| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W2 | SWU | 38.000 | 1.50 | Bw2 | - | SS | - | - | Rwuvd | - | - | 160 | 1.60% | 1.600% | 169.00000 |
| W2 | CDS | 18.000 | 8.00 | V2 | - | Z | - | - | Cbypn | - | - | 230 | 2.30% | 2.300% | 360.00000 |
| M | YKU | 745.000 | 3.10 | Dff | - | DDD | - | - | Yqhzxcsu | 3zIu | - | 62 | 3qEv+62 | - | 695.00000 |
| I1 | CTZ | 5.000 | 1.00 | Z2 | - | C | - | - | Yhobbwps | 3iRn | - | 190 | 3fOe+190 | - | 140.00000 |
| J | HTS | 26.000 | 3.80 | Gxx3 | - | CCC- | - | - | Kjelfwky | 3dWq | - | 290 | 3nCk+290 | - | 283.00000 |
| S1 | HTT | 22.000 | 5.30 | Vk2 | - | NN | - | - | Bubwaxkh | 3xRp | - | 130 | 3rUe+130 | - | 746.00000 |
Tranche Comments
M: First Pay: 2021-04-15; Redemption: 2022-03-08;
S1: First Pay: 2021-04-15; Redemption: 2022-03-08;
W2: First Pay: 2021-04-15; Redemption: 2022-03-08;
I1: First Pay: 2021-04-15; Redemption: 2022-03-08;
W2: First Pay: 2021-04-15; Redemption: 2022-03-08;
J: First Pay: 2021-04-15; Redemption: 2022-03-08;
Deal Comments
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Risk Retention
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Reinvestment Period (YRS)
9
Reinvestment Period End Date
Sep 14, 2001
WAL Test Period End Date
Jan 15, 2013