| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 320.000 | - | Aaa | - | - | - | - | - | - | Floating | SOFR | 130-132 | 133 | SOFR+133 | - | - |
| B | USD | 60.000 | - | Aa2 | - | - | - | - | - | - | Floating | SOFR | 180-185 | 185 | SOFR+185 | - | - |
| C | USD | 26.250 | - | A2 | - | - | - | - | - | - | Floating | SOFR | 210a | 210 | SOFR+210 | - | - |
| D | USD | 31.250 | - | Baa3 | - | - | - | - | - | - | Floating | SOFR | 310a | 310 | SOFR+310 | - | - |
| E | USD | 22.500 | - | Ba3 | - | - | - | - | - | - | Floating | SOFR | 650a | 635 | SOFR+635 | - | - |
| Sub | USD | 46.400 | - | NR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2022-07-21; Redemption: 2024-01-21; Registration: 144A/Reg S;
B: First Pay: 2022-07-21; Redemption: 2024-01-21; Registration: 144A/Reg S;
C: First Pay: 2022-07-21; Redemption: 2024-01-21; Registration: 144A/Reg S;
D: First Pay: 2022-07-21; Redemption: 2024-01-21; Registration: 144A/Reg S;
E: First Pay: 2022-07-21; Redemption: 2024-01-21; Registration: 144A/Reg S;
Sub: First Pay: 2022-07-21; Redemption: 2024-01-21; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 21, 2027
AllReportsSurveillanceOther