| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 12.000 | - | - | - | AAA | - | - | 32.00% | - | Floating | SOFR | - | 160 | SOFR+160 | - | - |
| AL | USD | 260.000 | - | - | - | AAA | - | - | 32.00% | - | Floating | SOFR | - | 160 | SOFR+160 | - | - |
| B | USD | 48.000 | - | - | - | AA | - | - | 20.00% | - | Floating | SOFR | - | 240 | SOFR+240 | - | - |
| C | USD | 19.000 | - | - | - | A | - | - | 15.25% | - | Floating | SOFR | - | 300 | SOFR+300 | - | - |
| D | USD | 17.400 | - | - | - | BBB- | - | - | 10.90% | - | Floating | SOFR | - | 530 | SOFR+484 | - | - |
| E | USD | 12.600 | - | - | - | BB- | - | - | 7.75% | - | Floating | SOFR | - | 950 | SOFR+825 | - | - |
| Sub | USD | 29.200 | - | - | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2023-10-16; Redemption: 2024-04-26;
AL: First Pay: 2023-10-16; Redemption: 2024-04-26;
B: First Pay: 2023-10-16; Redemption: 2024-04-26;
C: First Pay: 2023-10-16; Redemption: 2024-04-26;
D: First Pay: 2023-10-16; Redemption: 2024-04-26;
E: First Pay: 2023-10-16; Redemption: 2024-04-26;
Sub: First Pay: 2023-10-16; Redemption: 2024-04-26;
Deal Comments
Non Call Period: 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | VOC | 56.000 | - | - | - | U | - | - | - | - | Llrlpthx | 3tU | - | 205 | 3sO+205 | - | - |
| T | TVH | 88.000 | - | - | - | ZZ | - | - | - | - | Nubtpatj | 3eN | - | 152 | 3gL+152 | - | - |
| Ugy | PHA | 44.600 | - | - | - | OV | - | - | - | - | - | - | - | - | - | - | Retained |
| H | RZN | 568.000 | - | - | - | NNN | - | - | - | - | Ljczovsm | 3lT | - | 87 | 3cV+87 | - | - |
| Z | VMG | 64.000 | - | - | - | EEE | - | - | - | - | Iduuvwfn | 3wK | - | 295 | 3dD+295 | - | - |
| W | OKW | 51.000 | - | - | - | GG | - | - | - | - | Wbpeksjo | 3kC | - | 600 | 3yI+600 | - | - |
Tranche Comments
H: First Pay: 2022-04-18; Redemption: 2022-12-23;
T: First Pay: 2022-04-18; Redemption: 2022-12-23;
Y: First Pay: 2022-04-18; Redemption: 2022-12-23;
Z: First Pay: 2022-04-18; Redemption: 2022-12-23;
W: First Pay: 2022-04-18; Redemption: 2022-12-23;
Ugy: First Pay: 2022-04-18; Redemption: 2022-12-23;
Deal Comments
Eqq Jzhh Hfjcqui 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Apr 21, 2000