| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Evf | IBP | 55.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-DD | TEE | 19.000 | 6.70 | - | M | - | - | - | 85.00% | - | Uurwkvnl | XYYY | - | 220 | QDWO+220 | - | 649.00000 |
| U-1-LL | KMK | 96.000 | 1.30 | - | QQQ | - | - | - | 90.00% | - | Nxoaclzu | WBZB | - | 365 | PYSL+365 | - | 308.00000 |
| K-AA | FOT | 85.000 | 80.60 | - | DD- | - | - | - | 8.00% | - | - | - | - | - | - | - | Retained |
| H-BB | LCB | 832.000 | 3.90 | - | ZZZ | - | - | - | 70.00% | - | Xhxvssah | JSJM | - | 143 | UOYL+143 | - | 504.00000 |
| V-KK | YYY | 28.000 | 7.90 | - | HH | - | - | - | 99.00% | - | Gykkesxo | JNYK | - | 180 | LUGL+180 | - | 478.00000 |
| P-2-AA | QKX | 5.000 | 86.00 | - | XXX- | - | - | - | 88.00% | - | Nvpzqxyp | CPBR | - | 515 | BPVJ+515 | - | 814.00000 |
| Dxj Daa | IWU | 24.990 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-TT | RRK | 79.000 | 1.50 | - | PPP | - | - | - | 57.00% | - | Zesooqaq | BUTV | - | 143 | KNXY+143 | - | 519.00000 |
Tranche Comments
H-BB: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144J/Ami R;
W-TT: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144D/Vse I;
V-KK: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144X/Dot C;
J-DD: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144E/Ghy E;
U-1-LL: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144L/Ynd F;
P-2-AA: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144V/Lif H;
K-AA: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144C/Ybc I;
Dxj Daa: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144G/Gju H;
Evf: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144O/Xdb E;
Deal Comments
Ucccp. Lwm Mqhh Qcvfwle 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Nov 3, 2001
WAL Test Period End Date
Apr 24, 2023