| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | IGV | 80.000 | 6.12 | - | EEE- | - | - | - | 91.00% | - | Nmpyxmrx | JLQE | 615-625 | 615 | APHG+615 | - | 523.00000 |
| Y | PXM | 180.000 | 5.50 | - | AAA | - | - | - | 66.00% | - | Zvadocka | CLUC | 240 | 240 | NKVG+240 | - | 866.00000 |
| O | TBI | 47.000 | 3.10 | - | NN | - | - | - | 71.00% | - | Qbvxcoxh | LONW | 315-325 | 315 | IGCQ+315 | - | 140.00000 |
| Z | ZHB | 37.000 | 4.70 | - | W | - | - | - | 69.00% | - | Glsbuaeq | KVVK | 410-420 | 410 | NGYD+410 | - | 375.00000 |
| S | VQG | 39.000 | 9.19 | - | CC- | - | - | - | 51.00% | - | Qvrcvpsn | GKKE | 900b | 875 | LYER+857 | - | 80.00000 |
| Lmy | JFV | 68.000 | - | - | PW | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y: First Pay: 2024-07-28; Redemption: 2026-01-28; Registration: 144N/Qne A;
O: First Pay: 2024-07-28; Redemption: 2026-01-28; Registration: 144V/Yxn Q;
Z: First Pay: 2024-07-28; Redemption: 2026-01-28; Registration: 144V/Csw S;
H: First Pay: 2024-07-28; Redemption: 2026-01-28; Registration: 144G/Ytp G;
S: First Pay: 2024-07-28; Redemption: 2026-01-28; Registration: 144A Heir;
Lmy: First Pay: 2024-07-28; Redemption: 2026-01-28; Registration: 144D Jbzj;
Deal Comments
Dxn Dxjj Qlbqxnk 2.00
Risk Retention
EI/ID - Nzm
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 4, 1999