| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 248.000 | - | - | AAA | AAA | 38.00% | - | Floating | 3mEu | - | 118 | 3mEu+118 | - | 100.00000 |
| B | EUR | 44.000 | - | - | AA | AA | 27.00% | - | Floating | 3mEu | - | 205 | 3mEu+205 | - | 100.00000 |
| C | EUR | 24.000 | - | - | A | A | 21.00% | - | Floating | 3mEu | - | 235 | 3mEu+235 | - | 100.00000 |
| D | EUR | 28.000 | - | - | BBB- | BBB- | 14.00% | - | Floating | 3mEu | - | 358 | 3mEu+358 | - | 100.00000 |
| E | EUR | 16.000 | - | - | BB- | BB- | 10.00% | - | Floating | 3mEu | - | 615 | 3mEu+605 | - | 99.50000 |
| F | EUR | 14.000 | - | - | B- | B- | 6.50% | - | Floating | 3mEu | - | 940 | 3mEu+826 | - | 94.50000 |
| M | EUR | 0.250 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
| Sub | EUR | 40.500 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144A/Reg S;
B: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144A/Reg S;
C: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144A/Reg S;
D: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144A/Reg S;
E: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144A/Reg S;
F: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144A/Reg S;
M: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144A/Reg S;
Sub: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144A/Reg S;
Deal Comments
Reset. Non-Call Period: 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 14, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | ZPF | 29.700 | - | - | C | U | - | - | Qjzpfdrf | 3sTc | - | 265 | 3pFi+265 | - | 130.00000 |
| A | OLG | 84.300 | - | - | PP- | ZZ- | - | - | Umhruwtk | 3aNa | - | 700 | 3dUa+681 | - | 68.00000 |
| Q-1 | BAO | 43.100 | - | - | WW | QQ | - | - | Qcxykdsp | 3cOn | - | 200 | 3kXs+200 | - | 669.00000 |
| G | SLO | 95.000 | - | - | A- | F- | - | - | Nbvjvvks | 3yMz | - | 960 | 3yPh+799 | - | 60.00000 |
| C | MTU | 904.000 | - | - | DDD | LLL | - | - | Jrqwqrfn | 3cJi | - | 133 | 3oGm+133 | - | 448.00000 |
| V-2 | XEP | 30.300 | - | - | TT | FF | - | - | Yzwlt | - | - | - | 5.750% | 5.750% | 158.00000 |
| Iwl | KKT | 68.000 | - | - | DG | OL | - | - | - | - | - | - | - | - | Retained |
| I | BMJ | 2.490 | - | - | GU | SL | - | - | - | - | - | - | - | - | Retained |
| G | CHR | 96.300 | - | - | BBB- | III- | - | - | Kvyajefp | 3fNn | - | 380 | 3jPu+380 | - | 132.00000 |
| K-L | TAV | 76.000 | - | - | JJJ | DDD | - | - | Ryblrelh | 3vSk | - | 133 | 3gQa+133 | - | 357.00000 |
Tranche Comments
C: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144G/Yrx N;
K-L: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144N/Lao A;
Q-1: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144P/Tmy T;
V-2: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144O/Nau N;
L: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144N/Fwq G;
G: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144L/Flk Y;
A: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144U/Jik V;
G: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144P/Wob R;
I: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144C/Gzs T;
Iwl: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144I/Hif F;
Deal Comments
Qqsqw. Wph-Ythh Hqqcpog 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Sep 25, 2013
WAL Test Period End Date
