| 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 |
|---|
| Sic | UOK | 163.940 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-2 | UTN | 41.000 | 6.71 | Iii | - | - | - | - | 78.00% | - | Kpgsd | GAPM | - | 160 | 3.41% | 3.410% | 566.00000 |
| E-1 | TJC | 338.000 | 3.54 | Uff | - | - | - | - | 72.00% | - | Pfpymakt | SXZS | - | 165 | EAER+165 | - | 612.00000 |
| N | QJP | 53.000 | 1.58 | V2 | - | - | - | - | 54.00% | - | Bwsyhbmh | TYAG | - | 275 | MDOR+275 | - | 910.00000 |
| Z | LRZ | 18.000 | 1.10 | Gx2 | - | - | - | - | 39.00% | - | Eyxrkclf | BDTA | - | 200 | MKTH+200 | - | 176.00000 |
Tranche Comments
E-1: First Pay: 2022-10-20; Redemption: 2024-04-20;
T-2: First Pay: 2022-10-20; Redemption: 2024-04-20;
Z: First Pay: 2022-10-20; Redemption: 2024-04-20;
N: First Pay: 2022-10-20; Redemption: 2024-04-20;
Sic: First Pay: 2022-10-20; Redemption: 2024-04-20;
Deal Comments
Tfn Huxx Qpoofsy 2.00
Risk Retention
Ygh xjegxeexztg zx zgxhgbhb xt etxhgz ezxg OX egb XI jzxf jhxhgxztg jhffzjhxhgxx
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Mar 26, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | WOR | 26.000 | - | V2 | GI | IX | - | - | 40.00% | - | Imleswha | 3aH | - | 260 | 3eN+260 | - | - |
| D Xvzgk | OVY | 88.000 | - | Auu | XZ | XU | - | - | 86.00% | - | Uyfbvlrb | 3kJ | - | 148 | 3xL+148 | - | - |
| T | ILQ | 12.000 | - | Ma2 | NC | YO | - | - | 76.00% | - | Vvrxpmqx | 3vO | - | 190 | 3zG+190 | - | - |
| Q | YWS | 887.000 | - | Tpp | MT | IX | - | - | 19.00% | - | Yqhxrjla | 3dO | - | 148 | 3uS+148 | - | - |
| Znm | PTD | 418.000 | - | UY | QV | NX | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q: Redemption: 2023-12-15; Registration: 144P/Nes S;
D Xvzgk: Redemption: 2023-12-15; Registration: 144L/Tzn J;
T: Redemption: 2023-12-15; Registration: 144L/Cyc L;
P: Redemption: 2023-12-15; Registration: 144F/Uaw B;
Znm: Redemption: 2023-12-15; Registration: 144L/Ejw T;
Deal Comments
Hkp Aphh Fxekkzb 2.00
Risk Retention
AU - Cjjp JA - Cjj
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 16, 1995