| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 2.000 | - | NR | - | AAA | - | - | - | - | Fixed | Swaps | 70a | 100 | - | - | - |
| AR2 | USD | 352.000 | - | Aaa | - | AAA | - | - | - | - | Fixed | Swaps | - | 127 | - | - | - |
| BR2 | USD | 66.000 | - | NR | - | AA | - | - | - | - | Fixed | Swaps | - | 181 | - | - | - |
| CR2 | USD | 33.000 | - | NR | - | A | - | - | - | - | Fixed | Swaps | - | 230 | - | - | - |
| DR2 | USD | 33.000 | - | NR | - | BBB- | - | - | - | - | Fixed | Swaps | 325a | 334 | - | - | - |
| ER2 | USD | 22.000 | - | NR | - | BB- | - | - | - | - | Fixed | Swaps | Mid to High 600s | 715 | - | - | - |
| Add Sub | USD | 4.450 | - | NR | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
| Sub | USD | 57.250 | - | NR | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2022-10-18; Redemption: 2025-03-30; Registration: 144A/Reg S;
AR2: First Pay: 2022-10-18; Redemption: 2025-03-30; Registration: 144A/Reg S;
BR2: First Pay: 2022-10-18; Redemption: 2025-03-30; Registration: 144A/Reg S;
CR2: First Pay: 2022-10-18; Redemption: 2025-03-30; Registration: 144A/Reg S;
DR2: First Pay: 2022-10-18; Redemption: 2025-03-30; Registration: 144A/Reg S;
ER2: First Pay: 2022-10-18; Redemption: 2025-03-30; Registration: 144A/Reg S;
Add Sub: First Pay: 2022-10-18; Redemption: 2025-03-30; Registration: 144A/Reg S;
Sub: First Pay: 2022-10-18; Redemption: 2025-03-30; Registration: 144A/Reg S;
Deal Comments
Non-Call Period: 1.00. Reset.
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 18, 2025
AllReportsSurveillanceOther