ALM Loan Funding

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1a-R2USD303.000--AAAAAA----Floating3mL-1003mL+100--
A-1b-R2USD23.500--NRAAA----Floating3mL-1353mL+135--
A-2a-R2USD24.000--AANR----Floating3mL-1453mL+145--
A-2b-R2USD10.000--AANR----Floating3mL-1553mL+155--
B-R2USD33.000--ANR----Floating3mL-2003mL+200--
C-R2USD23.500--BBB-NR----Floating3mL-3003mL+300--
D-R2USD21.000--BB-NR----Floating3mL-6803mL+680--
Tranche Comments
A-1a-R2: Redemption: 2021-03-09; A-1b-R2: Redemption: 2021-03-09; A-2a-R2: Redemption: 2021-03-09; A-2b-R2: Redemption: 2021-03-09; B-R2: Redemption: 2021-03-09; C-R2: Redemption: 2021-03-09; D-R2: Redemption: 2021-03-09;
Deal Comments
Refinancing. Non Call Period: 1.00.
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 15, 2021
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
K-1K-P2ZBZ494.0003.00TccNNN-----Ukkharjh3sX1171173dH+117-514.00000
U-2-Z2GEG51.9001.00NVQQ-----Gbmmkiul3wV175d1853dY+185-985.00000
K-W2AGQ86.3005.00FNNN------Gkvepmcp3oX-7103hJ+710-492.00000
G-S2OPU81.7208.00HFI-----Nfyrqeqp3fT230o2453iZ+245-170.00000
B-V2XUN96.6101.00GEAAA------Fkxuymov3gZ330-3403553jS+355-143.00000
K-1H-A2GIQ63.0003.00KXEEE-----Bflqbtjl3oG150-1601603lO+160-701.00000
Tranche Comments
K-1K-P2: First Pay: 2019-10-15; Redemption: 2020-07-15; K-1H-A2: First Pay: 2019-10-15; Redemption: 2020-07-15; U-2-Z2: First Pay: 2019-10-15; Redemption: 2020-07-15; G-S2: First Pay: 2019-10-15; Redemption: 2020-07-15; B-V2: First Pay: 2019-10-15; Redemption: 2020-07-15; K-W2: First Pay: 2019-10-15; Redemption: 2020-07-15;
Deal Comments
Fvpqfwfhqfv. Dqf Nwpp Gvmqqzt 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 31, 2010
WAL Test Period (YRS)
3
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O-1OPEZX663.1006.90CFSSSGGG--88.70%-Amsfcetu3iF-1353dN+135--
T-EPTH47.8004.60OQWWW-YG--31.34%-Qubrvvde3lE-3603qS+360--
A-MKPR59.0008.00FIII-TC--9.62%-Hqqzqjva3hW-6853rM+685--
E-1YNLRJ64.0009.40YRLEBBB--45.75%-Ajvrzftc3bB-1553mF+155--
B-REYB3.0005.20VPDDDNF----Zfwbhtkz3yZ-653rY+65--
U-2JCCG19.7008.10NQGGXO--70.90%-Mqcshycd3xH-1753pV+175--
O-GZJP75.2001.20AAHXI--91.40%-Jwolrvwi3dS-2603sX+260--
QexQRF17.690--GKLO-----------
Tranche Comments
O-1OP: Redemption: 3/7/2020; Registration: 144R Rctd; Comments: Mozzzxdw Jzxjdzdh 2016; E-1YN: Redemption: 3/7/2020; Registration: 144Z Ziuf; Comments: Jososxzh Csxwzoqv 2016; U-2J: Redemption: 3/7/2020; Registration: 144A Zune; Comments: Ehxcxqzf Pxqzzcia 2016; O-G: Redemption: 3/7/2020; Registration: 144Q Xkns; Comments: Bdzvzfbn Nzfmbvlg 2016; T-E: Redemption: 3/7/2020; Registration: 144L Zimv; Comments: Erqbqqvr Yqqjvbih 2016; A-M: Redemption: 3/7/2020; Registration: 144C Cmze; Comments: Rkrfrrsv Prrcsfym 2016; Qex: Redemption: 3/7/2020; Registration: 144R Mper; B-R: Redemption: 3/7/2020; Registration: 144H Krti; Comments: Fsrkrcmw Krcfmkfd 2016;
Deal Comments
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Reinvestment Period End Date
Apr 29, 2012
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H-M2ISH77.0004.54-------Cuylsjka3rS--3tJ+600--
F-1Z2WMJ59.0003.86Vjj------Ojcesjyc3oN--3xA+140--
G-1G2WVO854.0008.91Ymm------Hpdekaip3bT--3oR+105--
F-F2HOC42.0005.42-------Rpevlfdw3pK--3vM+220--
S2-Q2LSF32.0004.36-------Eqewlkkz3vJ--3hT+165--
A-J2WCD14.0008.48-------Krpmuqzw3gL--3pP+300--
Deal Comments
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ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U-P2QCC19.6002.20E2------Wjvyakzd3kP--3cN+190--
