| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| UK | QQU | 67.900 | 9.60 | - | D | - | - | - | 23.20% | - | Ufjyxokz | WOHP | - | 355 | VGCQ+355 | - | 402.00000 |
| UU | PCP | 58.620 | 8.30 | - | EE | - | - | - | 12.50% | - | Cwrsjxjm | EJWJ | - | 270 | MUMN+270 | - | 524.00000 |
| NT | IGI | 64.330 | 5.00 | - | PPP- | - | - | - | 45.00% | - | Pwhwewnp | QIGU | - | 545 | VCNT+545 | - | 702.00000 |
| XI | FJA | 30.000 | 3.80 | - | GG- | - | - | - | 10.00% | - | - | - | - | - | - | - | Retained |
| Z-2H | EQN | 14.800 | 7.70 | - | SSS | - | - | - | 86.00% | - | Bhobziuw | HLTY | - | 245 | GLCI+245 | - | 220.00000 |
| Jgb | IAU | 41.800 | - | - | MY | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S-1P | CZS | 676.000 | 9.70 | - | ZZZ | - | - | - | 31.00% | - | Bcemaxat | VTQN | - | 195 | GJSJ+195 | - | 704.00000 |
Tranche Comments
S-1P: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144F/Rzc X;
Z-2H: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144H/Ptd O;
UU: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144C/Dka X;
UK: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144F/Wce K;
NT: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144T/Dza Q;
XI: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144N/Hlv F;
Jgb: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144E/Ukp F;
Deal Comments
Jxmxn. Vwb Mpnn Ixwewuv 2.00
Risk Retention
GQ - Vhwa TG/GF - Vhw
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Oct 11, 2001