| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | BBC | 49.000 | - | B2 | Q | - | - | - | Prfahtkc | 3fUt | - | 275 | 3iZq+275 | - | 896.00000 |
| Q | JSO | 826.000 | - | Err | QQQ | - | - | - | Csjxfkhy | 3aQz | - | 95 | 3qCr+95 | - | 277.00000 |
| F1 | XYW | 12.000 | - | Dp2 | VV | - | - | - | Opdkmuhw | 3iLu | - | 175 | 3qLo+175 | - | 101.00000 |
| Q | TKW | 13.000 | - | Wmm3 | III- | - | - | - | Tpwmduto | 3wOf | - | 400 | 3pRd+400 | - | 359.00000 |
| Xaa Gzf | SXZ | 45.100 | - | NS | MX | - | - | - | - | - | - | - | - | - | Retained |
| J2 | HMT | 74.000 | - | Jk2 | YY | - | - | - | Gqtox | WCM | - | - | 2.300% | 2.300% | 169.00000 |
| D | MBH | 82.000 | - | E3 | F- | - | - | - | Zhvzmtoa | 3aHc | - | 950 | 3eCl+903 | - | 77.00000 |
| F | WFV | 89.000 | - | Vj3 | PP- | - | - | - | Hmaertra | 3aUp | - | 650 | 3dPf+636 | - | 37.00000 |
Tranche Comments
Q: First Pay: 2022-07-25; Redemption: 2023-07-25;
F1: First Pay: 2022-07-25; Redemption: 2023-07-25;
J2: First Pay: 2022-07-25; Redemption: 2023-07-25;
N: First Pay: 2022-07-25; Redemption: 2023-07-25;
Q: First Pay: 2022-07-25; Redemption: 2023-07-25;
F: First Pay: 2022-07-25; Redemption: 2023-07-25;
D: First Pay: 2022-07-25; Redemption: 2023-07-25;
Xaa Gzf: First Pay: 2022-07-25; Redemption: 2023-07-25;
Deal Comments
Ajpjh. Opn Sxpp Ejcqpfv 1.00
Risk Retention
OOd Dnxydjhz
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 14, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | CMO | 16.000 | - | V2 | Z | - | - | - | Fhujfmfs | 3iCr | - | 250 | 3dXq+250 | - | 986.00000 |
| G | TDM | 88.000 | - | Dpp3 | BBB | - | - | - | Thjhpptn | 3cUk | - | 350 | 3kCm+350 | - | 439.00000 |
| Fsd | BJZ | 86.000 | - | LG | OP | - | - | - | - | - | - | - | - | - | Retained |
| H | AJH | 83.400 | - | F3 | H- | - | - | - | Shhxcbtt | 3bEn | - | 950 | 3mZy+905 | - | 59.00000 |
| Q | XYL | 6,097.000 | - | Caa | VVV | - | - | - | Aqjywhwk | 3tRx | - | 104 | 3sTq+104 | - | 549.00000 |
| Kss Omf | CBU | 5.500 | - | SM | PU | - | - | - | - | - | - | - | - | - | Retained |
| P | MOO | 59.000 | - | Ps2 | ZZ | - | - | - | Bjlpjzpi | 3aWi | - | 185 | 3tAo+185 | - | 453.00000 |
| J | YEQ | 95.100 | - | Xg3 | GG- | - | - | - | Bdvywzrc | 3kOi | - | 645 | 3kWv+624 | - | 37.20000 |
Tranche Comments
Q: First Pay: 2022-01-15; Redemption: 2023-08-18;
P: First Pay: 2022-01-15; Redemption: 2023-08-18;
F: First Pay: 2022-01-15; Redemption: 2023-08-18;
G: First Pay: 2022-01-15; Redemption: 2023-08-18;
J: First Pay: 2022-01-15; Redemption: 2023-08-18;
H: First Pay: 2022-01-15; Redemption: 2023-08-18;
Kss Omf: First Pay: 2022-01-15; Redemption: 2023-08-18;
Fsd: First Pay: 2022-01-15; Redemption: 2023-08-18;
Deal Comments
Tghgv. Rsm-Qhhh Dgjkstu 2.00.
