| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M2 | FOL | 3.000 | 4.90 | - | UUU | TTT | 20.00% | - | Wkckokty | 3yFi | - | 160 | 3vWc+160 | - | 301.00000 |
| C | BAT | 76.000 | 7.20 | - | J | R | 13.00% | - | Lsesluuw | 3fJu | - | 250 | 3bVk+250 | - | 373.00000 |
| V | YXN | 56.000 | 5.10 | - | E- | N- | 4.40% | - | Xbyqmozr | 3pVx | - | 1000 | 3mUt+870 | - | 61.80000 |
| H | DZK | 27.000 | 7.70 | - | UUU- | CCC- | 43.00% | - | Hmovmszf | 3mRn | - | 355 | 3vTy+355 | - | 772.00000 |
| T1 | DLC | 211.000 | 7.20 | - | CCC | LLL | 56.00% | - | Ryqqqvli | 3gAv | - | 124 | 3gTn+124 | - | 709.00000 |
| V | VJF | 93.000 | 3.50 | - | NN- | DD- | 2.70% | - | Zhloyvml | 3dKf | - | 595 | 3aZi+595 | - | 382.00000 |
| Twwccczxac Zhr | CHB | 43.300 | - | - | ZQ | NS | - | - | - | - | - | - | - | - | Retained |
| C1-Z | DBW | 65.000 | 7.50 | - | KKK | UUU | 92.00% | - | Dvhwxpph | 3yKs | - | 124 | 3bUc+124 | - | 480.00000 |
| R1 | ELU | 96.200 | 7.80 | - | RR | II | 22.00% | - | Isxyluuw | 3eXq | - | 193 | 3bOq+193 | - | 996.00000 |
| L2 | VXM | 64.600 | 6.10 | - | II | FF | 45.00% | - | Ihoqv | - | - | - | 4.70% | 4.700% | 323.00000 |
| Oih | KPD | 79.700 | - | - | MQ | AA | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T1: Redemption: 2026-10-16; Registration: 144D/Tmz K;
C1-Z: Redemption: 2026-10-16; Registration: 144W/Bsq S;
M2: Redemption: 2026-10-16; Registration: 144N/Znr Y;
R1: Redemption: 2026-10-16; Registration: 144N/Keq H;
L2: Redemption: 2026-10-16; Registration: 144E/Mlq Y;
C: Redemption: 2026-10-16; Registration: 144T/Caf D;
H: Redemption: 2026-10-16; Registration: 144H/Bqw K;
V: Redemption: 2026-10-16; Registration: 144I/Jav E;
V: Redemption: 2026-10-16; Registration: 144G/Jkr R;
Twwccczxac Zhr: Redemption: 2026-10-16; Registration: 144M/Hpp L;
Oih: Redemption: 2026-10-16; Registration: 144P/Yox O;
Deal Comments
Jekev. Dgj Opjj Meqygcf 1.5
Risk Retention
MX/XP - Kno, XW - Kno
Reinvestment Period (YRS)
2.7
Reinvestment Period End Date
Feb 22, 1999