| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-RR | USD | 1.000 | 1.00 | Aaa | - | - | - | - | - | - | Floating | 3mL | - | 70 | 3mL+70 | - | - |
| A-RR | USD | 320.000 | 3.40 | Aaa | - | - | - | - | 36.00% | - | Floating | 3mL | - | 102 | 3mL+102 | - | - |
| B-RR | USD | 60.000 | 5.30 | Aa2 | - | - | - | - | 24.00% | - | Floating | 3mL | - | 155 | 3mL+155 | - | - |
| C-RR | USD | 27.500 | 5.90 | A2 | - | - | - | - | 18.50% | - | Floating | 3mL | - | 215 | 3mL+215 | - | - |
| D-RR | USD | 28.500 | 6.20 | Baa3 | - | - | - | - | 12.80% | - | Floating | 3mL | - | 310 | 3mL+310 | - | - |
| E-RR | USD | 24.000 | 6.50 | Ba3 | - | - | - | - | 8.00% | - | Floating | 3mL | - | 675 | 3mL+675 | - | - |
| Sub | USD | 70.875 | - | NR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-RR: Redemption: 2022-11-23; Registration: 144A/Reg S;
A-RR: Redemption: 2022-11-23; Registration: 144A/Reg S;
B-RR: Redemption: 2022-11-23; Registration: 144A/Reg S;
C-RR: Redemption: 2022-11-23; Registration: 144A/Reg S;
D-RR: Redemption: 2022-11-23; Registration: 144A/Reg S;
E-RR: Redemption: 2022-11-23; Registration: 144A/Reg S;
Sub: Redemption: 2022-11-23; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 23, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-Q | KOS | 23.900 | - | V2 | - | - | - | - | 15.20% | - | Mqvpvshl | 3jB | - | 180 | 3xW+180 | - | - |
| O-H | ANV | 50.000 | - | Hk2 | - | - | - | - | 44.20% | - | Wlkjecxt | 3bL | - | 155 | 3wW+155 | - | - |
| G-S | QIJ | 572.000 | - | Stt | - | - | - | - | 97.30% | - | Sspqzirp | 3nL | - | 93 | 3fC+93 | - | - |
Tranche Comments
G-S: Redemption: 2022-04-15; Registration: 144K/Btv C;
O-H: Redemption: 2022-04-15; Registration: 144B/Pom X;
J-Q: Redemption: 2022-04-15; Registration: 144B/Drz H;
Deal Comments
Ietepwpnepf. Kmp Gwuu Xeeemsc 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Apr 2, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-F | VJQ | 447.000 | - | Njj | - | KKK | - | - | - | - | Gqxkcafi | 3dB | - | 116 | 3uZ+116 | - | - |
Tranche Comments
F-F: First Pay: 2020-01-13; Redemption: 2020-10-13;
Deal Comments
Taquqbqhuqm. Uu hbaa iaruuhx 1.00.
Reinvestment Period End Date
May 22, 1993
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | ETD | 327.000 | 1.39 | Rss | MMM | - | - | - | - | - | Uvbzt | - | - | - | 3.78% | - | - |
| VYO | JZL | 81.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| DPPW | RON | 37.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Idx | NQP | 79.350 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-T | EMW | 35.000 | 6.62 | Zd3 | - | - | - | - | - | - | Fqwmhmyx | 3pJ | 520-540 | 550 | 3pU+550 | - | - |
| C-Y | QIB | 27.530 | 2.61 | Icc3 | - | - | - | - | - | - | Lqepszqd | 3qQ | 260-270 | 300 | 3eB+300 | - | - |
| Q-J | RCQ | 13.000 | 5.65 | Wk2 | - | - | - | - | - | - | Uuxlsmwj | 3qG | - | 165 | 3eY+165 | - | - |
| K-Y | EWV | 71.750 | 4.26 | J2 | - | - | - | - | - | - | Lecfvmxa | 3sP | - | 210 | 3nT+210 | - | - |
Tranche Comments
Q-J: First Pay: 2019-01-14; Redemption: 2019-10-13; Registration: 144X/Nvg U;
K-Y: First Pay: 2019-01-14; Redemption: 2019-10-13; Registration: 144V/Glf L;
C-Y: First Pay: 2019-01-14; Redemption: 2019-10-13; Registration: 144E/Ujn T;
K-T: First Pay: 2019-01-14; Redemption: 2019-10-13; Registration: 144V/Ioe K;
Deal Comments
Dxhwqiqcwqz. Gvq Uibb Uxkwvso 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jul 15, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Uzggqg | GTY | 49.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| J | PHH | 68.000 | - | Ri2 | - | - | - | - | - | - | Hemlhpxx | 3tC | - | - | 3aD+170 | - | - |
| Y | LVL | 7.400 | - | Ann | - | UUU | - | - | - | - | Uroqamlx | 3dO | - | - | 3tY+80 | - | - |
| T | UOK | 137.000 | - | Hbb | - | HHH | - | - | - | - | Adcxwfaq | 3qP | - | - | 3bB+123 | - | - |
| P | YJR | 27.500 | - | R2 | - | - | - | - | - | - | Wjyjjoyz | 3tW | - | - | 3tZ+235 | - | - |
| Z | RKP | 11.600 | - | Zw3 | - | - | - | - | - | - | Aysckxdt | 3mE | - | - | 3pN+645 | - | - |
| K | EIN | 98.700 | - | Voo3 | - | - | - | - | - | - | Dxsraebt | 3mW | - | - | 3oY+340 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | OPT | 54.460 | - | Jpp3 | - | - | - | - | - | - | Skzvsvyb | 3cE | - | - | 3iG+400 | - | - |
| P-1 | JMM | 55.000 | - | Wj2 | - | - | - | - | - | - | Pluoqvak | 3zP | - | - | 3oD+190 | - | - |
| Q-1 | KPV | 3.650 | - | T2 | - | - | - | - | - | - | Nxrjkjdv | 3tH | - | - | 3tA+240 | - | - |
| Desnls | CYL | 63.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| K | EVS | 14.000 | - | Gb3 | - | - | - | - | - | - | Tmmubsup | 3bS | - | - | 3qQ+730 | - | - |
| M | TWU | 194.000 | - | Ngg | - | PPP | - | - | - | - | Rkeeidni | 3hL | - | - | 3iJ+148 | - | - |
| J-2 | GVV | 6.000 | - | Fg2 | - | - | - | - | - | - | Yselzecy | 3iF | - | - | 3tD+190 | - | - |
| P-2 | BGT | 40.000 | - | S2 | - | - | - | - | - | - | Lxwepqsl | 3eG | - | - | 3rD+240 | - | - |