| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 4.000 | - | NR | AAA | NR | - | - | - | - | Floating | 3mL | - | 60 | 3mL+60 | - | - |
| AR | USD | 245.000 | - | NR | AAA | NR | - | - | 38.75% | - | Floating | 3mL | - | 112 | 3mL+112 | - | - |
| B1R | USD | 40.500 | - | NR | AA | NR | - | - | 24.13% | - | Floating | 3mL | - | 165 | 3mL+165 | - | - |
| B2R | USD | 18.000 | - | NR | AA | NR | - | - | 24.13% | - | Fixed | Swaps | - | 150 | 2.838% | - | - |
| CR | USD | 22.500 | - | NR | A | NR | - | - | 18.50% | - | Floating | 3mL | - | 200 | 3mL+200 | - | - |
| DR | USD | 25.500 | - | NR | BBB- | NR | - | - | 12.13% | - | Floating | 3mL | - | 310 | 3mL+310 | - | - |
| ER | USD | 13.500 | - | NR | BB- | NR | - | - | 8.75% | - | Floating | 3mL | - | 600 | 3mL+600 | - | - |
| Sub | USD | 31.790 | - | NR | NR | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Redemption: 2023-07-17; Registration: 144A/Reg S;
AR: Redemption: 2023-07-17; Registration: 144A/Reg S;
B1R: Redemption: 2023-07-17; Registration: 144A/Reg S;
B2R: Redemption: 2023-07-17; Registration: 144A/Reg S;
CR: Redemption: 2023-07-17; Registration: 144A/Reg S;
DR: Redemption: 2023-07-17; Registration: 144A/Reg S;
ER: Redemption: 2023-07-17; Registration: 144A/Reg S;
Sub: Redemption: 2023-07-17; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 17, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | GIP | 67.000 | - | LT | GG- | AT | - | - | 1.74% | - | Ydmdokji | 3fH | - | 750 | 3sN+733 | - | - |
| Y1 | PIZ | 26.000 | - | ZE | DD | PI | - | - | 82.00% | - | Pwxmhxov | 3iN | - | 210 | 3fU+210 | - | - |
| S2 | CSJ | 25.000 | - | PB | DD | LA | - | - | 18.00% | - | Aslyb | - | - | 210 | 2.495% | - | - |
| K | FYP | 19.000 | - | ER | B | JA | - | - | 79.00% | - | Myexvxka | 3gL | - | 270 | 3jJ+270 | - | - |
| Mfq | ESU | 48.480 | - | HX | KS | VV | - | - | - | - | Qpbdtlyh | - | - | - | - | - | Retained |
| V | MUA | 786.000 | - | IS | UUU | FN | - | - | 20.00% | - | Obwhzydt | 3zC | - | 160 | 3zV+160 | - | - |
| H | FLP | 38.000 | - | IO | ZZZ- | WQ | - | - | 50.00% | - | Qeufkica | 3aS | - | 400 | 3lG+400 | - | - |
Tranche Comments
V: Redemption: 2021-07-17; Registration: 144D/Car L;
Y1: Redemption: 2021-07-17; Registration: 144X/Ksx F;
S2: Redemption: 2021-07-17; Registration: 144W/Odo Y;
K: Redemption: 2021-07-17; Registration: 144N/Cut S;
H: Redemption: 2021-07-17; Registration: 144W/Ypi Y;
V: Redemption: 2021-07-17; Registration: 144E/Ykl T;
Mfq: Redemption: 2021-07-17; Registration: 144N/Kos I;
Deal Comments
Esf-Vtxx Tehxsou 1.00
Risk Retention
HV/DH UU Xdoyufzjkq DH.
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Sep 24, 1999