| 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 |
|---|
| C | KRW | 13.000 | - | - | - | - | - | TT- | - | - | - | - | - | - | - | - | Retained |
| Y | QXC | 71.000 | - | U2 | - | - | - | - | 71.00% | - | Chjkhrdd | 3bL | - | 215 | 3lV+215 | - | - |
| Z | YBM | 26.000 | - | - | - | - | - | CCC- | - | - | - | - | - | - | - | - | Retained |
| U | MQO | 62.000 | - | Fr2 | - | - | - | - | 29.00% | - | Gslvudyg | 3rK | - | 170 | 3wQ+170 | - | - |
| Wdmzrp | CND | 90.000 | - | AF | - | - | - | PO | - | - | - | - | - | - | - | - | Retained |
| U | FTV | 728.000 | - | Aww | - | - | - | PPP | 72.00% | - | Dxvsxoog | 3vR | - | 115 | 3eP+115 | - | - |
Tranche Comments
U: First Pay: 2022-07-20; Redemption: 2024-01-20; Registration: 144L/Fcw J;
U: First Pay: 2022-07-20; Redemption: 2024-01-20; Registration: 144Z/Gqd W;
Y: First Pay: 2022-07-20; Redemption: 2024-01-20; Registration: 144B/Xoh C;
Z: First Pay: 2022-07-20; Redemption: 2024-01-20; Registration: 144Z/Veh W;
C: First Pay: 2022-07-20; Redemption: 2024-01-20; Registration: 144P/Lvw X;
Wdmzrp: First Pay: 2022-07-20; Redemption: 2024-01-20; Registration: 144D/Esf R;
Deal Comments
Anp Hvvv Xumtnno 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 16, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | FSP | 72.300 | - | DH | - | - | - | II- | - | - | - | - | - | - | - | - | Retained |
| Ffzcww | EMH | 43.000 | - | QJ | - | - | - | KB | - | - | - | - | - | - | - | - | Retained |
| C | BUH | 312.000 | 6.90 | Quu | - | - | - | PPP | 37.00% | - | Iupfsmuh | 3bL | - | 116 | 3rP+116 | - | - |
| T | YEA | 56.000 | 7.60 | Uu2 | - | - | - | KF | 67.00% | - | Tybsmlyz | 3dL | - | 175 | 3fJ+175 | - | - |
| L | IPP | 46.200 | 1.80 | X2 | - | - | - | JN | 64.70% | - | Ilhartwo | 3qS | - | 190 | 3cQ+190 | - | - |
| O | TNL | 76.800 | - | MU | - | - | - | QQQ- | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C: First Pay: 2022-01-20; Redemption: 2023-07-20; Registration: 144W/Ivv O;
T: First Pay: 2022-01-20; Redemption: 2023-07-20; Registration: 144K/Bhk X;
L: First Pay: 2022-01-20; Redemption: 2023-07-20; Registration: 144E/Jsv Q;
O: First Pay: 2022-01-20; Redemption: 2023-07-20; Registration: 144K/Qfh X; Comments: Gbe-Gqkmeb;
D: First Pay: 2022-01-20; Redemption: 2023-07-20; Registration: 144K/Nxl C; Comments: Mjh-Mltohh;
Ffzcww: First Pay: 2022-01-20; Redemption: 2023-07-20; Registration: 144P/Pzn S;
Deal Comments
Nsh Vvqq Fmobspj 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 9, 2008