| OI |
Conventional Intermediate-Term,
Level-Payment Mortgages; Single-Family; maturing or due in 15 years or less.
Includes mortgages with less than 25 basis points for servicing fee. |
| OL |
Conventional Long-Term,
Level-Payment Mortgages; Single-Family; maturing or due in greater than
15 years. Includes mortgages with less than 25 basis points for servicing
fee. |
| PA |
Conventional Adjustable-Rate,
Cooperative Share Mortgages comprise more than 10 percent of pool issue
balance. |
| PI |
Conventional Intermediate-Term,
Level-Payment Cooperative Share Mortgages; maturing or due in 15 years or
less comprise more than 10 percent of pool issue balance. |
| PL |
Conventional Long-Term,
Level-Payment Cooperative Share Mortgages comprise more than 10 percent
of pool issue balance. |
| QI |
Conventional Intermediate-Term,
Level-Payment Mortgages using Actual/360 interest day basis calculation
method and P&I based on note rate multiplied by 365 and then divided
by 360; Multifamily; maturing or due in 15 years or less. |
| QN |
Conventional Short-Term,
Level-Payment Mortgages using Actual/360 interest day basis calculation
method and P&I based on note rate multiplied by 365 and then divided
by 360; Multifamily; maturing or due in 10 years or less. |
| QT |
Conventional Intermediate-Term,
Level-Payment Mortgages using Actual/360 interest day basis calculation
method and P&I based on note rate multiplied by 365 and then divided
by 360; Multifamily; maturing or due in 20 years or less. |
| QY |
Conventional Balloon,
Level-Payment Mortgages using Actual/360 interest day basis calculation
method and P&I based on note rate multiplied by 365 and then divided
by 360; Multifamily; maturing or due in greater than seven years. |
| RE |
Conventional
Long-Term, Level-Payment Relocation Mortgages; Single-Family. |
| RI |
Conventional
Intermediate-Term, Level-Payment Relocation Mortgages; Single-Family; maturing
or due in 15 years or less. |
| RL |
Conventional
Long-Term, Reverse Buydown Mortgages; Single-Family; fully amortizing within
30 years. |
| RX |
Conventional Balloon,
Level-Payment Relocation Mortgages; Single-Family; maturing or due in seven
years or less. |
| S1 |
Conventional Long Term Adjustable Rate Mortgages; Single Family; Includes a wide variety of ARM types and indices; maturing or due in thirty (30) years or less. Minimum Servicing Fee on each loan in the pool is 12.5bps. |
| S2 |
Conventional Extra Long Term, Adjustable Rate Mortgages; Single Family; Includes a wide variety of ARM types and indices; maturing or due in forty (40) years or less. Minimum Servicing Fee on each loan in the pool is 12.5bps. |
| TJ |
Government
FHA Title I Home Improvement Loans; Level-Payment Loans; maturing or due
in more than three years but less or equal to five years. See "CERTAIN FEDERAL
INCOME TAX CONSEQUENCES--Special Tax Attributes--Government Mortgage Loans"
in the MBS Prospectus regarding this prefix. |
| TK |
Government FHA Title
I Home Improvement Loans; Level-Payment Loans; maturing or due in more than
five years but less or equal to 10 years. See "CERTAIN FEDERAL INCOME TAX
CONSEQUENCES--Special Tax Attributes--Government Mortgage Loans" in the
MBS Prospectus regarding this prefix. |
| TQ |
Government FHA Title
I Home Improvement Loans; Level-Payment Loans; maturing or due in more than
10 years but less or equal to 15 years. See "CERTAIN FEDERAL INCOME TAX
CONSEQUENCES--Special Tax Attributes--Government Mortgage Loans" in the
MBS Prospectus regarding this prefix. |
| TT |
Government FHA Title
I Home Improvement Loans; Level-Payment Loans; maturing or due in more than
15 years but less than 20 years. See "CERTAIN FEDERAL INCOME TAX CONSEQUENCES--Special
Tax Attributes--Government Mortgage Loans" in the MBS Prospectus regarding
this prefix. |
| VL |
Conventional
Long-Term, California Variable-Rate Mortgages; Single-Family; fully amortizing
within 40 years. See Special Note in definitions section. |
| W1 |
Adjustable-Rate Mortgages;
Single-Family; indexed to the one-year Treasury Constant Maturity; 1 percent
per interest rate adjustment; lifetime caps are pool-specific. |
