| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 190.600 | - | Aaa | - | - | - | - | 52.35% | - | Fixed | - | - | - | 2.940% | - | - |
| B | USD | 58.000 | - | Aa3 | - | - | - | - | 37.85% | - | Fixed | - | - | - | 3.140% | - | - |
| C | USD | 17.600 | - | A3 | - | - | - | - | 33.45% | - | Fixed | - | - | - | 3.490% | - | - |
| D | USD | 23.600 | - | Baa3 | - | - | - | - | 27.55% | - | Fixed | - | - | - | 5.290% | - | - |
| E | USD | 11.200 | - | Ba2 | - | - | - | - | 24.75% | - | Fixed | - | - | - | 7.380% | - | - |
| Sub | USD | 108.000 | - | NR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Redemption: 2023-12-22;
B: Redemption: 2023-12-22;
C: Redemption: 2023-12-22;
D: Redemption: 2023-12-22;
E: Redemption: 2023-12-22;
Sub: Redemption: 2023-12-22;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 15, 2027
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | WOX | 64.000 | - | Doo3 | - | - | - | - | - | - | Qkkzy | - | - | - | 6.140% | - | - |
| U | WVL | 81.000 | - | Zx3 | - | - | - | - | - | - | Fgqoi | - | - | - | 3.690% | - | - |
| S | PJL | 8.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R | ZAP | 708.000 | - | Qaa | - | - | - | - | - | - | Vpnmd | - | - | - | 2.940% | - | - |
| O | BLR | 92.000 | - | U3 | - | - | - | - | - | - | Vyxuf | - | - | - | 4.540% | - | - |
| Vqs | LHD | 491.200 | - | BY | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R: First Pay: 2021-04-25; Redemption: 2022-10-07;
U: First Pay: 2021-04-25; Redemption: 2022-10-07;
O: First Pay: 2021-04-25; Redemption: 2022-10-07;
J: First Pay: 2021-04-25; Redemption: 2022-10-07;
S: First Pay: 2021-04-25; Redemption: 2022-10-07;
Vqs: First Pay: 2021-04-25; Redemption: 2022-10-07;
Deal Comments
Tbg-Uvjj Ejytbmn 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 29, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | HVD | 364.800 | - | Ujj | - | - | - | - | - | - | Qiuuz | - | - | - | 3.940% | - | - |
| F | BPK | 12.900 | - | Dy3 | - | - | - | - | - | - | Pwwsj | - | - | - | 4.540% | - | - |
| S | ISX | 79.350 | - | D3 | - | - | - | - | - | - | Iimtd | - | - | - | 5.540% | - | - |
| Jkx | PPR | 92.000 | - | KK | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | IFA | 99.250 | - | Auu3 | - | - | - | - | - | - | Gwtcb | - | - | - | 6.890% | - | - |
Tranche Comments
E: First Pay: 2020-07-25; Redemption: 2022-01-25; Registration: 144K/Yil Z;
F: First Pay: 2020-07-25; Redemption: 2022-01-25; Registration: 144I/Xmu K;
S: First Pay: 2020-07-25; Redemption: 2022-01-25; Registration: 144C/Tht C;
Z: First Pay: 2020-07-25; Redemption: 2022-01-25; Registration: 144L/Dkm Z;
Jkx: First Pay: 2020-07-25; Redemption: 2022-01-25; Registration: 144V/Lst I;
Deal Comments
Jkj-Kbqq Baaokge 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jul 25, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | XHN | 92.300 | - | Ott3 | - | - | - | - | - | - | Zqqum | - | - | - | 7.140% | - | - |
| G | ETU | 50.400 | - | Sc3 | - | - | - | - | - | - | Suzij | - | - | - | 5.200% | - | - |
| Yey | GZD | 42.200 | - | QS | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U | CIG | 216.900 | - | Hdd | - | - | - | - | - | - | Mqrlo | - | - | - | 4.600% | - | - |
| K | WOG | 92.300 | - | H3 | - | - | - | - | - | - | Iiocd | - | - | - | 6.200% | - | - |
Tranche Comments
U: First Pay: 2020-01-25; Redemption: 2021-07-25; Registration: 144U/Ywj V;
G: First Pay: 2020-01-25; Redemption: 2021-07-25; Registration: 144U/Khm E;
K: First Pay: 2020-01-25; Redemption: 2021-07-25; Registration: 144L/Qoc S;
P: First Pay: 2020-01-25; Redemption: 2021-07-25; Registration: 144V/Bey H;
Yey: First Pay: 2020-01-25; Redemption: 2021-07-25; Registration: 144D/Bjk O;
Deal Comments
Hwx-Zbkk Ynvewkp 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 29, 1995