Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R1 | LSS | 7.400 | 5.00 | AD | - | XG | 6.70% | - | - | - | - | - | - | - | Retained |
K | SIM | 47.400 | 3.00 | YA | - | UU | 6.10% | - | Fvrsckms | 1aNNIW | 175 | 175 | 1kZZRH+175 | - | - |
V2 | YKR | 8.100 | 8.00 | YQ | - | JJ | - | - | - | - | - | - | - | - | Retained |
S | NII | 8.400 | 6.40 | PA | - | T | 7.30% | - | Pcyklxjl | 1vFFAB | 500-520 | 500 | 1kPPRF+500 | - | - |
T | YEL | 15.700 | 7.00 | JK | - | W | 1.00% | - | Ozblsjox | 1xLLXK | 190 | 190 | 1mQQHO+190 | - | - |
E-1S | PNU | 951.000 | 1.50 | Rqq | - | EEE | 54.00% | - | Gqkwdrlk | 1uXXTB | 85-90 | 85 | 1bJJVK+85 | - | - |
W-1G | SGM | 319.000 | 1.10 | Kaa | - | YYY | 23.00% | - | Cupefern | 1oDDXX | 125-130 | 125 | 1dQQKZ+125 | - | - |
K | SVT | 5.200 | 9.00 | AT | - | EEE | 3.50% | - | Ekkdvhiz | 1bTTHR | 200 | 200 | 1nCCKG+200 | - | - |
A-2 | YPF | 66.000 | 4.90 | Qss | - | SSS | 15.60% | - | Ilyjewzc | 1pQQAV | 145 | 145 | 1rOOAQ+145 | - | - |
C | MWF | 5.300 | 6.00 | EI | - | DD | 1.10% | - | Nchmbmal | 1mMMRU | 400-410 | 400 | 1mFFQH+400 | - | - |
Tranche Comments
E-1S: First Pay: 2024-12-09; Redemption: 2029-11-09;
W-1G: First Pay: 2024-12-09; Redemption: 2029-11-09;
A-2: First Pay: 2024-12-09; Redemption: 2029-11-09;
K: First Pay: 2024-12-09; Redemption: 2029-11-09;
T: First Pay: 2024-12-09; Redemption: 2029-11-09;
K: First Pay: 2024-12-09; Redemption: 2029-11-09;
C: First Pay: 2024-12-09; Redemption: 2029-11-09;
S: First Pay: 2024-12-09; Redemption: 2029-11-09;
R1: First Pay: 2024-12-09; Redemption: 2029-11-09;
V2: First Pay: 2024-12-09; Redemption: 2029-11-09;
Originator(s)
NfmGfm Ifhmfhh Gawqkfahx Hkw Ikm
Risk Retention
BS/SS - Cwj
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-2 | VGU | 14.000 | 7.00 | Fss | - | WWW | 51.30% | - | Gmcqszhk | 1cUUHB | - | 170 | 1tBBMO+170 | - | - |
G | CMA | 71.000 | 2.50 | XO | - | I | 8.80% | - | Hxwqoetv | 1jZZAF | - | 320 | 1dHHEY+320 | - | - |
I | JUP | 4.200 | 6.90 | YQ | - | MMM | 7.50% | - | Bffzafkn | 1jKKOU | - | 385 | 1cLLEB+385 | - | - |
R | COH | 4.300 | 9.80 | OT | - | LL | 7.70% | - | Ijpvxtps | 1oRRSZ | - | 620 | 1cIIKS+620 | - | - |
Z1 | JCE | 4.000 | 9.00 | BD | - | LD | 6.20% | - | - | - | - | - | - | - | Retained |
X2 | LBF | 2.900 | 7.00 | GR | - | CA | - | - | - | - | - | - | - | - | Retained |
H | PLK | 33.800 | 3.70 | OI | - | GG | 4.50% | - | Kfexovwg | 1nGGEY | - | 260 | 1bLLAR+260 | - | - |
O-1 | NYP | 937.000 | 3.00 | Acc | - | TTT | 51.00% | - | Bvwcksqj | 1qMMIT | - | 145 | 1yAARN+145 | - | - |
X | EOD | 5.000 | 1.70 | OK | - | C+ | 7.60% | - | Hfmmuino | 1bGGYF | - | 775 | 1xEERE+775 | - | - |
Originator(s)
XrjCrj Urrjurc Vozxguorr Egu Ugj
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | TXA | 7.800 | 3.40 | - | - | LL- | 7.80% | - | Xuyfxaow | 1lVVUJ | - | 900 | 1iNNTE+900 | - | - |
I1 | RTN | 2.000 | 4.00 | - | - | KP | 7.10% | - | - | - | - | - | - | - | Retained |
M | LKH | 72.000 | 9.30 | - | - | HH | 3.00% | - | Xpmwcxir | 1dYYED | - | 325 | 1yEEPC+325 | - | - |
I | BBK | 8.100 | 4.90 | - | - | GG | 9.50% | - | Phdvkhmb | 1bNNFK | - | 800 | 1dTTTH+800 | - | - |
N | XXC | 635.000 | 8.40 | - | - | YYY | 1.30% | - | Evyafpsn | 1nDDKM | - | 175 | 1yIIUC+175 | - | - |
A | PUA | 3.800 | 4.90 | - | - | VVV | 6.90% | - | Myvsvyjo | 1rUUME | - | 475 | 1gVVCO+475 | - | - |
H2 | KTH | 2.200 | 5.00 | - | - | NP | - | - | - | - | - | - | - | - | Retained |
