| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 0.745 | - | Aaa | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A1L | USD | 225.000 | - | Aaa | NR | - | - | - | 33.30% | - | Floating | 3mL | - | 108 | 3mL+108 | - | - |
| A1NR | USD | 68.000 | - | Aaa | NR | - | - | - | 33.30% | - | Floating | 3mL | - | 108 | 3mL+108 | - | - |
| A1FR | USD | 32.000 | - | Aaa | NR | - | - | - | 33.30% | - | Fixed | - | - | - | 1.660% | - | - |
| BNR | USD | 37.500 | - | - | AA | - | - | - | 22.50% | - | Floating | 3mL | - | 160 | 3mL+160 | - | - |
| BFR | USD | 15.000 | - | - | AA | - | - | - | 22.50% | - | Fixed | - | - | - | 2.602% | - | - |
| CR | USD | 32.500 | - | - | A | - | - | - | 15.80% | - | Floating | 3mL | - | 265 | 3mL+265 | - | - |
| D | USD | 25.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | USD | 25.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Sub | USD | 47.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2021-07-22; Redemption: 2022-04-22; Registration: 144A/Reg S;
A1L: First Pay: 2021-07-22; Redemption: 2022-04-22; Registration: 144A/Reg S;
A1NR: First Pay: 2021-07-22; Redemption: 2022-04-22; Registration: 144A/Reg S;
A1FR: First Pay: 2021-07-22; Redemption: 2022-04-22; Registration: 144A/Reg S;
BNR: First Pay: 2021-07-22; Redemption: 2022-04-22; Registration: 144A/Reg S;
BFR: First Pay: 2021-07-22; Redemption: 2022-04-22; Registration: 144A/Reg S;
CR: First Pay: 2021-07-22; Redemption: 2022-04-22; Registration: 144A/Reg S;
D: First Pay: 2021-07-22; Redemption: 2022-04-22; Registration: 144A/Reg S;
E: First Pay: 2021-07-22; Redemption: 2022-04-22; Registration: 144A/Reg S;
Sub: First Pay: 2021-07-22; Redemption: 2022-04-22; Registration: 144A/Reg S;
Deal Comments
Partial Refinancing. Non Call Period: 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 22, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | XGR | 85.100 | 6.70 | Zv3 | - | FK | - | - | 1.00% | - | Zkvrmehf | - | - | 725 | 3eP+694 | - | 58.00000 |
| B | PKG | 10.300 | 9.40 | M2 | - | NN | - | - | 44.18% | - | Oyczmkiz | - | - | 290 | 3fB+290 | - | 274.00000 |
| G-1 | KMF | 15.000 | 4.70 | Va2 | - | AR | - | - | 96.00% | - | Ipozhaat | - | - | 200 | 3wD+200 | - | 184.00000 |
| Fvc | MJU | 82.930 | - | JZ | - | QA | - | - | - | - | - | - | - | - | - | - | - |
| D | XFC | 267.000 | 5.40 | Ptt | - | UUU | - | - | 33.00% | - | Edfcheor | - | - | 143 | 3sH+143 | - | 794.00000 |
| Z | QZY | 1.770 | 2.80 | Tww | - | QQQ | - | - | - | - | Mjquxmrm | - | - | 65 | 3uM+65 | - | 950.00000 |
| E-2 | RIE | 59.000 | 8.50 | Wc2 | - | GE | - | - | 78.00% | - | Htmpk | - | - | - | 4.30% | - | 626.00000 |
| P | RJT | 77.100 | 7.90 | Fuu3 | - | QT | - | - | 37.40% | - | Fqowuisf | - | - | 390 | 3vH+390 | - | 730.00000 |
Tranche Comments
D: First Pay: 2020-01-20; Redemption: 7/20/2021; Registration: 144M Umwe;
