0.5
Reinvestment Period End Date
Oct 1, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | GQJ | 28.000 | 6.60 | Po2 | - | - | - | - | 18.00% | - | Abojhmim | 3aC | - | 175 | 3qM+175 | - | - |
| A | CRH | 55.600 | 9.00 | G2 | - | - | - | - | 95.40% | - | Kesjbbco | 3nR | - | 230 | 3jD+230 | - | - |
| R | GHB | 33.500 | 4.00 | Ev3 | - | - | - | - | 6.00% | - | Cykpcjxk | 3dM | - | 725 | 3iU+681 | - | - |
| X | GNI | 399.000 | 5.20 | Oww | - | - | - | - | 66.00% | - | Vezfjkti | 3fE | - | 112 | 3xE+112 | - | - |
| N | CJS | 19.700 | 3.60 | Ugg3 | - | - | - | - | 19.10% | - | Hbwvqjta | 3sF | - | 360 | 3jI+360 | - | - |
| Jl | KUN | 47.400 | - | TV | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2022-07-17; Redemption: 2023-01-17; Registration: 144V/Wzz O;
K: First Pay: 2022-07-17; Redemption: 2023-01-17; Registration: 144W/Nup A;
A: First Pay: 2022-07-17; Redemption: 2023-01-17; Registration: 144J/Vfg A;
N: First Pay: 2022-07-17; Redemption: 2023-01-17; Registration: 144V/Prk Y;
R: First Pay: 2022-07-17; Redemption: 2023-01-17; Registration: 144D/Onq L;
Jl: First Pay: 2022-07-17; Redemption: 2023-01-17; Registration: 144I/Qlm S;
Deal Comments
Wzx Iwss Osbozlv 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 20, 1994
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| GA | URP | 16.000 | - | Zhh3 | - | - | - | - | - | - | Edhffain | 3aJ | - | 370 | 3yX+370 | - | - |
| Dhe | YVM | 41.740 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| MA | NNP | 569.000 | - | Mhh | - | - | - | - | - | - | Dqovtpse | 3qE | - | 119 | 3dH+119 | - | - |
| BN | XMC | 34.390 | - | Y2 | - | - | - | - | - | - | Prqvbvuo | 3bT | - | 230 | 3yH+230 | - | - |
| IC | FRD | 44.873 | - | Uf3 | - | - | - | - | - | - | Ilqybprh | 3kW | - | 713 | 3pJ+713 | - | - |
| SO | EHW | 83.000 | - | Aq2 | - | - | - | - | - | - | Hxcoqekz | 3gB | - | 175 | 3oA+175 | - | - |
Tranche Comments
MA: Redemption: 2023-10-20;
SO: Redemption: 2023-10-20;
BN: Redemption: 2023-10-20;
GA: Redemption: 2023-10-20;
IC: Redemption: 2023-10-20;
Dhe: Redemption: 2023-10-20;
Deal Comments
Cbpbf. Nws qyvee Nbanwck 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Mar 25, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-I | LZE | 68.000 | - | - | SSS- | - | - | - | 34.20% | - | Fbektwph | 3bW | - | 375 | 3lJ+375 | - | - |
| E-Q | ABQ | 19.970 | - | - | UU- | - | - | - | 8.76% | - | Nyfdihii | 3pV | - | 720 | 3jK+676 | - | - |
| Ayp | UUX | 29.620 | - | - | QN | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-H | YVO | 318.540 | - | - | TTT | - | - | - | 15.39% | - | Ixjpfxsq | 3sI | - | 119 | 3lY+119 | - | - |
| F-Y | CZF | 46.340 | - | - | PP | - | - | - | 49.00% | - | Heubwyai | 3mT | - | 185 | 3rU+185 | - | - |
| O-P | JCS | 33.100 | - | - | P | - | - | - | 18.20% | - | Ypoqhyij | 3jP | - | 240 | 3cF+240 | - | - |
Tranche Comments
W-H: Redemption: 2023-07-14; Registration: 144D/Ekm P;
F-Y: Redemption: 2023-07-14; Registration: 144A/Qbi F;
O-P: Redemption: 2023-07-14; Registration: 144C/Mxa I;
B-I: Redemption: 2023-07-14; Registration: 144F/Dlr F;
E-Q: Redemption: 2023-07-14; Registration: 144D/Tcd O;
Ayp: Redemption: 2023-07-14; Registration: 144B/Vbr Y;
Deal Comments
Ghwhq. Rky Xxww Ohsbkai 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 28, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | MBX | 10.000 | - | - | A | QH | - | - | - | - | Mhyavxsf | 3nH | - | 210 | 3cQ+210 | - | - |
| E | PTG | 13.800 | - | - | JJ- | VN | - | - | - | - | Glyuvxco | 3jY | - | 685 | 3eO+685 | - | - |
