| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 256.000 | - | Aaa | - | - | - | - | 36.00% | - | Floating | 3mL | - | 125 | 3mL+125 | - | - |
| B | USD | 48.000 | - | Aa2 | - | - | - | - | 24.00% | - | Floating | 3mL | - | 200 | 3mL+200 | - | - |
| C | USD | 20.000 | - | A2 | - | - | - | - | 19.00% | - | Floating | 3mL | - | 244 | 3mL+244 | - | - |
| D | USD | 24.000 | - | Baa3 | - | - | - | - | 13.00% | - | Floating | 3mL | - | 336 | 3mL+336 | - | - |
| E | USD | 20.000 | - | Ba3 | - | - | - | - | 8.00% | - | Floating | 3mL | - | 770 | 3mL+770 | - | - |
| Sub | USD | 42.250 | - | NR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2022-04-15; Redemption: 2023-11-04; Registration: 144A/Reg S;
B: First Pay: 2022-04-15; Redemption: 2023-11-04; Registration: 144A/Reg S;
C: First Pay: 2022-04-15; Redemption: 2023-11-04; Registration: 144A/Reg S;
D: First Pay: 2022-04-15; Redemption: 2023-11-04; Registration: 144A/Reg S;
E: First Pay: 2022-04-15; Redemption: 2023-11-04; Registration: 144A/Reg S;
Sub: First Pay: 2022-04-15; Redemption: 2023-11-04; Registration: 144A/Reg S;
Deal Comments
Non-Call Period: 2.0
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 25, 2026
WAL Test Period End Date
Oct 25, 2030
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | RLO | 70.000 | 6.60 | SK | - | - | - | QQ- | 6.90% | - | Qkpct | - | - | 500 | 5.00% | - | - |
| Qnlevr | HGB | 42.000 | - | UX | - | - | - | JV | - | - | - | - | - | - | - | - | Retained |
| V | BQU | 16.000 | 5.80 | Dm2 | - | - | - | LL | 55.00% | - | Tqcdlttp | 3gN | - | 185 | 3oA+185 | - | - |
| M | VCE | 326.000 | 7.20 | Ann | - | - | - | JJJ | 83.00% | - | Cfhhtuvo | 3qJ | - | 139 | 3dY+139 | - | - |
| J | ELR | 76.000 | 3.90 | TN | - | - | - | NNN- | 4.60% | - | Tbweb | - | - | 225 | 2.25% | - | - |
Tranche Comments
M: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144E/Hxx T;
V: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144H/Eoa U;
J: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144A/Ykd S;
Q: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144U/Ede X;
Qnlevr: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144O/Cdq I;
Deal Comments
Gbc Obss Shzfbmg 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 7, 2016