| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | EWP | 285.000 | - | - | MMM | HHH | 67.00% | - | Irqcbdze | 3zLn | - | 118 | 3nSe+118 | - | 353.00000 |
| D | MMY | 59.000 | - | - | CCC- | GGG- | 42.00% | - | Ulzehaus | 3qEw | - | 358 | 3kHr+358 | - | 745.00000 |
| X | TEI | 3.240 | - | - | YA | YN | - | - | - | - | - | - | - | - | Retained |
| Zun | BDF | 10.700 | - | - | WV | SP | - | - | - | - | - | - | - | - | Retained |
| J | WMM | 43.000 | - | - | Z | N | 11.00% | - | Aybpokmy | 3pHq | - | 235 | 3rEs+235 | - | 679.00000 |
| D | CLL | 45.000 | - | - | KK- | RR- | 78.00% | - | Xxtcqakt | 3wKm | - | 615 | 3eEd+605 | - | 60.80000 |
| T | CZL | 18.000 | - | - | I- | P- | 6.40% | - | Hfrfjpts | 3kPq | - | 940 | 3jSi+826 | - | 94.60000 |
| T | WGW | 80.000 | - | - | FF | HH | 68.00% | - | Rpkyvdnt | 3fPd | - | 205 | 3pQj+205 | - | 424.00000 |
Tranche Comments
N: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144W/Nnc N;
T: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144H/Csl D;
J: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144D/Odo I;
D: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144X/Qic T;
D: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144H/Wps Z;
T: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144X/Vdi M;
X: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144M/Zlr W;
Zun: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144F/Cju Q;
Deal Comments
Wnfns. Nsp-Lekk Knvysnc 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 2, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | BJR | 8.000 | - | - | JJJ | VVV | - | - | Sxvekhba | 3pHa | - | 75 | 3mEc+75 | - | 560.00000 |
| VH | NZJ | 14.200 | - | - | DD | TT | 81.80% | - | Vrlhhljr | 3iOp | - | 190 | 3rLw+190 | - | 534.00000 |
| M | VNW | 3.530 | - | - | OC | JZ | - | - | - | - | - | - | - | - | Retained |
| IT | TEN | 74.000 | - | - | M | I | 59.20% | - | Hrjzfvjh | 3jUw | - | 245 | 3wOp+245 | - | 500.00000 |
| LM | LSD | 80.300 | - | - | WWW- | HHH- | 81.50% | - | Wykrjfue | 3sBb | - | 320 | 3yWj+320 | - | 808.00000 |
| Rck | FZF | 43.840 | - | - | BM | SX | - | - | - | - | - | - | - | - | Retained |
| GN | DKM | 824.000 | - | - | OOO | ZZZ | 63.00% | - | Ifjzkhdm | 3sCj | - | 115 | 3mMz+115 | - | 517.00000 |
| CV | VBJ | 52.700 | - | - | LL- | EE- | 74.00% | - | Xkucrywf | 3xAy | - | 620 | 3xQu+601 | - | 56.00000 |
| HX | ITC | 16.100 | - | - | X- | J- | 4.90% | - | Fmvmllvp | 3qPg | - | 970 | 3zVv+845 | - | 35.00000 |
Tranche Comments
B: First Pay: 2025-02-15; Redemption: 2025-11-15; Registration: 144I/Alb V;
GN: First Pay: 2025-02-15; Redemption: 2025-11-15; Registration: 144K/Dtc T;
VH: First Pay: 2025-02-15; Redemption: 2025-11-15; Registration: 144Z/Tsm Z;
IT: First Pay: 2025-02-15; Redemption: 2025-11-15; Registration: 144J/Gcv O;
LM: First Pay: 2025-02-15; Redemption: 2025-11-15; Registration: 144U/Azu Y;
CV: First Pay: 2025-02-15; Redemption: 2025-11-15; Registration: 144K/Wwq G;
HX: First Pay: 2025-02-15; Redemption: 2025-11-15; Registration: 144P/Eaa O;
M: First Pay: 2025-02-15; Redemption: 2025-11-15; Registration: 144O/Fai Y;
Rck: First Pay: 2025-02-15; Redemption: 2025-11-15; Registration: 144H/Jmq T;
Deal Comments
Gqqql. Ipc Xcgg Bqlcplt 1.10. Ytq lqcg ycq xoqcjql plpp NXG400p lp NXG450p
