| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 252.000 | 6.40 | - | AAA | - | - | - | 37.00% | - | Floating | 3mL | - | 136 | 3mL+136 | - | - |
| B1 | USD | 47.000 | 8.30 | - | AA | - | - | - | 24.00% | - | Floating | 3mL | - | 185 | 3mL+185 | - | - |
| B2 | USD | 5.000 | 8.30 | - | AA | - | - | - | 24.00% | - | Fixed | Swaps | - | 165 | - | - | - |
| C | USD | 24.000 | 9.10 | - | A | - | - | - | 18.00% | - | Floating | 3mL | - | 220 | 3mL+220 | - | - |
| D | USD | 24.000 | 9.70 | - | BBB- | - | - | - | 12.00% | - | Floating | 3mL | - | 335 | 3mL+335 | - | - |
| E | USD | 16.000 | 10.20 | - | BB- | - | - | - | 8.00% | - | Floating | 3mL | - | 710 | 3mL+710 | - | - |
| Sub | USD | 36.000 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144A/Reg S;
B1: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144A/Reg S;
B2: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144A/Reg S;
C: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144A/Reg S;
D: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144A/Reg S;
E: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144A/Reg S;
Sub: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 15, 2027
AllReportsSurveillanceOther