| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | GTF | 8.000 | - | - | III | - | - | - | - | - | Qcvseosb | BIQN | 100j | 105 | LTLG+105 | - | - |
| CQ | KES | 57.700 | - | - | CC- | - | - | - | 8.60% | - | Vdrvwyct | YQIA | 650-675 | 768 | POLW+768 | - | - |
| US | VKC | 53.560 | - | - | FF | - | - | - | 97.00% | - | Zflvavpu | BNFA | 170t | 180 | LABY+180 | - | - |
| F1S | CBT | 941.800 | - | - | KKK | - | - | - | 51.00% | - | Tzlliuki | QQJI | - | 137 | VWPL+137 | - | - |
| Q2R | HGL | 4.517 | - | - | AAA- | - | - | - | 48.55% | - | Zyquu | - | 435-450 | - | 7.743% | - | - |
| P2Y | OAD | 2.340 | - | - | III | - | - | - | 56.10% | - | Rskhsyyd | GEAF | 155s | 163 | NIHP+163 | - | - |
| X1B | GWQ | 58.000 | - | - | CCC- | - | - | - | 58.00% | - | Adhbziyh | ZIQF | 315-325 | 340 | DWTZ+340 | - | - |
| AB | VPV | 4.590 | - | - | B- | - | - | - | 9.33% | - | Crczxcwf | JOJV | 850-875 | 1000 | GLCL+1000 | - | - |
| HT | PKO | 79.000 | - | - | U | - | - | - | 86.00% | - | Wyymllph | IVKL | 205-215 | 215 | HZKC+215 | - | - |
| Szh | IRR | 60.740 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S: Redemption: 2026-09-12; Registration: 144C/Cyr D;
F1S: Redemption: 2026-09-12; Registration: 144P/Vzh N;
P2Y: Redemption: 2026-09-12; Registration: 144W/Tkb B;
US: Redemption: 2026-09-12; Registration: 144X/Apz X;
HT: Redemption: 2026-09-12; Registration: 144B/Rda T;
X1B: Redemption: 2026-09-12; Registration: 144O/Ohb Q;
Q2R: Redemption: 2026-09-12; Registration: 144C/Bxb M;
CQ: Redemption: 2026-09-12; Registration: 144I/Bla O;
AB: Redemption: 2026-09-12; Registration: 144T/Tqa I;
Szh: Redemption: 2026-09-12; Registration: 144G/Qei Q;
Deal Comments
Wvcvt. Vbh Wcgg Svzjbld 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 1, 1999