| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | ORD | 33.000 | 6.14 | - | V | - | - | - | 12.00% | - | Mwzzsuux | JIDR | - | 215 | DTZC+215 | - | 886.00000 |
| L | YGJ | 66.000 | 1.50 | - | CCC- | - | - | - | 13.00% | - | Nzhbtdig | VIQP | - | 335 | AOLU+335 | - | 288.00000 |
| S | QWP | 19.000 | 8.25 | - | FF- | - | - | - | 42.00% | - | Gvhejleb | KKTL | - | 635 | UHXO+617 | - | 54.00000 |
| E | ZEL | 7.000 | 1.61 | - | JJJ | - | - | - | - | - | Xtyowkdt | LOKB | - | 105 | ASCJ+105 | - | 705.00000 |
| J-I | JET | 58.000 | 1.83 | - | CCC | - | - | - | 92.00% | - | Yvvpjzee | TOCB | - | 145 | PLZS+145 | - | 731.00000 |
| T | GZK | 391.000 | 5.41 | - | XXX | - | - | - | 30.00% | - | Sxuarxlf | QDQC | - | 145 | PKGG+145 | - | 545.00000 |
| Eqzgcb | COI | 19.880 | - | - | GP | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | HWB | 44.000 | 4.20 | - | TT | - | - | - | 74.00% | - | Hddlmwrc | XAUG | - | 175 | EBYL+175 | - | 518.00000 |
Tranche Comments
E: Redemption: 2027-04-15; Registration: 144G/Zlu O;
T: Redemption: 2027-04-15; Registration: 144Z/Dsp C;
J-I: Redemption: 2027-04-15; Registration: 144H/Inc Z;
W: Redemption: 2027-04-15; Registration: 144T/Dwh U;
O: Redemption: 2027-04-15; Registration: 144U/Jcp G;
L: Redemption: 2027-04-15; Registration: 144N/Okq L;
S: Redemption: 2027-04-15; Registration: 144T/Ero R;
Eqzgcb: Redemption: 2027-04-15; Registration: 144Q/Ohl L;
Deal Comments
Uvf Nycc Tjwhvra 2.05
Risk Retention
FC - Znkwkedzm TF - Gnh
Reinvestment Period (YRS)
2.8
Reinvestment Period End Date
Sep 1, 2000