| W2 |
Adjustable-Rate Mortgages;
Single-Family; indexed to the one-year Treasury Constant Maturity; 2 percent
per interest rate adjustment; lifetime caps are pool-specific. |
| W3 |
Adjustable-Rate Mortgages;
Single-Family; indexed to the three-year Treasury Constant Maturity; 2 percent
per interest rate adjustment; lifetime caps are pool specific. |
| W5 |
Adjustable-Rate Mortgages;
Single-Family; indexed to the five-year Treasury Constant Maturity; 2 percent
per interest rate adjustment; lifetime caps are pool specific. |
| W7 |
Adjustable-Rate Mortgages;
Single-Family; indexed to the ten-year Treasury Constant Maturity; 6 percent
interest rate adjustment limitation; lifetime caps are pool-specific; one
interest rate adjustment at completion of the initial period. |
| WA |
Adjustable-Rate Mortgages;
Single-Family; 11th District Cost of Funds; annual rate/payment change;
2 percent per interest rate adjustment; lifetime caps are pool-specific. |
| WC |
Adjustable-Rate Mortgages;
Single-Family; indexed to the one-year Treasury Constant Maturity; 2 percent
per interest rate adjustment; lifetime caps are pool-specific. Convertible
to Fixed-Rate any month beginning on the first interest rate change date
and ending on the fifth interest rate change date. |
| WD |
Adjustable-Rate Mortgages;
Single-Family; indexed to the one-year Treasury Constant Maturity; extended
fixed initial period; annual changes thereafter; various caps at first adjustment;
2 percent per interest rate adjustment thereafter; lifetime caps are pool-specific. |
| WE |
Adjustable-Rate Mortgages;
Single-Family; 11th District Cost of Funds adjustable monthly; lifetime
caps are pool-specific. |
| WF |
Adjustable-Rate Mortgages;
Single-Family; indexed to the one-year Treasury Constant Maturity; 1 percent
per interest rate adjustment; lifetime caps are pool-specific. Convertible
to Fixed-Rate any month beginning on the first interest rate change date
and ending on the fifth interest rate change date. |
| WG |
Adjustable-Rate Mortgages;
Single-Family; indexed to the three-year Treasury Constant Maturity, 2 percent
per interest rate adjustment; lifetime caps are pool-specific. Convertible
to Fixed-Rate. |
| WH |
Adjustable-Rate Mortgages;
Single-Family; indexed to the one-year Treasury Constant Maturity, five-year
initial period; 2 percent per interest rate adjustment; lifetime caps are
pool-specific. |
| WJ |
Adjustable-Rate Mortgages;
Single-Family; 11th District Cost of Funds; semi-annual rate/payment change;
1 percent interest rate adjustment; lifetime caps are pool-specific. |
| WK |
Adjustable-Rate Mortgage;
Single-Family; 11th District Cost of Funds; semi-annual rate/payment change;
1 percent per interest rate adjustment; lifetime caps are pool-specific.
Convertible to Fixed-Rate any month beginning on the second interest rate
change date and ending on the tenth interest rate change date. |
| WN |
Adjustable-Rate Mortgages;
Single-Family; indexed to the one-year Treasury Constant Maturity; extended
fixed initial period; annual changes thereafter; various caps at first adjustment;
2 percent per interest rate adjustment thereafter; lifetime caps are pool-specific.
Convertible to Fixed-Rate. |
| WP |
Adjustable-Rate Mortgages;
Single-Family; indexed to the one-year Treasury Constant Maturity; five-year
initial period; 2 percent per interest rate adjustment; lifetime caps are
pool-specific. Convertible to Fixed-Rate on the mortgage's first, second
or third annual rate change dates. |
| WQ |
Adjustable-Rate Mortgages;
Single-Family; 11th District Cost of Funds; annual rate/payment change;
2 percent per interest rate adjustment; lifetime caps are pool-specific.
Convertible to Fixed-Rate any month beginning on the first interest rate
change date and ending on the fifth interest rate change date. |
| WS |
Conventional Adjustable-Rate
Mortgages; Single-Family. Includes a wide variety of ARM types and indices. |
| WT |
Adjustable-Rate Mortgages;
Single-Family; six-month Certificate of Deposit; semi-annual rate/payment
change; 1 percent per interest rate adjustment; lifetime caps are pool-specific.
