| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| LGG | MFX | 84.850 | 6.60 | X2 | - | - | - | - | 57.00% | - | Nkjpqurb | 3aW | - | 240 | 3dU+240 | - | - |
| Nyx | LWY | 51.140 | - | OU | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| HUE | RBC | 8.570 | 5.00 | Hpp | - | - | - | - | 18.00% | - | Luxsomcy | 3jT | - | 155 | 3zB+155 | - | - |
| GCC | KPJ | 64.900 | 73.50 | Tu3 | - | - | - | - | 2.00% | - | Njwakvyo | 3dU | - | 760 | 3oQ+701 | - | - |
| AYY | YMH | 43.700 | 6.50 | Rhh3 | - | - | - | - | 53.00% | - | Auyjpeaa | 3uD | - | 365 | 3wK+339 | - | - |
| QNN | MSP | 7.000 | 7.00 | Hbb | - | - | - | - | - | - | Uvdsepuc | 3bH | - | 100 | 3uX+100 | - | - |
| ZOEM | VCZ | 718.500 | 7.40 | Bii | - | - | - | - | 64.00% | - | Hdmzwkcj | 3gS | - | 125 | 3sJ+125 | - | - |
| M2TT | NLR | 85.800 | 3.60 | Ad2 | - | - | - | - | 77.00% | - | Ixfraqum | 3iX | - | 185 | 3fX+185 | - | - |
Tranche Comments
QNN: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144G/Mrn F;
ZOEM: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144L/Vul A;
HUE: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144L/Gbc U;
M2TT: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144X/Bjw L;
LGG: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144H/Zzt V;
AYY: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144C/Pce R;
GCC: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144A/Wdh G;
Nyx: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144D/Lvg D;
Deal Comments
Rqjqf. Zmf Qtgg Yqromyc 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Feb 6, 2002
WAL Test Period End Date
Aug 20, 2006