| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Dkb | JVP | 85.000 | - | AX | HU | HG | - | - | - | - | - | - | - | - | - | - | Retained |
| D2U | WVS | 8.000 | - | WF | SS | CO | - | - | 53.00% | - | Mlwqo | BLKQ | - | 160 | 5.248% | - | - |
| P1C | LKK | 39.600 | - | GB | XXX- | SY | - | - | 32.00% | - | Xefrusho | HBYD | - | 285 | USVD+285 | - | - |
| U2G | GEU | 6.990 | - | YK | JJJ- | PT | - | - | 95.75% | - | Oraeqtna | GPJI | - | 420 | NNYG+420 | - | - |
| T | LVH | 8.000 | - | HV | JJJ | AK | - | - | - | - | Blxbffet | WCSH | - | 75 | HSCJ+75 | - | - |
| L1L | TBT | 64.810 | - | XD | QQ | NQ | - | - | 27.00% | - | Pmqylfow | YNNV | - | 160 | PYIK+160 | - | - |
| X2B | TPK | 10.500 | - | CO | YS | JJJ | - | - | 77.67% | - | Qqvdsavq | VLIP | - | 152 | XNGC+152 | - | - |
| JM | HIU | 55.640 | - | MC | HH- | BC | - | - | 8.00% | - | Eydfwekt | VJEL | - | 540 | VVHP+540 | - | - |
| W1Z | BIG | 313.290 | - | WY | NNN | ZZZ | - | - | 58.36% | - | Qusaupxc | TANB | - | 135 | SKFT+135 | - | - |
| XY | AKG | 19.800 | - | IY | M | OF | - | - | 64.00% | - | Pvxuhqqp | KGTC | - | 190 | WCGT+190 | - | - |
Tranche Comments
T: Redemption: 2026-07-19; Registration: 144I/Mej Q;
W1Z: Redemption: 2026-07-19; Registration: 144O/Khe C;
X2B: Redemption: 2026-07-19; Registration: 144A/Cvn E;
L1L: Redemption: 2026-07-19; Registration: 144V/Ebs O;
D2U: Redemption: 2026-07-19; Registration: 144H/Wfa J;
XY: Redemption: 2026-07-19; Registration: 144T/Hnh L;
P1C: Redemption: 2026-07-19; Registration: 144Z/Fzg O;
U2G: Redemption: 2026-07-19; Registration: 144F/Hso W;
JM: Redemption: 2026-07-19; Registration: 144O/Ork P;
Dkb: Redemption: 2026-07-19; Registration: 144E/Ors S;
Deal Comments
Mxwxv. Auo Zkuu Uxbfuse 2.00
Risk Retention
OC - Sojd WO/OL - Soj
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 24, 1999