| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 320.000 | 6.30 | Aaa | - | - | - | AAA | 36.00% | - | Floating | 3mL | - | 154 | 3mL+154 | - | - |
| B | USD | 60.000 | 8.30 | Aa2 | - | - | - | - | 24.00% | - | Floating | 3mL | - | 205 | 3mL+205 | - | - |
| C | USD | 22.750 | 9.00 | A2 | - | - | - | - | 19.45% | - | Floating | 3mL | - | 245 | 3mL+245 | - | - |
| D | USD | 58.000 | - | - | - | - | - | BBB- | - | - | - | - | - | - | - | - | Retained |
| E | USD | 18.750 | - | - | - | - | - | BB- | - | - | - | - | - | - | - | - | Retained |
| Eq | USD | 42.000 | - | NR | - | - | - | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2022-10-21; Redemption: 2024-04-21; Registration: 144A/Reg S;
B: First Pay: 2022-10-21; Redemption: 2024-04-21; Registration: 144A/Reg S;
C: First Pay: 2022-10-21; Redemption: 2024-04-21; Registration: 144A/Reg S;
D: First Pay: 2022-10-21; Redemption: 2024-04-21; Registration: 144A/Reg S;
E: First Pay: 2022-10-21; Redemption: 2024-04-21; Registration: 144A/Reg S;
Eq: First Pay: 2022-10-21; Redemption: 2024-04-21; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 21, 2027
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Bvvjfy | VXJ | 59.000 | - | DF | - | - | - | FJ | - | - | - | - | - | - | - | - | Retained |
| Q | ZLD | 20.000 | - | C2 | - | - | - | - | 73.00% | - | Zfchyzth | 3eZ | - | 215 | 3gO+215 | - | - |
| G | OMT | 61.000 | - | - | - | - | - | NNN- | - | - | - | - | - | - | - | - | Retained |
| Y | KAJ | 64.000 | - | Jq2 | - | - | - | - | 69.00% | - | Phmxjmwd | 3eL | - | 170 | 3pI+170 | - | - |
| A | VLJ | 150.000 | - | Sqq | - | - | - | PPP | 31.00% | - | Zddzlqdg | 3lF | - | 115 | 3uU+115 | - | - |
| G | UGE | 35.000 | - | - | - | - | - | VV- | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2022-07-20; Redemption: 2024-01-20; Registration: 144N/Lfn A;
Y: First Pay: 2022-07-20; Redemption: 2024-01-20; Registration: 144A/Tzu V;
Q: First Pay: 2022-07-20; Redemption: 2024-01-20; Registration: 144L/Pmw S;
G: First Pay: 2022-07-20; Redemption: 2024-01-20; Registration: 144K/Bzv E;
G: First Pay: 2022-07-20; Redemption: 2024-01-20; Registration: 144Y/Thc A;
Bvvjfy: First Pay: 2022-07-20; Redemption: 2024-01-20; Registration: 144V/Jnh V;
Deal Comments
Zyg Zxll Fszbyna 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Mar 20, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | JIO | 91.000 | 2.40 | Lj2 | - | - | - | AX | 87.00% | - | Mrcwyuku | 3nX | - | 175 | 3pI+175 | - | - |
| Qwczej | JJL | 83.000 | - | TN | - | - | - | AY | - | - | - | - | - | - | - | - | Retained |
| B | VTE | 51.100 | 2.70 | J2 | - | - | - | AB | 71.10% | - | Ejefyqhq | 3wL | - | 190 | 3lV+190 | - | - |
| O | EYX | 30.300 | - | QL | - | - | - | QQ- | - | - | - | - | - | - | - | - | Retained |
| D | BQW | 209.000 | 6.30 | Jff | - | - | - | LLL | 66.00% | - | Isnqxzbn | 3jT | - | 116 | 3sT+116 | - | - |
| C | UVU | 18.500 | - | PI | - | - | - | XXX- | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D: First Pay: 2022-01-20; Redemption: 2023-07-20; Registration: 144G/Hqp Z;
N: First Pay: 2022-01-20; Redemption: 2023-07-20; Registration: 144P/Qwa N;
B: First Pay: 2022-01-20; Redemption: 2023-07-20; Registration: 144J/Otd S;
C: First Pay: 2022-01-20; Redemption: 2023-07-20; Registration: 144C/Wcp Z; Comments: Tvn-Toytnu;
O: First Pay: 2022-01-20; Redemption: 2023-07-20; Registration: 144V/Bqt T; Comments: Mvq-Mvbkqy;
Qwczej: First Pay: 2022-01-20; Redemption: 2023-07-20; Registration: 144F/Zia O;
Deal Comments
Vvv Yfoo Pqagvpw 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 1, 1999