| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2 | YEL | 7.000 | 8.90 | - | - | FFF | - | - | 77.00% | - | Cpcjlehv | CXFS | - | 150 | VIPP+150 | - | - |
| N-1 | UXW | 62.000 | 8.20 | - | - | DDD- | - | - | 17.00% | - | Mcmvkjie | EEAW | - | 290 | NEOA+290 | - | - |
| R | RPC | 24.000 | 8.80 | - | - | L | - | - | 26.00% | - | Xkfaeufw | WNUE | - | 190 | MQDA+190 | - | - |
| H | LGX | 62.000 | 8.20 | - | - | ZZ | - | - | 71.00% | - | Tmkcvmrq | VKIG | - | 170 | JBTR+170 | - | - |
| A-2 | CQW | 2.000 | 63.00 | - | - | MMM- | - | - | 67.00% | - | Ksfadvqr | HQZM | - | 415 | SEYM+415 | - | - |
| P | FIB | 35.000 | 63.50 | - | - | BB- | - | - | 5.00% | - | Lxoylfrb | DVCP | - | 510 | PNTA+510 | - | - |
| P-1 | MNZ | 982.000 | 5.80 | - | - | GGG | - | - | 54.00% | - | Chckjufg | SUXA | - | 136 | SHKS+136 | - | - |
| Kht | KRB | 94.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P-1: Redemption: 2026-10-18; Registration: 144N/Mrz Z;
W-2: Redemption: 2026-10-18; Registration: 144B/Fdw Y;
H: Redemption: 2026-10-18; Registration: 144L/Arm R;
R: Redemption: 2026-10-18; Registration: 144E/Hxl U;
N-1: Redemption: 2026-10-18; Registration: 144Y/Njn F;
A-2: Redemption: 2026-10-18; Registration: 144D/Lnc E;
P: Redemption: 2026-10-18; Registration: 144C/Bks U;
Kht: Redemption: 2026-10-18; Registration: 144W/Dqy Q;
Deal Comments
Luc Oknn Ilqouwi 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Nov 7, 1999