| 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 |
|---|
| E | ZCF | 17.000 | - | - | - | - | - | - | 85.50% | - | Vzujzpob | QJZM | - | 475 | 3dVNDM+475 | - | - |
| D | QXQ | 34.000 | - | - | - | - | - | - | 66.00% | - | Rebhzwup | PNKN | - | 255 | 3iTTXH+255 | - | - |
| A | RLB | 88.000 | - | - | - | - | - | - | 82.60% | - | Dzsubjtc | LNNL | - | 300 | 3yBUKG+300 | - | - |
| U | BML | 981.000 | - | - | - | - | - | - | 95.00% | - | Qhxkoelj | GTXS | - | 225 | 3cHPKX+225 | - | - |
| Weu | EWW | 13.140 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U: First Pay: 2022-11-19; Redemption: 2024-05-19;
D: First Pay: 2022-11-19; Redemption: 2024-05-19;
A: First Pay: 2022-11-19; Redemption: 2024-05-19;
E: First Pay: 2022-11-19; Redemption: 2024-05-19;
Weu: First Pay: 2022-11-19; Redemption: 2024-05-19;
Deal Comments
Bgn Xzgg Wjqqgkt 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 26, 2017
WAL Test Period End Date
Sep 30, 2011