C | IQX | 6.000 | 7.30 | - | - | T | 2.60% | - | Pqjyfyvc | 1rOOZR | - | 385 | 1qHHZK+385 | - | - |
Originator(s)
KaaAaa Lahaxhm Swfqoxwhl Fop Loa
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | HWD | 2.700 | 9.50 | - | - | AA | 9.40% | - | Nczusxkz | 1lFFEP | 725 | 725 | 1zEEAH+725 | - | - |
R | BST | 4.200 | 2.40 | - | - | GGG | 4.90% | - | Ensuwlon | 1lXXKB | 510 | 510 | 1zRRYA+510 | - | - |
D | OBY | 5.800 | 1.40 | - | - | U | 4.10% | - | Ovsbouhk | 1rBBVD | 825 | 825 | 1tGGDC+825 | - | - |
P2 | BYT | 4.400 | 6.00 | - | - | - | - | - | - | - | - | - | - | - | Retained |
S-2 | IRH | 29.000 | 9.50 | Hvv | - | ZZZ | 19.00% | - | Lujbxwtg | 1kYYSS | 265 | 265 | 1vTTZL+265 | - | - |
D | CZK | 3.000 | 4.70 | - | - | Q | 1.70% | - | Udxzbqcz | 1eIIDX | 405 | 405 | 1vJJDU+405 | - | - |
M1 | KQT | 7.500 | 4.00 | - | - | - | 2.50% | - | - | - | - | - | - | - | Retained |
P-1 | ZKQ | 209.000 | 7.60 | Wtt | - | RRR | 11.00% | - | Mbhubrbw | 1iDDCF | 175 | 175 | 1hLLMV+175 | - | - |
S | YVY | 62.500 | 9.90 | - | - | SS | 3.10% | - | Rdlhywvk | 1sGGNV | 360 | 360 | 1hCCFU+360 | - | - |
Originator(s)
QqmJqm Cqamram Sreijrras Yjp Cjm
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | GWU | 58.000 | 8.40 | - | - | V | 1.90% | - | Kvheazle | 1lIIYQ | 290v | 375 | 1fRRNN+375 | - | - |
O | KYE | 5.900 | 8.30 | - | - | JJJ | 3.90% | - | Vmdxepag | 1gBBFV | 335z | 420 | 1vFFMO+420 | - | - |
W2 | OOL | 3.200 | 3.00 | - | - | - | - | - | - | - | - | - | - | - | Retained |
R1-T | ZJN | 129.000 | 9.60 | - | FFF | OOO | 20.00% | - | Xvurexpu | 1pFFVD | 105-110 | 115 | 1gTTTF+115 | - | - |
J1-S | YCM | 655.000 | 7.50 | - | WWW | DDD | 97.00% | - | Tsvxfquh | 1mYYUA | 170i | 175 | 1sDDUE+175 | - | - |
H2 | THB | 59.000 | 6.90 | - | SSS | III | 74.00% | - | Yuysybqa | 1iIISJ | 225u | 250 | 1yXXKY+250 | - | - |
Y | SCJ | 3.500 | 8.40 | - | - | SS | 1.62% | - | Wdzmmqfa | 1dDDQR | 535i | 620 | 1oKKSN+620 | - | - |
G | MBR | 4.800 | 1.60 | - | - | BB- | 1.97% | - | Xzjhyqep | 1jRRMC | 750f | 750 | 1tHHOW+750 | - | - |
Z1 | HVW | 2.000 | 5.00 | - | - | - | 9.76% | - | - | - | - | - | - | - | Retained |
V | FFT | 40.000 | 1.90 | - | - | AA | 9.00% | - | Ofjpsanp | 1iVVCP | 260i | 300 | 1dRRPP+300 | - | - |
Originator(s)
JaaDaa Hacancb Bizconica Lol Hoa
Reinvestment Period End Date
Jan 18, 2001
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | NIB | 4.800 | 7.60 | Jee2 | - | - | 5.00% | - | Glrudsxq | UUMH | 310-315 | 300 | BBCA+300 | - | 509.00000 |
E | BZG | 63.800 | 2.40 | Gt2 | - | - | 7.60% | - | Nhwodicc | GGQL | 165a | 160 | BBAA+160 | - | 934.00000 |
H | OJX | 2.800 | 7.30 | Ve2 | - | - | 7.80% | - | Dbpaqpdt | DDEG | 575e | 560 | XXFL+560 | - | 439.00000 |
F2 | QUD | 4.500 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
G1 | QBB | 729.600 | 5.00 | Yqq | - | LLL | 39.00% | - | Zkrljbmm | KKAX | - | 90 | MMNL+90 | - | 315.00000 |
O | TOS | 2.200 | 7.10 | U2 | - | - | 6.50% | - | Kfdfcckl | EEVW | 210-215 | 205 | QQDY+205 | - | 186.00000 |
P | SEK | 7.800 | 6.60 | L2 | - | - | 8.20% | - | Ykdzhjse | ZZQY | 700k | 685 | UUDH+685 | - | 974.00000 |
R2 | FAM | 71.500 | 9.00 | Kyy | - | QQQ | 60.20% | - | Njcxpwai | GGJJ | 130-140 | 120 | BBKC+120 | - | 144.00000 |
H1 | GUM | 8.000 | 6.40 | - | - | - | 3.50% | - | - | - | - | - | - | - | Retained |
Tranche Comments
H1: Comments: Wox-reqgxe;