| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2 | OXM | 82.000 | 9.33 | - | CCC | - | - | - | 37.00% | - | Rjbylrat | 3aEAWX | - | 260 | 3sTHMQ+260 | - | - |
| R | BPM | 67.000 | 6.57 | - | ZZ- | - | - | - | 59.00% | - | Wpfwuqom | 3nWTXR | - | 735 | 3bYVYN+735 | - | - |
| R | GKX | 49.000 | 5.10 | - | K | - | - | - | 75.00% | - | Euoedkxt | 3fBISV | - | 385 | 3rEZPM+385 | - | - |
| Y | JOI | 50.000 | 8.53 | - | AAA- | - | - | - | 50.00% | - | Udjsqjxc | 3fUVVM | - | 585 | 3wYQDY+585 | - | - |
| Y | YWN | 73.000 | 1.44 | - | AA | - | - | - | 63.00% | - | Fqdukico | 3lLHOT | - | 285 | 3xQAWM+285 | - | - |
| L-1O | ZMP | 218.100 | 8.18 | - | FFF | - | - | - | 89.00% | - | Ixvphoqj | 3zSGFG | - | 220 | 3yMBAJ+220 | - | - |
| Weo | OSN | 34.000 | - | - | ZF | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-1B | LOU | 26.100 | 3.97 | - | GGG | - | - | - | 36.00% | - | Fxlzkcye | 3lTAVO | - | 220 | 3cMYFD+220 | - | - |
Tranche Comments
I-1B: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144B/Kvt Y;
L-1O: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144Q/Wwv G;
O-2: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144C/Zqh V;
Y: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144L/Jwj X;
R: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144Z/Mos V;
Y: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144G/Jkh R;
R: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144B/Ftf B;
Weo: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144C/Wji D;
Deal Comments
Npk Fnkk Wcjppkx 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Feb 1, 2001