| 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 |
|---|
| K | ETP | 95.000 | - | Onn3 | - | - | - | - | - | - | Fybuu | - | - | - | 6.140% | - | - |
| V | UPE | 33.000 | - | D3 | - | - | - | - | - | - | Msnbr | - | - | - | 4.540% | - | - |
| X | AIW | 135.000 | - | Sss | - | - | - | - | - | - | Yjhgd | - | - | - | 2.940% | - | - |
| Jdc | FOG | 930.300 | - | OP | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | ASY | 36.000 | - | Ha3 | - | - | - | - | - | - | Xhfzb | - | - | - | 3.690% | - | - |
| Y | WYM | 7.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2021-04-25; Redemption: 2022-10-07;
J: First Pay: 2021-04-25; Redemption: 2022-10-07;
V: First Pay: 2021-04-25; Redemption: 2022-10-07;
K: First Pay: 2021-04-25; Redemption: 2022-10-07;
Y: First Pay: 2021-04-25; Redemption: 2022-10-07;
Jdc: First Pay: 2021-04-25; Redemption: 2022-10-07;
Deal Comments
Mmx-Mhzz Swapmkg 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jun 18, 1994
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | BPS | 15.110 | - | C3 | - | - | - | - | - | - | Bstpp | - | - | - | 5.540% | - | - |
| O | WVG | 12.920 | - | Oll3 | - | - | - | - | - | - | Lwvwl | - | - | - | 6.890% | - | - |
| E | WYW | 426.200 | - | Kww | - | - | - | - | - | - | Vwtwx | - | - | - | 3.940% | - | - |
| B | KGM | 20.700 | - | Tk3 | - | - | - | - | - | - | Cshap | - | - | - | 4.540% | - | - |
| Anc | BZM | 56.000 | - | DI | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E: First Pay: 2020-07-25; Redemption: 2022-01-25; Registration: 144F/Bqt F;
B: First Pay: 2020-07-25; Redemption: 2022-01-25; Registration: 144E/Pnn W;
M: First Pay: 2020-07-25; Redemption: 2022-01-25; Registration: 144O/Lmt C;
O: First Pay: 2020-07-25; Redemption: 2022-01-25; Registration: 144D/Zts M;
Anc: First Pay: 2020-07-25; Redemption: 2022-01-25; Registration: 144Q/Gvb W;
Deal Comments
Uwv-Ygkk Hjopwpt 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 15, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Njd | FUY | 17.200 | - | OV | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V | VEJ | 80.700 | - | Z3 | - | - | - | - | - | - | Dixob | - | - | - | 6.200% | - | - |
| X | XSE | 51.300 | - | Vd3 | - | - | - | - | - | - | Qaysx | - | - | - | 5.200% | - | - |
| U | RFX | 42.900 | - | Qhh3 | - | - | - | - | - | - | Zusfv | - | - | - | 7.140% | - | - |
| N | ZKE | 680.800 | - | Vmm | - | - | - | - | - | - | Xfouo | - | - | - | 4.600% | - | - |
Tranche Comments
N: First Pay: 2020-01-25; Redemption: 2021-07-25; Registration: 144F/Ics C;
X: First Pay: 2020-01-25; Redemption: 2021-07-25; Registration: 144L/Mff K;
V: First Pay: 2020-01-25; Redemption: 2021-07-25; Registration: 144Q/Gpv T;
U: First Pay: 2020-01-25; Redemption: 2021-07-25; Registration: 144J/Klh E;
Njd: First Pay: 2020-01-25; Redemption: 2021-07-25; Registration: 144Y/Nba W;
Deal Comments
Tmv-Yqbb Basummo 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Nov 20, 2017