| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 461.250 | 6.40 | - | AAA | AAA | - | - | 38.50% | - | Floating | SOFR | - | 129 | SOFR+129 | - | - |
| A-2 | USD | 18.750 | 7.70 | - | - | AAA | - | - | 36.00% | - | Floating | SOFR | 150-155 | 145 | SOFR+145 | - | - |
| B-1 | USD | 63.000 | 8.20 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | 175-180 | 175 | SOFR+175 | - | - |
| B-2 | USD | 27.000 | 8.20 | - | AA | - | - | - | 24.00% | - | Fixed | - | 3.0% | - | 3.00% | - | - |
| C | USD | 45.000 | 8.90 | - | A | - | - | - | 18.00% | - | Floating | SOFR | 200-210 | 210 | SOFR+210 | - | - |
| D | USD | 45.000 | 9.40 | - | BBB- | - | - | - | 12.00% | - | Floating | SOFR | 305-315 | 310 | SOFR+310 | - | - |
| E | USD | 30.000 | 10.00 | - | BB- | - | - | - | 8.00% | - | Floating | SOFR | 625-635 | 625 | SOFR+625 | - | - |
| Equity | USD | 72.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2022-10-21; Redemption: 2024-04-21; Comments: Pre-placed;
A-2: First Pay: 2022-10-21; Redemption: 2024-04-21;
B-1: First Pay: 2022-10-21; Redemption: 2024-04-21;
B-2: First Pay: 2022-10-21; Redemption: 2024-04-21;
C: First Pay: 2022-10-21; Redemption: 2024-04-21;
D: First Pay: 2022-10-21; Redemption: 2024-04-21;
E: First Pay: 2022-10-21; Redemption: 2024-04-21;
Equity: First Pay: 2022-10-21; Redemption: 2024-04-21;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 21, 2027