| 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 |
|---|
| Ayl | VPZ | 94.200 | - | KE | QB | UZ | - | - | - | - | - | - | - | - | - | - | - |
| O-1 | GGM | 265.380 | 2.00 | LL | UUU | III | - | - | 67.52% | - | Tjpzcxer | 3vS | - | 131 | 3yQ+131 | - | 228.00000 |
| N-2 | QIW | 55.000 | 3.00 | SB | ZZ | CG | - | - | 56.50% | - | Cyvkv | - | - | - | 4.41% | - | - |
| L | HWZ | 44.610 | 5.70 | OM | W | ZG | - | - | 51.29% | - | Bhhffkec | 3gT | - | 255 | 3aE+255 | - | 829.00000 |
| E | MQQ | 55.700 | 3.70 | ET | TT- | BA | - | - | 9.41% | - | Djzhlwub | 3lE | - | 710 | 3fJ+710 | - | 24.00000 |
| Q-2 | WXB | 34.940 | 9.30 | BA | XO | MMM | - | - | 69.00% | - | Ejopwxzt | 3eU | - | 160 | 3aG+160 | - | 971.00000 |
| W-1 | MZP | 98.300 | 2.00 | YS | YY | OO | - | - | 71.70% | - | Pqvklrkp | 3bO | - | 175 | 3pV+175 | - | 671.00000 |
| L | HOQ | 73.000 | 4.80 | DS | JJJ- | YS | - | - | 55.27% | - | Excjlyrr | 3dP | - | 375 | 3aE+375 | - | 392.00000 |
Tranche Comments
O-1: First Pay: 2019-10-18; Redemption: 1/18/2021;
Q-2: First Pay: 2019-10-18; Redemption: 1/18/2021;
W-1: First Pay: 2019-10-18; Redemption: 1/18/2021;
N-2: First Pay: 2019-10-18; Redemption: 1/18/2021;
L: First Pay: 2019-10-18; Redemption: 1/18/2021;
L: First Pay: 2019-10-18; Redemption: 1/18/2021;
E: First Pay: 2019-10-18; Redemption: 1/18/2021;
Ayl: First Pay: 2019-10-18; Redemption: 1/18/2021;
Reinvestment Period End Date
Oct 31, 2002