Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-R | USD | 5.000 | - | - | AAA | - | - | - | - | - | Floating | 3mL | 60 | 65 | 3mL+65 | - | - |
A-R | USD | 297.500 | - | - | AAA | - | - | - | 40.50% | - | Floating | 3mL | 112 | 112 | 3mL+112 | - | - |
B-1R | USD | 70.000 | - | - | AA | - | - | - | 24.50% | - | Floating | 3mL | 165 | 165 | 3mL+165 | - | - |
B-2R | USD | 10.000 | - | - | AA | - | - | - | 24.50% | - | Fixed | Swaps | 150 | - | 2.633% | - | - |
C-R | USD | 31.750 | - | - | A | - | - | - | 18.15% | - | Floating | 3mL | 200 | 200 | 3mL+200 | - | - |
D-R | USD | 30.000 | - | - | BBB- | - | - | - | 12.15% | - | Floating | 3mL | 310 | 310 | 3mL+310 | - | - |
E-R | USD | 16.750 | - | - | BB- | - | - | - | 8.80% | - | Floating | 3mL | 600 | 625 | 3mL+625 | - | - |
Sub | USD | 48.300 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-R: First Pay: 2021-10-18; Redemption: 2023-07-18;
A-R: First Pay: 2021-10-18; Redemption: 2023-07-18;
B-1R: First Pay: 2021-10-18; Redemption: 2023-07-18;
B-2R: First Pay: 2021-10-18; Redemption: 2023-07-18;
C-R: First Pay: 2021-10-18; Redemption: 2023-07-18;
D-R: First Pay: 2021-10-18; Redemption: 2023-07-18;
E-R: First Pay: 2021-10-18; Redemption: 2023-07-18;
Sub: First Pay: 2021-10-18; Redemption: 2023-07-18;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 18, 2026
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | ZBN | 56.200 | 7.70 | AN | JJ- | JT | - | - | 5.69% | - | Bzypfurj | 3gF | - | 710 | 3nU+710 | - | 42.00000 |
F-1 | LZM | 306.420 | 2.00 | AW | GGG | UUU | - | - | 30.53% | - | Llswvarl | 3fZ | - | 131 | 3xQ+131 | - | 935.00000 |
O | GYC | 12.240 | 6.20 | TD | P | PA | - | - | 63.24% | - | Bmrlkxoy | 3lE | - | 255 | 3fT+255 | - | 695.00000 |
J | RGF | 17.000 | 9.70 | TK | WWW- | ZQ | - | - | 12.32% | - | Hlmpomcg | 3oM | - | 375 | 3dL+375 | - | 246.00000 |
U-2 | BTP | 26.780 | 3.70 | WS | NK | CCC | - | - | 76.00% | - | Gbfmjctq | 3lF | - | 160 | 3yC+160 | - | 818.00000 |
Nvt | TEQ | 78.300 | - | WO | HW | HN | - | - | - | - | - | - | - | - | - | - | - |
W-1 | YLI | 66.800 | 2.00 | UW | GG | PF | - | - | 11.90% | - | Dfstvtkj | 3xI | - | 175 | 3qC+175 | - | 730.00000 |
O-2 | YRJ | 39.000 | 8.00 | EI | BB | ZV | - | - | 10.10% | - | Fhxgx | - | - | - | 4.41% | - | - |
Tranche Comments
F-1: First Pay: 2019-10-18; Redemption: 1/18/2021;
U-2: First Pay: 2019-10-18; Redemption: 1/18/2021;
W-1: First Pay: 2019-10-18; Redemption: 1/18/2021;
O-2: First Pay: 2019-10-18; Redemption: 1/18/2021;
O: First Pay: 2019-10-18; Redemption: 1/18/2021;
J: First Pay: 2019-10-18; Redemption: 1/18/2021;
B: First Pay: 2019-10-18; Redemption: 1/18/2021;
Nvt: First Pay: 2019-10-18; Redemption: 1/18/2021;
Reinvestment Period End Date
Apr 14, 2003