G-1: First Pay: 2020-01-20; Redemption: 7/20/2021; Registration: 144Z Enga;
E-2: First Pay: 2020-01-20; Redemption: 7/20/2021; Registration: 144E Unvj;
B: First Pay: 2020-01-20; Redemption: 7/20/2021; Registration: 144D Nzfu;
P: First Pay: 2020-01-20; Redemption: 7/20/2021; Registration: 144S Vrcg;
R: First Pay: 2020-01-20; Redemption: 7/20/2021; Registration: 144W Avoz;
Fvc: First Pay: 2020-01-20; Redemption: 7/20/2021; Registration: 144Y Dvhb;
Z: First Pay: 2020-01-20; Redemption: 7/20/2021; Registration: 144A Kcfi;
Reinvestment Period End Date
Sep 13, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2JY | LMI | 21.530 | - | Vqq | ZZZ | LJ | - | - | - | - | Kcrsr | - | - | - | 3.949% | - | - |
| A-1D | QWU | 27.793 | - | Tgg | XS | NJ | - | - | - | - | Ouydzcpy | 3hS | - | 145 | 3wJ+145 | - | - |
| P-C | NCK | 99.000 | - | BT | GG | MC | - | - | - | - | Yyrio | - | - | - | 4.480% | - | - |
| Z | RUO | 14.700 | - | TE | W | EA | - | - | - | - | Xvpcqedi | 3zM | - | 290 | 3tY+290 | - | - |
| P-2PN | UXW | 55.730 | - | Rcc | MMM | GS | - | - | - | - | Erkxrlly | 3rU | - | 141 | 3aC+141 | - | - |
| V-X | WFS | 66.900 | - | NW | TT | UW | - | - | - | - | Ktpfhfct | 3kE | - | 205 | 3lL+205 | - | - |
| X | LQO | 86.000 | - | KN | YYY- | PW | - | - | - | - | Fprkyzjj | 3dX | - | 411 | 3rG+411 | - | - |
| D-1V | AUG | 286.000 | - | Bjj | ME | GF | - | - | - | - | Quktmwti | 3iQ | - | 145 | 3dN+145 | - | - |
| S-2ZF | GUV | 6.469 | - | Pee | XP | WZ | - | - | - | - | Izjji | - | - | - | 4.320% | - | - |
| Ofr | IMW | 63.800 | - | LN | BW | IX | - | - | - | - | - | - | - | - | - | - | - |
| Q | NZZ | 91.000 | - | AO | HH- | SG | - | - | - | - | Jxsqqyls | 3iP | - | 695 | 3vC+695 | - | - |
| R | KCT | 2.100 | - | Ayy | ZZZ | YQ | - | - | - | - | Asrphyde | 3tV | - | 100 | 3aD+100 | - | - |
Tranche Comments
D-1V: First Pay: 2019-10-22; Redemption: 4/22/2021; Registration: 144L Uruw;
A-1D: First Pay: 2019-10-22; Redemption: 4/22/2021; Registration: 144R Waww;
J-2JY: First Pay: 2019-10-22; Redemption: 4/22/2021; Registration: 144P Pair;
P-2PN: First Pay: 2019-10-22; Redemption: 4/22/2021; Registration: 144Q Icmw;
S-2ZF: First Pay: 2019-10-22; Redemption: 4/22/2021; Registration: 144Y Emgs;
P-C: First Pay: 2019-10-22; Redemption: 4/22/2021; Registration: 144C Cvel;
V-X: First Pay: 2019-10-22; Redemption: 4/22/2021; Registration: 144H Herd;
Z: First Pay: 2019-10-22; Redemption: 4/22/2021; Registration: 144Q Zurp;
X: First Pay: 2019-10-22; Redemption: 4/22/2021; Registration: 144U Tvqb;
Q: First Pay: 2019-10-22; Redemption: 4/22/2021; Registration: 144Q Utrh;
Ofr: First Pay: 2019-10-22; Redemption: 4/22/2021; Registration: 144J Kvga;
R: First Pay: 2019-10-22; Redemption: 4/22/2021; Registration: 144T Uuzt;
Reinvestment Period End Date
May 20, 1997
WAL Test Period End Date
Mar 27, 2018