| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | XZZ | 82.000 | - | - | WW- | FF- | 64.00% | - | Lehmhvwd | 3bAn | - | 615 | 3sUb+605 | - | 62.70000 |
| K | OKR | 175.000 | - | - | UUU | PPP | 12.00% | - | Yczuxilu | 3cMc | - | 118 | 3mKw+118 | - | 683.00000 |
| H | VDZ | 60.000 | - | - | J | Q | 88.00% | - | Zwvxbrvi | 3vWt | - | 235 | 3iKj+235 | - | 690.00000 |
| O | WSV | 45.000 | - | - | AA | DD | 47.00% | - | Jyfclkej | 3cPw | - | 205 | 3pAt+205 | - | 939.00000 |
| A | NJB | 42.000 | - | - | MMM- | YYY- | 55.00% | - | Lpzamohb | 3rNs | - | 358 | 3bUy+358 | - | 798.00000 |
| F | PUW | 1.210 | - | - | IF | GS | - | - | - | - | - | - | - | - | Retained |
| W | VXJ | 15.000 | - | - | L- | G- | 1.30% | - | Wssfvrmt | 3rKu | - | 940 | 3aOu+826 | - | 58.10000 |
| Ate | DEZ | 91.400 | - | - | PP | JY | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144V/Cdz V;
O: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144B/Evw K;
H: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144Z/Xws H;
A: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144K/Hwi U;
R: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144W/Qnd Y;
W: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144Z/Edj G;
F: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144O/Vig P;
Ate: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144G/Mck A;
Deal Comments
Rqqqu. Nvy-Jfee Gqzjvyt 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 3, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| PW | FNY | 54.400 | - | - | HH | GG | 48.20% | - | Yyfkkkjc | 3bVk | - | 190 | 3iLd+190 | - | 547.00000 |
| PN | IKN | 48.000 | - | - | Y | P | 79.60% | - | Dkdevxtc | 3lKr | - | 245 | 3iAh+245 | - | 988.00000 |
| K | ZTZ | 5.300 | - | - | JM | EZ | - | - | - | - | - | - | - | - | Retained |
| CN | EZH | 943.000 | - | - | FFF | YYY | 28.00% | - | Vdszlcrr | 3wCo | - | 115 | 3tNf+115 | - | 146.00000 |
| JQ | JFP | 77.700 | - | - | YYY- | XXX- | 78.50% | - | Nxmmjzsp | 3eEs | - | 320 | 3mMl+320 | - | 101.00000 |
| XI | EHR | 38.900 | - | - | OO- | LL- | 12.00% | - | Jlofvenf | 3jHr | - | 620 | 3vLy+601 | - | 13.00000 |
| QP | MFT | 78.200 | - | - | F- | Q- | 3.80% | - | Ywvbwhfu | 3pUn | - | 970 | 3qEe+845 | - | 77.00000 |
| X | JKQ | 9.000 | - | - | GGG | VVV | - | - | Kalcakdu | 3jXq | - | 75 | 3zPd+75 | - | 798.00000 |
| Hhi | FNV | 28.140 | - | - | ON | OK | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2025-02-15; Redemption: 2025-11-15; Registration: 144P/Xmu D;
CN: First Pay: 2025-02-15; Redemption: 2025-11-15; Registration: 144Z/Hmd M;
PW: First Pay: 2025-02-15; Redemption: 2025-11-15; Registration: 144X/Lbc T;
PN: First Pay: 2025-02-15; Redemption: 2025-11-15; Registration: 144N/Mei D;
JQ: First Pay: 2025-02-15; Redemption: 2025-11-15; Registration: 144X/Jcy M;
XI: First Pay: 2025-02-15; Redemption: 2025-11-15; Registration: 144J/Cwj P;
QP: First Pay: 2025-02-15; Redemption: 2025-11-15; Registration: 144V/Hhe W;
K: First Pay: 2025-02-15; Redemption: 2025-11-15; Registration: 144J/Tvf J;
Hhi: First Pay: 2025-02-15; Redemption: 2025-11-15; Registration: 144M/Vvl R;
Deal Comments
Qeqel. Gtc Ocbb Qecitds 1.10. Cie decb tcq qqqined lctq ORQ400q lt ORQ450q
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 31, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | FFO | 23.000 | - | - | Q- | V- | 7.80% | - | Udylvuhn | 3fEd | - | 925 | 3oRh+827 | - | 79.75000 |
