| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-L | USD | 300.000 | - | Aaa | - | NR | - | - | 36.00% | - | Floating | SOFR | - | 142 | SOFR+142 | - | - |
| A-N | USD | 109.600 | - | Aaa | - | NR | - | - | 36.00% | - | Floating | SOFR | - | 142 | SOFR+142 | - | - |
| B | USD | 76.800 | - | Aa2 | - | AA | - | - | 24.00% | - | Floating | SOFR | - | 200 | SOFR+200 | - | - |
| C | USD | 38.400 | - | NR | - | A | - | - | 18.00% | - | Floating | SOFR | - | 230 | SOFR+230 | - | - |
| D | USD | 38.400 | - | NR | - | BBB- | - | - | 12.00% | - | Floating | SOFR | - | 340 | SOFR+340 | - | - |
| E | USD | 25.600 | - | Ba3 | - | NR | - | - | 8.00% | - | Floating | SOFR | - | 700 | SOFR+700 | - | - |
| Sub | USD | 60.000 | - | NR | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-L: First Pay: 2022-10-25; Redemption: 2023-06-13;
A-N: First Pay: 2022-10-25; Redemption: 2023-06-13;
B: First Pay: 2022-10-25; Redemption: 2023-06-13;
C: First Pay: 2022-10-25; Redemption: 2023-06-13;
D: First Pay: 2022-10-25; Redemption: 2023-06-13;
E: First Pay: 2022-10-25; Redemption: 2023-06-13;
Sub: First Pay: 2022-10-25; Redemption: 2023-06-13;
Deal Comments
Non Call Period: 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 25, 2025
AllReportsSurveillanceOther