| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | RGS | 218.993 | 4.65 | 1.16 | Ogg | - | AAA | - | - | 85.80% | - | Hbfrxiep | 1gPIIX | 160p | 160 | 1vLMCZ+152 | - | 91.24000 |
| J | AFH | 49.249 | 7.22 | 4.76 | II | - | WW- | - | - | 3.57% | - | - | - | - | - | - | - | Retained |
| O | RZV | 56.280 | 3.38 | 8.75 | EB | - | AA+ | - | - | 25.47% | - | - | - | - | - | - | - | Retained |
| M | HXB | 60.420 | 6.68 | 9.39 | DY | - | AA- | - | - | 26.11% | - | Rqlowwoc | 1fXSFC | - | 240 | 1fVCDG+234 | - | 82.44000 |
| K | ZCA | 71.607 | 1.70 | 3.93 | XU | - | CCC- | - | - | 88.00% | - | Pauxxoav | 1oDEMP | - | 500 | 1lMTQX+494 | - | 95.10000 |
| MJ | MJV | 838.632 | 8.20 | 3.82 | XL | - | BBB | - | - | 63.92% | - | Fqqmvber | 1kAWLW | - | 200 | 1cYJMN+194 | - | 94.88000 |
| D | OSQ | 91.324 | 6.82 | 9.60 | EY | - | U- | - | - | 12.48% | - | Lehavhop | 1qZBVL | - | 290 | 1xJNFB+284 | - | 68.17000 |
| M | OYA | 65.550 | 8.87 | 8.41 | ML | - | PPP | - | - | 36.62% | - | Nmrmommg | 1oSZYR | - | 345 | 1qUKHU+340 | - | 92.81000 |
| G | BPC | 70.700 | 3.18 | 9.92 | PI | - | I- | - | - | 5.47% | - | - | - | - | - | - | - | Retained |
| T | TUO | 67.378 | - | - | QL | - | PB | - | - | 4.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y: Redemption: 2027-11-15; Registration: 144D/Ojn D;
MJ: Redemption: 2027-11-15; Registration: 144N/Fte Z; Comments: Epy-Euzoyz;
M: Redemption: 2027-11-15; Registration: 144U/Fmt D; Comments: Bkq-Bgskqr;
D: Redemption: 2027-11-15; Registration: 144Q/Qch C; Comments: Ibu-Ivpuuw;
M: Redemption: 2027-11-15; Registration: 144F/Wwe Z; Comments: Ofz-Ohkizd;
K: Redemption: 2027-11-15; Registration: 144Y/Qia F; Comments: Cbu-Czjjum;
O: Redemption: 2027-11-15; Registration: 144I/Cuv E;
J: Redemption: 2027-11-15; Registration: 144G/Jst E;
G: Redemption: 2027-11-15; Registration: 144P/Kkn E;
T: Redemption: 2027-11-15; Registration: 144D/Ozz G;
Deal Comments
Ayc Rvcc Matiyfp 2.50
Risk Retention
MY - Jcji YM/MF - Jcj
Cut-Off Balance ($mm)
367.798452
Reinvestment Period (YRS)
9.6
Reinvestment Period End Date
Jan 8, 2000
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | ONC | 69.550 | 3.51 | 6.00 | AW | - | - | RR (D) | - | 18.42% | - | - | - | - | - | - | - | Retained |
| S | XJW | 99.540 | 4.56 | 2.00 | LF | - | - | T (E) | - | 9.30% | - | - | - | - | - | - | - | Retained |
| S | OFE | 25.195 | 1.90 | 5.00 | VK | - | - | CCC | - | 83.80% | - | Tqujbqob | 1aO | - | 275 | 1zQ+275 | - | 555.00000 |
| FL | MTS | 40.810 | - | - | KH | - | - | ER | - | 2.00% | - | - | - | - | - | - | - | Retained |
| M | YKJ | 40.550 | 2.50 | 5.80 | YB | - | - | ZZ (O) | - | 44.91% | - | Kqdvezko | 1tH | - | 180 | 1pF+180 | - | 473.00000 |
| P | AHR | 54.210 | 1.28 | 7.83 | OQ | - | - | P (L) | - | 10.86% | - | Kclqmsmg | 1rC | - | 225 | 1wD+225 | - | 666.00000 |
| K | BJZ | 16.400 | 6.96 | 6.00 | AB | - | - | OOO (E) | - | 27.40% | - | Lrbcjwuo | 1lS | - | 300 | 1iW+300 | - | 772.00000 |
| A | NHG | 31.210 | 7.45 | 6.00 | EH | - | - | OO (D) | - | 37.70% | - | - | - | - | - | - | - | Retained |
| V | UJA | 956.482 | 5.76 | 4.10 | Uii | - | - | JJJ | - | 38.46% | - | Hrsefwss | 1gZ | - | 120 | 1rD+120 | - | 654.00000 |
| Q-H | KYQ | 78.926 | 9.36 | 4.82 | KI | - | - | KKK | - | 21.28% | - | Kbfcdfop | 1dJ | - | 148 | 1zD+148 | - | 582.00000 |
Tranche Comments
V: Registration: 144K/Yji Y;
Q-H: Registration: 144P/Plw S;
M: Registration: 144O/Ers J;
P: Registration: 144U/Mvp N;
S: Registration: 144O/Rhu H;
K: Registration: 144V/Ify C;
Q: Registration: 144G/Dlu M;
A: Registration: 144V/Znu S;
S: Registration: 144V/Vop U;
FL: Registration: 144D/Ysi Y;
Cut-Off Balance ($mm)
348.911832