| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | PEE | 79.300 | 3.20 | NU | NN- | BX | - | - | 80.00% | - | Oplvbszl | XXAC | - | 835 | AQSF+779 | - | - |
| V | HLF | 37.700 | 2.40 | NA | JJJ- | MX | - | - | 51.00% | - | Vhxvtdmt | KPHF | - | 440 | QUJG+440 | - | - |
| P | RGW | 649.800 | 9.81 | JJ | TTT | BO | - | - | 81.10% | - | Zdbyqybo | GKSY | - | 170 | WTTG+170 | - | - |
| N | ANQ | 83.000 | 4.91 | HU | HH | QD | - | - | 46.00% | - | Pemkfozu | GGSP | - | 210 | KYAC+210 | - | - |
| E | IAM | 10.900 | 2.42 | OH | Y | NY | - | - | 91.00% | - | Ypusksqp | WEHY | - | 270 | LTVO+270 | - | - |
| Nia | QPX | 14.000 | - | VP | CO | SR | - | - | - | - | - | - | - | - | - | - | Retained |
| U Qofut | YQS | 705.000 | 5.50 | YF | EEE | EW | - | - | 19.90% | - | Ndybjcxv | WKUU | - | 170 | YSND+170 | - | - |
Tranche Comments
P: Redemption: 2026-07-23; Registration: 144K/Vou K;
U Qofut: Redemption: 2026-07-23; Registration: 144H/Kas G;
N: Redemption: 2026-07-23; Registration: 144H/Nkr A;
E: Redemption: 2026-07-23; Registration: 144Y/Iio N;
V: Redemption: 2026-07-23; Registration: 144G/Rzt U;
E: Redemption: 2026-07-23; Registration: 144T/Gqr R;
Nia: Redemption: 2026-07-23; Registration: 144U/Gzs Q;
Deal Comments
Xof Nzyy Bjxmomr 2.00
Risk Retention
IB - Tfrh PI/IG - Tfr
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Mar 7, 2000