| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-G | OII | 700.000 | - | - | PPP | - | - | - | 82.00% | - | Uhpoaqkp | JCVM | 145g | 145 | CVKZ+145 | - | - |
| I-1E | NLL | 31.000 | - | - | BBB- | - | - | - | 64.00% | - | Eehotpxk | TQOG | 330-340 | 380 | DODO+380 | - | - |
| H-2R | NWW | 2.000 | - | - | FFF- | - | - | - | 60.10% | - | Zbeqofoi | IACP | 440-450 | 550 | SXFD+550 | - | - |
| Tfc | XXZ | 91.890 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-Q | BXJ | 71.500 | - | - | ZZ- | - | - | - | 8.50% | - | Rbmlvesw | DSMS | 775-800 | 850 | DLFZ+850 | - | - |
| Y-H | JCH | 3.900 | - | - | XXX | - | - | - | - | - | Rtehctrr | BNBK | 105 | 110 | PMZY+110 | - | - |
| H-Z | ZTT | 40.000 | - | - | Y | - | - | - | 88.00% | - | Pxhbffqz | WQAY | 215-225 | 235 | WTXO+235 | - | - |
| P-B | VWL | 19.000 | - | - | XX | - | - | - | 19.00% | - | Tjdvhujp | NCNM | 185x | 190 | GTAH+190 | - | - |
| H-I | FKO | 4.200 | - | - | J- | - | - | - | 8.88% | - | Ztbwmstq | GLIY | 1100q | 1073 | JETH+1073 | - | - |
Tranche Comments
Y-H: Redemption: 2026-10-20; Registration: 144L/Ctr J;
F-G: Redemption: 2026-10-20; Registration: 144M/Xta V;
P-B: Redemption: 2026-10-20; Registration: 144V/Nry G;
H-Z: Redemption: 2026-10-20; Registration: 144E/Btx T;
I-1E: Redemption: 2026-10-20; Registration: 144N/Nxy G;
H-2R: Redemption: 2026-10-20; Registration: 144A/Ymb Z;
T-Q: Redemption: 2026-10-20; Registration: 144P/Gls N;
H-I: Redemption: 2026-10-20; Registration: 144V/Zse V;
Tfc: Redemption: 2026-10-20; Registration: 144U/Qde T;
Deal Comments
Ilk-Xgoo Klaulwc 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 19, 2000