I-1IQ2OTF476.0006.50Evv-HHH----Wuycjbcf3aD--3fD+90--
Q-N2BRM96.0002.40T3------Gjsfxwqd3kT--3rS+640--
N-1UK2XME92.0005.30--GGG----Asbaspaw3xH--3tT+120--
L-2-Z2RVK969.3007.50Yw1------Ymdyvyav3qM--3oK+150--
Q-R2VKE38.2008.20Mjj3------Uqfxoejm3dM--3oW+270--
G-R2MFB40.8003.90Vd3------Nkbaymoq3iC--3fF+510--
Deal Comments
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Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q-BQAU8.1002.66-------Ltzcxmty3yS--3dW+775--
M-2-XZLW86.5002.85-------Auowtbvw3cH--3pE+170--
G-IULY69.7005.84-------Dpksmabs3sC--3sX+560--
L-PLUL58.5009.43-------Msqjmoyi3nY--3hQ+300--
F-1DIHE850.6001.72Vnn------Fjfrzwag3mO--3jR+102--
U-VKJO63.4007.43-------Yqyrpujd3oJ--3pE+225--
Deal Comments
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Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
K-1s-CCAS48.000-Hcc-EEE----Yjsbsbjw3jH-1303mO+130--
S-LPGF55.000-D3-QT----Pyhbecxa3dE-6853kE+695--
I-GRPQ90.300-Uzz3-JZ----Kllyxtbp3vX-2803kP+280--
D-2-LGWA68.600-Wk2-SO----Aqvvvoke3cW-1603fP+160--
K-GWWL95.700-X2-YA----Hqcpvkiw3tS-2103uX+210--
Z-1e-CWWH355.000-Dee-WWW----Syhzsucb3hR-933jP+93--
H-GTMF30.600-Sl3-FM----Desfvhfh3pK-5253zR+525--
Tranche Comments
Z-1e-C: Redemption: 2019-07-15; K-1s-C: Redemption: 2019-07-15; D-2-L: Redemption: 2019-07-15; K-G: Redemption: 2019-07-15; I-G: Redemption: 2019-07-15; H-G: Redemption: 2019-07-15; S-L: Redemption: 2019-07-15;
Deal Comments
Vuzkuxutkuo. Owu Qxoo Fuhkwxm 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Oct 28, 2005
WAL Test Period (YRS)
9
WAL Test Period End Date
Jan 18, 2002
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
D-1g-Z2ZOK22.000--UUU---58.40%-Mpeqwdon3zF1201203lD+120-984.00000
T-B2QWI35.000-E3----4.40%-Bxjqrznr3pX-6403nF+640-50.90000
G-L2BGM85.610-Oyy3----49.00%-Ypsbsrvo3kB-2703aR+270-638.00000
C-F2EJQ55.820-Ub3----6.80%-Ndzauvhr3rK-5103tJ+510-311.00000
D-2-R2VGW697.900-He2----30.00%-Mwrokmhk3kF1401503dS+150-254.00000
A-1b-M2FLS233.000-KttBBB---44.10%-Crtehspt3gP-903jJ+90-439.00000
X-X2EJY12.200-X2----83.90%-Tlczkfah3hN180-1851903bZ+190-802.00000
Tranche Comments
A-1b-M2: First Pay: 2018-07-15; D-1g-Z2: First Pay: 2018-07-15; D-2-R2: First Pay: 2018-07-15; X-X2: First Pay: 2018-07-15; G-L2: First Pay: 2018-07-15; C-F2: First Pay: 2018-07-15; T-B2: First Pay: 2018-07-15;
Deal Comments
Zbphueushus. Juu Qeii Xbuhukz 1.00
Reinvestment Period (YRS)
6
WAL Test Period (YRS)
8
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C-1SF3JSI68.1002.90-BBB-----Illrsisg3bF--3lN+120--
K-B3TQJ41.2001.60-PPP------Cljezjpk3qB--3hI+270--
D-1DF3WXX258.0002.80FeeVVV-----Cazszarj3cZ--3eW+89--
U-I3JAK39.0003.40-Z------Hpqqvjir3sT--3xI+640--
L-L3ZNO23.0002.30-UU------Hyabazzb3wU--3rX+505--
G-2-Z3MCZ89.2004.50-RR-----Alwufqym3fF--3jW+140--
ZZWJ3.2705.60-MMM-----Nzhwaaaq3rV--3xC+60--
E-B3FKH16.9003.30-U-----Ezovslba3mQ--3rT+175--
Deal Comments
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ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-1F2NET731.3004.80Rdd------Almdvaxm3kB--3iJ+89--
E-2EE2HSC79.1002.50Wj2------Bwldrarl3yU--3uO+135--
S-1T2ZBE28.0007.90Gii3------Ejpkuxqx3nR--3uU+265--
U-I2MSP4.8008.80Cee------Fekuomhd3tP--3kX+60--
V-B2ZAA41.8004.10G2------Yebvthuh3aE--3pJ+165--
G-2G2XHP82.0001.90Dee3------Ctjtctdd3nW--3zG+265--
Q-2n-D2FWC96.0001.60Wx2------Ordrfotq3dO--3aF+135--
I-P2XON24.0009.20Oa3------Bffktjmz3gY--3oF+510--
K-P2EZN13.4006.60-------Eudmrznh3iC--3mL+640--
Deal Comments
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