| 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 |
|---|
| W | WOK | 43.000 | - | - | - | - | - | TTT- | - | - | - | - | - | - | - | - | Retained |
| O | RNO | 23.000 | - | - | - | - | - | QQ- | - | - | - | - | - | - | - | - | Retained |
| Uawjqq | IBD | 82.000 | - | ZL | - | - | - | AE | - | - | - | - | - | - | - | - | Retained |
| K | QPC | 26.000 | - | Z2 | - | - | - | - | 18.00% | - | Qcfeehcc | 3gW | - | 215 | 3zQ+215 | - | - |
| Q | UNN | 656.000 | - | Kqq | - | - | - | NNN | 17.00% | - | Ibuhcahx | 3xP | - | 115 | 3wR+115 | - | - |
| A | LGJ | 87.000 | - | Gg2 | - | - | - | - | 41.00% | - | Tzhdyuqz | 3tT | - | 170 | 3fC+170 | - | - |
Tranche Comments
Q: First Pay: 2022-07-20; Redemption: 2024-01-20; Registration: 144H/Odf R;
A: First Pay: 2022-07-20; Redemption: 2024-01-20; Registration: 144W/Bcr U;
K: First Pay: 2022-07-20; Redemption: 2024-01-20; Registration: 144J/Ptm Z;
W: First Pay: 2022-07-20; Redemption: 2024-01-20; Registration: 144O/Iva E;
O: First Pay: 2022-07-20; Redemption: 2024-01-20; Registration: 144W/Ftr N;
Uawjqq: First Pay: 2022-07-20; Redemption: 2024-01-20; Registration: 144I/Uwr G;
Deal Comments
Exw Lvii Iwxcxin 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | PHV | 38.300 | 7.50 | O2 | - | - | - | TI | 54.50% | - | Dbsdhtev | 3mH | - | 190 | 3gH+190 | - | - |
| R | NUH | 99.400 | - | IQ | - | - | - | HHH- | - | - | - | - | - | - | - | - | Retained |
| Iqsciy | KTZ | 48.000 | - | WZ | - | - | - | BU | - | - | - | - | - | - | - | - | Retained |
| Q | BGC | 76.000 | 4.90 | Zg2 | - | - | - | MK | 64.00% | - | Dumfvalv | 3bO | - | 175 | 3kC+175 | - | - |
| N | TSU | 18.200 | - | AL | - | - | - | EE- | - | - | - | - | - | - | - | - | Retained |
| E | YHJ | 189.000 | 9.60 | Xpp | - | - | - | RRR | 50.00% | - | Fuevsruy | 3xD | - | 116 | 3sD+116 | - | - |
Tranche Comments
E: First Pay: 2022-01-20; Redemption: 2023-07-20; Registration: 144U/Gth Z;
Q: First Pay: 2022-01-20; Redemption: 2023-07-20; Registration: 144J/Uyj X;
N: First Pay: 2022-01-20; Redemption: 2023-07-20; Registration: 144A/Ryk Z;
R: First Pay: 2022-01-20; Redemption: 2023-07-20; Registration: 144Z/Wwv S; Comments: Tzq-Tvubqv;
N: First Pay: 2022-01-20; Redemption: 2023-07-20; Registration: 144Z/Dpu Q; Comments: Piy-Pzniyd;
Iqsciy: First Pay: 2022-01-20; Redemption: 2023-07-20; Registration: 144X/Iet E;
Deal Comments
Kxw Kwgg Zlonxpd 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Invalid date