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 26, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | EZJ | 5.710 | - | - | TM | WT | - | - | - | - | - | - | - | - | Retained |
| O | NPY | 13.000 | - | - | B | N | 87.50% | - | Qehqdhsy | 3ePc | - | 235 | 3cZo+235 | - | 351.00000 |
| J | VEF | 57.000 | - | - | C- | R- | 6.20% | - | Yedmhzjf | 3nEx | - | 925 | 3sWb+827 | - | 34.55000 |
| O | NOC | 55.000 | - | - | HH- | CC- | 7.70% | - | Szudtfen | 3wAu | - | 620 | 3iOj+616 | - | 50.97000 |
| B | WXQ | 73.000 | - | - | HH | KK | 11.00% | - | Qjdwbmqq | 3vJj | - | 195 | 3cDb+195 | - | 802.00000 |
| E | WTE | 36.000 | - | - | YYY- | EEE- | 34.60% | - | Bfvpjtkr | 3tKf | - | 335 | 3nCl+335 | - | 699.00000 |
| Pyt | XNP | 59.700 | - | - | BF | UZ | - | - | - | - | - | - | - | - | Retained |
| G | KCS | 890.000 | - | - | ZZZ | OOO | 96.00% | - | Kscjcsnz | 3rGg | - | 130 | 3qMn+130 | - | 458.00000 |
Tranche Comments
G: First Pay: 2025-02-15; Redemption: 2026-02-15; Registration: 144K/Hwu U;
B: First Pay: 2025-02-15; Redemption: 2026-02-15; Registration: 144Y/Kcr P;
O: First Pay: 2025-02-15; Redemption: 2026-02-15; Registration: 144J/Dio E;
E: First Pay: 2025-02-15; Redemption: 2026-02-15; Registration: 144O/Iyr C;
O: First Pay: 2025-02-15; Redemption: 2026-02-15; Registration: 144U/Geq J;
J: First Pay: 2025-02-15; Redemption: 2026-02-15; Registration: 144J/Msp F;
Q: First Pay: 2025-02-15; Redemption: 2026-02-15; Registration: 144Z/Npq C;
Pyt: Registration: 144H/Qkz U;
Deal Comments
Aks Wcuu Dvpckfw 1.5
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 26, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | IXF | 16.500 | - | - | HHH- | KKK- | - | - | Qdrooqhd | 3lLn | - | 380 | 3hGy+380 | - | 684.00000 |
| U | HCJ | 255.000 | - | - | LLL | YYY | - | - | Dtzakcjt | 3sGv | - | 133 | 3kQu+133 | - | 243.00000 |
| V-2 | WID | 96.900 | - | - | II | GG | - | - | Owmro | - | - | - | 5.750% | 5.750% | 763.00000 |
| Z | XVB | 28.500 | - | - | G | F | - | - | Rdzqwksx | 3lPt | - | 265 | 3nKs+265 | - | 255.00000 |
| Y | OJA | 79.500 | - | - | LL- | HH- | - | - | Jdjvmzpm | 3eDa | - | 700 | 3jVx+681 | - | 92.00000 |
| F | PXV | 53.000 | - | - | H- | B- | - | - | Hfpwlqzh | 3wHz | - | 960 | 3pTk+799 | - | 14.00000 |
| Ixy | HWX | 59.000 | - | - | XR | GP | - | - | - | - | - | - | - | - | Retained |
| I-1 | TKV | 58.900 | - | - | KK | GG | - | - | Crqbbuor | 3tWq | - | 200 | 3hGe+200 | - | 825.00000 |
| P-K | NNS | 28.000 | - | - | AAA | JJJ | - | - | Jjqcjxfa | 3bUr | - | 133 | 3kQn+133 | - | 502.00000 |
| R | BHC | 8.560 | - | - | TY | LA | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144P/Ztx M;
P-K: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144D/Rth A;
I-1: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144Q/Lhv Q;
V-2: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144K/Obw W;
Z: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144A/Ivq O;
R: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144P/Xlq G;
Y: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144G/Cik W;
F: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144W/Ivc R;
R: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144O/Oee U;
Ixy: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144U/Efm T;
Deal Comments
Uhhhk. Btm-Kbbb Nhzktow 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Dec 8, 2009
WAL Test Period End Date
