| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | IEO | 253.200 | 4.90 | - | - | - | - | DD | - | - | Skvel | HUZO | - | 250 | 6.77% | 6.768% | 81.55880 |
| N-2 | OPU | 69.000 | 9.15 | - | - | - | - | QQ | - | - | Wppvcxyq | 3sIWFJ | - | 250 | 3pXMPO+250 | - | 643.00000 |
| Q | KTD | 63.300 | 7.88 | - | - | - | - | TTT | - | - | Hkkfd | UUZE | - | 535 | 9.63% | 9.618% | 90.16313 |
| C-1 | ZJZ | 97.000 | 3.30 | - | - | - | - | O | - | - | Fmbjg | DDXL | - | 355 | 7.83% | 7.818% | 69.16648 |
| S-P | KML | 311.000 | 8.27 | - | - | - | - | RR | - | - | Tkvaefty | 3dBITK | - | 250 | 3fJOFI+250 | - | 137.00000 |
| O-2 | LGK | 10.500 | 6.59 | - | - | - | - | U | - | - | Bboqmqcx | 3nMQHK | - | 355 | 3uETMF+355 | - | 557.00000 |
Tranche Comments
S-P: First Pay: 2025-01-22; Registration: 144H/Vxt M;
K-1: First Pay: 2025-01-22; Registration: 144Z/Rvj O;
N-2: First Pay: 2025-01-22; Registration: 144A/Hpi Q;
C-1: First Pay: 2025-01-22; Registration: 144F/Dns R;
O-2: First Pay: 2025-01-22; Registration: 144Y/Vfm U;
Q: First Pay: 2025-01-22; Registration: 144P/Wky G;
Deal Comments
Vpy Sxss Iqwiptk 1.00
Risk Retention
UN - Puul LU/UF - Puu
Pricing Speed
20% GTK vg Vtv
Reinvestment Period (YRS)
6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | RZQ | 40.200 | 1.30 | - | - | - | - | LLL | - | - | Dboed | EUVM | - | 700 | 10.20% | 10.850% | 82.49907 |
| P | FUX | 86.200 | 5.76 | - | - | - | - | K+ | - | - | Xifgf | ALOP | - | 400 | 7.85% | 7.850% | 63.13866 |
| H-S | TFN | 19.000 | 1.34 | - | - | - | - | FFF | - | - | Wkcrocyy | ETSF | - | 280 | 3lWJKO+280 | - | 652.00000 |
| L-1 | FYQ | 88.600 | 6.50 | - | - | - | - | VVV | - | - | Fuaux | FDBF | - | 280 | 6.65% | 6.650% | 99.90683 |
| N | PFW | 46.400 | 3.75 | - | - | - | - | Z- | - | - | Xtnrc | VEDT | - | 575 | 9.61% | 9.600% | 30.99861 |
Tranche Comments
H-S: First Pay: 2023-07-24; Registration: 144I Msrk;
L-1: First Pay: 2023-07-24; Registration: 144L Plgl;
P: First Pay: 2023-07-24; Registration: 144I Cxea;
N: First Pay: 2023-07-24; Registration: 144R Rxen;
M: First Pay: 2023-07-24; Registration: 144X Trse;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | PWA | 88.000 | 7.33 | - | - | - | - | JJJ | - | 28.0% | Nrbyg | Vfras | - | 340 | 3.91% | 3.922% | 468.00000 |
| D-2 | CMQ | 844.000 | 6.30 | - | - | - | - | O | - | 85.0% | Lmrbs | Jcicf | - | 230 | 2.82% | 2.822% | 779.00000 |
| W-1 | HRY | 13.000 | - | - | - | - | - | Z | - | 90.0% | - | - | - | - | - | - | Retained |
Tranche Comments
W-1: First Pay: 2021-10-22; Redemption: 2022-03-10; Registration: 144C/Eht E;
D-2: First Pay: 2021-10-22; Redemption: 2022-03-10; Registration: 144H/Qur E;
P: First Pay: 2021-10-22; Redemption: 2022-03-10; Registration: 144M/Dxg S;
Deal Comments
Dvt Tkvv Vfkvvmb 1.00
Pricing Speed
20 ZAW tk Ystegwtp
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 13, 1999