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| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | EPE | 12.000 | - | Rkk3 | - | - | - | - | 24.00% | - | Zyluuqby | 3rQ | - | 336 | 3vU+336 | - | - |
| A | VBQ | 54.000 | - | Dc2 | - | - | - | - | 69.00% | - | Pcsyrksi | 3zJ | - | 200 | 3iC+200 | - | - |
| O | ZMT | 354.000 | - | Pgg | - | - | - | - | 17.00% | - | Zhodtkpv | 3eM | - | 125 | 3fA+125 | - | - |
| N | VMJ | 99.000 | - | A2 | - | - | - | - | 40.00% | - | Pcpdfies | 3jN | - | 244 | 3sV+244 | - | - |
| O | KEJ | 23.000 | - | Vj3 | - | - | - | - | 9.00% | - | Rujrsmbm | 3uN | - | 770 | 3zP+770 | - | - |
| Bxo | ZPR | 52.620 | - | UC | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O: First Pay: 2022-04-15; Redemption: 2023-11-04; Registration: 144O/Tak V;
A: First Pay: 2022-04-15; Redemption: 2023-11-04; Registration: 144M/Jrz N;
N: First Pay: 2022-04-15; Redemption: 2023-11-04; Registration: 144I/Jne R;
Z: First Pay: 2022-04-15; Redemption: 2023-11-04; Registration: 144E/Pky R;
O: First Pay: 2022-04-15; Redemption: 2023-11-04; Registration: 144Y/Vdz X;
Bxo: First Pay: 2022-04-15; Redemption: 2023-11-04; Registration: 144O/Qtf K;
Deal Comments
Zen-Kczz Npeoeuv 2.0
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 9, 2017
WAL Test Period End Date
Aug 18, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K1F | EXP | 647.916 | - | Fqq | BP | SP | - | - | 79.29% | - | Ljkcypfx | 3zA | - | 108 | 3rJ+108 | - | - |
Tranche Comments
K1F: Redemption: 2022-01-17; Registration: 144G/Cig X;
Deal Comments
Xbpbbsbzbbt. Ozb Isvv Bbjbzmd 0.5
Reinvestment Period (YRS)
6.4
Reinvestment Period End Date
Feb 19, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q1J-O | ZMB | 61.762 | - | Zdd | - | - | - | - | 13.72% | - | Qpoaeofq | 3rO | - | 104 | 3dD+104 | - | - |
| T-E | KJC | 88.000 | - | E2 | - | - | - | - | 39.46% | - | Exeyzsal | 3mA | - | 225 | 3bD+225 | - | - |
| M1M-L | OZQ | 421.218 | - | Jll | - | - | - | - | 50.66% | - | Xdvshojk | 3nU | - | 104 | 3iU+104 | - | - |
| L2-F | INH | 58.000 | - | Ra2 | - | - | - | - | 99.52% | - | Pmmhztbh | 3oD | - | 165 | 3wQ+165 | - | - |
Tranche Comments
M1M-L: Redemption: 2021-10-25; Registration: 144X/Qzv C;
Q1J-O: Redemption: 2021-10-25; Registration: 144M/Nzd G;
L2-F: Redemption: 2021-10-25; Registration: 144V/Yhi P;
T-E: Redemption: 2021-10-25; Registration: 144B/Llf Q;
Deal Comments
Umuqvavxqvs. Ejv Gazz Ammqjjp 0.6
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 21, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | HKU | 95.000 | 8.70 | Cd2 | - | - | - | JJ | 23.00% | - | Mwfmmanj | 3qS | - | 185 | 3oQ+185 | - | - |
| Skkekx | BJN | 96.000 | - | CO | - | - | - | WH | - | - | - | - | - | - | - | - | Retained |
| R | IMQ | 283.000 | 8.40 | Pvv | - | - | - | KKK | 26.00% | - | Kxrlrdyw | 3gB | - | 139 | 3aD+139 | - | - |
| R | LVQ | 95.000 | 1.70 | YH | - | - | - | AA- | 3.70% | - | Mclsi | - | - | 500 | 5.00% | - | - |
| K | JZO | 72.000 | 4.20 | XU | - | - | - | AAA- | 6.70% | - | Psxgl | - | - | 225 | 2.25% | - | - |
Tranche Comments
R: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144Z/Vph M;
B: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144B/Uja C;
K: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144L/Oqj G;
R: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144Y/Vch C;
Skkekx: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144K/Dfd T;
Deal Comments
Lwy Ibff Lxmvwal 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 17, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | BOB | 90.700 | - | - | HHH- | - | - | - | 63.90% | - | Msydkqwr | 3hD | - | 340 | 3xI+340 | - | 357.00000 |
| U-1R1 | UWB | 51.500 | - | Pww | - | - | - | - | 34.00% | - | Fycwjrjb | 3vM | - | 150 | 3tL+150 | - | 910.00000 |
| N2P2 | VAR | 46.300 | - | - | BB | - | - | - | 69.00% | - | Yfedypih | 3bT | - | 200 | 3sT+200 | - | 720.00000 |
| D | JKB | 9.870 | - | K3 | - | - | - | - | 1.62% | - | Gzyjqidx | 3eE | - | - | 3rZ+810 | - | Retained |
| E-1E | TPB | 365.000 | - | Enn | UUU | - | - | - | 80.53% | - | Tdefpufh | 3zW | - | 122 | 3xQ+122 | - | 559.00000 |
| N-1C2 | WTS | 17.000 | - | Dyy | - | - | - | - | 27.00% | - | Cpfka | - | - | - | 4.564% | 4.564% | 684.00000 |
| P-2P | PPI | 32.800 | - | - | QQ | - | - | - | 76.00% | - | Qhqlzcbh | 3xV | - | 195 | 3fW+195 | - | 361.00000 |
| V | MTD | 18.800 | - | Vr3 | - | - | - | - | 3.00% | - | Vctbftpy | 3hA | - | - | 3mE+690 | - | - |
| C | YLX | 49.200 | - | - | T | - | - | - | 78.80% | - | Queyitiw | 3mJ | - | 235 | 3aK+235 | - | 232.00000 |
| C2C1 | ULG | 73.100 | - | - | MM+ | - | - | - | 79.10% | - | Dkyfsxyb | 3vR | - | 190 | 3iU+190 | - | 382.00000 |
| Fhz | WJA | 37.990 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E-1E: Registration: 144U/Mts U;
U-1R1: Registration: 144L/Jna I;
N-1C2: Registration: 144P/Phq Y;
P-2P: Registration: 144M/Itt Y;
C2C1: Registration: 144B/Nsf Q;
N2P2: Registration: 144J/Ttp T;
C: Registration: 144O/Wss L;
T: Registration: 144Q/Zrj H;
V: Registration: 144Q/Oxd K;
D: Registration: 144D/Kse J;
Fhz: Registration: 144Y/Fre W;
Deal Comments
Ofx Yuss Lucbfmg 2.00
Reinvestment Period (YRS)
3
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-R | FWS | 66.000 | 6.45 | Sy1 | - | - | - | - | - | - | Nweqykep | 3qF | - | - | 3bF+165 | - | - |
| Z-1P | WQT | 83.900 | 7.72 | Zee3 | - | - | - | - | - | - | Adoxwznz | 3bY | - | - | 3vM+310 | - | - |
| O-C | EIH | 39.400 | 8.96 | C1 | - | - | - | - | - | - | Jxkezrez | 3oG | - | - | 3kF+215 | - | - |
| M-Z | QSH | 3.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| N-I | GUS | 672.800 | 1.56 | Uww | - | - | - | - | - | - | Qhbpkxbm | 3cF | - | - | 3iP+108 | - | - |
| H-2E | YHM | 81.800 | 7.28 | Rff3 | - | - | - | - | - | - | Wrljmtpv | 3iQ | - | - | 3lR+310 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | UWW | 77.000 | - | Be3 | - | - | - | - | - | - | Fzcdkhhc | 3fQ | - | 630 | 3nC+600 | - | - |
| B | BPO | 55.900 | - | Xff3 | - | - | - | - | - | - | Rhvhdkun | 3eW | - | 320 | 3mN+320 | - | 192.00000 |
| J-1 | WHX | 440.000 | - | Vcc | - | ZZZ | - | - | - | - | Hmkyojmv | 3fH | - | 107 | 3kQ+107 | - | 975.00000 |
| Cou | EEN | 70.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Q-2 | JNY | 77.900 | - | Hk2 | - | - | - | - | - | - | Umcaojmg | 3kE | - | 180 | 3uR+180 | - | 173.00000 |
| P | UPM | 41.000 | - | P2 | - | - | - | - | - | - | Bqdlsyfl | 3qM | - | 215 | 3cV+215 | - | 825.00000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1F | FLP | 123.400 | - | Gyy | - | ZZZ | - | - | - | - | Lmyewsuq | 3uP | - | - | 3rH+90 | - | - |
| B-Z | GYG | 65.900 | - | J2 | - | - | - | - | - | - | Lurzqytf | 3aB | - | - | 3tC+180 | - | - |
| M2T | EXB | 74.000 | - | Yv2 | - | - | - | - | - | - | Skqpcmbg | 3oX | - | - | 3wY+135 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-F | WNX | 793.000 | - | Fpp | CCC | - | - | - | - | - | Mcbmsvep | 3yT | - | - | 3oQ+92 | - | - |
| J-1M | MFB | 82.000 | - | Gv2 | - | - | - | - | - | - | Vwkmtuva | 3qD | - | - | 3yJ+155 | - | - |
| Q-2Y | HKJ | 44.000 | - | Bx2 | - | - | - | - | - | - | Fxujpoan | 3aU | - | - | 3sD+155 | - | - |
| H-N | HWD | 60.000 | - | W2 | - | - | - | - | - | - | Vrykfxri | 3rG | - | - | 3qW+200 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | BSC | 66.300 | - | F2 | - | - | - | - | - | - | Lwcpaytk | 3uD | - | - | 3zD+210 | - | - |
| Sqmgdx | KUI | 61.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| L | RHY | 78.000 | - | Dii3 | - | - | - | - | - | - | Hyhzymox | 3mW | - | - | 3lL+310 | - | - |
| H | INL | 72.000 | - | Kt3 | - | - | - | - | - | - | Koloxqfx | 3rH | - | - | 3pW+680 | - | - |
| S-1 | OFV | 179.870 | - | Bjj | RRR | - | - | - | - | - | Bqpxjyin | 3aP | - | - | 3yS+125 | - | - |
| T-2 | PLF | 68.740 | - | Zn2 | - | - | - | - | - | - | Iseftxzv | 3oB | - | - | 3gB+170 | - | - |