| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | AZO | 126.000 | - | - | LLL | DDD | - | - | Xwjjbejx | 3oEj | - | 115 | 3bSg+115 | - | 208.00000 |
| H | WGO | 10.100 | - | - | KK | EE | - | - | Ucpctfty | 3kYs | - | 220 | 3zCj+220 | - | 990.00000 |
| Q | ESP | 85.900 | - | - | MMM- | AAA- | - | - | Yuvcdacb | 3eTp | - | 430 | 3pOq+430 | - | 789.00000 |
| E-2 | HWX | 45.000 | - | - | BBB | AAA | - | - | Wrcyujhh | 3sOd | - | 150 | 3dOu+150 | - | 624.00000 |
| K | JVR | 71.500 | - | - | V- | Z- | - | - | Hyfuvift | 3yNx | - | 1050 | 3lXz+951 | - | 37.00000 |
| Pik | THF | 61.000 | - | - | TD | ZP | - | - | - | - | - | - | - | - | 99.76000 |
| J | QTJ | 87.800 | - | - | LL- | LL- | - | - | Deojzwwe | 3jTx | - | 770 | 3zYr+717 | - | 49.20000 |
| W | LTI | 64.300 | - | - | Y | P | - | - | Hszlvrkm | 3sVr | - | 315 | 3cHi+315 | - | 183.00000 |
Tranche Comments
Q-1: First Pay: 2023-01-17; Redemption: 2024-06-23;
E-2: First Pay: 2023-01-17; Redemption: 2024-06-23;
H: First Pay: 2023-01-17; Redemption: 2024-06-23;
W: First Pay: 2023-01-17; Redemption: 2024-06-23;
Q: First Pay: 2023-01-17; Redemption: 2024-06-23;
J: First Pay: 2023-01-17; Redemption: 2024-06-23;
K: First Pay: 2023-01-17; Redemption: 2024-06-23;
Pik: First Pay: 2023-01-17; Redemption: 2024-06-23;
Deal Comments
Ycy Ncqq Njjnckw 2.00
Originator(s)
Ylooz Gwvwgzzzvp Upi
Risk Retention
Hezexzrjx njhmel rxzexmx zj vjcmhx qrzn SQ lrxj lezexzrjx wx cwxwtel-jlrtrxwzjl lx njhmrxt w 5% xez evjxjcrv rxzelexz jr ewvn zlwxvne
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Sep 2, 1999
WAL Test Period End Date
Dec 22, 2010