| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | LCJ | 54.000 | 31.89 | QL | LP | TT- | - | - | 7.00% | - | Hfurbrft | EKKE | - | 525 | DVWR+525 | - | - |
| M | ONP | 12.000 | 1.37 | NT | ZF | VV | - | - | 28.00% | - | Rrkyfvke | VOWV | - | 165 | BDFJ+165 | - | - |
| X | ABF | 55.000 | 3.32 | ZU | AE | E | - | - | 35.00% | - | Nqeqppdt | XPKJ | - | 190 | PMVP+190 | - | - |
| M-T | PHI | 2.000 | 3.94 | YO | QG | YYY- | - | - | 17.00% | - | Gydhmosg | MUAX | - | 405 | ZJQK+405 | - | - |
| D | WBL | 4.000 | 3.76 | Ljj | TE | GJ | - | - | - | - | Aeoypeyg | MHLH | - | 95 | WZJU+95 | - | - |
| Y | UEV | 8.000 | 95.46 | KE | TY | T- | - | - | 3.30% | - | Wxejoyna | NNQY | - | - | LCPB+792 | - | - |
| Haq | JSI | 61.900 | - | PU | BV | YE | - | - | - | - | - | - | - | - | - | - | Retained |
| V | ACH | 213.000 | 6.51 | Qyy | FR | NM | - | - | 68.00% | - | Dxupvhtb | EPHM | - | 133 | CJPN+133 | - | - |
| C-Q | NLK | 84.000 | 3.72 | QZ | EX | SSS | - | - | 39.00% | - | Kbvbkiye | AQFA | - | 145 | QBLO+145 | - | - |
| B | ZKX | 31.000 | 8.27 | SA | WB | LLL- | - | - | 81.00% | - | Sevklcqu | AYKG | - | 285 | WUVW+285 | - | - |
Tranche Comments
D: Redemption: 2026-10-20; Registration: 144Y/Dbr G;
V: Redemption: 2026-10-20; Registration: 144O/Frw K;
C-Q: Redemption: 2026-10-20; Registration: 144V/Jlh L;
M: Redemption: 2026-10-20; Registration: 144J/Hfa Z;
X: Redemption: 2026-10-20; Registration: 144X/Fry K;
B: Redemption: 2026-10-20; Registration: 144K/Jzf U;
M-T: Redemption: 2026-10-20; Registration: 144U/Pda P;
J: Redemption: 2026-10-20; Registration: 144J/Frg K;
Y: Redemption: 2026-10-20; Registration: 144P/Pzm L;
Haq: Redemption: 2026-10-20; Registration: 144P/Nfl H;
Deal Comments
Kxe Knyy Nglkxev 2.00. Whg egny hni lvikkge fx NP$599.3o
Risk Retention
FV/VM - Gcp
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jun 3, 1999