| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2 | MAN | 70.000 | - | - | HHH | - | - | - | 77.00% | - | Jjzemvvg | XJEM | 170b | 170 | SWSV+170 | - | - |
| G-2 | EWF | 3.000 | - | - | RRR- | - | - | - | 26.00% | - | Plvvbbjw | HIYB | - | 475 | EZOH+475 | - | - |
| Z-2 | FCZ | 1.000 | - | - | G | - | - | - | 30.00% | - | Qwfwvtvr | VKQP | - | 255 | CJDN+255 | - | - |
| B-2 | GGM | 32.000 | - | - | TT | - | - | - | 51.00% | - | Wzlqy | - | - | - | 5.926% | - | - |
| U-1 | LWN | 581.000 | - | - | QQQ | - | - | - | 97.00% | - | Osukjvdn | DXAU | - | 151 | MJCK+151 | - | - |
| U | ZWN | 65.000 | - | - | ZZ- | - | - | - | 8.00% | - | Pulczuwl | MBQP | 625-650 | 625 | JPWJ+625 | - | - |
| I-1 | WGD | 54.000 | - | - | HH | - | - | - | 81.00% | - | Ypcjhlhc | MNYO | - | 185 | KMJU+185 | - | - |
| Ikx | ITD | 17.710 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L-1 | KAO | 22.000 | - | - | M+ | - | - | - | 69.00% | - | Sfcldtwr | LNSM | - | 210 | IKJJ+210 | - | - |
| K-1 | KVZ | 49.000 | - | - | XXX | - | - | - | 27.22% | - | Amsjeadt | TPUA | - | 320 | VCHQ+320 | - | - |
Tranche Comments
U-1: Redemption: 2026-06-20; Registration: 144N/Ikb A;
W-2: Redemption: 2026-06-20; Registration: 144J/Qxm U;
I-1: Redemption: 2026-06-20; Registration: 144D/Xyq H;
B-2: Redemption: 2026-06-20; Registration: 144D/Nmk P;
L-1: Redemption: 2026-06-20; Registration: 144Y/Epp B;
Z-2: Redemption: 2026-06-20; Registration: 144F/Mxw A;
K-1: Redemption: 2026-06-20; Registration: 144Y/Bnp M;
G-2: Redemption: 2026-06-20; Registration: 144C/Tin Z;
U: Redemption: 2026-06-20; Registration: 144O/Vkz M;
Ikx: Redemption: 2026-06-20; Registration: 144O/Lyx Y;
Deal Comments
Lht Agaa Vqeqhkl 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 28, 2000