| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1-R | USD | 416.000 | - | - | AAA | AAA | - | - | 36.00% | - | Floating | SOFR | - | 134 | SOFR+134 | - | 100.00000 |
| A-2-R | USD | 6.500 | - | - | - | AAA | - | - | 35.00% | - | Floating | SOFR | - | 155 | SOFR+155 | - | 100.00000 |
| B-R | USD | 71.500 | - | - | AA | - | - | - | 24.00% | - | Floating | SOFR | 180-185 | 185 | SOFR+185 | - | 100.00000 |
| C-1-R | USD | 26.000 | - | - | A+ | - | - | - | 20.00% | - | Floating | SOFR | - | 200 | SOFR+200 | - | 100.00000 |
| C-2-R | USD | 13.000 | - | - | A | - | - | - | 18.00% | - | Floating | SOFR | - | 255 | SOFR+255 | - | 100.00000 |
| D-R | USD | 39.000 | - | - | BBB- | - | - | - | 12.00% | - | Floating | SOFR | 310-320 | 320 | SOFR+320 | - | 100.00000 |
| E-R | USD | 26.000 | - | - | BB- | - | - | - | 8.00% | - | Floating | SOFR | 690 | 690 | SOFR+682 | - | 99.50000 |
| Sub | USD | 61.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1-R: First Pay: 2022-07-15; Redemption: 2024-04-15; Registration: 144A/Reg S;
A-2-R: First Pay: 2022-07-15; Redemption: 2024-04-15; Registration: 144A/Reg S;
B-R: First Pay: 2022-07-15; Redemption: 2024-04-15; Registration: 144A/Reg S;
C-1-R: First Pay: 2022-07-15; Redemption: 2024-04-15; Registration: 144A/Reg S;
C-2-R: First Pay: 2022-07-15; Redemption: 2024-04-15; Registration: 144A/Reg S;
D-R: First Pay: 2022-07-15; Redemption: 2024-04-15; Registration: 144A/Reg S;
E-R: First Pay: 2022-07-15; Redemption: 2024-04-15; Registration: 144A/Reg S;
Sub: First Pay: 2022-07-15; Redemption: 2024-04-15; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 15, 2027
WAL Test Period End Date
Apr 15, 2031
AllReportsSurveillanceOther