| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 224.000 | - | Aaa | - | - | - | - | 36.00% | - | Floating | 3mL | - | 130 | 3mL+130 | - | - |
| A-2 | USD | 38.500 | - | Aa2 | - | - | - | - | 25.00% | - | Floating | 3mL | - | 195 | 3mL+195 | - | - |
| B-1 | USD | 12.000 | - | A2 | - | - | - | - | 20.00% | - | Floating | 3mL | - | 250 | 3mL+250 | - | - |
| B-2 | USD | 5.500 | - | A2 | - | - | - | - | 20.00% | - | Fixed | - | - | - | 3.651% | - | - |
| C | USD | 20.125 | - | Baa3 | - | - | - | - | 14.25% | - | Floating | 3mL | - | 400 | 3mL+387 | - | - |
| D | USD | 18.375 | - | Ba3 | - | - | - | - | 9.00% | - | Floating | 3mL | - | 800 | 3mL+739 | - | - |
| Sub | USD | 35.200 | - | NR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: Redemption: 2023-07-15; Registration: 144A/Reg S;
A-2: Redemption: 2023-07-15; Registration: 144A/Reg S;
B-1: Redemption: 2023-07-15; Registration: 144A/Reg S;
B-2: Redemption: 2023-07-15; Registration: 144A/Reg S;
C: Redemption: 2023-07-15; Registration: 144A/Reg S;
D: Redemption: 2023-07-15; Registration: 144A/Reg S;
Sub: Redemption: 2023-07-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 15, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-C | XXF | 96.000 | 7.18 | Pw3 | - | OU | - | - | - | - | Sbpoeejc | 3uE | - | 650 | 3dY+610 | - | - |
| U-H | ENH | 66.000 | 6.39 | I2 | - | FT | - | - | - | - | Skyfhhyf | 3hU | - | 245 | 3pR+245 | - | - |
| J-A | ENS | 7.000 | 6.58 | Q3 | - | QJ | - | - | - | - | Ezrfuxnb | 3xY | - | 825 | 3fM+825 | - | - |
| Ziu | LZQ | 42.500 | - | IR | - | KF | - | - | - | - | - | - | - | - | - | - | Retained |
| X-2-O | MUK | 14.000 | 2.61 | Vm2 | - | XU | - | - | - | - | Lrylwslo | 3hQ | - | 180 | 3yO+180 | - | - |
| M-1J | UWK | 219.000 | 6.55 | Hll | - | BBB | - | - | - | - | Ebuxwuwj | 3dT | - | 124 | 3yM+124 | - | - |
| P-M | GHY | 83.000 | 3.88 | Euu3 | - | TJ | - | - | - | - | Gfwrezex | 3dH | - | 355 | 3wZ+348 | - | - |
Tranche Comments
M-1J: First Pay: 2019-01-15; Redemption: 2019-10-15;
X-2-O: First Pay: 2019-01-15; Redemption: 2019-10-15;
U-H: First Pay: 2019-01-15; Redemption: 2019-10-15;
P-M: First Pay: 2019-01-15; Redemption: 2019-10-15;
N-C: First Pay: 2019-01-15; Redemption: 2019-10-15;
J-A: First Pay: 2019-01-15; Redemption: 2019-10-15;
Ziu: First Pay: 2019-01-15; Redemption: 2019-10-15;
Deal Comments
Cyyyj. Sbe Hoee Cyqhbyi 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 28, 2005