| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | XIZ | 84.000 | - | - | VV | - | - | - | 82.00% | - | Mwvwevqq | JLGQ | 170-175 | 175 | ZJBF+175 | - | - |
| M | ZJM | 69.000 | - | - | L | - | - | - | 85.00% | - | Skoltxbm | EWXL | 200-210 | 205 | HCYV+205 | - | - |
| T1 | IGK | 970.000 | - | - | NNN | - | - | - | 26.00% | - | Bhlsztcc | XCEI | 137-138 | 137 | KAYH+137 | - | - |
| H2 | WJB | 5.000 | - | - | EEE- | - | - | - | 50.00% | - | Qyfapaby | QJGI | 410-425 | 425 | XLXX+425 | - | - |
| I1 | PKC | 36.000 | - | - | III- | - | - | - | 51.00% | - | Cwfjpbxs | NTUE | 310-325 | 315 | JYNZ+315 | - | - |
| B | WEY | 82.000 | - | - | OO- | - | - | - | 3.00% | - | Idmeuywq | JMBR | 625-650 | 650 | BAEE+650 | - | - |
| Ljz | MPJ | 28.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q2 | EJY | 6.000 | - | - | PPP | - | - | - | 35.00% | - | Nluzlynq | JSTA | 157-158 | 160 | TOSF+160 | - | - |
Tranche Comments
T1: Redemption: 2026-12-19; Registration: 144D/Lrw S;
Q2: Redemption: 2026-12-19; Registration: 144D/Yce D;
S: Redemption: 2026-12-19; Registration: 144I/Aum M;
M: Redemption: 2026-12-19; Registration: 144V/Dos W;
I1: Redemption: 2026-12-19; Registration: 144V/Lku B;
H2: Redemption: 2026-12-19; Registration: 144E/Upy B;
B: Redemption: 2026-12-19; Registration: 144V/Zbj B;
Ljz: Redemption: 2026-12-19; Registration: 144D/Yfq W;
Deal Comments
Yvp-Cavv Bcqevyh 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jun 29, 2000