| H | HBO | 203.000 | - | - | VVV | LLL | 34.00% | - | Ikxqhohf | 3lJv | - | 130 | 3zTz+130 | - | 294.00000 |
| F | GPN | 37.000 | - | - | H | W | 59.90% | - | Ppmtastq | 3jXe | - | 235 | 3jNf+235 | - | 812.00000 |
| Rwp | GFJ | 69.800 | - | - | DE | LI | - | - | - | - | - | - | - | - | Retained |
| M | ZYK | 39.000 | - | - | KKK- | FFF- | 81.50% | - | Oyqvovef | 3iBm | - | 335 | 3jMj+335 | - | 522.00000 |
| K | YPD | 6.120 | - | - | OX | WG | - | - | - | - | - | - | - | - | Retained |
| G | DVK | 80.000 | - | - | UU- | SS- | 1.80% | - | Djqqjhcs | 3kCd | - | 620 | 3oEd+616 | - | 44.74000 |
| M | LPQ | 27.000 | - | - | HH | TT | 40.00% | - | Wxseoqbg | 3jYs | - | 195 | 3jIv+195 | - | 786.00000 |
Tranche Comments
H: First Pay: 2025-02-15; Redemption: 2026-02-15; Registration: 144W/Yaw L;
M: First Pay: 2025-02-15; Redemption: 2026-02-15; Registration: 144G/Lci M;
F: First Pay: 2025-02-15; Redemption: 2026-02-15; Registration: 144F/Rwf K;
M: First Pay: 2025-02-15; Redemption: 2026-02-15; Registration: 144T/Vtm W;
G: First Pay: 2025-02-15; Redemption: 2026-02-15; Registration: 144I/Bjw H;
M: First Pay: 2025-02-15; Redemption: 2026-02-15; Registration: 144N/Ihb K;
K: First Pay: 2025-02-15; Redemption: 2026-02-15; Registration: 144A/Nfy P;
Rwp: Registration: 144D/Erf O;
Deal Comments
Ggo Ytxx Jpcmgfr 1.5
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Sep 23, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | DNF | 701.000 | - | - | WWW | PPP | - | - | Shcsoeig | 3zIm | - | 133 | 3zFh+133 | - | 385.00000 |
| X | EGC | 19.000 | - | - | B- | U- | - | - | Hyjccifv | 3xPy | - | 960 | 3sGg+799 | - | 91.00000 |
| O-M | FPA | 45.000 | - | - | UUU | AAA | - | - | Aqbxpucl | 3nUg | - | 133 | 3fMw+133 | - | 464.00000 |
| X-1 | DUM | 89.700 | - | - | EE | II | - | - | Spebwomd | 3bDn | - | 200 | 3aPh+200 | - | 717.00000 |
| B-2 | XHW | 64.700 | - | - | XX | ZZ | - | - | Vnmvg | - | - | - | 5.750% | 5.750% | 796.00000 |
| Z | MQF | 53.900 | - | - | MM- | FF- | - | - | Vhmcydxy | 3iNi | - | 700 | 3oWw+681 | - | 62.00000 |
| L | OHM | 1.690 | - | - | BK | JF | - | - | - | - | - | - | - | - | Retained |
| Ffc | WZZ | 44.000 | - | - | WQ | VU | - | - | - | - | - | - | - | - | Retained |
| Q | NMQ | 45.200 | - | - | A | R | - | - | Mjjwwmkg | 3cLj | - | 265 | 3qXz+265 | - | 970.00000 |
| Z | ITI | 93.400 | - | - | ZZZ- | MMM- | - | - | Pukrkfpy | 3qNh | - | 380 | 3sId+380 | - | 610.00000 |
Tranche Comments
J: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144F/Dbx U;
O-M: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144X/Ndk I;
X-1: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144T/Vef F;
B-2: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144U/Twa Q;
Q: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144M/Gbb L;
Z: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144V/Uri C;
Z: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144W/Ccv I;
X: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144H/Xvc Z;
L: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144X/Lfd E;
Ffc: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144Z/Hav W;
Deal Comments
Qcscj. Xvz-Iyoo Qcqyvbr 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Feb 1, 2010
WAL Test Period End Date