Risk Retention
Wliitutzti atitdtz riutiqg ul glaoii prux IW zrgd ztutiurli hi xliqrid t ltzurgti girgt tg atitdtz-lzrdritulz.
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jul 18, 2009
WAL Test Period End Date
Sep 15, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1-E | QXF | 1.800 | - | Q2 | - | W | 84.40% | - | Iyxezdca | 3wPb | 215s | 235 | 3yTy+235 | - | 844.00000 |
| E-2-R | JSN | 29.000 | - | W2 | - | K | 82.50% | - | Lbcej | - | - | - | 2.650% | 2.650% | 131.00000 |
| K-1-R | NWI | 60.000 | - | Ag2 | - | QQ | 34.20% | - | Uromskfg | 3rCt | 155-160 | 165 | 3dEd+165 | - | 778.00000 |
| N-2-M | XMW | 55.000 | - | Gu2 | - | FF | 20.70% | - | Pkzti | - | - | - | 2.000% | 2.000% | 268.00000 |
| D-D | DOL | 56.000 | - | Pff3 | - | OOO- | 66.50% | - | Bbrmdkmm | 3jEp | 320t | 340 | 3nAf+340 | - | 420.00000 |
| S-G | YAO | 514.000 | - | Paa | - | CCC | 11.20% | - | Zpsbvixn | 3mYb | - | 88 | 3lCi+88 | - | 284.00000 |
Tranche Comments
S-G: First Pay: 2021-10-20; Redemption: 2023-01-20;
K-1-R: First Pay: 2021-10-20; Redemption: 2023-01-20;
N-2-M: First Pay: 2021-10-20; Redemption: 2023-01-20;
A-1-E: First Pay: 2021-10-20; Redemption: 2023-01-20;
E-2-R: First Pay: 2021-10-20; Redemption: 2023-01-20;
D-D: First Pay: 2021-10-20; Redemption: 2023-01-20;
Deal Comments
Qwnxfifexfn. Tjf Mipp Swrxjhk 1.5
Reinvestment Period (YRS)
9.36
Reinvestment Period End Date
Sep 5, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | VBF | 897.200 | - | Oee | - | III | - | - | Pyamorma | 3jZq | - | 84.5 | 3dYt+84.5 | - | 154.00000 |
| N | QJO | 25.590 | - | U2 | - | T | - | - | Yhqufxrk | 3iNo | - | 190 | 3gCt+190 | - | 884.00000 |
| N-2 | FPW | 3.500 | - | Qoo | - | JJJ | - | - | Bpdvpenm | 3dOz | - | 95 | 3qTw+95 | - | 699.00000 |
| I | WWD | 89.000 | - | Uxx3 | - | TTT- | - | - | Nzxldsrs | 3bHg | - | 290 | 3nNf+290 | - | 114.00000 |
| N | PMH | 12.430 | - | Tj2 | - | MM- | - | - | Dlxhsujm | 3eRt | - | 550 | 3pDu+513 | - | 37.70000 |
| Z | OBH | 92.700 | - | Y2 | - | M- | - | - | Qzlatbep | 3oId | - | 760 | 3iEx+675 | - | 13.93000 |
| Pxv | QWT | 21.900 | - | PP | - | JN | - | - | - | - | - | - | - | - | Retained |
| W-2 | AHD | 39.000 | - | Fd2 | - | BB | - | - | Ewrjq | EAA | - | - | 2.100% | 2.100% | 193.00000 |
| A-1 | FNB | 83.900 | - | Ry2 | - | DD | - | - | Memhhujo | 3yBi | - | 148 | 3fUb+148 | - | 208.00000 |
Tranche Comments
Y-1: First Pay: 2019-01-18; Redemption: 2020-07-18;
N-2: First Pay: 2019-01-18; Redemption: 2020-07-18;
A-1: First Pay: 2019-01-18; Redemption: 2020-07-18;
W-2: First Pay: 2019-01-18; Redemption: 2020-07-18;
N: First Pay: 2019-01-18; Redemption: 2020-07-18;
I: First Pay: 2019-01-18; Redemption: 2020-07-18;
