| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1-Y | FXI | 491.000 | - | Ogg | - | - | - | - | 25.00% | - | Jrbforrx | 3vD | 121 | 121 | 3kU+121 | - | 298.00000 |
| D-2 | VWL | 83.000 | - | Xpp | - | - | - | - | 27.00% | - | Rphbdkey | 3dM | 150 | 150 | 3pD+150 | - | 154.00000 |
| R | RUG | 47.000 | - | Wn2 | - | - | - | - | 68.00% | - | Zqwlftkn | 3aT | 180 | 180 | 3pF+180 | - | 148.00000 |
| Sky | WFD | 56.390 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-1-B | HJR | 6.000 | - | Fqq | - | - | - | - | 68.00% | - | Ftqbr | - | - | - | 2.524% | 2.524% | 834.00000 |
| T-1 | NCX | 63.000 | - | V2 | - | - | - | - | 26.80% | - | Skmqwped | 3hC | 220 | 220 | 3dE+220 | - | 151.00000 |
| X-2 | IZS | 5.400 | - | W2 | - | - | - | - | 57.30% | - | Htpel | - | - | - | 3.534% | 3.534% | 141.00000 |
| Q | CSU | 84.000 | - | Shh3 | - | - | - | - | 91.30% | - | Ybjryqty | 3jE | 350 | 350 | 3fS+350 | - | 216.00000 |
| A | WCI | 28.800 | - | Kr3 | - | - | - | - | 2.00% | - | Txywcxaa | 3hB | 725 | 725 | 3qK+694 | - | 72.00000 |
Tranche Comments
Y-1-Y: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144V/Xaq Z;
A-1-B: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144E/Zvf E;
D-2: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144L/Ixv P;
R: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144N/Ipt X;
T-1: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144G/Yfo B;
X-2: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144O/Prr H;
Q: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144D/Kbm T;
A: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144L/Ali Y;
Sky: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144Y/Raw P;
Deal Comments
Xqh Wtww Gpqsqql 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Sep 22, 2001
WAL Test Period End Date
Feb 25, 2011