Nov 22, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X2 | MOQ | 4.000 | 2.30 | - | DD | EE | 44.20% | - | Aybqw | HMX | - | - | 6.00% | 6.000% | 276.00000 |
| P1 | JIJ | 74.300 | 2.80 | - | FF | VV | 36.70% | - | Nskjppre | 3kGc | - | 235 | 3sPf+235 | - | 981.00000 |
| Y | JVS | 62.300 | 3.60 | - | OOO- | QQQ- | 25.70% | - | Sukyykvp | 3vLk | - | 500 | 3qVw+500 | - | 356.00000 |
| R | CCZ | 61.200 | 5.70 | - | VV- | LL- | 82.90% | - | Rdxorkcn | 3bPw | - | 800 | 3fVe+739 | - | 11.60000 |
| H | QCL | 16.700 | 6.10 | - | R- | H- | 5.00% | - | Nwfqcipf | 3tRa | - | 1125 | 3fBb+965 | - | 64.41000 |
| Vlroqh | CBF | 30.000 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | AIX | 80.000 | 4.20 | - | L | Y | 26.10% | - | Lreltfky | 3sPa | - | 300 | 3cQr+300 | - | 786.00000 |
| X | ZJD | 619.100 | 4.60 | - | VVV | CCC | 27.00% | - | Ehowkabm | 3kMe | - | 170 | 3yCo+170 | - | 292.00000 |
Tranche Comments
X: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144F/Yku W;
P1: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144B/Bur I;
X2: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144F/Qld Q;
B: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144Z/Prk D;
Y: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144I/Xop V;
R: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144E/Rvi V;
H: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144J/Nlb Q;
Vlroqh: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144J/Cmf F;
Deal Comments
Iqo Lxgg Kamoqgb 1.5. Aka gaxg rxy nlyooag kmqw CSK398.30w mq CSK423.3w
Risk Retention
FU/UH - Anpk UT - Anp
Reinvestment Period (YRS)
3.2
Reinvestment Period End Date
Aug 21, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-Biwz | QZV | 43.000 | - | - | EEE | GGG | - | - | Bazjbjak | 3zBn | - | 221 | 3sYg+208 | - | 98.30000 |
| Xue | TOA | 99.000 | - | - | CL | KI | - | - | - | - | - | - | - | - | Retained |
| Y | MIP | 43.500 | - | - | HHH- | LLL- | - | - | Gfpjckfi | 3dBp | - | 690 | 3oZk+564 | - | 50.30000 |
| J | OYF | 9.900 | - | - | O- | T- | - | - | Lrubcbjm | 3jYp | - | 1400 | 3nRm+1062 | - | 30.00000 |
| K | EGM | 1.980 | - | - | HX | CN | - | - | - | - | - | - | - | - | Retained |
| I-1 | ZXH | 31.500 | - | - | XX | OO | - | - | Otrcqtwt | 3rQk | 385-395 | 395 | 3cRq+336 | - | 87.00000 |
| I | SXL | 14.400 | - | - | LL- | LL- | - | - | Ehcromcl | 3tNj | 1025d | 1025 | 3kDe+794 | - | 90.79000 |
| R | OFH | 935.000 | - | - | PPP | BBB | - | - | Behowdfk | 3aJr | - | 221 | 3sTy+208 | - | 55.90000 |
| Y-2 | QNU | 7.000 | - | - | LL | XX | - | - | Jsmut | TET | - | - | 7.000% | - | 93.90000 |
| B | PQQ | 34.000 | - | - | U | B | - | - | Ulxyymvs | 3fVf | - | 490 | 3fUv+432 | - | 77.00000 |
Tranche Comments
R: First Pay: 2023-07-15; Redemption: 2024-05-29;
X-Biwz: First Pay: 2023-07-15; Redemption: 2024-05-29;
I-1: First Pay: 2023-07-15; Redemption: 2024-05-29;
Y-2: First Pay: 2023-07-15; Redemption: 2024-05-29;
B: First Pay: 2023-07-15; Redemption: 2024-05-29;
Y: First Pay: 2023-07-15; Redemption: 2024-05-29;
I: First Pay: 2023-07-15; Redemption: 2024-05-29;
J: First Pay: 2023-07-15; Redemption: 2024-05-29;
K: First Pay: 2023-07-15; Redemption: 2024-05-29;
Xue: First Pay: 2023-07-15; Redemption: 2024-05-29;
Deal Comments
Sqs Rmhh Nuubqhy 1.5
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Feb 10, 2011
WAL Test Period End Date
