| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | PFB | 70.000 | 3.60 | - | VV | - | - | - | 81.00% | - | Mpsfhovp | JEEN | - | 195 | LIDH+195 | - | 305.00000 |
| EE | UOQ | 8.000 | 17.60 | - | GGG- | - | - | - | 86.00% | - | Iyrbv | - | - | 450 | 8.59% | 8.586% | 537.00000 |
| W1W | IYC | 683.900 | 1.10 | - | DDD | - | - | - | 11.00% | - | Qsmmmelp | XOIX | - | 155 | TQUG+155 | - | 432.00000 |
| L | YXK | 61.000 | 70.80 | - | HH- | - | - | - | 1.30% | - | Bdqdlpzl | IWXP | - | 670 | DJUF+670 | - | 247.00000 |
| Mom | EAW | 19.300 | - | - | QA | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R | OYL | 33.000 | 3.60 | - | N | - | - | - | 25.00% | - | Smoymecz | UCPH | - | 240 | DBMW+240 | - | 579.00000 |
| P1 | KFF | 53.000 | 35.00 | - | ZZZ | - | - | - | 40.10% | - | Lfqljafa | WMSL | - | 350 | IHQY+350 | - | 272.00000 |
| I1Z | KIQ | 56.300 | 3.30 | - | AAA | - | - | - | 13.00% | - | Iimvd | - | - | 155 | 5.70% | 5.703% | 405.00000 |
| WK | JZT | 40.000 | 5.10 | - | FFF | - | - | - | 43.00% | - | Rwdpewxp | ENKM | - | 173 | IEST+173 | - | 691.00000 |
Tranche Comments
W1W: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144T/Ddh B;
I1Z: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144A/Clf J;
WK: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144I/Urr N;
S: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144T/Fra T;
R: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144W/Wyo L;
P1: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144X/Fif T;
EE: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144J/Fmx Z;
L: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144P/Jzw G;
Mom: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144U/Wko O;
Deal Comments
Ltj Tbbb Wfaytsk 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 5, 2001
WAL Test Period End Date
Aug 5, 2006