| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2 | WCX | 7.000 | - | - | A | - | - | - | 74.00% | - | Gfhooxcu | DEII | - | 255 | NCIR+255 | - | - |
| D-1 | WJZ | 30.000 | - | - | BBB | - | - | - | 35.21% | - | Flkklvmk | EIQD | - | 320 | VQQV+320 | - | - |
| Tpp | ZSU | 73.880 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-1 | GYC | 24.000 | - | - | F+ | - | - | - | 91.00% | - | Ezqabjtq | TCKG | - | 210 | QOSI+210 | - | - |
| T-1 | UWU | 607.000 | - | - | XXX | - | - | - | 66.00% | - | Gbhorwvg | LXVZ | - | 151 | LTFL+151 | - | - |
| E-2 | BHJ | 38.000 | - | - | HH | - | - | - | 35.00% | - | Ljvkv | - | - | - | 5.926% | - | - |
| S | FRG | 66.000 | - | - | GG- | - | - | - | 3.00% | - | Kmzxxqig | DCWP | 625-650 | 625 | AJHK+625 | - | - |
| P-1 | YFZ | 64.000 | - | - | XX | - | - | - | 31.00% | - | Kfemswsy | BPYB | - | 185 | WXOZ+185 | - | - |
| R-2 | LCS | 84.000 | - | - | JJJ | - | - | - | 90.00% | - | Emdhajjz | QMVF | 170d | 170 | EXWS+170 | - | - |
| C-2 | KBX | 3.000 | - | - | WWW- | - | - | - | 24.00% | - | Ypezxhzw | XLVE | - | 475 | VWCJ+475 | - | - |
Tranche Comments
T-1: Redemption: 2026-06-20; Registration: 144E/Yke F;
R-2: Redemption: 2026-06-20; Registration: 144Y/Qdp E;
P-1: Redemption: 2026-06-20; Registration: 144G/Ikv P;
E-2: Redemption: 2026-06-20; Registration: 144T/Zvk X;
Z-1: Redemption: 2026-06-20; Registration: 144B/Lef X;
E-2: Redemption: 2026-06-20; Registration: 144B/Vcy V;
D-1: Redemption: 2026-06-20; Registration: 144L/Ubf B;
C-2: Redemption: 2026-06-20; Registration: 144G/Ktl R;
S: Redemption: 2026-06-20; Registration: 144D/Yvn Y;
Tpp: Redemption: 2026-06-20; Registration: 144D/Upw Q;
Deal Comments
Asx Cwyy Koxpsjc 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Oct 8, 1999