| 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 |
|---|
| U | GFJ | 73.000 | - | - | - | W | - | - | - | - | Qkdsotpg | 3tQ | - | 205 | 3lD+205 | - | - |
| N | ETY | 89.000 | - | - | - | XXX | - | - | - | - | Oyahuapw | 3oX | - | 295 | 3qD+295 | - | - |
| P | VLC | 408.000 | - | - | - | CCC | - | - | - | - | Mfbfsfdt | 3eT | - | 87 | 3aD+87 | - | - |
| Mad | OYJ | 64.200 | - | - | - | CE | - | - | - | - | - | - | - | - | - | - | Retained |
| E | MJJ | 86.000 | - | - | - | RR | - | - | - | - | Bcertjln | 3zI | - | 152 | 3mC+152 | - | - |
| Q | YJE | 33.000 | - | - | - | MM | - | - | - | - | Nsuoduhr | 3fN | - | 600 | 3aS+600 | - | - |
Tranche Comments
P: First Pay: 2022-04-18; Redemption: 2022-12-23;
E: First Pay: 2022-04-18; Redemption: 2022-12-23;
U: First Pay: 2022-04-18; Redemption: 2022-12-23;
N: First Pay: 2022-04-18; Redemption: 2022-12-23;
Q: First Pay: 2022-04-18; Redemption: 2022-12-23;
Mad: First Pay: 2022-04-18; Redemption: 2022-12-23;
Deal Comments
Wup Fsnn Lvonuxe 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Invalid date