| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 1.000 | - | Aaa | - | NR | - | - | - | - | Floating | SOFR | - | 100 | SOFR+100 | - | - |
| A1 | USD | 248.000 | - | Aaa | - | NR | - | - | - | - | Floating | SOFR | - | 132 | SOFR+132 | - | - |
| A2 | USD | 12.000 | - | Aaa | - | NR | - | - | - | - | Floating | SOFR | - | 165 | SOFR+165 | - | - |
| B | USD | 44.000 | - | NR | - | AA | - | - | - | - | Floating | SOFR | - | 185 | SOFR+185 | - | - |
| C1 | USD | 14.000 | - | NR | - | A+ | - | - | - | - | Floating | SOFR | - | 210 | SOFR+210 | - | - |
| C2 | USD | 10.000 | - | NR | - | A | - | - | - | - | Floating | SOFR | - | 255 | SOFR+255 | - | - |
| D1 | USD | 20.000 | - | NR | - | BBB | - | - | - | - | Floating | SOFR | - | 350 | SOFR+350 | - | - |
| D2 | USD | 8.000 | - | NR | - | BBB- | - | - | - | - | Floating | SOFR | - | 535 | SOFR+535 | - | - |
| E | USD | 12.000 | - | Ba3 | - | NR | - | - | - | - | Floating | SOFR | - | 670 | SOFR+670 | - | - |
| Sub | USD | 38.000 | - | NR | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2022-10-24; Redemption: 2024-04-23;
A1: First Pay: 2022-10-24; Redemption: 2024-04-23;
A2: First Pay: 2022-10-24; Redemption: 2024-04-23;
B: First Pay: 2022-10-24; Redemption: 2024-04-23;
C1: First Pay: 2022-10-24; Redemption: 2024-04-23;
C2: First Pay: 2022-10-24; Redemption: 2024-04-23;
D1: First Pay: 2022-10-24; Redemption: 2024-04-23;
D2: First Pay: 2022-10-24; Redemption: 2024-04-23;
E: First Pay: 2022-10-24; Redemption: 2024-04-23;
Sub: First Pay: 2022-10-24; Redemption: 2024-04-23;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 23, 2027
AllReportsSurveillanceOther