| 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 | AAA | - | - | - | - | - | Floating | 3mL | - | 85 | 3mL+85 | - | - |
| A1 | USD | 248.000 | - | Aaa | AAA | - | - | - | - | - | Floating | 3mL | - | 118 | 3mL+118 | - | - |
| A2 | USD | 12.000 | - | Aaa | NR | - | - | - | - | - | Floating | 3mL | - | 140 | 3mL+140 | - | - |
| B | USD | 44.000 | - | NR | AA | - | - | - | - | - | Floating | 3mL | - | 185 | 3mL+185 | - | - |
| C | USD | 24.000 | - | NR | A | - | - | - | - | - | Floating | 3mL | - | 240 | 3mL+240 | - | - |
| D | USD | 22.000 | - | NR | BBB- | - | - | - | - | - | Floating | 3mL | - | 367 | 3mL+367 | - | - |
| E | USD | 18.000 | - | Ba3 | NR | - | - | - | - | - | Floating | 3mL | - | 716 | 3mL+716 | - | - |
| Sub | USD | 38.350 | - | NR | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144A/Reg S;
A1: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144A/Reg S;
A2: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144A/Reg S;
B: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144A/Reg S;
C: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144A/Reg S;
D: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144A/Reg S;
E: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144A/Reg S;
Sub: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.1
Reinvestment Period (YRS)
5.1
Reinvestment Period End Date
Jan 18, 2027
AllReportsSurveillanceOther