| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1Y Z | ZBY | 441.000 | - | FQ | BBB | CQ | - | - | 74.00% | - | Zkmscyai | QKET | - | 163 | JJUI+163 | - | - |
| S-W | HVG | 15.000 | - | DR | NNN- | AK | - | - | 88.00% | - | Czehctak | YESF | - | 450 | QVDP+450 | - | - |
| U-1UP H | WXJ | 37.000 | - | OR | ZZZ | WE | - | - | 81.00% | - | Uipqpyki | GCSY | - | 163 | JXCQ+163 | - | - |
| Y-1CO | AFU | 27.000 | - | NI | HHH | VC | - | - | 61.00% | - | Ofdalizs | TQYW | - | 190 | IXZP+190 | - | - |
| Eqj | YCT | 31.000 | - | BR | OD | VE | - | - | - | - | - | - | - | - | - | - | Retained |
| X-1XR | OGG | 914.000 | - | QC | KKK | SM | - | - | 91.00% | - | Xjpuzfse | UEXW | - | 163 | CDEF+163 | - | - |
| G-2D | MHS | 25.000 | - | YT | XX | KV | - | - | 85.00% | - | Abwufurr | GMNU | - | 200 | HTYX+200 | - | - |
| S-L | NOX | 58.000 | - | AX | C | IX | - | - | 40.00% | - | Bfszclot | GIZV | - | 250 | ZNHW+250 | - | - |
Tranche Comments
X-1XR: Redemption: 2026-10-15; Registration: 144K/Tvn T;
Y-1Y Z: Redemption: 2026-10-15; Registration: 144P/Iwd C;
U-1UP H: Redemption: 2026-10-15; Registration: 144O/Xwn O;
Y-1CO: Redemption: 2026-10-15; Registration: 144F/Pzs A;
G-2D: Redemption: 2026-10-15; Registration: 144A/Nay Z;
S-L: Redemption: 2026-10-15; Registration: 144P/Wre B;
S-W: Redemption: 2026-10-15; Registration: 144M/Pem M;
Eqj: Redemption: 2026-10-15; Registration: 144K/Muq L;
Deal Comments
Febeb. Gxp-Ipmm Genmxpy 2.00
Risk Retention
PJ - Rhrl SP/PU - Rhr
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Nov 3, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2 | YPK | 35.000 | - | ZP | KK | WN | - | - | 12.00% | - | Wpbufszh | VQFM | - | 335 | YCAE+335 | - | - |
| S | NHF | 64.000 | - | ZS | S | XV | - | - | 22.00% | - | Ovcejtts | ZSPA | - | 410 | GQNV+410 | - | - |
| M | FRY | 53.700 | - | HH | EEE | OV | - | - | 79.10% | - | Hqfcjame | ZEDG | - | 635 | GBCN+635 | - | - |
| F-1 | GRB | 856.000 | - | VT | YYY | CV | - | - | 22.00% | - | Ilmtutpc | PZDN | - | 240 | EILY+240 | - | - |
| Wji | LTM | 46.000 | - | XE | KC | PQ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F-1: Redemption: 2024-07-15; Registration: 144H/Fkn Q;
O-2: Redemption: 2024-07-15; Registration: 144Z/Ibd B;
S: Redemption: 2024-07-15; Registration: 144P/Xhz C;
M: Redemption: 2024-07-15; Registration: 144L/Rcl D;
Wji: Redemption: 2024-07-15; Registration: 144B/Kcj D;
Deal Comments
Ytf Kwyy Sgagtjr 1.00
Risk Retention
AR - Tjcp OA/AD - Tjc