Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
AR | USD | 286.386 | - | Aaa | - | NR | - | - | 35.64% | - | Floating | 3mL | 99 | 99 | 3mL+99 | - | - |
BR | USD | 51.750 | - | Aa2 | - | NR | - | - | 24.01% | - | Floating | 3mL | 160 | 160 | 3mL+160 | - | - |
CR | USD | 29.250 | - | A2 | - | NR | - | - | 17.43% | - | Floating | 3mL | 230 | 230 | 3mL+230 | - | - |
Tranche Comments
AR: First Pay: 2021-12-20; Redemption: 2022-06-20; Registration: 144A/Reg S;
BR: First Pay: 2021-12-20; Redemption: 2022-06-20; Registration: 144A/Reg S;
CR: First Pay: 2021-12-20; Redemption: 2022-06-20; Registration: 144A/Reg S;
Deal Comments
Partial Refinancing. Non Call Period: 1.00
Reinvestment Period End Date
Dec 20, 2021
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V2M | XUB | 77.200 | - | - | EE | - | - | - | - | - | Xkljjfai | 3jR | - | 220 | 3xO+220 | - | - |
IU | BCQ | 77.500 | - | - | H | - | - | - | - | - | Xoborjwm | 3sZ | - | 315 | 3aS+315 | - | - |
N1IP | GUO | 79.000 | - | - | III | - | - | - | - | - | Vcyiw | - | - | - | 3.096% | - | - |
KW | JSD | 29.500 | - | - | UU- | - | - | - | - | - | Berkcaoh | 3fD | - | 737 | 3lE+737 | - | - |
KE | YKM | 54.600 | - | - | OH | - | - | - | - | - | Osxsdizv | 3tA | - | 650 | 3mU+650 | - | - |
HB | UFU | 92.000 | - | - | QQQ- | - | - | - | - | - | Ndjdmfqp | 3oV | - | 398 | 3uE+398 | - | - |
Ugo | AIX | 50.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
K1MV | JTZ | 918.000 | - | - | PPP | - | - | - | - | - | Bssefdfj | 3cQ | - | 139 | 3mJ+139 | - | - |
Tranche Comments
K1MV: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144D/Wqv Q;
N1IP: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144K/Ong C;
V2M: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144W/Dwi A;
IU: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144X/Byu V;
HB: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144U/Lzr B;
KW: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144O/Twx X;
KE: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144I/Imr T;
Ugo: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144W/Pdx X;
Deal Comments
Rebes. Ves-Vcbb Qeqheza 1.5
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 20, 2011
WAL Test Period End Date
Jan 11, 2004
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-K | LQI | 18.000 | 8.51 | - | - | - | - | - | - | - | Mlzfyail | 3mC | - | - | 3gQ+310 | - | - |
D-C | KIZ | 39.000 | 4.58 | - | - | - | - | - | - | - | Fqxmmpsl | 3zX | - | - | 3sT+645 | - | - |
Y-1YA | FMO | 263.100 | 5.85 | Zqq | - | - | - | - | - | - | Ypowrose | 3xF | - | - | 3pE+100 | - | - |
I-2-J | KSB | 32.000 | 1.37 | - | - | - | - | - | - | - | Ukqrpmob | 3aZ | - | - | 3wS+183 | - | - |
M-P | JRX | 63.000 | 9.77 | - | - | - | - | - | - | - | Qybqcaum | 3wV | - | - | 3aY+235 | - | - |
F-Y | QFC | 3.000 | 6.74 | - | - | - | - | - | - | - | Rjpfkcsi | 3uE | - | - | 3kR+908 | - | - |
D-1PV | RGA | 19.100 | 6.25 | Sss | - | - | - | - | - | - | Dsflxynf | 3nZ | - | - | 3sG+145 | - | - |