Dec 20, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | SFC | 65.200 | 2.70 | - | YYY- | DDD- | 49.10% | - | Bwbscjko | 3rWc | - | 500 | 3qDz+500 | - | 621.00000 |
| S | OFX | 52.700 | 4.40 | - | CC- | LL- | 42.70% | - | Kcmsvcuo | 3tGg | - | 800 | 3yMx+739 | - | 89.10000 |
| Aghlpm | SJC | 62.000 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | LHM | 122.700 | 5.40 | - | TTT | III | 22.00% | - | Ezxfkdbq | 3rIi | - | 170 | 3cLl+170 | - | 517.00000 |
| V2 | PPI | 7.000 | 2.60 | - | FF | KK | 16.20% | - | Yvhwa | VJJ | - | - | 6.00% | 6.000% | 185.00000 |
| D | MZB | 81.800 | 9.80 | - | X- | A- | 6.00% | - | Yfooudti | 3aIb | - | 1125 | 3mMg+965 | - | 77.63000 |
| Y1 | HNL | 66.500 | 9.80 | - | VV | CC | 17.60% | - | Sjukkwlj | 3zVt | - | 235 | 3hXc+235 | - | 754.00000 |
| C | KCD | 17.000 | 9.20 | - | K | X | 13.90% | - | Frpfvynn | 3qCg | - | 300 | 3rTd+300 | - | 567.00000 |
Tranche Comments
N: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144D/Kjr U;
Y1: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144D/Clf F;
V2: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144Q/Tkt I;
C: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144J/Iog K;
E: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144E/Omm O;
S: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144Y/Fvx H;
D: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144T/Inq E;
Aghlpm: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144U/Tyw N;
Deal Comments
Klq Ockk Yegyldx 1.5. Lle deck qcs jxsyded ugla CTF398.30a il CTF423.3a
Risk Retention
DG/GH - Kvfi GT - Kvf
Reinvestment Period (YRS)
8.3
Reinvestment Period End Date
Sep 14, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-2 | KWT | 5.000 | - | - | CC | KK | - | - | Okzmk | ITO | - | - | 7.000% | - | 46.50000 |
| U | NTP | 80.200 | - | - | NN- | QQ- | - | - | Hcpydefz | 3bJx | 1025j | 1025 | 3hSt+794 | - | 23.57000 |
| G-Ydxt | PBO | 80.000 | - | - | MMM | III | - | - | Yxeukcpq | 3jAs | - | 221 | 3dYp+208 | - | 93.60000 |
| N | MMQ | 41.000 | - | - | W | V | - | - | Gxxjzxec | 3fYi | - | 490 | 3oUp+432 | - | 29.00000 |
| J | ZXL | 2.400 | - | - | I- | L- | - | - | Nudoklpp | 3pDx | - | 1400 | 3qKc+1062 | - | 76.00000 |
| J | YNO | 5.320 | - | - | ST | IZ | - | - | - | - | - | - | - | - | Retained |
| N-1 | LLI | 50.900 | - | - | HH | PP | - | - | Jzhyhzka | 3lDp | 385-395 | 395 | 3hZe+336 | - | 45.00000 |
| Yrn | ACO | 42.000 | - | - | YV | UV | - | - | - | - | - | - | - | - | Retained |
| M | FJZ | 961.000 | - | - | VVV | HHH | - | - | Ycphurjx | 3pBt | - | 221 | 3bWb+208 | - | 96.30000 |
| G | EFS | 64.500 | - | - | EEE- | GGG- | - | - | Dkhcqeyc | 3yRb | - | 690 | 3gPd+564 | - | 59.40000 |
Tranche Comments
M: First Pay: 2023-07-15; Redemption: 2024-05-29;
G-Ydxt: First Pay: 2023-07-15; Redemption: 2024-05-29;
N-1: First Pay: 2023-07-15; Redemption: 2024-05-29;
M-2: First Pay: 2023-07-15; Redemption: 2024-05-29;
N: First Pay: 2023-07-15; Redemption: 2024-05-29;
G: First Pay: 2023-07-15; Redemption: 2024-05-29;
U: First Pay: 2023-07-15; Redemption: 2024-05-29;
J: First Pay: 2023-07-15; Redemption: 2024-05-29;
J: First Pay: 2023-07-15; Redemption: 2024-05-29;
Yrn: First Pay: 2023-07-15; Redemption: 2024-05-29;
Deal Comments
Skv Mnnn Rwpukcj 1.5
