| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 315.000 | - | Aaa | NR | - | - | - | 37.00% | - | Floating | SOFR | - | 138 | SOFR+138 | - | - |
| A-2a | USD | 5.000 | - | Aaa | NR | - | - | - | 35.00% | - | Floating | SOFR | - | 160 | SOFR+160 | - | - |
| A-2b | USD | 5.000 | - | Aaa | NR | - | - | - | 35.00% | - | Fixed | - | - | - | 3.140% | - | - |
| B | USD | 55.000 | - | NR | AA | - | - | - | 24.00% | - | Floating | SOFR | - | 205 | SOFR+205 | - | - |
| C-1 | USD | 20.000 | - | NR | A | - | - | - | 18.00% | - | Floating | SOFR | - | 250 | SOFR+250 | - | - |
| C-2 | USD | 10.000 | - | NR | A | - | - | - | 18.00% | - | Fixed | - | - | - | 4.031% | - | - |
| D-1 | USD | 15.000 | - | NR | BBB- | - | - | - | 12.00% | - | Floating | SOFR | - | 424 | SOFR+424 | - | - |
| D-2a | USD | 10.000 | - | NR | BBB+ | - | - | - | 14.00% | - | Floating | SOFR | - | 368 | SOFR+368 | - | - |
| D-2b | USD | 5.000 | - | NR | BBB- | - | - | - | 12.00% | - | Floating | SOFR | - | 532 | SOFR+532 | - | - |
| E | USD | 20.000 | - | Ba3 | NR | - | - | - | 8.00% | - | Floating | SOFR | - | 818 | SOFR+818 | - | - |
| Sub | USD | 47.140 | - | NR | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2022-10-20; Redemption: 2024-03-30;
A-2a: First Pay: 2022-10-20; Redemption: 2024-03-30;
A-2b: First Pay: 2022-10-20; Redemption: 2024-03-30;
B: First Pay: 2022-10-20; Redemption: 2024-03-30;
C-1: First Pay: 2022-10-20; Redemption: 2024-03-30;
C-2: First Pay: 2022-10-20; Redemption: 2024-03-30;
D-1: First Pay: 2022-10-20; Redemption: 2024-03-30;
D-2a: First Pay: 2022-10-20; Redemption: 2024-03-30;
D-2b: First Pay: 2022-10-20; Redemption: 2024-03-30;
E: First Pay: 2022-10-20; Redemption: 2024-03-30;
Sub: First Pay: 2022-10-20; Redemption: 2024-03-30;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 20, 2027
AllReportsSurveillanceOther