| Ggq | MPM | 31.100 | - | - | VH | HJ | - | - | - | - | - | - | - | - | - | - | Retained |
| N | AWF | 71.300 | - | - | FFF- | QS | - | - | - | - | Njwmytqr | 3pJ | - | 350 | 3vK+350 | - | - |
| E Zcqkl | CSQ | 59.000 | - | - | XXX | HHH | - | - | - | - | Efxlwywq | 3kT | - | 117 | 3hC+117 | - | - |
| H | AIE | 125.000 | - | - | XXX | NNN | - | - | - | - | Nvsfqrfo | 3hF | - | 117 | 3oV+177 | - | - |
| W | PRX | 86.000 | - | - | ZZ | PH | - | - | - | - | Ejfukdva | 3aJ | - | 170 | 3yU+170 | - | - |
Tranche Comments
H: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144Q/Aeo X;
E Zcqkl: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144U/Trd N;
W: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144E/Izn O;
O: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144G/Mlj V;
N: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144Y/Psi R;
E: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144V/Rbw Z;
Ggq: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144I/Hze F;
Deal Comments
Ijo Rsqq Yovrjag 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 22, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | MFA | 77.000 | 2.50 | - | A | - | - | - | 67.00% | - | Ywhrdmrx | 3dC | - | 380 | 3kZ+360 | - | - |
| B | LJU | 5.000 | 1.30 | - | WW- | - | - | - | 79.60% | - | Fqowtwlq | 3iO | - | 864 | 3vP+657 | - | - |
| U | FBN | 900.000 | 9.10 | - | PPP | - | - | - | 13.00% | - | Efdhezdv | 3bV | - | 205 | 3gO+205 | - | - |
| C | TIW | 84.100 | 3.60 | - | III- | - | - | - | 67.80% | - | Grqybphk | 3vI | - | 590 | 3jT+492 | - | - |
| Cdv | XHN | 89.360 | - | - | BP | - | - | - | - | - | - | - | - | - | - | - | - |
| D | YXD | 95.000 | 6.00 | - | II | - | - | - | 29.00% | - | Iprfalpg | 3jX | - | 280 | 3fR+269 | - | - |
Tranche Comments
U: Redemption: 2021-06-19; Registration: 144D/Ton U;
D: Redemption: 2021-06-19; Registration: 144P/Jqd E;
S: Redemption: 2021-06-19; Registration: 144V/Omp Q;
C: Redemption: 2021-06-19; Registration: 144M/Oxq R;
B: Redemption: 2021-06-19; Registration: 144D/Grg A;
Cdv: Redemption: 2021-06-19; Registration: 144W/Yio U;
Deal Comments
Dtp-Ntuu Ebjhttc 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jun 25, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | OYZ | 91.330 | - | Zg3 | - | ET | - | - | - | - | Pvkxtmmj | 3jM | - | 710 | 3yY+710 | - | - |
| N | HMZ | 83.000 | - | A2 | - | CF | - | - | - | - | Vutwjqdt | 3iQ | - | 300 | 3yH+300 | - | - |
| C | HKZ | 74.600 | - | Gyy3 | - | GQ | - | - | - | - | Vxprykxy | 3kS | - | 415 | 3cR+415 | - | - |
| P | EVH | 96.900 | - | Xu2 | - | PD | - | - | - | - | Hdwbualy | 3rA | - | 200 | 3hF+200 | - | - |
| Cwe | GPH | 91.210 | - | OT | - | PP | - | - | - | - | - | - | - | - | - | - | - |
| B | NTS | 625.300 | - | Kmm | - | UUU | - | - | - | - | Chrhudso | 3tN | - | 139 | 3wC+139 | - | - |
Tranche Comments
B: Redemption: 10/20/2021; Registration: 144M Wehx;
P: Redemption: 10/20/2021; Registration: 144J Awgf;
N: Redemption: 10/20/2021; Registration: 144X Lznp;
C: Redemption: 10/20/2021; Registration: 144G Zikh;
D: Redemption: 10/20/2021; Registration: 144S Ycef;
Cwe: Redemption: 10/20/2021; Registration: 144H Mzjs;
Reinvestment Period End Date
Feb 16, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | RUL | 66.200 | - | - | KKK- | - | - | - | - | - | Zcxkhwhi | 3oI | - | 310 | 3eR+310 | - | 900.00000 |
| P2 | WWW | 46.000 | - | - | TTT | - | - | - | - | - | Ivhvmqwg | 3eF | - | 145 | 3rZ+145 | - | 469.00000 |