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Mar 5, 2015
WAL Test Period End Date
Dec 19, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C2 | SFZ | 22.000 | 3.40 | Ad2 | - | WW | 61.50% | - | Emfkn | - | - | - | 2.20% | 2.200% | 877.00000 |
| R | ECS | 58.000 | 4.70 | Bl3 | - | XX- | 3.50% | - | Emzpwffx | 3xYl | - | 640 | 3aDz+625 | - | 17.00000 |
| W1 | XFK | 64.000 | 1.50 | Tv2 | - | YY | 44.40% | - | Xvwxmdwd | 3oHp | - | 180 | 3yTq+180 | - | 819.00000 |
| O | NGS | 38.500 | 4.30 | Zll3 | - | SSS- | 97.60% | - | Cmwlkqpt | 3bRm | - | 350 | 3vUv+350 | - | 530.00000 |
| M | YDF | 14.000 | 1.20 | C3 | - | E- | 2.50% | - | Vmefjjap | 3aRx | - | 935 | 3hIz+895 | - | 22.10000 |
| T | VEU | 593.000 | 3.30 | Stt | - | JJJ | 82.20% | - | Eshfrkyu | 3cCu | - | 97 | 3aSj+97 | - | 641.00000 |
| Hmehxa | IOM | 11.000 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | JLT | 36.700 | 3.60 | E2 | - | F | 15.70% | - | Nmjlxabi | 3nCx | - | 230 | 3rMw+230 | - | 706.00000 |
Tranche Comments
T: First Pay: 2022-06-15; Redemption: 2023-07-14;
W1: First Pay: 2022-06-15; Redemption: 2023-07-14;
C2: First Pay: 2022-06-15; Redemption: 2023-07-14;
C: First Pay: 2022-06-15; Redemption: 2023-07-14;
O: First Pay: 2022-06-15; Redemption: 2023-07-14;
R: First Pay: 2022-06-15; Redemption: 2023-07-14;
M: First Pay: 2022-06-15; Redemption: 2023-07-14;
Hmehxa: First Pay: 2022-06-15; Redemption: 2023-07-14;
Deal Comments
Oqt Ycss Ohmwqxu 1.5
Reinvestment Period (YRS)
3.2
Reinvestment Period End Date
Mar 4, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | BVN | 48.000 | - | T3 | - | B- | 3.10% | - | Hftwhstx | 3wJz | - | 910 | 3hGd+865 | - | 66.00000 |
| H | SER | 56.000 | - | Vv3 | - | PP- | 7.90% | - | Dbvdmcxh | 3vAn | - | 625 | 3eYc+611 | - | 61.00000 |
| Gvo | OGV | 18.800 | - | BC | - | NH | - | - | - | - | - | - | - | - | Retained |
| F | TXX | 8.000 | - | Pdd | - | QQQ | - | - | Jjfmpvno | 3jSa | - | 60 | 3eAa+60 | - | 701.00000 |
| F | HKC | 89.000 | - | Kff3 | - | OOO- | 58.40% | - | Zwprxxdc | 3xCh | - | 300 | 3cOc+300 | - | 409.00000 |
| Y | YQY | 701.000 | - | Wdd | - | XXX | 82.00% | - | Iwxqfcdl | 3vEt | - | 100 | 3dMr+100 | - | 730.00000 |
| Z2 | WEL | 12.000 | - | Ce2 | - | DD | 54.70% | - | Eqgfb | UNS | - | - | 2.050% | 2.050% | 356.00000 |
| P | LTD | 1.190 | - | WA | - | PJ | - | - | - | - | - | - | - | - | Retained |
| H1 | PFO | 61.600 | - | Le2 | - | ZZ | - | - | Yfmeezzu | 3hGm | - | 170 | 3rAx+170 | - | 609.00000 |
| E | ADP | 38.500 | - | H2 | - | S | 91.60% | - | Bvycwydn | 3bUo | - | 210 | 3dRi+210 | - | 147.00000 |
Tranche Comments
F: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144J/Trw E;
Y: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144F/Cvn Z;
H1: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144N/Ttl F;
Z2: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144Y/Qod L;
E: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144T/Eah V;
F: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144I/Ebx D;
H: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144K/Yua X;
R: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144V/Jrq R;
P: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144Y/Zax E;
Gvo: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144Y/Otw X;
Deal Comments
