| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P2 | TYA | 71.400 | - | Wzz | OT | - | - | - | 15.00% | - | Usmeqkdx | GVZU | 160-165 | 165 | TJFK+165 | - | - |
| L1Q | HZZ | 65.230 | - | WM | GGG+ | - | - | - | 92.00% | - | Udxpwtnl | MSLE | - | 340 | JZBN+340 | - | - |
| Xap | WTT | 41.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | AMA | 47.200 | - | NB | T | - | - | - | 95.00% | - | Djhjpljq | WSKV | 205-215 | 220 | ANXX+220 | - | - |
| Q | FPH | 78.700 | - | XM | ZZ | - | - | - | 13.00% | - | Qyehlrat | GUVE | 175-180 | 180 | GAQU+180 | - | - |
| T1 | ERE | 860.700 | - | Kaa | XX | - | - | - | 30.00% | - | Blbkdxig | KGVD | 145 | 145 | NEGD+145 | - | - |
| A | OFI | 48.700 | - | HI | XX- | - | - | - | 1.00% | - | Efwuetfc | ILZI | - | 665 | CPVV+665 | - | - |
| T2 | CRU | 3.200 | - | VH | HHH | - | - | - | 88.00% | - | Wrvqm | - | - | - | 8.468% | - | - |
| U1V | PYE | 3.000 | - | SR | KKK+ | - | - | - | 80.00% | - | Tvqwc | - | - | - | 7.470% | - | - |
Tranche Comments
T1: Redemption: 2026-07-20; Registration: 144O/Vvh L;
P2: Redemption: 2026-07-20; Registration: 144M/Eez S;
Q: Redemption: 2026-07-20; Registration: 144K/Rvt N;
G: Redemption: 2026-07-20; Registration: 144V/Owv T;
L1Q: Redemption: 2026-07-20; Registration: 144L/Uzs Q;
U1V: Redemption: 2026-07-20; Registration: 144I/Iwe B;
T2: Redemption: 2026-07-20; Registration: 144I/Iya L;
A: Redemption: 2026-07-20; Registration: 144N/Cxi I;
Xap: Redemption: 2026-07-20; Registration: 144D/Uks T;
Deal Comments
Wcu Tjll Vmgrcvs 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 12, 1999