| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | OIS | 360.000 | - | Laa | - | QQQ | - | - | 83.00% | - | Rlpzyekt | IMWK | - | 200 | 3wQZCZ+200 | - | - |
| I | VCA | 66.600 | - | - | - | AAA- | - | - | 21.54% | - | Lcjsxcda | MJXZ | - | 550 | 3cHLXL+550 | - | - |
| I | BJG | 80.000 | - | - | - | PP | - | - | 5.44% | - | Hkbxtiow | VETZ | - | 875 | 3fHLXJ+836 | - | - |
| E | BRT | 55.400 | - | - | - | MM | - | - | 40.50% | - | Zkxrzltj | PYDD | - | 275 | 3lWKSX+275 | - | - |
| S | CFY | 7.200 | - | C3 | - | - | - | - | 8.81% | - | - | - | - | - | - | - | Retained |
| Z-2 | LRP | 28.000 | - | Bzz | - | - | - | - | 50.00% | - | Clmpdwuh | MAHC | - | 250 | 3iNAEZ+250 | - | - |
| Kif | OLX | 18.230 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | MPK | 90.300 | - | - | - | X | - | - | 75.64% | - | Rpbmqwub | IGSN | - | 365 | 3zXLVE+365 | - | - |
Tranche Comments
R-1: First Pay: 2023-10-22; Redemption: 2024-02-22;
Z-2: First Pay: 2023-10-22; Redemption: 2024-02-22;
E: First Pay: 2023-10-22; Redemption: 2024-02-22;
D: First Pay: 2023-10-22; Redemption: 2024-02-22;
I: First Pay: 2023-10-22; Redemption: 2024-02-22;
I: First Pay: 2023-10-22; Redemption: 2024-02-22;
S: First Pay: 2023-10-22; Redemption: 2024-02-22;
Kif: First Pay: 2023-10-22; Redemption: 2024-02-22;
Deal Comments
Owv Ymww Xxhvwou 1.00
Risk Retention
OI/IO - Qlm
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 14, 1999