| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 4.000 | - | NR | - | AAA | - | - | - | - | Floating | SOFR | - | 75 | SOFR+75 | - | - |
| A-1-R2 | USD | 248.000 | - | Aaa | - | AAA | - | - | - | - | Floating | SOFR | - | 125 | SOFR+125 | - | - |
| A-2-R2 | USD | 12.000 | - | NR | - | AAA | - | - | - | - | Floating | SOFR | - | 155 | SOFR+155 | - | - |
| B-R2 | USD | 44.000 | - | NR | - | AA | - | - | - | - | Floating | SOFR | - | 175 | SOFR+175 | - | - |
| C-R2 | USD | 24.000 | - | NR | - | A | - | - | - | - | Floating | SOFR | - | 215 | SOFR+215 | - | - |
| D-R | USD | 24.000 | - | NR | - | BBB- | - | - | - | - | Floating | SOFR | - | 315 | SOFR+315 | - | - |
| E-R | USD | 16.000 | - | NR | - | BB- | - | - | - | - | Floating | SOFR | - | 680 | SOFR+680 | - | - |
| Sub | USD | 60.500 | - | NR | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2022-10-15; Redemption: 2023-01-15;
A-1-R2: First Pay: 2022-10-15; Redemption: 2023-01-15;
A-2-R2: First Pay: 2022-10-15; Redemption: 2023-01-15;
B-R2: First Pay: 2022-10-15; Redemption: 2023-01-15;
C-R2: First Pay: 2022-10-15; Redemption: 2023-01-15;
D-R: First Pay: 2022-10-15; Redemption: 2023-01-15;
E-R: First Pay: 2022-10-15; Redemption: 2023-01-15;
Sub: First Pay: 2022-10-15; Redemption: 2023-01-15;
Deal Comments
Reset. Non Call Period: 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jan 15, 2025
AllReportsSurveillanceOther