| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-2 | QUG | 9.200 | 9.40 | Cj2 | - | - | - | - | 43.90% | - | Amjbw | - | - | - | 5.10% | - | - |
| T-2 | FMX | 2.700 | 7.00 | - | - | YYY | - | - | 66.70% | - | Ehqpzmdx | SESV | 600m | 601 | XXGY+601 | - | - |
| E-1 | WGO | 21.000 | 9.10 | Mg2 | - | - | - | - | 16.80% | - | Zcfccbyo | YNEB | - | 249 | UTFQ+249 | - | - |
| Arh | YQX | 31.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U-1c | HJL | 52.000 | 1.60 | Yss | - | - | - | - | 19.00% | - | Likte | - | - | - | 4.08% | - | - |
| C-2w | CZQ | 58.800 | 8.50 | Zzz | - | - | - | - | 83.00% | - | Yjqvu | - | - | - | 4.50% | - | - |
| Q | NFP | 57.700 | 8.40 | Gt3 | - | - | - | - | 3.10% | - | Dcswwwhl | UZPW | - | 830 | TBJT+830 | - | - |
| Y-1i | KQT | 243.000 | 6.90 | Hgg | - | - | - | - | 96.00% | - | Pyrrxdhp | VVKF | - | 159 | VDFG+159 | - | - |
| K | KWG | 48.310 | 1.40 | B3 | - | - | - | - | 95.20% | - | Fdmsqbeq | JQGP | - | 350 | CJAT+350 | - | - |
| L-1 | ZGB | 96.300 | 7.60 | - | - | BBB | - | - | 91.70% | - | Ifzhcfpj | JVDK | 450d | 488 | JLXU+488 | - | - |
Tranche Comments
Y-1i: First Pay: 2023-01-25; Redemption: 2024-06-30; Registration: 144X/Uet J;
U-1c: First Pay: 2023-01-25; Redemption: 2024-06-30; Registration: 144A/Asu N;
C-2w: First Pay: 2023-01-25; Redemption: 2024-06-30; Registration: 144M/Hjh Y;
E-1 : First Pay: 2023-01-25; Redemption: 2024-06-30; Registration: 144P/Oie L;
P-2: First Pay: 2023-01-25; Redemption: 2024-06-30; Registration: 144H/Gwm K;
K: First Pay: 2023-01-25; Redemption: 2024-06-30; Registration: 144O/Edw N;
L-1: First Pay: 2023-01-25; Redemption: 2024-06-30; Registration: 144A/Pds S;
T-2: First Pay: 2023-01-25; Redemption: 2024-06-30; Registration: 144W/Rit J;
Q: First Pay: 2023-01-25; Redemption: 2024-06-30; Registration: 144Q/Gon N;
Arh: First Pay: 2023-01-25; Redemption: 2024-06-30; Registration: 144I/Jyf M;
Deal Comments
Fwo Zvmm Ivuqwit 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jun 21, 2001
WAL Test Period End Date
Mar 3, 2011