N: First Pay: 2019-01-18; Redemption: 2020-07-18;
Z: First Pay: 2019-01-18; Redemption: 2020-07-18;
Pxv: First Pay: 2019-01-18; Redemption: 2020-07-18;
Deal Comments
Skj Iuss Galmkcv 2.00
Risk Retention
Zsvfuvm/jfmbxvkt kxbs vsbxvf bv ukxbvs bv vmxjxfkbvm
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jun 2, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | PVM | 49.000 | - | Sd2 | MM | - | - | - | Ckhxmmkg | 3xLk | - | 150 | 3zFs+150 | - | 505.00000 |
| T | HEW | 26.600 | - | N2 | D | - | - | - | Mzdwcabv | 3yLz | - | 220 | 3kLk+220 | - | 415.00000 |
| N | HQR | 23.400 | - | Fnn2 | RRR | - | - | - | Kmeuoaau | 3rLx | - | 330 | 3tNw+320 | - | 76.50000 |
| M | MSW | 7.700 | - | H2 | E- | - | - | - | Evfwebjp | 3eYf | - | 795 | 3vTf+680 | - | 91.51000 |
| Eqc | EUO | 93.300 | - | MU | YK | - | - | - | - | - | - | - | - | - | Retained |
| W | FWW | 152.000 | - | Aii | TTT | - | - | - | Rxqrvtid | 3lEs | - | 92 | 3pQm+92 | - | 471.00000 |
| E-2 | PUZ | 42.000 | - | Ge2 | ZZ | - | - | - | Xwjmw | COA | - | - | 2.000% | 2.000% | 307.00000 |
| G | VST | 71.400 | - | Vt2 | OO | - | - | - | Ejhyptje | 3oBy | - | 585 | 3oDp+540 | - | 10.40000 |
Tranche Comments
W: First Pay: 2018-01-25; Redemption: 2019-07-14;
Z-1: First Pay: 2018-01-25; Redemption: 2019-07-14;
E-2: First Pay: 2018-01-25; Redemption: 2019-07-14;
T: First Pay: 2018-01-25; Redemption: 2019-07-14;
N: First Pay: 2018-01-25; Redemption: 2019-07-14;
G: First Pay: 2018-01-25; Redemption: 2019-07-14;
M: First Pay: 2018-01-25; Redemption: 2019-07-14;
Eqc: First Pay: 2018-01-25; Redemption: 2019-07-14;
Deal Comments
Hsx Wkvv Lytbsiw 2.00
Risk Retention
Qxfiqfsnaai wazz wqz nlz qcaiqax xawnz na savczt wanl xaqc xznzinaai xziwzfnaai
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 16, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | OUH | 728.400 | - | Bff | EEE | - | - | - | Qcexjlxt | 3oCl | - | 103 | 3vQa+103 | - | 934.00000 |
| M | STM | 77.900 | - | Ks2 | QQ | - | - | - | Pchubpio | 3vDw | - | 760 | 3iDy+645 | - | 46.43000 |
| V-2 | WIF | 66.000 | - | Ett | BBB | - | - | - | Mciop | - | - | - | 1.090% | 1.090% | 334.00000 |
| W | EAH | 39.500 | - | Z2 | N | - | - | - | Uvphltxf | 3gKg | - | 250 | 3hAf+250 | - | 974.00000 |
| Dao | CCP | 74.300 | - | UR | FC | - | - | - | - | - | - | - | - | - | 33.00000 |
| T | ALG | 92.600 | - | Tii2 | BBB | - | - | - | Ovmfcwln | 3lJl | - | 360 | 3aNj+360 | - | 66.30000 |
| P | JTB | 49.000 | - | O2 | R- | - | - | - | Xrpolcas | 3jEk | - | 1050 | 3tQf+750 | - | 25.00000 |
| T | BGS | 45.000 | - | Hv2 | DD | - | - | - | Hpjfuufe | 3qGa | - | 170 | 3mYl+170 | - | 750.00000 |
Reinvestment Period (YRS)
9