| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-C2 | ZVT | 74.000 | 93.40 | - | - | OO- | - | - | 2.40% | - | Quudjxuj | IASX | - | 675 | CUQB+675 | - | 545.00000 |
| X-1FN2 | BVL | 46.000 | 5.93 | - | - | III- | - | - | 61.10% | - | Ckdwfuev | CVEZ | - | 315 | ESEM+315 | - | 985.00000 |
| D-1OY2 | CPZ | 2.000 | 8.10 | - | - | MMM- | - | - | 46.20% | - | Rdbvlqdz | HWYW | - | 375 | GTDX+375 | - | 700.00000 |
| Yzpuun | GUH | 73.400 | - | - | - | TX | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-1M2 | HHV | 739.000 | 9.65 | Krr | - | - | - | - | 77.80% | - | Fbocqhtq | CNYD | - | 136 | JZUL+136 | - | 166.00000 |
| Z-N2 | GAX | 75.000 | 3.20 | - | - | S | - | - | 63.10% | - | Ppfjopnd | ELUM | - | 200 | XPPJ+200 | - | 391.00000 |
| C-2N2 | XYD | 31.000 | 4.40 | - | - | ZZZ | - | - | 81.30% | - | Srpbpore | XCLD | - | 158 | JSFA+158 | - | 660.00000 |
| O-U2 | EUV | 33.000 | 7.71 | - | - | LL | - | - | 55.90% | - | Humwyajl | HOVG | - | 175 | BUAB+175 | - | 524.00000 |
| N-2G2 | GYB | 2.000 | 2.16 | - | - | FFF- | - | - | 26.60% | - | Eyhkabql | ZTFP | - | 420 | WYLT+420 | - | 291.00000 |
Tranche Comments
Q-1M2: Redemption: 2026-10-15; Registration: 144Z/Far M;
C-2N2: Redemption: 2026-10-15; Registration: 144H/Tzv E;
O-U2: Redemption: 2026-10-15; Registration: 144X/Vhw W;
Z-N2: Redemption: 2026-10-15; Registration: 144F/Ycw K;
X-1FN2: Redemption: 2026-10-15; Registration: 144P/Mhf G;
D-1OY2: Redemption: 2026-10-15; Registration: 144E/Hku F;
N-2G2: Redemption: 2026-10-15; Registration: 144L/Rns H;
B-C2: Redemption: 2026-10-15; Registration: 144M/Znq F;
Yzpuun: Redemption: 2026-10-15; Registration: 144I/Dbd W;
Deal Comments
Dvxvz. Mjt Lygg Uvgyjnf 1.89
Reinvestment Period (YRS)
1.60
Reinvestment Period End Date
Nov 19, 1999