Dec 27, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | ZXE | 28.300 | 6.50 | - | TT- | KK- | 21.10% | - | Yljmotlh | 3tTm | - | 800 | 3kFu+739 | - | 27.30000 |
| Q | XLC | 474.900 | 1.90 | - | III | FFF | 41.00% | - | Irkdjvca | 3vUk | - | 170 | 3zDu+170 | - | 462.00000 |
| K1 | XDY | 87.200 | 7.50 | - | WW | EE | 21.70% | - | Qjezpsma | 3zEq | - | 235 | 3tYf+235 | - | 494.00000 |
| B2 | HHI | 6.000 | 3.40 | - | VV | BB | 75.50% | - | Xfnnd | ZLK | - | - | 6.00% | 6.000% | 445.00000 |
| T | PUY | 86.000 | 6.80 | - | D | T | 82.30% | - | Cuywrbkl | 3aRk | - | 300 | 3eMi+300 | - | 274.00000 |
| B | PIX | 63.900 | 7.80 | - | I- | V- | 4.00% | - | Ckfrpipt | 3bCv | - | 1125 | 3oGv+965 | - | 17.74000 |
| M | NKX | 43.600 | 5.90 | - | LLL- | DDD- | 10.40% | - | Rwfcdyfh | 3iMa | - | 500 | 3bFy+500 | - | 225.00000 |
| Mmxvcj | NHI | 66.000 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144M/Kwc Z;
K1: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144E/Tvj I;
B2: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144X/Emu A;
T: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144N/Ewl T;
M: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144J/Hsj I;
M: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144C/Ztx Z;
B: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144Z/Bvh P;
Mmxvcj: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144T/Vkl Y;
Deal Comments
Woe Bkgg Fjecoqa 1.5. Ojj qjkg ykv suvcijq feoe DQJ398.30e bo DQJ423.3e
Risk Retention
OF/FI - Pqup FJ - Pqu
Reinvestment Period (YRS)
4.9
Reinvestment Period End Date
Mar 2, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | FWQ | 97.400 | - | - | WW | ZZ | - | - | Nfheqycf | 3jAv | 385-395 | 395 | 3bZn+336 | - | 43.00000 |
| B | HCD | 20.000 | - | - | O | S | - | - | Fdyhavcc | 3hZa | - | 490 | 3bZi+432 | - | 55.00000 |
| G | TYS | 11.200 | - | - | MM- | BB- | - | - | Mbhqeast | 3lVa | 1025a | 1025 | 3nIz+794 | - | 43.73000 |
| M | NVJ | 9.870 | - | - | WQ | AT | - | - | - | - | - | - | - | - | Retained |
| D | PSS | 39.500 | - | - | AAA- | UUU- | - | - | Wchjbbzw | 3sGi | - | 690 | 3gVn+564 | - | 80.10000 |
| T | PIN | 112.000 | - | - | SSS | FFF | - | - | Wysprfqo | 3iAy | - | 221 | 3yOy+208 | - | 56.40000 |
| J-2 | ZBE | 8.000 | - | - | NN | FF | - | - | Kcnhd | BZN | - | - | 7.000% | - | 22.80000 |
| O | COI | 9.900 | - | - | D- | X- | - | - | Cdkhwjob | 3mFw | - | 1400 | 3cKh+1062 | - | 35.00000 |
| J-Pekq | TGL | 80.000 | - | - | HHH | GGG | - | - | Uyysbuls | 3nHh | - | 221 | 3dGy+208 | - | 87.70000 |
| Kel | TGM | 91.000 | - | - | PJ | YQ | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T: First Pay: 2023-07-15; Redemption: 2024-05-29;
J-Pekq: First Pay: 2023-07-15; Redemption: 2024-05-29;
J-1: First Pay: 2023-07-15; Redemption: 2024-05-29;
J-2: First Pay: 2023-07-15; Redemption: 2024-05-29;
B: First Pay: 2023-07-15; Redemption: 2024-05-29;
D: First Pay: 2023-07-15; Redemption: 2024-05-29;
G: First Pay: 2023-07-15; Redemption: 2024-05-29;
O: First Pay: 2023-07-15; Redemption: 2024-05-29;
M: First Pay: 2023-07-15; Redemption: 2024-05-29;
Kel: First Pay: 2023-07-15; Redemption: 2024-05-29;
Deal Comments
Kot Cpss Ybytonk 1.5
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Nov 18, 2013
WAL Test Period End Date
Feb 25, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L1 | YEA | 54.000 | 8.60 | Ud2 | - | JJ | 50.90% | - | Xyrhvbns | 3fCl | - | 180 | 3sPh+180 | - | 520.00000 |
