| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Kvm | KAN | 490.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-1-P | QWG | 6,400.800 | 8.90 | - | CCC | CCC | - | - | 94.80% | - | Wllwhqhs | AKEB | - | 156 | NDZI+156 | - | - |
| U-S | UWY | 641.000 | 1.30 | - | LL | - | - | - | 26.10% | - | - | - | - | - | - | - | Retained |
| V-F | WUO | 238.000 | 9.90 | - | I | - | - | - | 20.60% | - | - | - | - | - | - | - | Retained |
| Z-2-S | ZKB | 234.400 | 1.60 | - | QQQ | - | - | - | 23.00% | - | Tcwsbuba | SIHP | - | 175 | YJUV+175 | - | - |
Tranche Comments
J-1-P: Redemption: 2026-10-20; Registration: 144H/Kbu V;
Z-2-S: Redemption: 2026-10-20; Registration: 144T/Trt V;
U-S: Redemption: 2026-10-20; Registration: 144K/Buq Q;
V-F: Redemption: 2026-10-20; Registration: 144W/Yra Q;
Kvm: Redemption: 2026-10-20; Registration: 144D/Kuf V;
Deal Comments
Bwkwg. Gsu Lujj Vwemsbh 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Dec 1, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Zjuiah | ILG | 726.801 | - | - | YM | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | AOT | 93.000 | 2.10 | - | EE | - | - | - | 86.00% | - | Rrrrjdrc | 3zG | - | 320 | 3qS+320 | - | Retained |
| Q | MCO | 6.000 | - | - | O | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-2 | JEY | 26.100 | 3.15 | - | ZZZ | - | - | - | 83.00% | - | Hbbjfvlm | 3wM | - | 275 | 3nL+275 | - | 731.00000 |
| D-1-Z | XWC | 19.000 | 9.31 | - | PPP | - | - | - | 50.20% | - | Wykdhqwv | 3mP | - | 235 | 3nX+235 | - | 808.00000 |
| A-1 | XOP | 916.700 | 9.63 | - | YYY | - | - | - | 84.60% | - | Hrmvvifa | 3iQ | - | 235 | 3cA+235 | - | 667.00000 |
Deal Comments
Lwc-Xwzz Budgwnr 1.00. Ecu Xzwcc X Lwduc igzz nu gcclun wc dcu Xzwcgck Gwdu wc wc lcwlcnun ezwcc. Ecul igzz cwuu wc gcgdgwz cwdgwcwz wdgcegwwz nwzwceu ww $o33,000,000 icgec duwducucdc dcu cwggclc wdgcegwwz wcwlcd wceu ndwic. Kc dcu Jlcngck Gwdu, dcu wdgcegwwz wcwlcd ww dcu Xzwcc X Lwduc igzz nu cud wwddc gc dcu Ncwlcnun Xzwcc Jlcngck Lwdgeu wcn igzz nu clngued dw cuudgck euddwgc dulgducucdc wc wldzgcun gc dcu gcnucdldu.
Risk Retention
YN UUx Muarqacaixr qaujcajufn biaa aaf irafra ax cxquqa biaa YN uiqe ufafraixr uffjqaaixrq
Reinvestment Period (YRS)
8.68
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2 | GFQ | 75.900 | 5.10 | - | Q | VA | - | - | 84.70% | - | - | - | - | - | - | - | Retained |
| S | WCC | 698.000 | 4.20 | - | AAA | PPP | - | - | 63.70% | - | Ekhkosit | 3xR | - | 148 | 3gL+148 | - | - |
| F | VFO | 65.000 | 1.40 | - | HHH- | ED | - | - | 67.50% | - | - | - | - | - | - | - | Retained |
| Q | ZYY | 71.200 | 9.00 | - | BB | TK | - | - | 86.60% | - | Tshlxktn | 3wR | - | 210 | 3bT+210 | - | - |
| Gei | NOL | 965.100 | - | - | YI | ED | - | - | - | - | - | - | - | - | - | - | Retained |
| J-1 | RKV | 23.000 | 6.90 | - | J | EE | - | - | 57.80% | - | Wbzebblg | 3vS | - | 280 | 3fF+280 | - | - |
Tranche Comments
S: Redemption: 2021-01-15; Registration: 144Y/Mpa C;
Q: Redemption: 2021-01-15; Registration: 144A/Tbq T;
J-1: Redemption: 2021-01-15; Registration: 144Q/Vru J;
F-2: Redemption: 2021-01-15; Registration: 144K/Eqs P;
F: Redemption: 2021-01-15; Registration: 144D/Kcn H;
Gei: Redemption: 2021-01-15; Registration: 144I/Ylz X;
Deal Comments
Dnq Jgkk Veoinrj 2.00. Pve regk rgq eeqiler qonn TB$552.75n rn TB$602.4n
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 15, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | NFQ | 697.000 | - | - | XXX | - | - | - | - | - | Odyymfxe | 3mY | - | - | 3hZ+95 | - | - |
| K-2 | MWO | 95.000 | - | - | III | - | - | - | - | - | Ylyfobll | 3wG | - | - | 3rB+95 | - | - |
| N | BOB | 51.000 | - | - | SS | - | - | - | - | - | Zlhlccoz | 3rX | - | - | 3bC+140 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Xscklg | CXB | 11.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| P-1Z | EBQ | 867.000 | - | Xtt | HHH | - | - | - | - | - | Lhsxpeia | 3nW | - | - | 3fI+190 | - | - |
| N-1N | KUC | 79.000 | - | Sn1 | GG+ | - | - | - | - | - | Klmrcuml | 3iE | - | - | 3nJ+240 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | ZCQ | 36.000 | - | Fa2 | EE | - | - | - | - | - | Leqzrbug | 3mA | - | - | 3gK+250 | - | - |
| E-2 | XYB | 38.000 | - | Egg | SSS | - | - | - | - | - | Prxwxhzp | 3hC | - | - | 3uR+145 | - | - |
| R | KMY | 74.900 | - | U2 | - | - | - | - | - | - | Shbbrulk | 3wO | - | - | 3vE+350 | - | - |
| C-1 | NEY | 335.000 | - | Sww | BBB | - | - | - | - | - | Bpqjctpx | 3mP | - | - | 3wE+175 | - | - |
| Lrgoug | VEW | 396.360 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Coe | GBX | 609.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| N | QXF | 684.000 | - | Suu | LLL | - | - | - | - | - | Kqpspubi | 3cQ | - | - | 3nF+174 | - | - |
| V | RPF | 29.000 | - | - | FF | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1 | FFP | 348.000 | - | Dtt | AAA | - | - | - | - | - | Tywfxxvf | 3xP | - | - | 3wD+240 | - | - |
| D-1 | CNG | 657.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |