Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1R-R | USD | 310.000 | - | Aaa | - | - | - | - | - | - | Floating | 3mL | - | 108 | 3mL+108 | - | - |
A2R-R | USD | 64.700 | - | Aa2 | - | - | - | - | - | - | Floating | 3mL | - | 165 | 3mL+165 | - | - |
BR-R | USD | 23.000 | - | A2 | - | - | - | - | - | - | Floating | 3mL | - | 230 | 3mL+230 | - | - |
CR-R | USD | 30.200 | - | Baa3 | - | - | - | - | - | - | Floating | 3mL | - | 350 | 3mL+350 | - | - |
Tranche Comments
A1R-R: First Pay: 2021-10-20; Redemption: 2022-09-29;
A2R-R: First Pay: 2021-10-20; Redemption: 2022-09-29;
BR-R: First Pay: 2021-10-20; Redemption: 2022-09-29;
CR-R: First Pay: 2021-10-20; Redemption: 2022-09-29;
Deal Comments
Refinancing.Non Call Period: 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jan 20, 2024
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-1 | OEW | 351.240 | 3.20 | Jqq | BBB | - | - | - | 45.40% | - | Vvxpjkru | 3cI | - | - | - | - | - |
P | ONE | 34.000 | 2.90 | BU | JJ | - | - | - | 28.31% | - | Ojvdtucy | 3dR | - | - | - | - | - |
N-2 | XSG | 90.000 | 7.30 | Kxx | LL | - | - | - | 75.43% | - | Wqskkbic | 3gF | - | - | - | - | - |
C | FYJ | 95.000 | 9.40 | KX | Q | - | - | - | 26.57% | - | Gdvmrskr | 3mU | - | - | - | - | - |
Tranche Comments
Q-1: First Pay: 2022-01-24; Redemption: 2022-09-21; Registration: 144T/Kmt T;
N-2: First Pay: 2022-01-24; Redemption: 2022-09-21; Registration: 144B/Ird O;
P: First Pay: 2022-01-24; Redemption: 2022-09-21; Registration: 144P/Qqx U;
C: First Pay: 2022-01-24; Redemption: 2022-09-21; Registration: 144Q/Udy Z;
Deal Comments
Icfynhnkyne. Ihn Thzz Ccsyhca 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 4, 1997
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-SS | LCC | 84.200 | 4.70 | Qbb3 | - | - | - | - | 21.00% | - | Cpojuqkm | 3cL | - | 330 | 3oT+330 | - | - |
Q-II | GCD | 3.200 | 17.80 | K3 | - | - | - | - | 2.58% | - | Eyxobdmx | 3zX | - | 860 | 3uU+860 | - | - |
U-WW | FTA | 42.280 | 42.50 | Bq3 | - | - | - | - | 1.00% | - | Bdkwaola | 3bS | - | 700 | 3xC+700 | - | - |
H-TT | AXI | 260.600 | 4.60 | See | - | - | - | - | 40.00% | - | Rzoxrayn | 3yY | - | 117 | 3mT+117 | - | - |
D-QQ | OVM | 4.500 | 9.10 | Zpp | - | - | - | - | - | - | Jlrkzhyl | 3oJ | - | 100 | 3aD+100 | - | - |
J-YY | ZFS | 35.500 | 2.40 | Ce2 | - | - | - | - | 13.47% | - | Hswvucof | 3kP | - | 160 | 3pF+160 | - | - |
M-GG | NLH | 39.700 | 4.90 | T2 | - | - | - | - | 56.70% | - | Usshkvya | 3mY | - | 220 | 3nR+220 | - | - |
Tranche Comments
D-QQ: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144Z/Ovh U;
H-TT: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144F/Jnt G;
J-YY: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144N/Gcu I;
M-GG: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144V/Puh H;
A-SS: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144Z/Rfs I;
U-WW: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144X/Oiv B;
Q-II: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144X/Dxi D;
Deal Comments
Gyqyw. Dsf Lhhh Oybysjz 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 10, 2010
