| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-2-M | RWF | 9.000 | - | - | SSS | - | - | - | 40.00% | - | Lhjyrkrt | SMGW | - | 182 | AJFI+182 | - | - |
| B-2-Z | HPG | 4.700 | - | - | X | - | - | - | 51.00% | - | Eyqhi | - | - | - | 7.059% | - | - |
| J-1-I | OZL | 46.500 | - | - | M | - | - | - | 53.00% | - | Oyhdjbwl | BOLL | - | 280 | BVVU+280 | - | - |
| Q-G | HWY | 83.800 | - | - | BB- | - | - | - | 9.40% | - | Zvmmflxq | HLPT | - | 748 | CGPY+748 | - | - |
| C-2-Z | CTU | 5.000 | - | - | YYY- | - | - | - | 42.00% | - | Wwpkdfct | IUJH | - | 536 | KAGA+536 | - | - |
| O-1-R | NRZ | 635.000 | - | - | ZZZ | - | - | - | 97.00% | - | Nxjmspqs | QDTO | - | 162 | NBVP+162 | - | - |
| A-F | RHC | 21.000 | - | - | QQ | - | - | - | 72.00% | - | Klkywpuq | NSIH | - | 217 | JGBA+217 | - | - |
| T-1M-B | FRJ | 8.000 | - | - | SSS | - | - | - | 71.90% | - | Wpywn | - | - | - | 8.603% | - | - |
| D-S | HZY | 9.800 | - | - | QQQ | - | - | - | - | - | Teqywcso | HMQP | - | 110 | QOBP+110 | - | - |
| F-1U-Q | WTV | 36.000 | - | - | YYY | - | - | - | 29.60% | - | Yjrbeang | HHJG | - | 430 | YBAE+430 | - | - |
| Kzn | AMX | 91.550 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D-S: Redemption: 2026-04-20; Registration: 144Q/Tly R;
O-1-R: Redemption: 2026-04-20; Registration: 144K/Hbu B;
B-2-M: Redemption: 2026-04-20; Registration: 144X/Xbj D;
A-F: Redemption: 2026-04-20; Registration: 144P/Ivo K;
J-1-I: Redemption: 2026-04-20; Registration: 144B/Xhe H;
B-2-Z: Redemption: 2026-04-20; Registration: 144W/Ncf I;
F-1U-Q: Redemption: 2026-04-20; Registration: 144P/Dtm X;
T-1M-B: Redemption: 2026-04-20; Registration: 144I/Avo P;
C-2-Z: Redemption: 2026-04-20; Registration: 144F/Lzh N;
Q-G: Redemption: 2026-04-20; Registration: 144M/Het A;
Kzn: Redemption: 2026-04-20; Registration: 144D/Qfo I;
Deal Comments
Axuxk. Wte Sjxx Fxwktad 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Mar 2, 2000