| 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 |
|---|
| Y-1 | JEV | 336.450 | 6.00 | BS | NNN | QQQ | - | - | 48.35% | - | Srmjojrk | 3yW | - | 131 | 3mL+131 | - | 695.00000 |
| K-2 | LVC | 65.000 | 9.00 | PQ | PP | ST | - | - | 33.70% | - | Ykzqj | - | - | - | 4.41% | - | - |
| T | PKV | 60.930 | 6.90 | IF | P | DV | - | - | 15.96% | - | Szvjhdru | 3hF | - | 255 | 3jT+255 | - | 812.00000 |
| Z-1 | PCX | 33.500 | 5.00 | PC | OO | OL | - | - | 59.40% | - | Dwfahalk | 3tC | - | 175 | 3wP+175 | - | 292.00000 |
| A | CMC | 17.000 | 6.10 | OT | YYY- | MV | - | - | 74.35% | - | Bjoqwmds | 3gG | - | 375 | 3yO+375 | - | 268.00000 |
| Xxb | UKJ | 65.300 | - | HX | AE | XF | - | - | - | - | - | - | - | - | - | - | - |
| L-2 | JJF | 75.180 | 2.10 | KP | DJ | DDD | - | - | 65.00% | - | Xvsxpfhf | 3vR | - | 160 | 3pK+160 | - | 895.00000 |
| R | KMM | 51.600 | 9.20 | LR | JJ- | GH | - | - | 2.44% | - | Uzbwofzi | 3mE | - | 710 | 3vE+710 | - | 92.00000 |
Tranche Comments
Y-1: First Pay: 2019-10-18; Redemption: 1/18/2021;
L-2: First Pay: 2019-10-18; Redemption: 1/18/2021;
Z-1: First Pay: 2019-10-18; Redemption: 1/18/2021;
K-2: First Pay: 2019-10-18; Redemption: 1/18/2021;
T: First Pay: 2019-10-18; Redemption: 1/18/2021;
A: First Pay: 2019-10-18; Redemption: 1/18/2021;
R: First Pay: 2019-10-18; Redemption: 1/18/2021;
Xxb: First Pay: 2019-10-18; Redemption: 1/18/2021;
Reinvestment Period End Date
May 16, 1993