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-1-Z2 | FVU | 447.300 | - | - | BBB | - | - | - | - | - | Azpvoknr | 3xZ | - | 114 | 3xI+114 | - | - |
J-J2 | BAB | 67.100 | - | - | AAA- | - | - | - | - | - | Txwkkbcv | 3nK | - | 335 | 3jV+335 | - | - |
Nha | TTX | 72.890 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
V-C2 | TIG | 8.640 | - | - | XXX | - | - | - | - | - | Pxmdzpfr | 3oE | - | 95 | 3aV+95 | - | - |
N-I2 | IQA | 31.100 | - | - | FF- | - | - | - | - | - | Hzrjfdtl | 3mZ | - | 660 | 3kG+660 | - | - |
B-U2 | YFP | 43.100 | - | - | G | - | - | - | - | - | Bdqfsuec | 3uA | - | 205 | 3zK+205 | - | - |
P-2-L2 | OOB | 23.100 | - | - | RR | - | - | - | - | - | Wowofkvv | 3tC | - | 165 | 3nL+165 | - | - |
Y-X2 | RUR | 9.870 | - | - | L- | - | - | - | - | - | Sveldtcr | 3hU | - | 860 | 3jT+860 | - | - |
Tranche Comments
V-C2: Redemption: 2023-04-20;
I-1-Z2: Redemption: 2023-04-20;
P-2-L2: Redemption: 2023-04-20;
B-U2: Redemption: 2023-04-20;
J-J2: Redemption: 2023-04-20;
N-I2: Redemption: 2023-04-20;
Y-X2: Redemption: 2023-04-20;
Nha: Redemption: 2023-04-20;
Deal Comments
Ukxkn. Zwu Dbee Tkytwnq 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Apr 3, 2010
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-A | TWZ | 99.000 | - | F2 | - | BG | - | - | 38.00% | - | Gvkeqwub | 3iX | - | 200 | 3wK+200 | - | - |
K-1Q | ZLZ | 422.000 | - | Euu | - | VVV | - | - | 90.50% | - | Cfbpdduf | 3oA | - | 102 | 3nX+102 | - | - |
W-2W | PEK | 83.000 | - | Vh2 | - | FE | - | - | 16.00% | - | Ibuormve | 3jZ | - | 140 | 3dY+140 | - | - |
W-V | KLA | 56.000 | - | Krr3 | - | EE | - | - | 36.50% | - | Gppvjvsd | 3lY | - | 365 | 3jH+365 | - | - |
Tranche Comments
K-1Q: First Pay: 2020-04-20; Redemption: 2021-02-20;
W-2W: First Pay: 2020-04-20; Redemption: 2021-02-20;
J-A: First Pay: 2020-04-20; Redemption: 2021-02-20;
W-V: First Pay: 2020-04-20; Redemption: 2021-02-20;
Deal Comments
Qjvzfcfuzfo. Ebf Xccc Jjozbby 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 24, 2008
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-1S2 | JGK | 88.800 | - | Tvv | XZ | - | - | - | - | - | Jrzdfrdx | 3sH | - | 140 | 3aI+140 | - | - |
N-L2 | KFV | 53.000 | - | OR | UU- | - | - | - | - | - | Fzhqqrpo | 3jS | 625 | 650 | 3qD+650 | - | - |
C-L2 | XVI | 48.100 | - | YL | XXX- | - | - | - | - | - | Oeooyexl | 3sP | 325 | 350 | 3sQ+350 | - | - |
J-T2 | ZXI | 63.000 | - | EO | V | - | - | - | - | - | Loeqyowp | 3eL | - | 220 | 3zW+220 | - | - |
E-2E2 | BNH | 50.000 | - | XJ | EE | - | - | - | - | - | Fqffchog | 3uG | - | 185 | 3mY+185 | - | - |
H-1H2 | KLN | 651.000 | - | Cvv | BBB | - | - | - | - | - | Auflxljf | 3zE | - | 118 | 3hR+118 | - | - |
W-2O2 | KFW | 51.000 | - | PQ | MM | - | - | - | - | - | Vpxno | - | - | - | 4.879% | - | - |
Tranche Comments
H-1H2: First Pay: 2019-01-14; Redemption: 2021-01-14;
E-1S2: First Pay: 2019-01-14; Redemption: 2021-01-14;
E-2E2: First Pay: 2019-01-14; Redemption: 2021-01-14;
W-2O2: First Pay: 2019-01-14; Redemption: 2021-01-14;
J-T2: First Pay: 2019-01-14; Redemption: 2021-01-14;
C-L2: First Pay: 2019-01-14; Redemption: 2021-01-14;
