| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-R | USD | 66.500 | - | Aa3 | - | - | - | - | - | - | Fixed | - | - | - | 3.500% | - | - |
| C-R | USD | 23.090 | - | A3 | - | - | - | - | - | - | Fixed | - | - | - | 3.919% | - | - |
| D-R | USD | 23.075 | - | Baa3 | - | - | - | - | - | - | Fixed | - | - | - | 5.769% | - | - |
Tranche Comments
B-R: First Pay: 2022-07-25; Redemption: 2022-10-25;
C-R: First Pay: 2022-07-25; Redemption: 2022-10-25;
D-R: First Pay: 2022-07-25; Redemption: 2022-10-25;
Deal Comments
Partial Refinancing. Non Call Period: 0.9. Hybrid
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jan 25, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-L | AWO | 18.000 | - | Qee3 | - | - | - | - | - | - | Utnzy | - | - | - | 5.729% | - | - |
| X-H | RNT | 806.000 | - | Dr3 | - | - | - | - | - | - | Bowwf | - | - | - | 3.429% | - | - |
| H | XRQ | 79.000 | - | C3 | - | - | - | - | - | - | Qzuap | - | - | - | 3.679% | - | - |
Tranche Comments
X-H: First Pay: 2021-01-25; Redemption: 2021-12-22;
H: First Pay: 2021-01-25; Redemption: 2021-12-22;
V-L: First Pay: 2021-01-25; Redemption: 2021-12-22;
Deal Comments
Wymbtyj Pwqtryrstri. Tgr Byjj Wwmtgkh 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Dec 7, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2-O | NXC | 15.000 | - | Gm1 | - | - | - | - | - | - | Jjrsg | - | - | - | 2.924% | - | - |
| F-S | HYQ | 25.300 | - | Yl3 | - | - | - | - | - | - | Nyiyl | - | - | - | 3.374% | - | - |
| S-Q | NXX | 85.000 | - | V3 | - | - | - | - | - | - | Mpqjr | - | - | - | 3.674% | - | - |
Tranche Comments
J-2-O: First Pay: 2021-01-25; Redemption: 2021-12-10;
F-S: First Pay: 2021-01-25; Redemption: 2021-12-10;
S-Q: First Pay: 2021-01-25; Redemption: 2021-12-10;
Deal Comments
Osbrasl Ssiavsvaavj. Uiv Hsll Osbaijp 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Mar 21, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | AGB | 11.300 | - | N3 | - | - | - | - | - | - | Cizot | - | - | - | 5.570% | - | - |
| Sej | THY | 861.950 | - | YS | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | CLM | 97.800 | - | Eo3 | - | - | - | - | - | - | Vwkvy | - | - | - | 4.570% | - | - |
| F | HQS | 672.000 | - | Hll | - | - | - | - | - | - | Cqqmj | - | - | - | 3.970% | - | - |
| X | JEL | 55.720 | - | Xaa3 | - | - | - | - | - | - | Bgvzj | - | - | - | 6.600% | - | - |
Tranche Comments
F: First Pay: 2020-07-25; Redemption: 2022-01-25; Registration: 144I/Puk T;
E: First Pay: 2020-07-25; Redemption: 2022-01-25; Registration: 144D/Ejo W;
L: First Pay: 2020-07-25; Redemption: 2022-01-25; Registration: 144D/Rov Y;
X: First Pay: 2020-07-25; Redemption: 2022-01-25; Registration: 144A/Thc C;
Sej: First Pay: 2020-07-25; Redemption: 2022-01-25; Registration: 144Y/Ohw G;
Deal Comments
Arg Xruu Rtxirrw 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Sep 7, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | VKE | 94.000 | - | Ruu2 | - | - | - | - | - | - | Peecpieb | 3qD | - | - | 3wG+563 | - | - |
| H | ZWA | 26.000 | - | K3 | - | - | - | - | - | - | Hvfhddug | 3yB | - | - | 3hQ+495 | - | - |
| A | FCP | 68.800 | - | Xu3 | - | - | - | - | - | - | Gfpzrkaf | 3eR | - | - | 3qV+425 | - | - |
| C-1 | QNY | 991.000 | - | Pqq | - | - | - | - | - | - | Hdzrwoan | 3aB | - | - | 3kC+390 | - | - |
| R-2 | HUO | 66.000 | - | Np1 | - | - | - | - | - | - | Uvwmpsmv | 3jB | - | - | 3uZ+400 | - | - |
| Xbkmvv | RRD | 734.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | HAR | 234.300 | - | Sdd | - | - | - | - | - | - | Gacvr | - | - | - | 0.044% | - | - |
| Qmlnjb | HFU | 298.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| R | FAI | 78.000 | - | Yoo2 | - | - | - | - | - | - | Womte | - | - | - | 0.075% | - | - |
| B | NLL | 42.100 | - | Mh2 | - | - | - | - | - | - | Pikfk | - | - | - | 0.055% | - | - |
| W | BJV | 42.100 | - | N2 | - | - | - | - | - | - | Crabe | - | - | - | 0.069% | - | - |