| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2 | GAN | 5.200 | 5.40 | - | EEE- | - | - | - | 33.30% | - | Hvjbqlvq | WHVC | - | 601 | LOYT+601 | - | - |
| L-1 | XKC | 441.000 | 4.70 | - | HHH | - | - | - | 34.00% | - | Cdshudmc | VHXB | - | 240 | VVFP+240 | - | - |
| N | ERH | 58.000 | 2.70 | - | AA- | - | - | - | 10.00% | - | - | - | - | - | - | - | Retained |
| H-2S | AKM | 32.000 | 4.00 | - | JJ | - | - | - | 88.20% | - | Qjgrr | - | - | - | 6.49% | - | - |
| P-1 Kehr | FIH | 691.000 | 7.40 | - | III | - | - | - | 16.00% | - | Wpvmybor | LLIY | - | 240 | YKEQ+240 | - | - |
| Z-2Z | KSW | 28.000 | 8.00 | - | YY | - | - | - | 70.60% | - | Swsckvai | ACJX | 315-325 | 320 | EEKV+320 | - | - |
| C | PGE | 67.000 | 6.20 | - | O | - | - | - | 27.00% | - | Lfdkyhkm | YOXL | - | 410 | TASJ+410 | - | - |
| Tbruhy | MXH | 65.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-1 | LEY | 85.700 | 1.90 | - | ZZZ | - | - | - | 91.70% | - | Kqeqkbcu | VHJR | - | 550 | DMOK+550 | - | - |
Tranche Comments
P-1 Kehr: First Pay: 2023-07-15; Redemption: 2024-01-15;
L-1: First Pay: 2023-07-15; Redemption: 2024-01-15;
Z-2Z: First Pay: 2023-07-15; Redemption: 2024-01-15;
H-2S: First Pay: 2023-07-15; Redemption: 2024-01-15;
C: First Pay: 2023-07-15; Redemption: 2024-01-15;
C-1: First Pay: 2023-07-15; Redemption: 2024-01-15;
A-2: First Pay: 2023-07-15; Redemption: 2024-01-15;
N: First Pay: 2023-07-15; Redemption: 2024-01-15;
Tbruhy: First Pay: 2023-07-15; Redemption: 2024-01-15;
Deal Comments
Euk Hwuu Yqyzuor 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Nov 12, 1999