N-L2: First Pay: 2019-01-14; Redemption: 2021-01-14;
Deal Comments
Vbmbv. Egn Esll Mbllglc 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 6, 1997
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-W | MFB | 47.000 | 3.00 | Too3 | - | - | - | - | - | - | Vcrflhxh | 3nM | - | - | 3pU+285 | - | - |
H-U | TBS | 84.600 | 4.00 | Lf3 | - | - | - | - | - | - | Iwohhenk | 3kV | - | - | 3dT+520 | - | - |
V-O | ZGU | 28.200 | 5.00 | N2 | - | - | - | - | - | - | Wdyxtpng | 3qB | - | - | 3uH+190 | - | - |
Y-Y | VAJ | 15.800 | 3.00 | I3 | - | - | - | - | - | - | Awqmeuxh | 3tE | - | - | 3oV+825 | - | - |
C-1L | YKP | 893.700 | 5.00 | Nnn | - | WWW | - | - | - | - | Ubxlyhjp | 3rI | - | - | 3sJ+100 | - | - |
M-2-T | RGS | 63.000 | 2.00 | Pi2 | - | - | - | - | - | - | Zyhuxzud | 3bD | - | - | 3bG+160 | - | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U2-Y | AVT | 49.000 | 1.76 | Wy1 | - | - | - | - | - | - | Hmhlrumc | 3fY | - | - | 3lB+150 | - | - |
Q-2K | AGN | 83.000 | 4.58 | Iv3 | - | - | - | - | - | - | Twdxcrxx | 3jM | - | - | 3vI+517 | - | - |
F-1E | JXZ | 265.000 | 6.31 | Ddd | - | - | - | - | - | - | Ywqmutux | 3yR | - | - | 3aC+98 | - | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-1-Q | AFV | 384.900 | 9.20 | Aww | CCC | - | - | - | - | - | Sspzxcer | 3eM | - | 95 | 3kX+95 | - | - |
V-2-W | WGO | 86.200 | 2.73 | AL | LL | - | - | - | - | - | Udhqybtw | 3bM | - | 145 | 3nL+145 | - | - |
H-Z | UVP | 55.900 | 9.70 | HH | K | - | - | - | - | - | Rhsycddo | 3nA | - | 185 | 3yT+185 | - | - |
N-V | RQY | 45.900 | 6.62 | KV | AAA- | - | - | - | - | - | Dkhljrno | 3cY | - | 275 | 3kX+275 | - | - |
Doo | NOK | 10.800 | - | WX | YN | - | - | - | - | - | - | - | - | - | - | - | Retained |
X-Q | XPD | 74.200 | 9.77 | TA | XX- | - | - | - | - | - | Jbxwqwem | 3pF | - | 520 | 3zT+520 | - | - |
Tranche Comments
V-1-Q: Redemption: 2019-07-20; Registration: 144A/Pys T;
V-2-W: Redemption: 2019-07-20; Registration: 144D/Dsq Q;
H-Z: Redemption: 2019-07-20; Registration: 144K/Vbb S;
N-V: Redemption: 2019-07-20; Registration: 144C/Yru G;
X-Q: Redemption: 2019-07-20; Registration: 144N/Pjs B;
Doo: Redemption: 2019-07-20; Registration: 144Q/Rzn D;
Deal Comments
Rbvkeaeikev. Tke-Wauu Bbbkklh 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 1, 2016
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | VXP | 97.500 | - | - | YY- | - | - | - | - | - | Hfwdqhom | 3eX | - | - | 3fN+540 | - | - |
F | PLQ | 7.770 | - | - | H- | - | - | - | - | - | Iqbwrzby | 3eL | - | - | 3uO+800 | - | - |
C-1C | EFU | 835.000 | - | - | TTT | FFF | - | - | - | - | Jojovzxb | 3tD | - | - | 3nI+105 | - | - |
J | BQV | 11.000 | - | - | PPP- | - | - | - | - | - | Tucolwul | 3bE | - | - | 3lU+295 | - | - |
Dwl | BXS | 96.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
I-2 | VIQ | 56.000 | - | - | XX | - | - | - | - | - | Ajhjzjkc | 3cJ | - | - | 3uH+155 | - | - |
Y-1A | YIQ | 26.000 | - | - | - | OOO | - | - | - | - | Wejfarvk | 3wP | - | - | 3wU+130 | - | - |
J | AOW | 11.400 | - | - | E | - | - | - | - | - | Bybjuzup | 3iL | - | - | 3aZ+190 | - | - |
Deal Comments
Pkruwb nkswwrwrwwj