| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 176.000 | 5.00 | - | AAA | - | - | - | 43.50% | - | Floating | SOFR | 165-170 | 168 | SOFR+168 | - | 100.00000 |
| A1L | USD | 50.000 | 5.00 | - | AAA | - | - | - | 43.50% | - | Floating | SOFR | - | 168 | SOFR+168 | - | 100.00000 |
| AJF | USD | 8.421 | 6.50 | - | AAA | - | - | - | 40.00% | - | Fixed | - | - | 190 | 5.71% | 5.705% | 100.00000 |
| AJN | USD | 5.579 | 6.50 | - | AAA | - | - | - | 40.00% | - | Floating | SOFR | - | 190 | SOFR+190 | - | 100.00000 |
| B | USD | 38.000 | 6.90 | - | AA | - | - | - | 30.50% | - | Floating | SOFR | - | 215 | SOFR+215 | - | 100.00000 |
| C | USD | 26.000 | 7.40 | - | A | - | - | - | 24.00% | - | Floating | SOFR | - | 270 | SOFR+270 | - | 100.00000 |
| D | USD | 24.000 | 8.00 | - | BBB- | - | - | - | 18.00% | - | Floating | SOFR | - | 450 | SOFR+450 | - | 100.00000 |
| E | USD | 24.000 | 8.60 | - | BB- | - | - | - | 12.00% | - | Floating | SOFR | - | 825 | SOFR+825 | - | 100.00000 |
| Sub | USD | 55.200 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144A/Reg S;
A1L: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144A/Reg S;
AJF: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144A/Reg S;
AJN: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144A/Reg S;
B: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144A/Reg S;
C: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144A/Reg S;
D: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144A/Reg S;
E: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144A/Reg S;
Sub: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 25, 2028
WAL Test Period End Date
Jul 25, 2032
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | GWO | 641.000 | - | - | - | - | - | - | 34.00% | - | Ppsvjayt | KSMC | - | 225 | 3aVMDB+225 | - | - |
| Iqf | YED | 36.870 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R | NER | 91.000 | - | - | - | - | - | - | 97.80% | - | Bclrbttq | ZAIY | - | 475 | 3sIDLT+475 | - | - |
| Z | BQQ | 35.000 | - | - | - | - | - | - | 60.00% | - | Dbpvmoer | CHKV | - | 255 | 3nAIFU+255 | - | - |
| C | CQC | 18.000 | - | - | - | - | - | - | 18.40% | - | Nxdbjblo | THYH | - | 300 | 3zXKMN+300 | - | - |
Tranche Comments
P: First Pay: 2022-11-19; Redemption: 2024-05-19;
Z: First Pay: 2022-11-19; Redemption: 2024-05-19;
C: First Pay: 2022-11-19; Redemption: 2024-05-19;
R: First Pay: 2022-11-19; Redemption: 2024-05-19;
Iqf: First Pay: 2022-11-19; Redemption: 2024-05-19;
Deal Comments
Xst Cpoo Oumuskz 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 27, 2022
WAL Test Period End Date
Feb 16, 2005