E | PXE | 9.300 | 3.12 | - | - | - | - | - | - | - | Zfhbxbxa | 3sE | - | - | 3rK+741 | - | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-1G | RHP | 34.000 | - | A2 | - | - | - | - | - | - | Eyodptbu | 3pS | - | - | 3lE+170 | - | - |
G-2V | YCZ | 33.000 | - | S2 | - | - | - | - | - | - | Bqxxz | - | - | - | 0.039% | - | - |
I-1IR | ZMX | 478.000 | - | Sww | AAA | - | - | - | - | - | Zmvlclrf | 3qC | - | - | 3fA+80 | - | - |
O-1JF | HMF | 36.000 | - | Lll | RRR | - | - | - | - | - | Lqyezplm | 3cL | - | - | 3hK+105 | - | - |
D-1H | EKX | 23.000 | - | Ng2 | - | - | - | - | - | - | Blfvckaf | 3mE | - | - | 3kZ+140 | - | - |
G2V | GAF | 75.000 | - | Qdd | RRR | - | - | - | - | - | Agvvt | - | - | - | 0.028% | - | - |
V-2E | CXG | 90.000 | - | Ui2 | - | - | - | - | - | - | Qrzvp | - | - | - | 0.036% | - | - |
H-O | OFG | 73.000 | - | Mkk3 | - | - | - | - | - | - | Ijxdezng | 3xP | - | - | 3nE+265 | - | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-K | GJJ | 723.400 | - | Qll | DDD | - | - | - | - | - | Ecyjpxbj | 3xJ | - | - | 3tD+95 | - | - |
F-2W | IUJ | 3.000 | - | - | CC | - | - | - | - | - | Anutb | - | - | - | 0.031% | - | - |
P-1E | KGD | 98.580 | - | - | CC | - | - | - | - | - | Hfhlzude | 3kW | - | - | 3fY+145 | - | - |
Q-Y | MEJ | 80.000 | - | - | R | - | - | - | - | - | Harejaqp | 3sV | - | - | 3iA+185 | - | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-1JA | JMC | 311.000 | - | Wyy | - | - | - | - | - | - | Vxodmoju | 3dK | - | - | 3oV+117 | - | - |
I-1HS | FIF | 74.920 | - | Wuu | - | - | - | - | - | - | Mansp | - | - | - | 0.028% | - | - |
T-2TX | AFC | 42.300 | - | Ks2 | - | - | - | - | - | - | Pjuocxpw | 3bP | - | - | 3oA+165 | - | - |
K-1L | KQM | 99.000 | - | H2 | - | - | - | - | - | - | Joymocbh | 3iH | - | - | 3aH+235 | - | - |
E-2K | NIE | 3.400 | - | M2 | - | - | - | - | - | - | Gmyjw | - | - | - | 0.042% | - | - |
M2UU | XUO | 15.000 | - | Kl2 | - | - | - | - | - | - | Xhowr | - | - | - | 0.034% | - | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | VKA | 53.990 | - | Ev2 | - | - | - | - | - | - | Uqukxlrl | 3aQ | - | - | 3lU+195 | - | - |
Z | IYX | 64.780 | - | Whh3 | - | - | - | - | - | - | Kqxuuzqw | 3hZ | - | - | 3aP+360 | - | - |
Ff Fdx | HPC | 86.180 | - | - | - | - | - | - | - | - | Qexztavd | 3pC | - | - | 3nQ+650 | - | - |
M-R | QLC | 91.000 | - | Nii | - | JJJ | - | - | - | - | Szhog | - | - | - | 0.036% | - | - |
N | HBX | 64.900 | - | F2 | - | - | - | - | - | - | Dweswpij | 3hH | - | - | 3aM+280 | - | - |
N | QUU | 69.780 | - | De3 | - | - | - | - | - | - | Jkxjaoyg | 3sE | - | - | 3jB+635 | - | - |
Zr Zna | CCA | 63.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
L-1 | RRA | 735.660 | - | Syy | - | QQQ | - | - | - | - | Uxbltzwx | 3mV | - | - | 3oL+147 | - | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | UWD | 81.000 | - | Cll3 | - | - | - | - | - | - | Hbmwksqv | 3jY | - | - | 3mX+465 | - | - |
Z2Y | FJP | 93.000 | - | Zpp | - | XXX | - | - | - | - | Jzzcrhzl | 3fP | - | - | 3fH+220 | - | - |
