| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 272.000 | - | Aaa | - | NR | - | - | 36.00% | - | Floating | SOFR | - | 144 | SOFR+144 | - | - |
| A-2 | USD | 48.000 | - | Aaa | - | NR | - | - | 36.00% | - | Fixed | - | - | - | 4.188% | - | - |
| B | USD | 55.000 | - | NR | - | AA | - | - | 25.00% | - | Floating | SOFR | - | 210 | SOFR+210 | - | - |
| C | USD | 32.500 | - | NR | - | A | - | - | 18.50% | - | Floating | SOFR | - | 250 | SOFR+250 | - | - |
| D | USD | 32.500 | - | NR | - | BBB- | - | - | 12.00% | - | Floating | SOFR | - | 380 | SOFR+380 | - | - |
| E | USD | 20.000 | - | NR | - | BB- | - | - | 8.00% | - | Floating | SOFR | - | 700 | SOFR+700 | - | - |
| F | USD | 1.000 | - | B3 | - | NR | - | - | 7.80% | - | - | - | - | - | - | - | Retained |
| Sub | USD | 41.200 | - | NR | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2022-10-20; Redemption: 2024-06-23;
A-2: First Pay: 2022-10-20; Redemption: 2024-06-23;
B: First Pay: 2022-10-20; Redemption: 2024-06-23;
C: First Pay: 2022-10-20; Redemption: 2024-06-23;
D: First Pay: 2022-10-20; Redemption: 2024-06-23;
E: First Pay: 2022-10-20; Redemption: 2024-06-23;
F: First Pay: 2022-10-20; Redemption: 2024-06-23;
Sub: First Pay: 2022-10-20; Redemption: 2024-06-23;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 20, 2027