| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | NFB | 54.000 | - | - | D | - | - | - | 55.00% | - | Zrbujacf | 3tJ | - | 262 | 3yD+262 | - | - |
| J2 | IQU | 6.000 | - | - | ZZZ- | - | - | - | 98.00% | - | Luqajsak | 3nT | - | 498 | 3uK+498 | - | - |
| O | CRQ | 55.000 | - | - | CC- | - | - | - | 7.00% | - | Nfmykqlm | 3wB | - | 749 | 3qT+749 | - | - |
| Q1 | XLW | 431.000 | - | - | YYY | - | - | - | 36.00% | - | Fyejdcre | 3rV | - | 122 | 3iV+122 | - | - |
| Uqb | OAM | 66.670 | - | - | LT | - | - | - | - | - | - | - | - | - | - | - | Retained |
| OZ | IVR | 76.000 | - | - | BBB | - | - | - | 22.00% | - | Pezvtdze | 3zT | - | 150 | 3rY+150 | - | - |
| B | RXJ | 60.000 | - | - | PP | - | - | - | 80.00% | - | Usdjdrsi | 3tP | - | 185 | 3gA+185 | - | - |
| O1 | CLM | 48.000 | - | - | AAA+ | - | - | - | 55.00% | - | Omxwppmx | 3nY | - | 342 | 3mX+342 | - | - |
Tranche Comments
Q1: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144G/Hsw K;
OZ: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144Y/Nru L;
B: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144T/Yrr A;
N: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144W/Exh G;
O1: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144M/Iyg B;
J2: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144X/Txc F;
O: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144J/Vay Z;
Uqb: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144D/Pnz Y;
Deal Comments
Wpz Qwss Lfuxppv 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Oct 2, 2001
WAL Test Period End Date
Nov 8, 2013