| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 3.690 | 1.10 | Aaa | - | - | - | - | - | - | Floating | SOFR | - | 120 | SOFR+120 | - | - |
| A | USD | 314.880 | 6.20 | Aaa | - | - | - | - | 36.00% | - | Floating | SOFR | - | 170 | SOFR+170 | - | - |
| B-1 | USD | 35.250 | 7.90 | - | - | AA | - | - | 25.40% | - | Floating | SOFR | - | 250 | SOFR+250 | - | - |
| B-2 | USD | 16.750 | 7.90 | - | - | AA | - | - | 25.40% | - | Fixed | SOFR | - | 240 | 5.65% | - | - |
| C | USD | 29.000 | 8.50 | - | - | A+ | - | - | 19.50% | - | Floating | SOFR | - | 320 | SOFR+320 | - | - |
| C-J | USD | 4.000 | 8.70 | - | - | A | - | - | 18.70% | - | Floating | SOFR | - | 400 | SOFR+400 | - | - |
| D | USD | 33.000 | 9.20 | - | - | BBB- | - | - | 12.00% | - | Floating | SOFR | - | 445 | SOFR+445 | - | - |
| E | USD | 18.500 | 9.70 | - | - | BB- | - | - | 8.25% | - | Floating | SOFR | - | 790 | SOFR+773 | - | - |
| F | USD | 2.500 | 9.80 | B3 | - | - | - | - | 7.70% | - | - | - | - | - | - | - | Retained |
| Equity | USD | 29.360 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2022-10-20; Redemption: 2024-07-10;
A: First Pay: 2022-10-20; Redemption: 2024-07-10;
B-1: First Pay: 2022-10-20; Redemption: 2024-07-10;
B-2: First Pay: 2022-10-20; Redemption: 2024-07-10;
C: First Pay: 2022-10-20; Redemption: 2024-07-10;
C-J: First Pay: 2022-10-20; Redemption: 2024-07-10;
D: First Pay: 2022-10-20; Redemption: 2024-07-10;
E: First Pay: 2022-10-20; Redemption: 2024-07-10;
F: First Pay: 2022-10-20; Redemption: 2024-07-10;
Equity: First Pay: 2022-10-20; Redemption: 2024-07-10;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 20, 2027
AllReportsSurveillanceOther