| 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 |
|---|
| D | JPN | 865.000 | - | - | - | III | - | - | - | - | Mrqjyvkz | 3yO | - | 87 | 3lO+87 | - | - |
| D | QXC | 70.000 | - | - | - | NN | - | - | - | - | Ssosmhpj | 3rN | - | 152 | 3eX+152 | - | - |
| M | ZMJ | 44.000 | - | - | - | L | - | - | - | - | Ymcmelir | 3uL | - | 205 | 3uK+205 | - | - |
| C | KJO | 23.000 | - | - | - | RR | - | - | - | - | Zrpplwop | 3tO | - | 600 | 3bZ+600 | - | - |
| Gnx | YHU | 74.100 | - | - | - | ZL | - | - | - | - | - | - | - | - | - | - | Retained |
| H | MLP | 84.000 | - | - | - | LLL | - | - | - | - | Rchfavpk | 3fF | - | 295 | 3jN+295 | - | - |
Tranche Comments
D: First Pay: 2022-04-18; Redemption: 2022-12-23;
D: First Pay: 2022-04-18; Redemption: 2022-12-23;
M: First Pay: 2022-04-18; Redemption: 2022-12-23;
H: First Pay: 2022-04-18; Redemption: 2022-12-23;
C: First Pay: 2022-04-18; Redemption: 2022-12-23;
Gnx: First Pay: 2022-04-18; Redemption: 2022-12-23;
Deal Comments
Euo Opvv Swxpuan 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Sep 29, 1994