| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 4.000 | - | - | AAA | - | - | - | - | - | Floating | SOFR | - | 105 | SOFR+105 | - | - |
| A1 | USD | 241.000 | 4.60 | - | AAA | - | - | - | 36.00% | - | Floating | SOFR | - | 134 | SOFR+134 | - | - |
| AF | USD | 15.000 | 4.60 | - | AAA | - | - | - | 36.00% | - | Fixed | YLD | - | - | 2.52% | - | - |
| B | USD | 48.000 | 6.50 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | - | 185 | SOFR+185 | - | - |
| C | USD | 24.000 | 7.00 | - | A | - | - | - | 18.00% | - | Floating | SOFR | - | 250 | SOFR+250 | - | - |
| D1 | USD | 20.000 | 7.50 | - | BBB+ | - | - | - | 13.00% | - | Floating | SOFR | - | 348 | SOFR+348 | - | - |
| DJ | USD | 4.000 | 7.80 | - | BBB- | - | - | - | 12.00% | - | Floating | SOFR | - | 394 | SOFR+394 | - | - |
| E | USD | 16.000 | 8.20 | - | BB- | - | - | - | 8.00% | - | Floating | SOFR | - | 689 | SOFR+689 | - | - |
| Sub | USD | 37.100 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2022-10-22; Redemption: 2023-04-22; Registration: 144A/Reg S;
A1: First Pay: 2022-10-22; Redemption: 2023-04-22; Registration: 144A/Reg S;
AF: First Pay: 2022-10-22; Redemption: 2023-04-22; Registration: 144A/Reg S;
B: First Pay: 2022-10-22; Redemption: 2023-04-22; Registration: 144A/Reg S;
C: First Pay: 2022-10-22; Redemption: 2023-04-22; Registration: 144A/Reg S;
D1: First Pay: 2022-10-22; Redemption: 2023-04-22; Registration: 144A/Reg S;
DJ: First Pay: 2022-10-22; Redemption: 2023-04-22; Registration: 144A/Reg S;
E: First Pay: 2022-10-22; Redemption: 2023-04-22; Registration: 144A/Reg S;
Sub: First Pay: 2022-10-22; Redemption: 2023-04-22; Registration: 144A/Reg S;
Deal Comments
Non-Call Period: 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 22, 2025
WAL Test Period End Date
Apr 22, 2030
AllReportsSurveillanceOther