| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 193.000 | - | Aaa | - | - | - | - | 51.75% | - | Fixed | - | - | - | 5.539% | - | - |
| B | USD | 53.000 | - | Aa3 | - | - | - | - | 38.50% | - | Fixed | - | - | - | 5.689% | - | - |
| C | USD | 14.000 | - | A3 | - | - | - | - | 35.00% | - | Fixed | - | - | - | 6.139% | - | - |
| D | USD | 19.000 | - | Baa3 | - | - | - | - | 30.25% | - | Fixed | - | - | - | 7.889% | - | - |
| E | USD | 41.000 | - | Ba3 | - | - | - | - | 20.00% | - | Fixed | - | - | - | 7.000% | - | - |
| Sub | USD | 95.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2025-03-15; Redemption: 2026-08-29; Registration: 144A/Reg S;
B: First Pay: 2025-03-15; Redemption: 2026-08-29; Registration: 144A/Reg S;
C: First Pay: 2025-03-15; Redemption: 2026-08-29; Registration: 144A/Reg S;
D: First Pay: 2025-03-15; Redemption: 2026-08-29; Registration: 144A/Reg S;
E: First Pay: 2025-03-15; Redemption: 2026-08-29; Registration: 144A/Reg S;
Sub: First Pay: 2025-03-15; Redemption: 2026-08-29; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Sep 15, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | VAH | 547.000 | - | Eaa | - | - | - | - | - | - | Fvvsi | - | - | - | 2.625% | - | - |
| E | YQG | 42.190 | - | Xm3 | - | - | - | - | - | - | Wrrnl | - | - | - | 7.079% | - | - |
| Aaz | KBQ | 35.400 | - | VS | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | NVR | 81.000 | - | O3 | - | - | - | - | - | - | Rpvil | - | - | - | 3.425% | - | - |
| X | YSJ | 75.000 | - | Ta3 | - | - | - | - | - | - | Cwcqs | - | - | - | 2.925% | - | - |
| W | JZM | 60.000 | - | Vww3 | - | - | - | - | - | - | Zlasl | - | - | - | 5.075% | - | - |
Tranche Comments
G: First Pay: 2022-04-25; Redemption: 2023-09-20;
X: First Pay: 2022-04-25; Redemption: 2023-09-20;
J: First Pay: 2022-04-25; Redemption: 2023-09-20;
W: First Pay: 2022-04-25; Redemption: 2023-09-20;
E: First Pay: 2022-04-25; Redemption: 2023-09-20;
Aaz: First Pay: 2022-04-25; Redemption: 2023-09-20;
Deal Comments
Mgz Nrjj Uxwrgep 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 12, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | PNI | 203.700 | - | Nkk | - | - | - | - | - | - | Cospv | - | - | - | 3.572% | - | - |
| P | EUE | 85.100 | - | Gi3 | - | - | - | - | - | - | Kczzn | - | - | - | 4.122% | - | - |
| Lov | JIG | 959.000 | - | BN | - | - | - | - | - | - | - | - | - | - | - | - | - |
| F | QLX | 68.400 | - | P3 | - | - | - | - | - | - | Izlzf | - | - | - | 4.472% | - | - |
| O | XTE | 55.360 | - | Xqq3 | - | - | - | - | - | - | Ekcus | - | - | - | 5.722% | - | - |
Tranche Comments
E: First Pay: 2020-10-28; Redemption: 2022-04-28;
P: First Pay: 2020-10-28; Redemption: 2022-04-28;
F: First Pay: 2020-10-28; Redemption: 2022-04-28;
O: First Pay: 2020-10-28; Redemption: 2022-04-28;
Lov: First Pay: 2020-10-28; Redemption: 2022-04-28;
Deal Comments
Ttn-Vwjj Eeomtos 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Apr 29, 2007