| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1A | USD | 119.000 | 4.57 | Aaa | - | - | - | - | 40.00% | - | Floating | 3mL | - | 133 | 3mL+133 | - | - |
| A1F | USD | 49.000 | 4.57 | Aaa | - | - | - | - | 40.00% | - | Fixed | - | - | - | 2.07% | - | - |
| A1Y | USD | 60.000 | 4.28 | Aaa | - | - | - | - | 50.00% | - | Floating | 3mL | - | 125 | 3mL+125 | - | - |
| A1Z | USD | 12.000 | 6.02 | Aaa | - | - | - | - | 40.00% | - | Floating | 3mL | - | 145 | 3mL+145 | - | - |
| A2 | USD | 16.000 | 6.44 | Aaa | - | - | - | - | 36.00% | - | Floating | 3mL | - | 158 | 3mL+158 | - | - |
| B1 | USD | 17.000 | 6.77 | Aa2 | - | - | - | - | 24.00% | - | Floating | 3mL | - | 190 | 3mL+190 | - | - |
| BF | USD | 31.000 | 6.77 | Aa2 | - | - | - | - | 24.00% | - | Fixed | - | - | - | 2.81% | - | - |
| C | USD | 20.000 | 7.04 | A2 | - | - | - | - | 19.00% | - | Floating | 3mL | - | 415 | 3mL+415 | - | - |
| D | USD | 22.000 | 7.33 | Baa3 | - | - | - | - | 13.50% | - | Floating | 3mL | - | 825 | 3mL+825 | - | - |
| E | USD | 18.000 | 7.96 | Ba3 | - | - | - | - | 9.00% | - | - | - | - | - | - | - | Retained |
| SSub | USD | 15.000 | - | NR | - | - | - | - | 5.25% | - | - | - | - | - | - | - | Retained |
| JSub | USD | 29.875 | - | NR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1A: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144A/Reg S;
A1F: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144A/Reg S;
A1Y: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144A/Reg S;
A1Z: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144A/Reg S;
A2: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144A/Reg S;
B1: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144A/Reg S;
BF: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144A/Reg S;
C: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144A/Reg S;
D: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144A/Reg S;
E: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144A/Reg S;
SSub: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144A/Reg S;
JSub: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 20, 2024
WAL Test Period End Date
Oct 20, 2028
AllReportsSurveillanceOther