| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2-BB | JUB | 2.000 | 12.00 | - | NNN- | - | - | - | 73.00% | - | Rwfutavh | DEFP | - | 515 | NTXT+515 | - | 514.00000 |
| I-YY | XWX | 19.000 | 6.60 | - | Z | - | - | - | 41.00% | - | Fkumvqsj | CSPY | - | 220 | VZJK+220 | - | 584.00000 |
| H-VV | BAZ | 738.000 | 2.20 | - | PPP | - | - | - | 70.00% | - | Rpequilc | MPFE | - | 143 | XACN+143 | - | 792.00000 |
| W-II | ZLY | 53.000 | 9.40 | - | LL | - | - | - | 91.00% | - | Lxwejmpz | SKFS | - | 180 | NVWU+180 | - | 192.00000 |
| Ojm | PGN | 28.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M-OO | JOF | 22.000 | 7.80 | - | HHH | - | - | - | 76.00% | - | Wbmrysuw | CTOZ | - | 143 | IGPG+143 | - | 544.00000 |
| O-1-TT | WUC | 60.000 | 5.50 | - | BBB | - | - | - | 16.00% | - | Pwrjpmnk | DVXZ | - | 365 | WPLR+365 | - | 270.00000 |
| L-OO | VOD | 40.000 | 50.40 | - | PP- | - | - | - | 8.00% | - | - | - | - | - | - | - | Retained |
| Fhp Pnn | IRN | 25.530 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H-VV: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144B/Zwq Y;
M-OO: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144X/Tvj L;
W-II: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144P/Qmz V;
I-YY: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144O/Tpf M;
O-1-TT: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144N/Fhi F;
N-2-BB: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Xsk U;
L-OO: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144N/Xpo A;
Fhp Pnn: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144H/Pap V;
Ojm: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144L/Oyz T;
Deal Comments
Gjejv. Rjt Olcc Pjfljyr 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Dec 15, 2000
WAL Test Period End Date
Mar 29, 2002