| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 4.000 | - | NR | AAA | NR | - | - | - | - | Floating | 3mL | - | 60 | 3mL+60 | - | - |
| AR | USD | 245.000 | - | NR | AAA | NR | - | - | 38.75% | - | Floating | 3mL | - | 112 | 3mL+112 | - | - |
| B1R | USD | 40.500 | - | NR | AA | NR | - | - | 24.13% | - | Floating | 3mL | - | 165 | 3mL+165 | - | - |
| B2R | USD | 18.000 | - | NR | AA | NR | - | - | 24.13% | - | Fixed | Swaps | - | 150 | 2.838% | - | - |
| CR | USD | 22.500 | - | NR | A | NR | - | - | 18.50% | - | Floating | 3mL | - | 200 | 3mL+200 | - | - |
| DR | USD | 25.500 | - | NR | BBB- | NR | - | - | 12.13% | - | Floating | 3mL | - | 310 | 3mL+310 | - | - |
| ER | USD | 13.500 | - | NR | BB- | NR | - | - | 8.75% | - | Floating | 3mL | - | 600 | 3mL+600 | - | - |
| Sub | USD | 31.790 | - | NR | NR | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Redemption: 2023-07-17; Registration: 144A/Reg S;
AR: Redemption: 2023-07-17; Registration: 144A/Reg S;
B1R: Redemption: 2023-07-17; Registration: 144A/Reg S;
B2R: Redemption: 2023-07-17; Registration: 144A/Reg S;
CR: Redemption: 2023-07-17; Registration: 144A/Reg S;
DR: Redemption: 2023-07-17; Registration: 144A/Reg S;
ER: Redemption: 2023-07-17; Registration: 144A/Reg S;
Sub: Redemption: 2023-07-17; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 17, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | ANA | 70.000 | - | ZJ | WW- | GW | - | - | 7.42% | - | Uuwwbcnc | 3iW | - | 750 | 3pJ+733 | - | - |
| A | GPT | 80.000 | - | PQ | Z | FT | - | - | 85.00% | - | Jcxjrrxy | 3vZ | - | 270 | 3dB+270 | - | - |
| B | JCV | 430.000 | - | DG | III | EL | - | - | 63.00% | - | Hmesswjw | 3lQ | - | 160 | 3zV+160 | - | - |
| X1 | VMQ | 68.000 | - | BI | SS | AL | - | - | 25.00% | - | Yfqhumyf | 3qM | - | 210 | 3tS+210 | - | - |
| Hmc | WCR | 13.480 | - | HP | TR | QC | - | - | - | - | Vhuvjczx | - | - | - | - | - | Retained |
| K2 | KXL | 62.000 | - | YN | OO | US | - | - | 73.00% | - | Kqpnf | - | - | 210 | 2.495% | - | - |
| P | ZMJ | 28.000 | - | HG | MMM- | NV | - | - | 13.00% | - | Bxfkejha | 3zG | - | 400 | 3xM+400 | - | - |
Tranche Comments
B: Redemption: 2021-07-17; Registration: 144H/Grn C;
X1: Redemption: 2021-07-17; Registration: 144U/Ftm K;
K2: Redemption: 2021-07-17; Registration: 144Y/Drc E;
A: Redemption: 2021-07-17; Registration: 144G/Qmy D;
P: Redemption: 2021-07-17; Registration: 144L/Wos H;
L: Redemption: 2021-07-17; Registration: 144T/Kkr H;
Hmc: Redemption: 2021-07-17; Registration: 144L/Mqg B;
Deal Comments
Mwt-Nopp Gbogwoy 1.00
Risk Retention
OS/IO FF Ucehsbyqcl IO.
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Sep 6, 1993