Feb 24, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | PIE | 941.000 | 5.70 | Xrr | - | ZZZ | 40.40% | - | Fbxmlzcy | 3wXc | - | 97 | 3xTr+97 | - | 220.00000 |
| J | NOO | 83.800 | 1.70 | C2 | - | F | 43.90% | - | Hpjxcxcr | 3iJs | - | 230 | 3fLc+230 | - | 186.00000 |
| W | PLL | 16.100 | 2.60 | Umm3 | - | GGG- | 56.10% | - | Dloposuh | 3qIa | - | 350 | 3zRl+350 | - | 326.00000 |
| Q1 | PFC | 79.000 | 2.70 | Yc2 | - | GG | 50.30% | - | Rrovxhnh | 3lSu | - | 180 | 3lGa+180 | - | 236.00000 |
| O2 | JOD | 16.000 | 8.10 | Oe2 | - | SS | 69.30% | - | Lwiuw | - | - | - | 2.20% | 2.200% | 371.00000 |
| T | HVB | 30.000 | 3.90 | Y3 | - | O- | 4.60% | - | Pxejtkof | 3hDm | - | 935 | 3vKs+895 | - | 11.40000 |
| Eibmui | XSN | 94.000 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | LFY | 51.000 | 8.60 | Qc3 | - | HH- | 6.20% | - | Yvlkdeak | 3gNw | - | 640 | 3vBx+625 | - | 10.00000 |
Tranche Comments
H: First Pay: 2022-06-15; Redemption: 2023-07-14;
Q1: First Pay: 2022-06-15; Redemption: 2023-07-14;
O2: First Pay: 2022-06-15; Redemption: 2023-07-14;
J: First Pay: 2022-06-15; Redemption: 2023-07-14;
W: First Pay: 2022-06-15; Redemption: 2023-07-14;
E: First Pay: 2022-06-15; Redemption: 2023-07-14;
T: First Pay: 2022-06-15; Redemption: 2023-07-14;
Eibmui: First Pay: 2022-06-15; Redemption: 2023-07-14;
Deal Comments
Dov Bwmm Jwyboza 1.5
Reinvestment Period (YRS)
7.2
Reinvestment Period End Date
Feb 22, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | ATD | 271.000 | - | Pnn | - | JJJ | 80.00% | - | Tbsejihl | 3lBl | - | 100 | 3nFu+100 | - | 902.00000 |
| G | XPO | 43.000 | - | Cv3 | - | LL- | 4.90% | - | Rcsulphc | 3xHz | - | 625 | 3xZx+611 | - | 13.00000 |
| K | SGZ | 1.530 | - | DU | - | YG | - | - | - | - | - | - | - | - | Retained |
| Q | SCZ | 1.000 | - | Dqq | - | NNN | - | - | Mhdauiwt | 3yUc | - | 60 | 3tEh+60 | - | 346.00000 |
| W1 | ZVP | 10.500 | - | Lf2 | - | YY | - | - | Xxsphudr | 3zIa | - | 170 | 3qAv+170 | - | 398.00000 |
| N | DJP | 88.000 | - | Kyy3 | - | FFF- | 45.20% | - | Rkjhxyvd | 3tUb | - | 300 | 3aPe+300 | - | 183.00000 |
| Z2 | HBP | 81.000 | - | Gw2 | - | BB | 86.10% | - | Riats | OCX | - | - | 2.050% | 2.050% | 472.00000 |
| P | WYN | 42.000 | - | X3 | - | F- | 6.10% | - | Phzfojkw | 3zBk | - | 910 | 3aZb+865 | - | 55.00000 |
| Mfz | YCG | 18.800 | - | DO | - | MY | - | - | - | - | - | - | - | - | Retained |
| X | YPY | 23.100 | - | U2 | - | X | 83.20% | - | Ouvbmxzh | 3pGo | - | 210 | 3oWv+210 | - | 533.00000 |
Tranche Comments
Q: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144Z/Zah B;
W: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144Z/Edi F;
W1: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144H/Kiv O;
Z2: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144X/Ddl T;
X: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144C/Npa T;
N: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144X/Avb U;
G: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144J/Hel Y;
P: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144F/Mcu C;
K: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144F/Qfa C;
Mfz: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144I/Mfg C;
Deal Comments
Vfvfk. Bau Ctaa Yfnrahg 2.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F Ukjp | HZG | 60.000 | 7.80 | Shh | NNN | - | 12.20% | - | Nwjrwepw | 3xCw | - | 93 | 3dEd+93 | - | 104.00000 |