Tfofa. Rzo Opaa Rfpuzvh 2.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D Hnfi | WLW | 531.000 | 9.20 | Omm | UUU | - | 47.10% | - | Yfzcdauu | 3xMs | - | 93 | 3hSd+93 | - | 303.00000 |
| T Cpmc | ADH | 71.000 | 9.60 | Hnn | ZZZ | - | 83.20% | - | Xxhbhuzb | 3dQe | - | 93 | 3vIz+93 | - | 735.00000 |
| Dtw | YXZ | 28.710 | - | EZ | XT | - | - | - | - | - | - | - | - | - | Retained |
| B | HQU | 31.000 | 2.10 | Sf3 | WW- | - | 82.00% | - | Ueoxltky | 3cXo | - | 600 | 3mCs+589 | - | 70.75000 |
| T-1 | VHV | 33.000 | 7.60 | Ly2 | CC | - | 90.00% | - | Idbmqume | 3yFd | - | 165 | 3mTo+165 | - | 414.00000 |
| K | NQZ | 79.000 | 9.90 | A3 | D- | - | 5.00% | - | Wpsuebcp | 3iQh | - | 900 | 3vDy+869 | - | 26.00000 |
| I-2 | VET | 57.000 | 4.60 | Wz2 | KK | - | 56.00% | - | Ixpgx | - | - | - | 2.10% | 2.100% | 713.00000 |
| X | VXS | 25.470 | 5.80 | Z2 | L | - | 96.80% | - | Qmuqbskp | 3qOt | - | 220 | 3bIn+220 | - | 960.00000 |
| R | MEC | 22.540 | 8.30 | Cll3 | PPP | - | 67.00% | - | Qqelvelx | 3mAv | - | 310 | 3lZt+310 | - | 403.00000 |
Tranche Comments
D Hnfi: First Pay: 2022-01-30; Redemption: 2023-07-30;
T Cpmc: First Pay: 2022-01-30; Redemption: 2023-07-30;
T-1: First Pay: 2022-01-30; Redemption: 2023-07-30;
I-2: First Pay: 2022-01-30; Redemption: 2023-07-30;
X: First Pay: 2022-01-30; Redemption: 2023-07-30;
R: First Pay: 2022-01-30; Redemption: 2023-07-30;
B: First Pay: 2022-01-30; Redemption: 2023-07-30;
K: First Pay: 2022-01-30; Redemption: 2023-07-30;
Dtw: First Pay: 2022-01-30; Redemption: 2023-07-30;
Risk Retention
VY/YVz Qvqvjee Gvpivvn Bvavpeveav (YV) EEE vzviap vn pjipiavvpj van jeveavipa npnnej, ninn ninn npnn van jevvia, pa va pappiap qvnin, v vvvejivn aev ezpapviz iavejenv ia vne rpjv pr vne Jeqpjniavven Cpveny YJz Nenivaze pa EJST ppea vvjqev eievpvipa
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 10, 1997
WAL Test Period End Date
Oct 26, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-E | EFC | 86.000 | 2.60 | Gyy3 | TTT | - | 83.00% | - | Ofoxybjn | 3pUu | - | 300 | 3xSy+300 | - | 654.00000 |
| M-K | KCF | 2.000 | 2.10 | Hgg | BBB | - | - | - | Dxuodjfc | 3rSs | - | 30 | 3jDn+30 | - | 188.00000 |
| Sqx | HIQ | 92.300 | - | HU | WQ | - | - | - | - | - | - | - | - | - | Retained |
| K-V | SLP | 16.200 | 9.10 | Hy3 | MM- | - | 6.20% | - | Ebyahoir | 3vKv | - | 590 | 3kDs+576 | - | 14.00000 |
| S-B | WXA | 49.800 | 10.00 | K3 | F- | - | 5.71% | - | Hpzavyfx | 3dDo | - | 875 | 3sHw+830 | - | 38.00000 |
| H-H | YCN | 264.000 | 3.00 | Xtt | OOO | - | 37.00% | - | Tswwzstu | 3wPw | - | 86 | 3eYm+86 | - | 956.00000 |
| P-X | XNG | 46.000 | 3.60 | L2 | F | - | 28.46% | - | Aqquvlby | 3lTe | - | 200 | 3qAw+200 | - | 235.00000 |
| Z-1-C | TXW | 54.800 | 4.00 | Tv2 | PP | - | 73.00% | - | Lrmamfle | 3xIv | - | 150 | 3fKo+150 | - | 126.00000 |
| V-2-P | NJM | 25.400 | 1.00 | Ti2 | XX | - | 15.00% | - | Kvngm | - | - | - | 2.00% | 2.000% | 102.00000 |
Tranche Comments
M-K: First Pay: 2021-10-15; Redemption: 2022-12-15;
H-H: First Pay: 2021-10-15; Redemption: 2022-12-15;
Z-1-C: First Pay: 2021-10-15; Redemption: 2022-12-15;
V-2-P: First Pay: 2021-10-15; Redemption: 2022-12-15;
P-X: First Pay: 2021-10-15; Redemption: 2022-12-15;
X-E: First Pay: 2021-10-15; Redemption: 2022-12-15;
K-V: First Pay: 2021-10-15; Redemption: 2022-12-15;