Convertible to Fixed-Rate any month beginning on the second interest rate
change date and ending on the tenth interest rate change date. |
| WU |
Adjustable-Rate Mortgages;
Single-Family; six-month CD; semi-annual rate/payment change; 1 percent
per interest rate adjustment; lifetime caps are pool-specific. |
| WX |
Adjustable-Rate Mortgages;
Single-Family; indexed to the one-year Treasury Constant Maturity; 2 percent
per interest rate adjustment; lifetime caps are pool-specific. Convertible
to Fixed-Rate on the third, fourth, or fifth interest rate change date. |
| WZ |
Conventional Extra
Long-Term, Adjustable-Rate Mortgages; Single-Family; includes a variety
of ARM types and indices; maturing or due in forty (40) years or less. |
| X2 |
Weighted-Average Fixed-Rate
Mega, backed by Conventional Subordinate Lien Mortgages, Actual/360 interest
day basis calculation; Multifamily; maturity dates vary. |
| XA |
Adjustable-Rate Mega, backed by conventional Adjustable-Rate Mortgages; Actual/360 interest day basis calculation; Multifamily; maturity dates vary. |
| XB |
Adjustable-Rate Mega, backed by conventional Adjustable-Rate Balloon Mortgages; Multifamily; maturity dates vary. |
| XM |
Adjustable-Rate Mega, backed by conventional Adjustable-Rate Mortgages; Multifamily; maturity dates vary. |
| XN |
Weighted-Average Fixed-Rate
Mega, backed by Conventional Multifamily, Short-Term, Actual/360 interest
day basis calculation; Level-Payment Mortgages; maturing or due in 10 years
or less. |
| XR |
Adjustable-Rate Mega, backed by conventional Adjustable-Rate Supplemental Lien Mortgages; Actual/360 interest day basis calculation; Multifamily; maturity dates vary. |
| XX |
Weighted-Average Fixed-Rate
Mega, backed by Conventional Short-Term, Balloon, Actual/360 interest day
basis calculation; Multifamily; maturing or due in seven years or less. |
| XY |
Weighted-Average Fixed-Rate
Mega, backed by Conventional Balloon; Actual/360 interest day basis calculation,
Multifamily; maturing or due in greater than seven years. |
| YB |
Weighted-Average Fixed-Rate Mega, backed by Conventional Balloon, Level-Payment Subordinate Mortgages; Single-Family; maturing or due in fifteen years or less. |
| YH |
Weighted-Average Fixed-Rate
Mega, backed by Conventional Intermediate-Term, Level-Payment Subordinate
Mortgages; Single-Family; maturing or due in 15 years or less. |
| YL |
Weighted-Average
Fixed-Rate Mega, backed by Conventional,
Level-Payment, Multifamily; maturing
or due in 30 years or less. |
| YT |
Weighted-Average
Fixed-Rate Mega, backed by Conventional,
Level-Payment Mortgages; Multifamily;
maturing or due in 20 years or less. |
| YX |
Weighted-Average Fixed-Rate
Mega, backed by Conventional, Level-Payment,
Balloon Mortgages; Multifamily. Maturity
dates vary. |
| YY |
Weighted-Average Fixed-Rate
Mega, backed by Conventional Balloon, Level-Payment Mortgages; Multifamily;
maturing or due in greater than seven years. |
| Z1 |
Adjustable-Rate Mega security collateralized by REMIC certificates which are directly or indirectly backed by Conventional Long Term Adjustable-Rate Mortgages; Single Family; includes a wide variety of ARM types and indices; maturing or due in 30 years or less. Minimum Servicing Fee on each loan in the pool is 12.5bps. |
| ZB |
Adjustable-Rate Mega security collateralized by REMIC certificates which are directly or indirectly backed by Conventional Adjustable-Rate Mortgages; Single-Family; London Interbank Offered Rate (LIBOR); lifetime caps are pool-specific. |
| ZI |
Mega security collateralized by REMIC certificates which are directly or indirectly backed by Conventional Intermediate-Term, Level-Payment Mortgages; Single-Family; maturing or due in 15 years or less. |
| ZG |
Mega security collateralized by REMIC certificates which are directly or indirectly backed by Fixed-Rate Megas that are backed by Ginnie Mae I and/or Ginnie Mae II Certificates; maturing or due in 30 years or less. |
| ZL |
Mega security collateralized by REMIC certificates which are directly or indirectly backed by Conventional Long-Term, Level-Payment Mortgages; Single-Family; maturing or due in 30 years or less. |
| ZO |
Mega security collateralized by REMIC certificates which are directly or indirectly backed by Conventional Long-Term; Single-Family; commencing with Interest-Only period greater than three years and less than or equal to five years; fully amortizing level payments for the remaining term; maturing or due in 30 years or less. |
| ZP |
Mega security collateralized by REMIC certificates which are directly or indirectly backed by Conventional Long-Term; Single-Family; commencing with Interest-Only period greater than or equal to seven years and less than or equal to 10 years; fully amortizing level payments for the remaining term; maturing or due in 30 years or less. |
| ZQ |
Mega security collateralized by REMIC certificates which are directly or indirectly backed by Conventional Long-Term; Single-Family; commencing with Interest-Only period greater than 10 years and less than or equal to 15 years; fully amortizing level payments for the remaining term; maturing or due in 30 years or less. |
| ZR |
Mega security collateralized by REMIC certificates which are directly or indirectly backed by Conventional Long-Term; Single-Family; commencing with Interest-Only period greater than 15 years and less than or equal to 20 years; fully amortizing level payments for the remaining term; maturing or due in 30 years or less. |
| ZS |
Adjustable-Rate Mega security collateralized by REMIC certificates which are directly or indirectly backed by Conventional Adjustable-Rate Mortgages; Single-Family; includes a wide variety of ARM types and indices. |
| ZT |
Mega security collateralized by REMIC certificates which are directly or indirectly backed by Conventional Intermediate-Term, Level-Payment Mortgages; Single-Family; maturing or due in 20 years or less. |
| ZX |
Mega security collateralized by REMIC certificates which are directly or indirectly backed by Conventional Balloon, Level-Payment Mortgages; Single-Family; maturing or due in seven years or less. |
| ZZ |
Mega security collateralized by REMIC certificates which are directly or indirectly backed by Conventional Extra Long-Term, Level-Payment Mortgages; Single-Family; maturing or due in forty (40) years or less. |