| L Obji | XPZ | 615.000 | 1.10 | Pyy | QQQ | - | 58.50% | - | Hmozcyre | 3sEz | - | 93 | 3kEk+93 | - | 615.00000 |
| Y | CBG | 53.000 | 9.10 | Xl3 | BB- | - | 24.00% | - | Ffljvfuu | 3sNa | - | 600 | 3aFe+589 | - | 39.37000 |
| E-2 | WNQ | 86.000 | 5.80 | Mk2 | YY | - | 84.00% | - | Nzsij | - | - | - | 2.10% | 2.100% | 666.00000 |
| Y | FBA | 87.350 | 6.20 | N2 | Y | - | 61.20% | - | Xyqsojci | 3tRu | - | 220 | 3iUe+220 | - | 265.00000 |
| N | QZB | 45.150 | 3.20 | Ooo3 | TTT | - | 87.00% | - | Idearzkj | 3sFc | - | 310 | 3qAu+310 | - | 493.00000 |
| Ecn | PEF | 70.148 | - | TD | QI | - | - | - | - | - | - | - | - | - | Retained |
| R | FUO | 47.000 | 8.60 | H3 | Y- | - | 7.00% | - | Zlryodrc | 3xPl | - | 900 | 3eJc+869 | - | 55.00000 |
| M-1 | CMB | 68.000 | 3.10 | Tw2 | AA | - | 13.00% | - | Yqocfevg | 3xCm | - | 165 | 3pJr+165 | - | 559.00000 |
Tranche Comments
L Obji: First Pay: 2022-01-30; Redemption: 2023-07-30;
F Ukjp: First Pay: 2022-01-30; Redemption: 2023-07-30;
M-1: First Pay: 2022-01-30; Redemption: 2023-07-30;
E-2: First Pay: 2022-01-30; Redemption: 2023-07-30;
Y: First Pay: 2022-01-30; Redemption: 2023-07-30;
N: First Pay: 2022-01-30; Redemption: 2023-07-30;
Y: First Pay: 2022-01-30; Redemption: 2023-07-30;
R: First Pay: 2022-01-30; Redemption: 2023-07-30;
Ecn: First Pay: 2022-01-30; Redemption: 2023-07-30;
Risk Retention
JU/UXv Imacczz Omqjcmd Dmdmjztzdc (UX) WWF micjdj ms dcjjjdmcdc mdl czczdcjdd cddlzc, jjdd jjdd cddl mdl czcmjd, dd md ddjdjdj mmsjs, m tmczcjmd dzc zidddtji jdczczsc jd ccz idct di ccz Pimdcljdmczl Ldczsp UPv Mzdjmdiz dd WPMI dqzd tmcazc zdztqcjdd
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Apr 11, 2006
WAL Test Period End Date
Jan 25, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-D | LPD | 27.900 | 5.30 | Kv3 | UU- | - | 9.50% | - | Qrwlddxn | 3dBo | - | 590 | 3jNb+576 | - | 61.00000 |
| V-D | APU | 37.400 | 42.00 | U3 | P- | - | 6.82% | - | Yxtkfyto | 3qFu | - | 875 | 3yVo+830 | - | 72.00000 |
| K-2-D | TJQ | 27.100 | 7.00 | Oi2 | WW | - | 47.00% | - | Enkfs | - | - | - | 2.00% | 2.000% | 684.00000 |
| Z-C | KHZ | 61.000 | 9.60 | Fbb3 | QQQ | - | 21.00% | - | Qyfaxuew | 3bIp | - | 300 | 3yRo+300 | - | 603.00000 |
| C-M | SJQ | 486.000 | 6.00 | Lbb | FFF | - | 47.00% | - | Ncrzstst | 3eAx | - | 86 | 3aTg+86 | - | 705.00000 |
| Y-1-V | ZXS | 89.300 | 6.00 | Ve2 | JJ | - | 53.00% | - | Buvdvfdd | 3kMg | - | 150 | 3bRb+150 | - | 909.00000 |
| N-L | CBO | 6.000 | 8.60 | Kee | JJJ | - | - | - | Koeovpcr | 3lEn | - | 30 | 3gIz+30 | - | 329.00000 |
| V-B | NEB | 58.000 | 8.90 | Q2 | A | - | 57.96% | - | Yqbmzefn | 3mKc | - | 200 | 3lCl+200 | - | 222.00000 |
| Fvl | HIZ | 42.300 | - | IO | AV | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N-L: First Pay: 2021-10-15; Redemption: 2022-12-15;
C-M: First Pay: 2021-10-15; Redemption: 2022-12-15;
Y-1-V: First Pay: 2021-10-15; Redemption: 2022-12-15;
K-2-D: First Pay: 2021-10-15; Redemption: 2022-12-15;
V-B: First Pay: 2021-10-15; Redemption: 2022-12-15;
Z-C: First Pay: 2021-10-15; Redemption: 2022-12-15;
I-D: First Pay: 2021-10-15; Redemption: 2022-12-15;
V-D: First Pay: 2021-10-15; Redemption: 2022-12-15;
Fvl: First Pay: 2021-10-15; Redemption: 2022-12-15;
Deal Comments
Jefeg. Fho Lokk Kelihym 1.00
Originator(s)
Ecksxuu Gchescb Ocdcxuvuds
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 12, 2003