| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | ZPH | 128.900 | - | - | FFF | - | - | - | 69.90% | - | Qdxbmkrg | NLLC | 146 | 146 | ZDGI+146 | - | - |
| Q | UZB | 60.500 | - | - | YY | - | - | - | 74.00% | - | Zkfryspn | XBMA | 185 | 185 | WVKW+185 | - | - |
| K | WJF | 76.000 | - | - | DD- | - | - | - | 4.00% | - | Qvwzmbio | QSMB | 775 | - | YJEA+774 | - | - |
| H | XLM | 62.600 | - | - | D | - | - | - | 24.00% | - | Fraofadc | NLMA | 255 | 255 | IPIV+255 | - | - |
| R-1 | VYB | 15.371 | - | - | CCC+ | - | - | - | 28.20% | - | Gdzspltc | ZGOP | 375 | 385 | JUJJ+385 | - | - |
| R-2 | QIQ | 9.652 | - | - | EEE- | - | - | - | 69.00% | - | Flbaprsh | YVOL | 515 | 515 | VVVZ+515 | - | - |
| Ztq | OPY | 24.234 | - | - | FQ | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Wtu R;
Q: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144U/Ttl I;
H: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144B/Hff X;
R-1: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Jsc T;
R-2: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144P/Xzq U;
K: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144W/Oky M;
Ztq: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144N/Gzc G;
Deal Comments
Nuw Ejmm Nycvupo 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 15, 2001