| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-QQ | LPQ | 5.670 | 97.80 | K3 | - | - | - | - | 3.00% | - | - | - | - | - | - | - | Retained |
| M-XX | NXP | 71.200 | 3.60 | - | - | BB | - | - | 97.00% | - | Tlzufsrz | HLBF | - | 175 | EAYH+175 | - | - |
| Agc | HYF | 46.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-2-EE | UCQ | 5.400 | 8.00 | - | - | RRR | - | - | 23.00% | - | Oupxoxpy | PWWM | - | 159 | NJXO+159 | - | - |
| C-TT | CTS | 83.000 | 8.30 | - | - | BBB- | - | - | 40.00% | - | Tltpxekt | ZUOB | - | 310 | PCEY+310 | - | - |
| J-RR | LXT | 26.560 | 72.80 | - | - | UU- | - | - | 3.60% | - | Sbppcjdr | AYJY | - | 640 | MCFS+640 | - | - |
| M-TT | OGX | 31.000 | 9.70 | - | - | E | - | - | 28.00% | - | Uhopcelp | WODP | - | 200 | UYBU+200 | - | - |
| P-1-PP | ZQM | 960.000 | 3.70 | Qqq | - | ZZZ | - | - | 71.00% | - | Gzoddscu | BVWH | - | 139 | NEPT+139 | - | - |
Tranche Comments
P-1-PP: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144P/Nty D;
Y-2-EE: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144P/Lma T;
M-XX: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144B/Oih T;
M-TT: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144N/Fze I;
C-TT: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144N/Goa R;
J-RR: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144E/Qvv P;
B-QQ: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144Z/Cpr O;
Agc: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144K/Cxb M;
Deal Comments
Fypyg. Bho-Cvvv Iyughsx 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Nov 6, 2001