| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H1 | OSZ | 89.000 | - | VU | - | CCC- | - | - | 10.00% | - | Nwhzcowc | XKLB | 315-325 | 320 | AQOB+320 | - | - |
| T1W | YEN | 94.000 | - | Xii | - | VC | - | - | 31.00% | - | Bbmajoez | GOIH | 145-147 | 146 | PNDE+146 | - | - |
| D | TIE | 26.000 | - | CE | - | AA- | - | - | 2.00% | - | Fybxpkhd | ZMQG | 600-610 | 600 | WKDX+600 | - | - |
| P1 | ISC | 528.000 | - | Uoo | - | LM | - | - | 89.00% | - | Gvwvxjmb | JNZK | 145-147 | 146 | TMCO+146 | - | - |
| Yqw | RGE | 21.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S | IBE | 38.000 | - | SV | - | II | - | - | 30.00% | - | Dsqoftqc | AZCX | 180-185 | 180 | TCGB+180 | - | - |
| J | TLT | 86.000 | - | ON | - | J | - | - | 82.00% | - | Aexhcorr | LIBR | 215-225 | 210 | SANL+210 | - | - |
| Y2 | AXD | 4.000 | - | XH | - | ZZZ- | - | - | 23.00% | - | Uqrhbsft | VBDF | 450t | 450 | TSIZ+450 | - | - |
| K2 | MSN | 7.000 | - | JT | - | RRR | - | - | 11.00% | - | Cprfdcwm | YUAW | 165y | 165 | ZAIJ+165 | - | - |
Tranche Comments
P1: Redemption: 2026-06-28; Registration: 144I/Hev F;
T1W: Redemption: 2026-06-28; Registration: 144O/Ijc U;
K2: Redemption: 2026-06-28; Registration: 144M/Nyl T;
S: Redemption: 2026-06-28; Registration: 144A/Bql Z;
J: Redemption: 2026-06-28; Registration: 144D/Ebb H;
H1: Redemption: 2026-06-28; Registration: 144J/Jwv M;
Y2: Redemption: 2026-06-28; Registration: 144T/Fyt O;
D: Redemption: 2026-06-28; Registration: 144B/Htj L;
Yqw: Redemption: 2026-06-28; Registration: 144V/Gvy A;
Deal Comments
Fzs-Jahh Bajjzdk 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jun 29, 2000