| Q1 | WPJ | 174.200 | - | - | LLL | - | - | - | - | - | Yrubfuua | 3zZ | - | 117 | 3nU+117 | - | 823.00000 |
| N | RPN | 93.000 | - | - | GG- | - | - | - | - | - | Fywwcdxz | 3rY | - | 500 | 3xP+500 | - | 891.00000 |
| Nvi | OTA | 31.000 | - | - | OO | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | HZD | 6.500 | - | - | FFF | - | - | - | - | - | Isfhojwd | 3lI | - | 55 | 3qQ+55 | - | 136.00000 |
| S | AWJ | 21.000 | - | - | VV | - | - | - | - | - | Amlqhxlk | 3wA | - | 180 | 3kD+180 | - | 224.00000 |
| J | NJG | 12.700 | - | - | W | - | - | - | - | - | Tvsowyuw | 3cU | - | 210 | 3sH+210 | - | 687.00000 |
| J | WQI | 5.700 | - | - | F- | - | - | - | - | - | Kelsaswb | 3iZ | - | - | 3iD+815 | - | 73.00000 |
Tranche Comments
C: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144Z/Bfl P;
Q1: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144E/Owd O;
P2: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144Z/Vio M;
S: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144M/Woh E;
J: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144M/Jtl T;
U: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144J/Gvk Q;
N: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144Q/Mti V;
J: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144J/Lbe Q;
Nvi: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144W/Yar K;
Deal Comments
Ukt Fwss Epyaklc 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Dec 31, 2015
WAL Test Period End Date
Jul 27, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | GTE | 816.000 | - | Eww | - | RRR | - | - | 87.00% | - | Dllasauu | 3wU | 124 | 124 | 3fD+124 | - | - |
| B | EHD | 15.000 | - | Tq2 | - | - | - | - | 79.00% | - | Jkbqwpyb | 3sB | 185b | 195 | 3nD+195 | - | - |
| N | EYA | 36.800 | - | J2 | - | - | - | - | 12.60% | - | Gqlzdujy | 3vG | 230t | 240 | 3sB+240 | - | - |
| T | IZZ | 15.793 | - | Bzz3 | - | - | - | - | 24.60% | - | Vvsrltwj | 3wF | 330q | 350 | 3pQ+350 | - | - |
| O | YLW | 88.362 | - | Yt3 | - | - | - | - | 3.00% | - | Eeomofhd | 3yV | 625u | 660 | 3wI+630 | - | - |
| Ntc | ZNQ | 24.930 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144A/Uvy S;
B: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144K/Dsl A;
N: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144Q/Pvj H;
T: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144L/Zub H;
O: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144F/Rso U;
Ntc: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144P/Gyh W;
Deal Comments
Eum-Lxuu Iwhzutq 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 24, 2019
WAL Test Period End Date
Jan 4, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | KPN | 35.000 | 6.54 | - | NN | - | - | - | - | - | Azhmhsyj | 3gV | - | - | 3pQ+170 | - | - |
| D | GQM | 640.000 | 6.53 | - | XXX | - | - | - | - | - | Zxwljbmq | 3mN | - | - | 3oV+94 | - | - |
| N | CMW | 6.000 | 8.58 | - | V- | - | - | - | - | - | Mdylhhfv | 3hP | - | - | 3tI+1000 | - | - |
| K | UTT | 16.410 | 3.80 | - | LL- | - | - | - | - | - | Ozlyptwi | 3lB | - | - | 3jB+5.65 | - | - |
| S | FBK | 15.790 | 3.83 | - | G | - | - | - | - | - | Seuvfiuh | 3wI | - | - | 3uC+200 | - | - |
| Heo | GIX | 30.902 | 8.29 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Q | RTU | 11.000 | 4.69 | - | YYY- | - | - | - | - | - | Hsjclafm | 3uM | - | - | 3wF+295 | - | - |
Deal Comments
Kwxfxlrv Rrkllkwn Frvwkzw Crrxtrv Hrlrffwflt, rwfzxwfo oy Owftxzw Orwtlfwl xl 2017.