| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | PJM | 231.000 | 6.50 | - | KKK | - | - | - | 78.00% | - | Qrpjhiou | IDJC | 185 | 185 | GOQA+185 | - | 116.00000 |
| Xks | JNJ | 43.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-2 | NTI | 14.000 | 8.40 | - | NN | - | - | - | 52.10% | - | Nuzoeuky | YBFW | 240-250 | 240 | SCJR+240 | - | 966.00000 |
| P | TCT | 48.000 | 5.10 | - | G | - | - | - | 75.39% | - | Xlcbeunj | SKCB | - | 285 | NSEF+285 | - | 204.00000 |
| B-1 | URJ | 96.000 | 9.90 | - | UUU | - | - | - | 62.83% | - | Hsxcekvz | VMHJ | - | 420 | AQHU+420 | - | 759.00000 |
| J-2 | AYE | 1.000 | 63.50 | - | GGG- | - | - | - | 27.20% | - | Awcbdccf | LOZN | - | 650 | ELQQ+650 | - | 609.00000 |
| K | WHZ | 46.000 | 84.10 | - | UU- | - | - | - | 9.77% | - | Ekdxzyxo | GJAG | 750-775 | 775 | ZEQH+757 | - | 55.00000 |
Tranche Comments
Y-1: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144V/Dyk A;
G-2: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144F/Eps Z;
P: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144G/Nvf G;
B-1: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144P/Gbo O;
J-2: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144X/Byo Z;
K: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144N/Eui J;
Xks: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144L/Lmc G;
Deal Comments
Ktf Gmpp Reoatmw 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Sep 5, 2000
WAL Test Period End Date
Dec 23, 2022