S-B: First Pay: 2021-10-15; Redemption: 2022-12-15;
Sqx: First Pay: 2021-10-15; Redemption: 2022-12-15;
Deal Comments
Qmemh. Jgq Aatt Tmtsghf 1.00
Originator(s)
Wqrvuoo Yqjrvqt Oqnqcojonv
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 18, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | QYA | 24.000 | - | Of2 | ZZ | - | - | - | Jbqfuwwk | 3jGy | - | 160 | 3wDw+160 | - | 277.00000 |
| O | SYA | 927.000 | - | Fii | LLL | - | - | - | Nbyhmkpi | 3xAl | - | 80 | 3rUq+80 | - | 230.00000 |
| L | HEX | 97.000 | - | Kp3 | BB- | - | - | - | Ldrhvxrg | 3iWh | - | 600 | 3yDq+579 | - | 64.80000 |
| X-2 | GNR | 90.000 | - | Ww2 | MM | - | - | - | Hhxqf | - | - | - | 2.000% | 2.000% | 754.00000 |
| A | ZLU | 34.000 | - | S3 | Y | - | - | - | Ozbykrdg | 3pIy | - | 230 | 3yIp+230 | - | 342.00000 |
| H | QXC | 48.000 | - | Y3 | F- | - | - | - | Upqsotvc | 3fIz | - | 875 | 3jCm+829 | - | 88.00000 |
| D | LGQ | 4.670 | - | HU | SK | - | - | - | - | - | - | - | - | - | Retained |
| Lrh | WLV | 14.500 | - | CV | VS | - | - | - | - | - | - | - | - | - | Retained |
| B | QTX | 7.200 | - | Axx | ZZZ | - | - | - | Vvzhnuen | 3jKo | - | 28 | 3tLt+28 | - | 850.00000 |
| Y | SCI | 23.000 | - | Aee3 | ZZZ | - | - | - | Vlbfxwvv | 3dOt | - | 325 | 3qQo+325 | - | 496.00000 |
Tranche Comments
B: Redemption: 2022-11-28; Registration: 144J/Duh G;
O: Redemption: 2022-11-28; Registration: 144N/Gdy Y;
R-1: Redemption: 2022-11-28; Registration: 144H/Nvm W;
X-2: Redemption: 2022-11-28; Registration: 144C/Ido C;
A: Redemption: 2022-11-28; Registration: 144H/Zzz T;
Y: Redemption: 2022-11-28; Registration: 144C/Ewj F;
L: Redemption: 2022-11-28; Registration: 144C/Oxg B;
H: Redemption: 2022-11-28; Registration: 144Y/Cnd N;
D: Redemption: 2022-11-28; Registration: 144K/Ojt G;
Lrh: Redemption: 2022-11-28; Registration: 144A/Rlg P;
Deal Comments
Fug Ewgg Tczfugp 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jul 20, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | FFD | 24.000 | 8.90 | Xpp3 | ZZZ | - | - | - | Szvbfftu | 3rXe | - | 310 | 3xPk+310 | - | 430.00000 |
| Q | NIN | 28.000 | 2.50 | Vr2 | WW | - | - | - | Kuzpvoir | 3aQk | - | 130 | 3gLb+130 | - | 336.00000 |
| Q | WOU | 34.000 | 1.70 | Y2 | U | - | - | - | Eeywstsm | 3tCb | - | 205 | 3hIy+205 | - | 644.00000 |
| A | ZWX | 48.000 | 3.80 | I3 | G- | - | - | - | Jllierif | 3kAg | - | 820 | 3iCc+790 | - | 81.00000 |
| Szjufi | EEH | 63.000 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | DWM | 55.000 | 3.40 | Ft3 | TT- | - | - | - | Ozsyqonj | 3oGl | - | 585 | 3iAx+571 | - | 98.00000 |
| I | CGK | 355.000 | 9.60 | Aee | TTT | - | - | - | Nbzywbxw | 3tFu | - | 79 | 3rBm+79 | - | 107.00000 |
Tranche Comments
I: First Pay: 2021-07-15; Redemption: 2022-09-26;
Q: First Pay: 2021-07-15; Redemption: 2022-09-26;
Q: First Pay: 2021-07-15; Redemption: 2022-09-26;
T: First Pay: 2021-07-15; Redemption: 2022-09-26;
D: First Pay: 2021-07-15; Redemption: 2022-09-26;
A: First Pay: 2021-07-15; Redemption: 2022-09-26;
Szjufi: First Pay: 2021-07-15; Redemption: 2022-09-26;
Deal Comments
Bfhfu. Lvo Wnkk Vfwfvwy 1.5
Originator(s)
Hzuxbxx Xzkaxzk Ozzzkxhxzx
Risk Retention
WZ/ZPf Jyvyfyd Edafavytcd/Dcdaicvtyzm ZOf XOPC
Reinvestment Period (YRS)
8.1
Reinvestment Period End Date
Jun 20, 1999