| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 252.000 | 6.30 | Aaa | - | - | - | - | 37.00% | - | Floating | 3mL | - | 121 | 3mL+121 | - | - |
| B | USD | 48.600 | 8.20 | Aa2 | - | - | - | - | 24.85% | - | Floating | 3mL | - | 175 | 3mL+175 | - | - |
| C | USD | 19.400 | 9.00 | A2 | - | - | - | - | 20.00% | - | Floating | 3mL | - | 220 | 3mL+220 | - | - |
| D-1 | USD | 19.000 | 9.50 | Baa2 | - | - | - | - | 15.25% | - | Floating | 3mL | - | 325 | 3mL+325 | - | - |
| D-2 | USD | 11.000 | 9.90 | Ba1 | - | - | - | - | 12.50% | - | Floating | 3mL | - | 515 | 3mL+495 | - | - |
| E | USD | 18.000 | 10.20 | Ba3 | - | - | - | - | 8.00% | - | Floating | 3mL | - | 725 | 3mL+696 | - | - |
| Equity | USD | 42.050 | - | NR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2022-04-22; Redemption: 2023-10-23; Registration: 144A/Reg S;
B: First Pay: 2022-04-22; Redemption: 2023-10-23; Registration: 144A/Reg S;
C: First Pay: 2022-04-22; Redemption: 2023-10-23; Registration: 144A/Reg S;
D-1: First Pay: 2022-04-22; Redemption: 2023-10-23; Registration: 144A/Reg S;
D-2: First Pay: 2022-04-22; Redemption: 2023-10-23; Registration: 144A/Reg S;
E: First Pay: 2022-04-22; Redemption: 2023-10-23; Registration: 144A/Reg S;
Equity: First Pay: 2022-04-22; Redemption: 2023-10-23; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 20, 2026
AllReportsSurveillanceOther