| 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 |
|---|
| S | VKN | 12.500 | 5.60 | Bo2 | - | - | - | - | 87.60% | - | Aljowrce | 3wU | - | 225 | 3dK+225 | - | - |
| O | RPL | 51.580 | 2.20 | Gee3 | - | - | - | - | 95.40% | - | Sceyzaeb | 3uC | - | 465 | 3zP+ 390 | - | - |
| D | NUS | 56.900 | 8.30 | Uu3 | - | - | - | - | 3.90% | - | Vrzalbyr | 3vC | - | 770 | 3iV+ 610 | - | - |
| I-1E | HTK | 90.000 | 3.40 | Cff | - | DDD | - | - | 89.60% | - | Fomxodii | 3oB | - | 150 | 3mO+150 | - | - |
| R-2 | RCP | 99.000 | 3.60 | Ptt | - | DDD | - | - | 99.20% | - | Binnw | Ncvhg | - | 146 | 3.13% | - | - |
| K | KXZ | 26.220 | 9.20 | Q2 | - | - | - | - | 97.50% | - | Izsyoiko | 3jW | - | 300 | 3eL+300 | - | - |
| D-1 | QTK | 712.000 | 2.70 | Fmm | - | FFF | - | - | 54.90% | - | Ajlldvoy | 3wH | - | 150 | 3jC+150 | - | - |
| Ksm | MQF | 61.540 | - | MJ | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I-1E: First Pay: 2016-04-20; Redemption: 2018-10-20; Registration: 144A/Ylk K;
D-1: First Pay: 2016-04-20; Redemption: 2018-10-20; Registration: 144D/Hic P;
R-2: First Pay: 2016-04-20; Redemption: 2018-10-20; Registration: 144B/Ulp K;
S: First Pay: 2016-04-20; Redemption: 2017-10-20; Registration: 144Q/Pyk B;
K: First Pay: 2016-04-20; Redemption: 2017-10-20; Registration: 144O/Avd X;
O: First Pay: 2016-04-20; Redemption: 2017-10-20; Registration: 144G/Phc T;
D: First Pay: 2016-04-20; Redemption: 2017-10-20; Registration: 144W/Nkd H;
Ksm: First Pay: 2016-04-20; Redemption: 2017-10-20; Registration: 144Q/Nql E;
Deal Comments
Fcq Kfgg Mfhgcwn W-Ouhn 2.00s Z1G-Z2n 3.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Apr 13, 1990