| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 252.000 | - | Aaa | - | AAA | - | - | - | - | Floating | SOFR | - | 190 | 3mSOFR+190 | - | - |
| B | USD | 52.000 | - | Aa2 | - | NR | - | - | - | - | Floating | SOFR | - | 260 | 3mSOFR+260 | - | - |
| C | USD | 22.000 | - | NR | - | A | - | - | - | - | Floating | SOFR | - | 341 | 3mSOFR+341 | - | - |
| D | USD | 24.000 | - | NR | - | BBB- | - | - | - | - | Floating | SOFR | - | 439 | 3mSOFR+439 | - | - |
| E | USD | 14.000 | - | NR | - | BB- | - | - | - | - | Floating | SOFR | - | 760 | 3mSOFR+760 | - | - |
| Sub | USD | 32.500 | - | NR | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2022-10-24; Redemption: 2023-07-24; Registration: 144A/Reg S;
B: First Pay: 2022-10-24; Redemption: 2023-07-24; Registration: 144A/Reg S;
C: First Pay: 2022-10-24; Redemption: 2023-07-24; Registration: 144A/Reg S;
D: First Pay: 2022-10-24; Redemption: 2023-07-24; Registration: 144A/Reg S;
E: First Pay: 2022-10-24; Redemption: 2023-07-24; Registration: 144A/Reg S;
Sub: First Pay: 2022-10-24; Redemption: 2023-07-24; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 24, 2025
WAL Test Period End Date
Jul 24, 2030
AllReportsSurveillanceOther