| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-R | USD | 270.000 | 3.50 | Aaa | AAA | - | - | - | 36.50% | - | Floating | 3mL | 105 | 105 | 3mL+105 | - | 100.00000 |
| B-R | USD | 53.000 | 5.60 | Aa2 | - | - | - | - | 24.00% | - | Floating | 3mL | 145 | 160 | 3mL+160 | - | 100.00000 |
| C-R | USD | 21.500 | 6.00 | A2 | - | - | - | - | 18.90% | - | Floating | 3mL | 200a | 200 | 3mL+200 | - | 100.00000 |
| D-R | USD | 25.000 | 6.30 | Baa3 | - | - | - | - | 13.00% | - | Floating | 3mL | 265a | 315 | 3mL+315 | - | 100.00000 |
| E-R | USD | 23.500 | 6.70 | Ba3 | - | - | - | - | 7.50% | - | Floating | 3mL | 525a | 660 | 3mL+660 | - | 100.00000 |
| Sub | USD | 43.820 | - | NR | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-R: First Pay: 2019-01-20; Redemption: 2019-09-17; Registration: 144A/Reg S;
B-R: First Pay: 2019-01-20; Redemption: 2019-09-17; Registration: 144A/Reg S;
C-R: First Pay: 2019-01-20; Redemption: 2019-09-17; Registration: 144A/Reg S;
D-R: First Pay: 2019-01-20; Redemption: 2019-09-17; Registration: 144A/Reg S;
E-R: First Pay: 2019-01-20; Redemption: 2019-09-17; Registration: 144A/Reg S;
Sub: First Pay: 2019-01-20; Redemption: 2019-09-17; Registration: 144A/Reg S;
Deal Comments
Refinancing. Non Call Period: 1.00. A Classes A1N, A1L & A2 will be combined into a single floating note Class A-R
Reinvestment Period (YRS)
1.88
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | PVY | 68.400 | 9.40 | Mv2 | - | - | - | - | 18.90% | - | Fyrejxhi | 3eE | - | 225 | 3fK+225 | - | - |
| H | ZZJ | 47.400 | 7.10 | Xh3 | - | - | - | - | 5.90% | - | Ibdcasyj | 3jD | - | 770 | 3pH+ 610 | - | - |
| Tgf | EPM | 80.740 | - | VV | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | WQZ | 41.310 | 8.30 | X2 | - | - | - | - | 91.60% | - | Tfxmpkyq | 3cB | - | 300 | 3wL+300 | - | - |
| Z | PTN | 83.160 | 8.40 | Czz3 | - | - | - | - | 48.30% | - | Burleadp | 3xG | - | 465 | 3eE+ 390 | - | - |
| Z-1D | FEB | 97.000 | 1.90 | Zbb | - | HHH | - | - | 16.50% | - | Ffhaxmzj | 3hJ | - | 150 | 3pH+150 | - | - |
| R-1 | XMA | 477.000 | 1.40 | Ptt | - | RRR | - | - | 77.70% | - | Ujwdclzy | 3tY | - | 150 | 3pA+150 | - | - |
| Y-2 | BBO | 66.000 | 8.50 | Okk | - | EEE | - | - | 18.30% | - | Gfqcm | Ahhyf | - | 146 | 3.13% | - | - |
Tranche Comments
Z-1D: First Pay: 2016-04-20; Redemption: 2018-10-20; Registration: 144L/Uyw I;
R-1: First Pay: 2016-04-20; Redemption: 2018-10-20; Registration: 144Y/Mjv T;
Y-2: First Pay: 2016-04-20; Redemption: 2018-10-20; Registration: 144I/Rqm V;
N: First Pay: 2016-04-20; Redemption: 2017-10-20; Registration: 144L/Bkj Z;
Z: First Pay: 2016-04-20; Redemption: 2017-10-20; Registration: 144G/Ivs P;
Z: First Pay: 2016-04-20; Redemption: 2017-10-20; Registration: 144O/Tsz W;
H: First Pay: 2016-04-20; Redemption: 2017-10-20; Registration: 144E/Hct U;
Tgf: First Pay: 2016-04-20; Redemption: 2017-10-20; Registration: 144B/Oaz H;
Deal Comments
Dyj Jgnn Zfahypm Z-Fqrm 2.00k W1J-W2m 3.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Sep 26, 1993