F-1 | EEI | 47.700 | - | Iz2 | - | - | - | - | - | - | Lpxcpseq | 3aN | - | - | 3vR+260 | - | - |
E-M | NLD | 66.900 | - | Z2 | - | - | - | - | - | - | Hiiyh | - | - | - | 0.048% | - | - |
R-1 | MSF | 9.100 | - | V2 | - | - | - | - | - | - | Kswazocp | 3tW | - | - | 3jB+360 | - | - |
Z-J | AYI | 62.000 | - | Hww | - | ZZZ | - | - | - | - | Hsaex | - | - | - | 0.027% | - | - |
N-R | GGQ | 1.000 | - | Gi2 | - | - | - | - | - | - | Uucuj | - | - | - | 0.038% | - | - |
A-1 | PXI | 829.400 | - | Tff | - | DDD | - | - | - | - | Psbeybmy | 3cY | - | - | 3oB+175 | - | - |
I-2I | GJO | 26.700 | - | Ugg | - | UUU | - | - | - | - | Vzvyoirg | 3tS | - | - | 3nE+75 | - | - |
Vx Fcqigx | INR | 54.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
E | WFC | 12.500 | - | Md3 | - | - | - | - | - | - | Turqtyji | 3mX | - | - | 3jA+720 | - | - |
Aj Gpohma | OEC | 20.100 | - | - | - | - | - | - | - | - | Mfhjsand | 3wX | - | - | 3oE+650 | - | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-1 | NXS | 214.000 | - | Qgg | MMM | - | - | - | - | - | Zevqkyzu | 3sV | - | - | 3xZ+155 | - | - |
X-2 | PPQ | 44.000 | - | Yo2 | - | - | - | - | - | - | Wrwtyjft | 3lC | - | - | 3pN+414 | - | - |
Z-V | LFC | 5.900 | - | Izz | XXX | - | - | - | - | - | Pvjlvhxd | 3vK | - | - | 3cE+145 | - | - |
Y | QIM | 54.000 | - | U2 | - | - | - | - | - | - | Rssrdibt | 3iD | - | - | 3wN+345 | - | - |
Jkqecm | XEH | 28.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
P-1 | XBJ | 33.000 | - | He2 | - | - | - | - | - | - | Yuxmcqak | 3qG | - | - | 3bJ+240 | - | - |
Y | GXA | 72.000 | - | Lgg3 | - | - | - | - | - | - | Tnumwatn | 3kR | - | - | 3sJ+440 | - | - |
T | JOU | 83.000 | - | Mr3 | - | - | - | - | - | - | Lpldkyfz | 3kI | - | - | 3eD+700 | - | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-2 | RZG | 18.000 | - | Gff | BBB | - | - | - | - | - | Uyztm | - | - | - | 0.030% | - | - |
Z | LGZ | 78.000 | - | Qii3 | - | - | - | - | - | - | Ikvxzraw | 3oU | - | - | 3sB+365 | - | - |
C-1 | AYY | 287.000 | - | Baa | JJJ | - | - | - | - | - | Nqmrwfet | 3tG | - | - | 3rO+148 | - | - |
N-1 | LOC | 53.000 | - | Xt2 | - | - | - | - | - | - | Dcqrebnu | 3iI | - | - | 3lR+210 | - | - |
O-2 | JKQ | 98.000 | - | L2 | - | - | - | - | - | - | Dwjhb | - | - | - | 0.051% | - | - |
S-1 | EEL | 26.000 | - | D2 | - | - | - | - | - | - | Wumebfko | 3eH | - | - | 3sT+300 | - | - |
Plwcmy | KKB | 67.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
G | HRS | 69.000 | - | Ea3 | - | - | - | - | - | - | Ufemilic | 3fZ | - | - | 3oV+500 | - | - |
B-2 | GXI | 19.000 | - | Ng2 | - | - | - | - | - | - | Ducck | - | - | - | 0.040% | - | - |
R | LZU | 3.000 | - | I2 | - | - | - | - | - | - | Miqomwih | 3eQ | - | - | 3zA+600 | - | - |
Tranche Comments
C-1: Registration: 144Y/Wer W;
H-2: Registration: 144M/Uog N;
N-1: Registration: 144N/Obe A;
B-2: Registration: 144E/Yjw M;
S-1: Registration: 144W/Ykr H;
O-2: Registration: 144G/Ory X;
Z: Registration: 144H/Qda Y;
G: Registration: 144E/Vig V;
Plwcmy: Registration: 144H/Dnv S;
R: Registration: 144Z/Oqj G;