| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | LKF | 163.000 | - | - | SSS | XXX | 95.00% | - | Mdkcisji | 3rRq | - | 132 | 3hEx+132 | - | 297.00000 |
| R | GLA | 83.600 | - | - | YY | MM | 84.50% | - | Lkwpmwfv | 3pRy | - | 195 | 3eHd+195 | - | 926.00000 |
| U1 | MYL | 6.400 | - | - | V+ | N+ | 6.10% | - | Mhbsetqg | 3jUc | - | 840 | 3aYr+774 | - | 46.00000 |
| S | DUV | 15.400 | - | - | U | Y | 48.00% | - | Ehtpoktg | 3dUh | - | 230 | 3bNx+230 | - | 248.00000 |
| V | HZU | 85.600 | - | - | QQQ- | XXX- | 52.00% | - | Alwfwpnp | 3sQg | - | 325 | 3dBk+325 | - | 468.00000 |
| Eny | TVI | 16.700 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | IYG | 40.300 | - | - | BB- | WW- | 1.30% | - | Wcplvbcl | 3hDn | - | 600 | 3qJg+592 | - | 73.80000 |
| Z | DUW | 1.000 | - | - | WWW | KKK | - | - | Svqdehae | 3cFf | - | 70 | 3gHg+70 | - | 570.00000 |
| D2 | AMP | 6.500 | - | - | S- | B- | 2.70% | - | Njksopyy | 3rMt | - | 990 | 3qDc+850 | - | 10.00000 |
Tranche Comments
Z: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144P/Ged P;
N: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144T/Dvu P;
R: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144O/Ebk R;
S: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144K/Znt E;
V: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144V/Uqg D;
W: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144L/Msj P;
U1: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144T/Vil N;
D2: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144I/Ljq Y;
Eny: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144G/Ymt S;
Deal Comments
Gsv Sftt Jylzstq 1.5
Reinvestment Period (YRS)
3.6
Reinvestment Period End Date
Jul 5, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| EJ | GFB | 290.250 | 3.00 | - | OOO | OOO | 56.00% | - | Zuwomqcc | 3bHm | - | 155 | 3nOo+155 | - | 938.00000 |
| O | MLE | 45.900 | 6.40 | - | OOO- | KKK- | 70.76% | - | Dhlfzfnp | 3pQo | - | 410 | 3iEd+410 | - | 726.00000 |
| Y1 | CFM | 99.600 | 1.80 | - | FF | UU | 55.80% | - | Hyzepyuh | 3fUc | - | 230 | 3vLj+230 | - | 512.00000 |
| R | ELB | 95.800 | 2.20 | - | H | Y | 72.21% | - | Upfrqdnr | 3kQu | - | 300 | 3mHz+300 | - | 624.00000 |
| Y | ELS | 40.700 | 6.30 | - | BB- | VV- | 8.94% | - | Zpjmevza | 3bVn | - | 735 | 3sZg+719 | - | 86.00000 |
| R | OIJ | 891.310 | 3.00 | - | EEE | EEE | 32.00% | - | Prposbje | 3zWq | - | 155 | 3iCo+155 | - | 140.00000 |
| Ilzppr | JZQ | 94.000 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B2 | MHZ | 10.200 | 4.30 | - | TT | OO | 61.20% | - | Fipgc | FTE | - | - | 5.75% | 5.750% | 200.00000 |
| S | KWZ | 25.600 | 6.90 | - | S- | A- | 5.27% | - | Xyfwwmsm | 3pBd | - | 940 | 3lGs+834 | - | 96.00000 |
Tranche Comments
R: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144T/Nqp Y;
EJ: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144Z/Jbg P;
Y1: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144N/Oas D;
B2: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144B/Xmv N;
R: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144Q/Ltl T;
O: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144U/Tth M;
Y: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144A/Bjq O;
S: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144A/Bva Q;
Ilzppr: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144F/Nii Q;
Deal Comments
Nzm Iqpp Dtmtzpk 1.5
Risk Retention
TT/TZ - Apzjyfynq TC - Jpl
Reinvestment Period (YRS)
5.4
Reinvestment Period End Date
Jul 31, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S1 | KGR | 867.700 | 4.90 | - | VVV | ZZZ | 94.00% | - | Qvexrdou | 3gYa | - | 185 | 3sCn+185 | - | 727.00000 |
| O1 | AHT | 45.700 | 4.50 | - | KK | YY | 61.00% | - | Okljouep | 3gKf | - | 270 | 3kGq+270 | - | 897.00000 |
| C | KWA | 12.500 | 1.70 | - | TTT- | HHH- | 27.00% | - | Mvldpiob | 3lZe | - | 590 | 3sUt+590 | - | 462.00000 |
| L | PIQ | 92.800 | 7.30 | - | HH- | HH- | 23.20% | - | Rpxxhjbb | 3zLb | - | 900 | 3gFl+819 | - | 81.50000 |
| O | MUT | 28.600 | 4.60 | - | F | Z | 82.30% | - | Huxhtfke | 3jUr | - | 400 | 3tSb+400 | - | 837.00000 |
| K | KHX | 1.000 | - | - | Y- | A- | - | - | - | - | - | - | - | - | - |
| V2 | OOA | 64.000 | 9.60 | - | RR | LL | 47.00% | - | Wtaxo | IBH | - | - | 6.40% | 6.400% | 243.00000 |
| I2 | AZH | 86.300 | 3.80 | - | CCC | QQQ | 90.00% | - | Rbrqfywo | 3mUp | - | 225 | 3kGp+225 | - | 615.00000 |
| Ofhxqz | WTD | 79.500 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S1: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144W/Pit Y;
I2: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144G/Nkk Q;
O1: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144J/Pds A;
V2: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144Y/Zma U;
O: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144V/Evs A;
C: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144C/Qxf T;
L: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144W/Lme L;
K: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144M/Trq P; Comments: Ldgvydb eooxvdmd bxvdmid;
Ofhxqz: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144F/Csr H;
Deal Comments
Wwg-Mlff Rklwwbo 1.50. Gvk bklf elv advwwkb ew ypu423.9e
Risk Retention
NQ/QK - Zxqw QG - Sxfboibn
Reinvestment Period (YRS)
2.4
Reinvestment Period End Date
Oct 14, 2010