| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O1T | UHB | 834.280 | - | - | OOO | - | - | - | 29.00% | - | Aupvksyc | CBLQ | 135r | 136 | PGWS+136 | - | - |
| WG | RIW | 36.000 | - | - | JJ- | - | - | - | 1.00% | - | Zxdhuojr | LNEG | 550c | 550 | LJXU+550 | - | - |
| D2S | TIT | 2.000 | - | - | OOO- | - | - | - | 98.00% | - | Bvqhuyeb | QLOI | 400l | 410 | JBQZ+410 | - | - |
| XM | QAB | 8.000 | - | - | K- | - | - | - | 2.00% | - | - | - | - | - | - | - | Retained |
| Esq | ILC | 27.390 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q2L | API | 6.000 | - | - | VVV | - | - | - | 97.00% | - | Sebzcfsv | DEVP | 150-155 | 150 | VEBO+150 | - | - |
| B1C-N | PCN | 35.480 | - | - | CCC | - | - | - | 49.00% | - | Wdbacsyl | LPZR | - | 136 | BKDL+136 | - | - |
| E1O | QEY | 25.000 | - | - | MMM- | - | - | - | 27.00% | - | Jpxxmefc | PUNR | 285v | 280 | ECGU+280 | - | - |
| CR | CVX | 60.000 | - | - | BB | - | - | - | 53.00% | - | Zohjmqmo | ILCH | 160g | 160 | IKWC+160 | - | - |
| OF | FGA | 99.000 | - | - | O | - | - | - | 36.00% | - | Rfzpbujm | NJQQ | 190q | 190 | SJCQ+190 | - | - |
Tranche Comments
O1T: Redemption: 2026-07-20; Registration: 144X/Gru A;
B1C-N: Redemption: 2026-07-20; Registration: 144O/Xsx B;
Q2L: Redemption: 2026-07-20; Registration: 144L/Jqa R;
CR: Redemption: 2026-07-20; Registration: 144F/Lfz T;
OF: Redemption: 2026-07-20; Registration: 144F/Cmg R;
E1O: Redemption: 2026-07-20; Registration: 144D/Dvx I;
D2S: Redemption: 2026-07-20; Registration: 144O/Qjs R;
WG: Redemption: 2026-07-20; Registration: 144C/Btk A;
XM: Redemption: 2026-07-20; Registration: 144Y/Uoc H;
Esq: Redemption: 2026-07-20; Registration: 144T/Uie S;
Deal Comments
Vkykk. Wgz-Coll Tkgfgoi 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Dec 27, 1999