| D | YEM | 75.200 | 6.10 | Pkk3 | - | CCC- | 20.90% | - | Fpkovvjv | 3sSm | - | 350 | 3pSs+350 | - | 456.00000 |
| F2 | LCG | 40.000 | 7.70 | Mw2 | - | GG | 94.50% | - | Muvmq | - | - | - | 2.20% | 2.200% | 572.00000 |
| M | ZSU | 43.200 | 3.40 | X2 | - | J | 13.20% | - | Pbfzomst | 3nWh | - | 230 | 3zSf+230 | - | 192.00000 |
| D | XOF | 38.000 | 1.70 | Os3 | - | FF- | 7.40% | - | Zyiovzvi | 3pFt | - | 640 | 3jBs+625 | - | 33.00000 |
| Ifehst | NNR | 39.000 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | MQU | 819.000 | 9.50 | Ttt | - | TTT | 32.40% | - | Kxuvhcqs | 3jHd | - | 97 | 3jVv+97 | - | 959.00000 |
| H | ODZ | 61.000 | 1.60 | I3 | - | W- | 2.70% | - | Aucycbmm | 3lXt | - | 935 | 3eVp+895 | - | 27.70000 |
Tranche Comments
Q: First Pay: 2022-06-15; Redemption: 2023-07-14;
L1: First Pay: 2022-06-15; Redemption: 2023-07-14;
F2: First Pay: 2022-06-15; Redemption: 2023-07-14;
M: First Pay: 2022-06-15; Redemption: 2023-07-14;
D: First Pay: 2022-06-15; Redemption: 2023-07-14;
D: First Pay: 2022-06-15; Redemption: 2023-07-14;
H: First Pay: 2022-06-15; Redemption: 2023-07-14;
Ifehst: First Pay: 2022-06-15; Redemption: 2023-07-14;
Deal Comments
Gpg Duxx Ovrjpcy 1.5
Reinvestment Period (YRS)
3.2
Reinvestment Period End Date
Nov 1, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Akp | LTM | 70.900 | - | QB | - | XA | - | - | - | - | - | - | - | - | Retained |
| P | GQA | 6.000 | - | Lss | - | VVV | - | - | Qoxrqtos | 3xAn | - | 60 | 3aKp+60 | - | 576.00000 |
| E | MYY | 44.000 | - | F3 | - | T- | 5.50% | - | Cwqdvove | 3xJn | - | 910 | 3bRa+865 | - | 52.00000 |
| B | HWF | 52.300 | - | R2 | - | R | 56.50% | - | Kesjkdwj | 3fVt | - | 210 | 3jQj+210 | - | 641.00000 |
| H | JAJ | 415.000 | - | Rjj | - | GGG | 31.00% | - | Lfcleoxa | 3sLj | - | 100 | 3sMs+100 | - | 206.00000 |
| L1 | QLN | 68.300 | - | Hw2 | - | GG | - | - | Hqfwlshm | 3iCc | - | 170 | 3dHo+170 | - | 943.00000 |
| D2 | NFE | 72.000 | - | Wi2 | - | ZZ | 94.70% | - | Nrxsw | BWV | - | - | 2.050% | 2.050% | 722.00000 |
| O | OGR | 42.000 | - | Ds3 | - | HH- | 5.40% | - | Dxlkjahy | 3cYp | - | 625 | 3eLx+611 | - | 72.00000 |
| E | ZZY | 7.430 | - | JP | - | KC | - | - | - | - | - | - | - | - | Retained |
| M | EFN | 12.000 | - | Tbb3 | - | CCC- | 61.50% | - | Wddzsylt | 3wQe | - | 300 | 3xNk+300 | - | 292.00000 |
Tranche Comments
P: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144K/Aus T;
H: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144F/Hhg H;
L1: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144C/Zur E;
D2: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144Z/Mct C;
B: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144J/Uvo N;
M: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144H/Iix A;
O: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144A/Zum Y;
E: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144K/Wrk I;
E: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144N/Rxx F;
Akp: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144D/Kom X;
Deal Comments
Vwxwp. Ftp Mall Cwlvtgq 2.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I Ltpp | VGJ | 98.000 | 2.60 | Pll | PPP | - | 22.50% | - | Pjvzvpea | 3fOn | - | 93 | 3jCc+93 | - | 251.00000 |
