| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1-U2 | GHZ | 152.000 | 4.80 | - | - | QQQ | - | - | 45.00% | - | Fbvsvfri | ACQU | - | 118 | CWFX+118 | - | - |
| Sdo | MEP | 57.857 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L-U2 | LSN | 7.500 | 5.80 | - | - | KKK | - | - | - | - | Ulqcpwmu | XZNG | - | 95 | IYAQ+95 | - | - |
| E2-A2 | XIF | 5.200 | 18.90 | - | - | NNN- | - | - | 50.00% | - | Tpdhaldo | VJJL | - | 385 | MHNY+385 | - | - |
| N-Q2 | OCY | 85.900 | 59.50 | - | - | PP- | - | - | 1.00% | - | Usbzbsju | SJZO | - | 490 | NLWL+490 | - | - |
| Pkk Cwm | TQJ | 87.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J1-V2 | QMB | 18.000 | 9.10 | - | - | ZZZ- | - | - | 32.00% | - | Opsxtlwv | TPBU | - | 270 | LEVE+270 | - | - |
| Q-Q2 | VJU | 51.000 | 8.30 | - | - | L | - | - | 39.00% | - | Slmhmxac | PBAO | - | 180 | TMUG+180 | - | - |
| L2-R2 | NIW | 2.000 | 8.10 | - | - | ZZZ | - | - | 67.00% | - | Jjxbxwhj | CTBP | - | 140 | QNQZ+140 | - | - |
| K-T2 | OOY | 92.000 | 6.30 | - | - | EE | - | - | 35.00% | - | Ajejxtqq | DPVU | - | 160 | NLWS+160 | - | - |
Tranche Comments
L-U2: Redemption: 2027-03-21; Registration: 144I/Ezq G;
Z1-U2: Redemption: 2027-03-21; Registration: 144Q/Xnp U;
L2-R2: Redemption: 2027-03-21; Registration: 144K/Ezp O;
K-T2: Redemption: 2027-03-21; Registration: 144X/Bmp O;
Q-Q2: Redemption: 2027-03-21; Registration: 144H/Kih G;
J1-V2: Redemption: 2027-03-21; Registration: 144W/Zcz Y;
E2-A2: Redemption: 2027-03-21; Registration: 144M/Rer D;
N-Q2: Redemption: 2027-03-21; Registration: 144M/Gbh B;
Pkk Cwm: Redemption: 2027-03-21; Registration: 144K/Gwf V;
Sdo: Redemption: 2027-03-21; Registration: 144P/Wcw V;
Deal Comments
Wpxpx. Dow Lqqq Rpofogm 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
May 29, 2000