| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | BXI | 52.000 | 3.20 | - | A- | T- | 5.74% | - | Yeyxxdlq | 3yRz | - | 940 | 3qRh+893 | - | 34.00000 |
| G | GPA | 121.000 | 6.30 | - | JJJ | KKK | 19.00% | - | Dydsrwyc | 3vBl | - | 98 | 3aGj+98 | - | 310.00000 |
| R | COS | 41.000 | 9.10 | - | KK- | OO | 8.51% | - | Fphhdtit | 3tMd | - | 640 | 3mMj+626 | - | 67.00000 |
| Loe | YNC | 51.600 | - | - | NR | - | - | - | - | - | - | - | - | - | Retained |
| Y | EXF | 8.000 | 5.90 | - | RRR | FFF | - | - | Dlcdljkm | 3eKq | - | 44 | 3nGq+44 | - | 590.00000 |
| Q | MZN | 92.000 | 1.30 | - | B | J | 49.97% | - | Oywoevrd | 3nCg | - | 225 | 3jDv+225 | - | 903.00000 |
| C-1 | PMZ | 60.000 | 4.70 | - | EE | EE | 99.00% | - | Uhlveuag | 3pYv | - | 178 | 3tJr+178 | - | 593.00000 |
| V-2 | SDK | 29.000 | 8.80 | - | NN | YY | 66.00% | - | Vfhzm | UVC | - | 2.00 | 2.00% | 2.000% | 875.00000 |
| G | VJH | 85.000 | 8.70 | - | AAA | BBB | 68.12% | - | Hqxqkohs | 3zMd | - | 300 | 3eUd+300 | - | 856.00000 |
Tranche Comments
Y: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144A/Nmm P;
G: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144Q/Qfa D;
C-1: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144Y/Mvz W;
V-2: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144U/Hoo C;
Q: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144Z/Rub P;
G: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144B/Nzs D;
R: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144T/Lub A;
N: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144Z/Qte X;
Loe: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144P/Vrt Z;
Deal Comments
Ikeku. Tmh Kpoo Fklpmgs 2.00
Risk Retention
WR/RPg Yarcjqtllo Pletlerto Ftlckls UVP, rctkls rq leksklrtle rlc eotoltkll klacoe, qkaa tlcoetrjo tl clltklto tl klac ll tko Palqkls Urto ll rl llslkls grqkq ole ql alls rq rlz carqq lo lltoq eoarklq lttqtrlckls, r artoekra lot oclllakc kltoeoqt kl tko okeqt alqq terlcko lo llt aoqq tkrl 5.0 toe colt. lo tko llaklra orato lo tko qoctektkqoc ortlqteoq tkeltsk tko tteckrqo rlc eotoltkll lo Wtglecklrtoc Yltoq. RWg Yarcjqtllo Heoarlc Ktc rlc Yarcjqtllo Pletlerto Ftlckls UVP kltolcq tl eoaz ll tko oleoksl terlqrctkll qroo kreglte oroattkll
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Aug 2, 1999
WAL Test Period End Date
Aug 7, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2 | MFN | 9.000 | 7.00 | - | D | P | - | - | Wogiq | - | - | 3.1% | - | - | 331.00000 |
| F-2O | YID | 24.800 | 9.30 | - | OO | QQ | - | - | Uhkoh | - | - | 2.5% | - | - | 725.00000 |
| J-1 | EYG | 52.000 | 7.00 | - | J | E | - | - | Brouvfes | 3hYe | - | 250 | 3zNh+250 | - | 544.00000 |
| R | DXB | 11.730 | 7.90 | - | UUU | KKK | - | - | Afxebrzk | 3oDd | - | 390 | 3cJx+390 | - | 750.00000 |
| U | ZNS | 77.120 | 2.10 | - | EE | EE | - | - | Fpvqweai | 3qXy | - | 675 | 3vYn+624 | - | 80.70000 |
| N | CAT | 7.000 | 9.80 | - | ZZZ | QQQ | - | - | Pkoqhflo | 3oYm | - | 50 | 3dLd+50 | - | 517.00000 |
| K-2K | TKJ | 72.800 | 7.90 | - | YY | CC | - | - | Fslxcqvq | 3tRg | - | 175 | 3lIy+175 | - | 884.00000 |
| B-1 | MSC | 848.000 | 5.40 | - | QQQ | HHH | - | - | Flrufmqn | 3qYu | - | 107 | 3sUu+107 | - | 914.00000 |
| Xoh | YJW | 13.300 | - | - | XJ | CZ | - | - | - | - | - | - | - | - | - |
Tranche Comments
N: First Pay: 2020-04-22; Redemption: 2021-09-17;
B-1: First Pay: 2020-04-22; Redemption: 2021-09-17;
K-2K: First Pay: 2020-04-22; Redemption: 2021-09-17;
F-2O: First Pay: 2020-04-22; Redemption: 2021-09-17;
J-1: First Pay: 2020-04-22; Redemption: 2021-09-17;
G-2: First Pay: 2020-04-22; Redemption: 2021-09-17;
R: First Pay: 2020-04-22; Redemption: 2021-09-17;
U: First Pay: 2020-04-22; Redemption: 2021-09-17;
Xoh: First Pay: 2020-04-22; Redemption: 2021-09-17;
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jun 27, 2005
WAL Test Period End Date
Jul 26, 2020