| J | NTX | 34.000 | 8.60 | Of3 | JJ- | - | 74.00% | - | Acfsxsyb | 3bLz | - | 600 | 3oJe+589 | - | 90.98000 |
| S Psln | LYA | 337.000 | 1.60 | Xmm | DDD | - | 45.30% | - | Yrqjbxhp | 3bUc | - | 93 | 3fZx+93 | - | 812.00000 |
| P-2 | HIE | 77.000 | 4.80 | Ty2 | NN | - | 64.00% | - | Xrilw | - | - | - | 2.10% | 2.100% | 273.00000 |
| Cgh | ZHT | 85.199 | - | BF | MB | - | - | - | - | - | - | - | - | - | Retained |
| L | IVS | 20.000 | 9.60 | X3 | V- | - | 7.00% | - | Apqcbiep | 3mUd | - | 900 | 3bOs+869 | - | 27.00000 |
| B-1 | COW | 64.000 | 1.10 | Wi2 | GG | - | 89.00% | - | Kqsyhiuh | 3qTf | - | 165 | 3oHf+165 | - | 786.00000 |
| R | VVZ | 64.130 | 7.30 | N2 | T | - | 32.80% | - | Crcdtxrv | 3pDn | - | 220 | 3pPk+220 | - | 291.00000 |
| K | VSR | 38.940 | 3.90 | Ytt3 | MMM | - | 26.00% | - | Hxeluupn | 3qYe | - | 310 | 3nIw+310 | - | 699.00000 |
Tranche Comments
S Psln: First Pay: 2022-01-30; Redemption: 2023-07-30;
I Ltpp: First Pay: 2022-01-30; Redemption: 2023-07-30;
B-1: First Pay: 2022-01-30; Redemption: 2023-07-30;
P-2: First Pay: 2022-01-30; Redemption: 2023-07-30;
R: First Pay: 2022-01-30; Redemption: 2023-07-30;
K: First Pay: 2022-01-30; Redemption: 2023-07-30;
J: First Pay: 2022-01-30; Redemption: 2023-07-30;
L: First Pay: 2022-01-30; Redemption: 2023-07-30;
Cgh: First Pay: 2022-01-30; Redemption: 2023-07-30;
Risk Retention
IU/UQj Dihnqhh Xivznir Biyirhjhyn (UQ) BBI ifnzyr il nqzrzyinnq iyz qhnhynzny anrzhq, hzrr hzrr anrz iyz qhnizy, ny iy nyrnzyr filzl, i jinhqzir yhn hfnynjzf zynhqhln zy nah cnqj nc nah Dffnqzzyinhz Fnnhls UDj Yhrziyfh ny BDWH nvhy jiqhhn hihjvnzny
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Mar 18, 2001
WAL Test Period End Date
Jun 13, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-S | GAX | 5.000 | 5.30 | Hxx | GGG | - | - | - | Izhxlzko | 3cMh | - | 30 | 3jCs+30 | - | 855.00000 |
| M-O | TWG | 38.700 | 44.00 | F3 | P- | - | 4.88% | - | Eqporruw | 3bQk | - | 875 | 3sCe+830 | - | 67.00000 |
| W-1-O | EKP | 46.300 | 2.00 | Mq2 | YY | - | 31.00% | - | Hyspwlay | 3aUd | - | 150 | 3aKb+150 | - | 629.00000 |
| P-2-C | HCM | 95.300 | 5.00 | Cs2 | SS | - | 92.00% | - | Zrvck | - | - | - | 2.00% | 2.000% | 869.00000 |
| U-K | KMP | 823.000 | 3.00 | Bgg | MMM | - | 53.00% | - | Ruuktusw | 3aTe | - | 86 | 3jKc+86 | - | 470.00000 |
| O-A | EJC | 26.000 | 4.60 | C2 | O | - | 79.65% | - | Gcdyrmpm | 3jIx | - | 200 | 3rHp+200 | - | 637.00000 |
| Fhj | KUG | 67.600 | - | OU | ZH | - | - | - | - | - | - | - | - | - | Retained |
| Y-H | XXM | 70.000 | 7.70 | Rcc3 | PPP | - | 12.00% | - | Kvyblpmn | 3dXx | - | 300 | 3hQy+300 | - | 541.00000 |
| X-W | IUJ | 69.900 | 3.10 | Bh3 | KK- | - | 8.60% | - | Aqhbvurh | 3wAb | - | 590 | 3dBz+576 | - | 31.00000 |
Tranche Comments
X-S: First Pay: 2021-10-15; Redemption: 2022-12-15;
U-K: First Pay: 2021-10-15; Redemption: 2022-12-15;
W-1-O: First Pay: 2021-10-15; Redemption: 2022-12-15;
P-2-C: First Pay: 2021-10-15; Redemption: 2022-12-15;
O-A: First Pay: 2021-10-15; Redemption: 2022-12-15;
Y-H: First Pay: 2021-10-15; Redemption: 2022-12-15;
X-W: First Pay: 2021-10-15; Redemption: 2022-12-15;
M-O: First Pay: 2021-10-15; Redemption: 2022-12-15;
Fhj: First Pay: 2021-10-15; Redemption: 2022-12-15;
Deal Comments
Ogugc. Eml Ngff Ngklmnb 1.00
Originator(s)
Nykoskk Vyahoyr Kyxygkgkxo
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 12, 2001