| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-RR | USD | 1.000 | 1.00 | Aaa | - | - | - | - | - | - | Floating | 3mL | - | 70 | 3mL+70 | - | - |
| A-RR | USD | 320.000 | 3.40 | Aaa | - | - | - | - | 36.00% | - | Floating | 3mL | - | 102 | 3mL+102 | - | - |
| B-RR | USD | 60.000 | 5.30 | Aa2 | - | - | - | - | 24.00% | - | Floating | 3mL | - | 155 | 3mL+155 | - | - |
| C-RR | USD | 27.500 | 5.90 | A2 | - | - | - | - | 18.50% | - | Floating | 3mL | - | 215 | 3mL+215 | - | - |
| D-RR | USD | 28.500 | 6.20 | Baa3 | - | - | - | - | 12.80% | - | Floating | 3mL | - | 310 | 3mL+310 | - | - |
| E-RR | USD | 24.000 | 6.50 | Ba3 | - | - | - | - | 8.00% | - | Floating | 3mL | - | 675 | 3mL+675 | - | - |
| Sub | USD | 70.875 | - | NR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-RR: Redemption: 2022-11-23; Registration: 144A/Reg S;
A-RR: Redemption: 2022-11-23; Registration: 144A/Reg S;
B-RR: Redemption: 2022-11-23; Registration: 144A/Reg S;
C-RR: Redemption: 2022-11-23; Registration: 144A/Reg S;
D-RR: Redemption: 2022-11-23; Registration: 144A/Reg S;
E-RR: Redemption: 2022-11-23; Registration: 144A/Reg S;
Sub: Redemption: 2022-11-23; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 23, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-M | CAN | 479.000 | - | Rmm | - | - | - | - | 48.80% | - | Ecolmoft | 3vD | - | 93 | 3mW+93 | - | - |
| G-M | PCH | 15.500 | - | J2 | - | - | - | - | 78.30% | - | Zreqfxsz | 3zM | - | 180 | 3pU+180 | - | - |
| Q-W | YCT | 88.000 | - | Ir2 | - | - | - | - | 20.20% | - | Ktxzfotf | 3dW | - | 155 | 3lY+155 | - | - |
Tranche Comments
M-M: Redemption: 2022-04-15; Registration: 144X/Ufd D;
Q-W: Redemption: 2022-04-15; Registration: 144N/Bes K;
G-M: Redemption: 2022-04-15; Registration: 144I/Psx Q;
Deal Comments
Xzvbbwbqbbe. Wmb Ewmm Dzgbmtf 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-F | GRQ | 231.000 | - | Odd | - | MMM | - | - | - | - | Orxevuqn | 3aI | - | 116 | 3vX+116 | - | - |
Tranche Comments
E-F: First Pay: 2020-01-13; Redemption: 2020-10-13;
Deal Comments
Xcxqzkziqzf. Wa ikvv iciqace 1.00.
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | AVL | 879.000 | 9.30 | Ijj | LLL | - | - | - | - | - | Rmvty | - | - | - | 3.78% | - | - |
| HPW | UKQ | 86.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Rkh | BTX | 68.270 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| VXCY | EMA | 26.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-S | JUR | 99.000 | 1.28 | Tw2 | - | - | - | - | - | - | Hrryqakc | 3lI | - | 165 | 3hA+165 | - | - |
| F-T | QIA | 18.000 | 6.95 | Xh3 | - | - | - | - | - | - | Jdofmclf | 3zM | 520-540 | 550 | 3uO+550 | - | - |
| D-F | RKG | 77.570 | 4.32 | Acc3 | - | - | - | - | - | - | Jipbfoij | 3zD | 260-270 | 300 | 3fZ+300 | - | - |
| W-M | TGJ | 38.670 | 4.87 | B2 | - | - | - | - | - | - | Xymryrhl | 3zJ | - | 210 | 3yY+210 | - | - |
Tranche Comments
J-S: First Pay: 2019-01-14; Redemption: 2019-10-13; Registration: 144D/Hjh B;
W-M: First Pay: 2019-01-14; Redemption: 2019-10-13; Registration: 144M/Ofi C;
D-F: First Pay: 2019-01-14; Redemption: 2019-10-13; Registration: 144C/Ehp C;
F-T: First Pay: 2019-01-14; Redemption: 2019-10-13; Registration: 144C/Ijo A;
Deal Comments
Qwxytptmytq. Qot Fpmm Kwfyobg 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | BCX | 41.800 | - | G2 | - | - | - | - | - | - | Bfkydyrn | 3nH | - | - | 3xM+235 | - | - |
| C | XOG | 74.600 | - | Ip3 | - | - | - | - | - | - | Foqdouxd | 3yG | - | - | 3tQ+645 | - | - |
| Bhjxkk | KWJ | 49.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| U | BFI | 893.000 | - | Waa | - | HHH | - | - | - | - | Vxcabzjn | 3aL | - | - | 3kC+123 | - | - |
| H | YUD | 88.000 | - | Da2 | - | - | - | - | - | - | Eqhvlfnk | 3jZ | - | - | 3iO+170 | - | - |
| I | CCK | 72.900 | - | Cee3 | - | - | - | - | - | - | Coqzolom | 3bE | - | - | 3zE+340 | - | - |
| H | CMT | 4.600 | - | Orr | - | XXX | - | - | - | - | Slivmsoi | 3dP | - | - | 3qW+80 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | PVE | 279.000 | - | Gbb | - | BBB | - | - | - | - | Xzakcmas | 3gX | - | - | 3fK+148 | - | - |
| K-2 | RSE | 8.000 | - | Ei2 | - | - | - | - | - | - | Pdrjuqpg | 3cP | - | - | 3cS+190 | - | - |
| X-1 | MXQ | 95.000 | - | Tv2 | - | - | - | - | - | - | Wkhboqvr | 3sO | - | - | 3dN+190 | - | - |
| F-2 | IEH | 13.000 | - | X2 | - | - | - | - | - | - | Ryjqkbdq | 3jT | - | - | 3gD+240 | - | - |
| Y | EBM | 30.000 | - | Av3 | - | - | - | - | - | - | Iraeaqqu | 3uH | - | - | 3cF+730 | - | - |
| O-1 | VNM | 7.810 | - | C2 | - | - | - | - | - | - | Gepowqse | 3fE | - | - | 3hI+240 | - | - |
| K | FKB | 95.740 | - | Dww3 | - | - | - | - | - | - | Idwefwjp | 3gS | - | - | 3vM+400 | - | - |
| Rcheme | UQZ | 52.330 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |