| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| NE | TFF | 22.000 | 85.10 | Re3 | MA | - | - | - | 8.00% | - | Spvymdsi | CODG | 625-650 | 650 | DCPV+650 | - | - |
| Y1C | POD | 59.900 | 6.90 | ZX | C+ | - | - | - | 57.20% | - | Cbeufrev | EJZK | - | 200 | SKII+200 | - | - |
| CB | VZO | 941.000 | 1.90 | Xcc | PQ | - | - | - | 84.00% | - | Hzqzmcfx | UHKR | 136 | 136 | EUFD+136 | - | - |
| WG | POG | 66.000 | 4.30 | TY | RR | - | - | - | 50.00% | - | Wymrltvi | QAEC | 165-170 | 175 | PBEA+175 | - | - |
| Z2X | LKV | 7.800 | 3.20 | CJ | P | - | - | - | 18.00% | - | Ypyumsyb | NCML | - | 240 | PDIM+240 | - | - |
| Sdh | XQF | 12.200 | - | UT | GD | - | - | - | - | - | - | - | - | - | - | - | Retained |
| OC | RUU | 21.000 | 75.00 | AU | XXX- | - | - | - | 60.00% | - | Hfrosaxd | GXNM | 300-305 | 325 | PDNW+325 | - | - |
Tranche Comments
CB: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144E/Jws T;
WG: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144F/Yde T;
Y1C: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144V/Tjw H;
Z2X: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144E/Vba E;
OC: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144I/Umo G;
NE: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144A/Zjt M;
Sdh: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144F/Arf C;
Deal Comments
Eavag. Yhk Atzz Yaoghal 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 11, 1999