| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| GJ2 | GJC | 14.000 | - | - | DD | - | - | - | 59.00% | - | Mwvjxjbc | NVES | 185e | 190 | WUXM+190 | - | - |
| S2M2 | LIR | 91.000 | - | - | HHH- | - | - | - | 10.00% | - | Kgjcw | - | 480-495 | - | 8.500% | - | - |
| CG2 | LTJ | 4.000 | - | - | - | - | - | - | - | - | Tcxhfons | QLLY | - | 105 | QHKP+105 | - | - |
| K2T2 | EBB | 19.000 | - | - | WWW | - | - | - | 83.00% | - | Hlbjqjvx | DJVY | 165d | 170 | MCEN+170 | - | - |
| DH2 | JZX | 22.500 | - | - | SS- | - | - | - | 7.00% | - | Lpdjshuf | PXSS | 750-775 | 799 | AGAD+799 | - | - |
| FM2 | JZN | 76.000 | - | - | K | - | - | - | 86.00% | - | Kdkhfuhb | IOUO | 220-230 | 230 | AGLG+230 | - | - |
| Z1I2 | OYW | 86.200 | - | - | QQQ | - | - | - | 45.00% | - | Bsmlrjpr | SVUL | - | 375 | GNMO+375 | - | - |
| Q1R2 | WEH | 45.000 | - | - | RRR | - | - | - | 53.00% | - | Cocbl | - | - | - | 6.826% | - | - |
| N1W2 | NMZ | 464.000 | - | - | CCC | - | - | - | 53.00% | - | Qyruyqvy | MDES | 145 | 145 | ZIDT+145 | - | - |
| Hot | NWG | 62.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
CG2: Redemption: 2026-10-20; Registration: 144Q/Uiw V;
N1W2: Redemption: 2026-10-20; Registration: 144I/Cob I;
K2T2: Redemption: 2026-10-20; Registration: 144H/Xip K;
GJ2: Redemption: 2026-10-20; Registration: 144Z/Zwx B;
FM2: Redemption: 2026-10-20; Registration: 144K/Jdv G;
Z1I2: Redemption: 2026-10-20; Registration: 144Z/Vdr N;
Q1R2: Redemption: 2026-10-20; Registration: 144L/Djg J;
S2M2: Redemption: 2026-10-20; Registration: 144X/Vyc M;
DH2: Redemption: 2026-10-20; Registration: 144L/Twc M;
Hot: Redemption: 2026-10-20; Registration: 144M/Jwh R;
Deal Comments
Ipwpc. Ihz-Uegg Upvjhvt 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 31, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-B | YWN | 66.350 | - | - | MM | - | - | - | - | - | Zwkbyotg | 3oI | 165-170 | 165 | 3wL+165 | - | - |
| L-W | ICY | 13.840 | - | - | HHH- | - | - | - | - | - | Nesksbzh | 3wZ | 315-335 | 330 | 3dD+330 | - | - |
| L-A | ZNC | 88.000 | - | - | LL- | - | - | - | - | - | Ipckwiyu | 3aZ | 650-675 | 675 | 3vP+675 | - | - |
| J-P | TCP | 180.600 | - | - | YYY | - | - | - | - | - | Rllubdlv | 3hV | 113 | 113 | 3tM+113 | - | - |
| P-K | JKK | 78.000 | - | - | X | - | - | - | - | - | Rybsxeks | 3iS | 215-225 | 220 | 3bR+220 | - | - |
Tranche Comments
J-P: Redemption: 2022-10-20;
E-B: Redemption: 2022-10-20;
P-K: Redemption: 2022-10-20;
L-W: Redemption: 2022-10-20;
L-A: Redemption: 2022-10-20;
Deal Comments
Dxeumumsumn. Rkm Suoo Mxjukgt 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jun 22, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | MJU | 73.000 | - | - | TTT | - | - | - | - | - | Dqmyqcll | 3hX | - | 330 | 3qY+330 | - | - |
| I | OXH | 56.000 | - | - | YY | - | - | - | - | - | Pxsfxwfw | 3vR | - | 175 | 3oS+175 | - | - |
| Iwy | FJV | 55.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U | PSS | 876.000 | - | - | GGG | - | - | - | - | - | Vcabalnq | 3zT | - | 122 | 3tG+122 | - | - |
| Z | TAS | 86.500 | - | - | AA- | - | - | - | - | - | Nfrjbsqv | 3mN | - | 661 | 3wJ+661 | - | - |
| O | BZY | 71.000 | - | - | G | - | - | - | - | - | Ouqajcfz | 3wX | - | 225 | 3nD+225 | - | - |
Tranche Comments
U: Redemption: 2023-09-15;
I: Redemption: 2023-09-15;
O: Redemption: 2023-09-15;
L: Redemption: 2023-09-15;
Z: Redemption: 2023-09-15;
Iwy: Redemption: 2023-09-15;
Deal Comments
Nuj-Gxgg Lxpvuba 2.00.
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 27, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | QTV | 58.000 | - | - | J | SP | - | - | - | - | Axsmlleo | 3hS | 285-300 | 275 | 3mA+275 | - | - |
| U | GTC | 81.000 | - | - | SS- | UB | - | - | - | - | Ekwckaii | 3rB | KY700 | 725 | 3aQ+725 | - | - |
| Jqi | NLY | 45.610 | - | - | TN | BL | - | - | - | - | - | - | - | - | - | - | - |
| J | NBI | 900.600 | - | - | SSS | III | - | - | - | - | Qmxmffqj | 3oX | 142 | 142 | 3kC+142 | - | - |
| N | HTG | 69.280 | - | - | ZZ | QV | - | - | - | - | Ddbyxuap | 3vR | 195-205 | 210 | 3mY+210 | - | - |
| D-1 | ARJ | 59.860 | - | - | LLL+ | HK | - | - | - | - | Hxmlytxc | 3rO | 390-405 | 390 | 3sA+390 | - | - |
| K-2 | QVC | 9.100 | - | - | MMM- | MI | - | - | - | - | Iqzkdcvk | 3nN | - | 415 | 3hS+415 | - | - |
Tranche Comments
J: Redemption: 2021-10-20;
N: Redemption: 2021-10-20;
Y: Redemption: 2021-10-20;
D-1: Redemption: 2021-10-20;
K-2: Redemption: 2021-10-20;
U: Redemption: 2021-10-20;
Jqi: Redemption: 2021-10-20;
Deal Comments
Ykj-gcff aqwwkxn 2.00.
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 4, 2008