| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2 | CLP | 5.000 | - | PZ | HHH- | - | - | - | 86.00% | - | Jypbpsdc | GMZQ | 420-440 | 440 | HOYE+440 | - | - |
| O-1 | GVB | 416.000 | - | Tll | FFF | - | - | - | 42.00% | - | Tyurjyhb | CBGB | - | 136 | YOPK+136 | - | - |
| B-2 | ZSL | 68.000 | - | UQ | SS | - | - | - | 97.00% | - | Hgpbu | - | - | - | 5.122% | - | - |
| Yao | PJU | 74.860 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-1 | RUR | 42.000 | - | UL | QQQ | - | - | - | 11.00% | - | Lqrlufyq | SXCG | 300-310 | 310 | EUSH+310 | - | - |
| Y-2 | APD | 21.000 | - | SV | FFF | - | - | - | 84.00% | - | Fbvzvccq | WJCV | 155u | 155 | KSNQ+155 | - | - |
| Z | PAO | 35.000 | - | HR | O | - | - | - | 15.00% | - | Bupkavau | TKST | 195-200 | 200 | ZGPO+200 | - | - |
| J-1 | KUO | 17.000 | - | KP | NN | - | - | - | 41.00% | - | Dswfwmug | VESF | - | 175 | ZTXK+175 | - | - |
| B | HLJ | 69.000 | - | ZW | WW- | - | - | - | 3.00% | - | Vedsehdi | QZOU | 600n | 590 | ELLJ+590 | - | - |
Tranche Comments
O-1: Redemption: 2026-10-25; Registration: 144T/Udo Y; Comments: Vyo-Vmowox;
Y-2: Redemption: 2026-10-25; Registration: 144K/Fbp E;
J-1: Redemption: 2026-10-25; Registration: 144F/Qzg W;
B-2: Redemption: 2026-10-25; Registration: 144Q/Wfp S;
Z: Redemption: 2026-10-25; Registration: 144B/Tht J;
V-1: Redemption: 2026-10-25; Registration: 144B/Eda P;
Y-2: Redemption: 2026-10-25; Registration: 144C/Qbw Z;
B: Redemption: 2026-10-25; Registration: 144I/Xyw I;
Yao: Redemption: 2026-10-25; Registration: 144Y/Ebj F;
Deal Comments
Qvh-Xnpp Cuvsvoq 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 18, 2000