| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | PIL | 96.000 | 7.40 | - | QQQ- | - | - | - | 97.00% | - | Fwlcyufp | 3wAUGJ | - | 390 | 3kWPTM+390 | - | - |
| O | MPQ | 40.000 | 6.20 | - | X | - | - | - | 57.00% | - | Yrpcxwin | 3fGQYB | - | 250 | 3xIZDI+250 | - | - |
| P | QFH | 93.000 | 15.90 | - | HH- | - | - | - | 7.00% | - | Pwsqjvca | 3dVWDC | - | 675 | 3vYMMP+675 | - | - |
| Lxz | RSJ | 42.500 | - | - | JI | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | LYR | 621.000 | 8.60 | - | BBB | - | - | - | 28.00% | - | Zrruwcsv | 3uNCKQ | - | 168 | 3jWVHC+168 | - | - |
| B | PWV | 82.000 | 8.30 | - | KK | - | - | - | 14.00% | - | Rbueehww | 3bICNB | - | 210 | 3bHIPS+210 | - | - |
Tranche Comments
D: Redemption: 2026-03-05; Registration: 144Y/Noe H;
B: Redemption: 2026-03-05; Registration: 144J/Csf X;
O: Redemption: 2026-03-05; Registration: 144H/Gnq Q;
Z: Redemption: 2026-03-05; Registration: 144E/Mwq R;
P: Redemption: 2026-03-05; Registration: 144V/Hfp L;
Lxz: Redemption: 2026-03-05; Registration: 144K/Cmc B;
Deal Comments
Hpv Npyy Ippkpil 2.00
Risk Retention
ZE/EB - Xtj
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 5, 2000