| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 4.000 | 1.52 | Aaa | - | NR | - | - | - | - | Floating | 3mL | - | 75 | 3mL+75 | - | 100.00000 |
| A-1-R2 | USD | 176.000 | 4.58 | Aaa | - | NR | - | - | 35.00% | - | Floating | 3mL | - | 109 | 3mL+109 | - | 100.00000 |
| A-2-R2 | USD | 84.000 | 4.58 | Aaa | - | NR | - | - | 35.00% | - | Floating | SOFR | - | 124 | 3mL+124 | - | 100.00000 |
| B-R2 | USD | 44.000 | 6.74 | NR | - | AA | - | - | 24.00% | - | Floating | 3mL | - | 165 | 3mL+165 | - | 100.00000 |
| C-R2 | USD | 24.000 | 7.27 | NR | - | A | - | - | 18.00% | - | Floating | 3mL | - | 205 | 3mL+205 | - | 100.00000 |
| D-R2 | USD | 23.500 | 7.90 | NR | - | BBB- | - | - | 12.13% | - | Floating | 3mL | - | 295 | 3mL+295 | - | 100.00000 |
| E-R2 | USD | 16.500 | 8.41 | Ba3 | - | NR | - | - | 8.00% | - | Floating | 3mL | - | 650 | 3mL+650 | - | 100.00000 |
| Sub | USD | 46.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2022-04-26; Redemption: 2022-12-03; Registration: 144A/Reg S;
A-1-R2: First Pay: 2022-04-26; Redemption: 2022-12-03; Registration: 144A/Reg S;
A-2-R2: First Pay: 2022-04-26; Redemption: 2022-12-03; Registration: 144A/Reg S;
B-R2: First Pay: 2022-04-26; Redemption: 2022-12-03; Registration: 144A/Reg S;
C-R2: First Pay: 2022-04-26; Redemption: 2022-12-03; Registration: 144A/Reg S;
D-R2 : First Pay: 2022-04-26; Redemption: 2022-12-03; Registration: 144A/Reg S;
E-R2: First Pay: 2022-04-26; Redemption: 2022-12-03; Registration: 144A/Reg S;
Sub: First Pay: 2022-04-26; Redemption: 2022-12-03; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 26, 2025
AllReportsSurveillanceOther