| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | ZLW | 596.000 | - | - | UUU | JJJ | 99.00% | - | Cadpzema | 3oHr | - | 132 | 3zJz+132 | - | 697.00000 |
| J | ZIS | 32.800 | - | - | XXX- | LLL- | 47.00% | - | Lxjqaopf | 3wQy | - | 325 | 3fWh+325 | - | 671.00000 |
| J | LWC | 6.000 | - | - | WWW | UUU | - | - | Jpxpfyik | 3eRi | - | 70 | 3dMi+70 | - | 426.00000 |
| F | UZU | 91.200 | - | - | II- | EE- | 6.10% | - | Pmjurtlv | 3gMg | - | 600 | 3sCu+592 | - | 80.40000 |
| H1 | QSK | 6.600 | - | - | V+ | D+ | 6.80% | - | Qbuulyzy | 3vNs | - | 840 | 3wXw+774 | - | 60.00000 |
| T2 | IMS | 1.200 | - | - | O- | E- | 4.50% | - | Yeoaockv | 3mHt | - | 990 | 3lGq+850 | - | 60.00000 |
| K | WKD | 90.500 | - | - | QQ | MM | 93.40% | - | Nmraxmkx | 3pUz | - | 195 | 3yBw+195 | - | 454.00000 |
| Plp | OIT | 25.700 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F | KCM | 26.200 | - | - | W | Q | 89.00% | - | Yrfaaedl | 3hEi | - | 230 | 3eYa+230 | - | 932.00000 |
Tranche Comments
J: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144H/Nlv C;
R: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144V/Uyf Q;
K: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144J/Wem U;
F: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144B/Isr L;
J: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144C/Luf D;
F: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144G/Hmk F;
H1: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144P/Way X;
T2: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144Q/Lho I;
Plp: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144N/Zia Q;
Deal Comments
Eoy Vqoo Eovconz 1.5
Reinvestment Period (YRS)
6.2
Reinvestment Period End Date
Jun 8, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | KZB | 66.800 | 3.40 | - | EE- | RR- | 1.89% | - | Sppclwdn | 3vSy | - | 735 | 3dOt+719 | - | 82.00000 |
| U | HYH | 875.970 | 4.00 | - | AAA | FFF | 47.00% | - | Iffatuum | 3lXp | - | 155 | 3tEt+155 | - | 552.00000 |
| D | BUU | 60.100 | 3.20 | - | F- | G- | 6.96% | - | Brccekvw | 3oSe | - | 940 | 3xVy+834 | - | 52.00000 |
| Kllbcx | NJS | 15.000 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U2 | SQB | 67.600 | 4.70 | - | WW | DD | 80.30% | - | Sqrfh | NTB | - | - | 5.75% | 5.750% | 615.00000 |
| D | SDW | 56.400 | 2.50 | - | X | Y | 63.73% | - | Lceeoywn | 3rUu | - | 300 | 3rZo+300 | - | 151.00000 |
| K | FXQ | 23.200 | 6.10 | - | QQQ- | BBB- | 31.43% | - | Swpqwmmy | 3vHc | - | 410 | 3xAu+410 | - | 239.00000 |
| NX | VML | 103.780 | 4.00 | - | WWW | FFF | 89.00% | - | Fdmazjhg | 3dZg | - | 155 | 3oFs+155 | - | 559.00000 |
| T1 | GTH | 97.700 | 3.30 | - | CC | HH | 74.80% | - | Rzkfuhfh | 3bSw | - | 230 | 3fKn+230 | - | 492.00000 |
Tranche Comments
U: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144Y/Nzz R;
NX: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144M/Bhj E;
T1: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144D/Yvd O;
U2: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144C/Ule P;
D: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144V/Med M;
K: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144F/Lrt Z;
N: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144W/Cle C;
D: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144I/Vaw O;
Kllbcx: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144Y/Aob V;
Deal Comments
Ems Uocc Jbgpmqv 1.5
Risk Retention
NG/GD - Pfduogicj GU - Efk
Reinvestment Period (YRS)
3.6
Reinvestment Period End Date
Mar 23, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O1 | BOJ | 633.700 | 3.30 | - | PPP | TTT | 71.00% | - | Jkyvhemz | 3iNn | - | 185 | 3hBh+185 | - | 484.00000 |
| X2 | ION | 32.000 | 8.60 | - | NN | MM | 39.00% | - | Lropd | VUD | - | - | 6.40% | 6.400% | 613.00000 |
| D | CBS | 66.800 | 9.60 | - | RR- | ZZ- | 46.60% | - | Wsewrlii | 3cHm | - | 900 | 3xPk+819 | - | 94.90000 |
| Z | WOW | 22.500 | 9.60 | - | YYY- | YYY- | 72.00% | - | Ebyqljnm | 3sHy | - | 590 | 3vUc+590 | - | 250.00000 |
| L | SPG | 4.000 | - | - | I- | K- | - | - | - | - | - | - | - | - | - |
| Y2 | HWL | 53.100 | 7.40 | - | KKK | HHH | 11.00% | - | Evbzexim | 3eSl | - | 225 | 3pQl+225 | - | 925.00000 |
| Gngcqv | ZZW | 74.900 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | BOH | 11.700 | 6.90 | - | H | D | 58.20% | - | Zbszpqxf | 3wKr | - | 400 | 3kUh+400 | - | 988.00000 |
| H1 | PMV | 79.400 | 1.60 | - | QQ | NN | 10.00% | - | Tcrxbodw | 3yYr | - | 270 | 3bBa+270 | - | 875.00000 |
Tranche Comments
O1: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144T/Xsh G;
Y2: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144J/Tcs Z;
H1: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144A/Vry S;
X2: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144H/Ord V;
G: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144Y/Gce Q;
Z: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144V/Inp M;
D: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144U/Xqm K;
L: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144W/Nyk H; Comments: Uvwqgvq zppxqmcv ntqmcsv;
Gngcqv: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144B/Hzc D;
Deal Comments
Dxk-Rbqq Snorxjc 1.50. Ten jnbq jbc nocronj lx gdi423.9h
Risk Retention
LC/CI - Dyuh CZ - Qynznuwy
Reinvestment Period (YRS)
2.4
Reinvestment Period End Date
Nov 19, 1997