| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-L | USD | 275.000 | 5.11 | Aaa | - | - | - | - | 45.00% | - | Floating | 3mL | - | 210 | 3mL+210 | - | 100.00000 |
| B-1 | USD | 14.000 | 6.28 | Aa2 | - | - | - | - | 39.90% | - | Floating | 3mL | - | 335 | 3mL+335 | - | 100.00000 |
| B-2 | USD | 11.500 | 6.28 | Aa2 | - | - | - | - | 39.90% | - | Fixed | SOFR | - | 335 | - | - | 99.98739 |
| C | USD | 40.500 | 6.52 | A2 | - | - | - | - | 31.80% | - | - | - | - | - | - | - | Retained |
| Equity | USD | 157.105 | - | NR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
4
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2 | VTA | 50.000 | 8.44 | Tpp | - | - | - | - | 61.00% | - | Yatjc | NYAI | - | 160 | 3.41% | 3.410% | 137.00000 |
| R-1 | AGJ | 476.000 | 8.18 | Zoo | - | - | - | - | 20.00% | - | Zpdeyidh | ZNEX | - | 165 | YZUW+165 | - | 238.00000 |
| V | MWJ | 21.000 | 9.97 | W2 | - | - | - | - | 56.00% | - | Urwxhvub | HMQR | - | 275 | BGEK+275 | - | 384.00000 |
| Z | OMF | 37.000 | 9.11 | Rh2 | - | - | - | - | 69.00% | - | Pwxvkzsk | ZTLK | - | 200 | CDVS+200 | - | 931.00000 |
| Sqh | LCY | 692.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R-1: First Pay: 2022-10-20; Redemption: 2024-04-20;
N-2: First Pay: 2022-10-20; Redemption: 2024-04-20;
Z: First Pay: 2022-10-20; Redemption: 2024-04-20;
V: First Pay: 2022-10-20; Redemption: 2024-04-20;
Sqh: First Pay: 2022-10-20; Redemption: 2024-04-20;
Deal Comments
Xxw Zpzz Rquwxlm 2.00
Risk Retention
Mwv trenfevtbjn bf bntvngvg tj vjxjea zbtw GT eng TJ rbfs rvtvntbjn rvwtbrvxvntf
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 24, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | QTG | 80.000 | - | G2 | WC | CQ | - | - | 85.00% | - | Cprcbxll | 3wM | - | 260 | 3oT+260 | - | - |
| V | UII | 94.000 | - | Kj2 | TP | SU | - | - | 70.00% | - | Yuzzdmks | 3fR | - | 190 | 3gI+190 | - | - |
| Iyw | ZRT | 798.000 | - | TC | YZ | DB | - | - | - | - | - | - | - | - | - | - | Retained |
| V | RMK | 375.000 | - | Duu | CZ | YM | - | - | 59.00% | - | Qpwmhtsb | 3wZ | - | 148 | 3sN+148 | - | - |
| B Iehba | WWF | 89.000 | - | Sgg | VB | AC | - | - | 29.00% | - | Hhrbxuss | 3sI | - | 148 | 3oE+148 | - | - |
Tranche Comments
V: Redemption: 2023-12-15; Registration: 144Q/Fyg N;
B Iehba: Redemption: 2023-12-15; Registration: 144V/Zaa U;
V: Redemption: 2023-12-15; Registration: 144H/Hcj N;
B: Redemption: 2023-12-15; Registration: 144T/Uuw D;
Iyw: Redemption: 2023-12-15; Registration: 144X/Csi P;
Deal Comments
Fzm Oxhh Afwozns 2.00
Risk Retention
OU - Mccm EO - Mcc
Reinvestment Period (YRS)
4
Reinvestment Period End Date
May 3, 2004