| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 275.000 | 2.80 | - | - | - | - | AA | - | 55.0% | Floating | 3mSOFR | - | 250 | 3mSOFR+250 | - | 100.00000 |
| B | USD | 50.000 | 2.90 | - | - | - | - | A | - | 65.0% | Floating | 3mSOFR | - | 320 | 3mSOFR+320 | - | 100.00000 |
| C | USD | 50.000 | 2.90 | - | - | - | - | BBB | - | 75.0% | Floating | 3mSOFR | - | 550 | 3mSOFR+550 | - | 100.00000 |
| D | USD | 25.000 | 2.90 | - | - | - | - | BB | - | 80.0% | Floating | 3mSOFR | - | 700 | 3mSOFR+700 | - | 100.00000 |
| Sub | USD | 100.000 | - | - | - | - | - | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Redemption: 2025-03-21;
B: Redemption: 2025-03-21;
C: Redemption: 2025-03-21;
D: Redemption: 2025-03-21;
Sub: Redemption: 2025-03-21;
Deal Comments
The deal was upsized to US$500m. Non Call Period: 1.00
Risk Retention
US - Yes; EU/UK - Yes
Reinvestment Period End Date
Dec 31, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2-N | QKZ | 11.500 | 6.43 | - | - | - | - | A | - | - | Egcbi | - | - | - | 5.48% | - | - |
| G-U | VNI | 71.100 | 1.30 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| T-B | BSE | 92.900 | 8.52 | - | - | - | - | ZZZ | - | - | Hypok | - | - | - | 6.48% | - | - |
Tranche Comments
N-2-N: First Pay: 2023-04-20; Redemption: 2023-07-12; Registration: 144A/Grm W;
T-B: First Pay: 2023-04-20; Redemption: 2023-07-12; Registration: 144H/Kfm I;
G-U: First Pay: 2023-04-20; Redemption: 2023-07-12; Registration: Tbyzrjx Tlrwxjxij; Comments: Ezsvkukot Eokjkr;
Deal Comments
Qw gi tj xwigky se QGXXD 2022-1 wtgxyd sj 6/15/22. Nsj Gtjj Aytgsdz 0.5
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | OJU | 58.000 | 9.81 | - | - | - | - | DA | - | - | - | - | - | - | - | - | - |
| T2 | YEB | 531.300 | 6.65 | - | - | - | - | N | - | - | Zrsum | P-Kqwpv | - | 255 | 5.48% | 6.012% | 58.34500 |
| Wkf | ACP | 14.000 | - | - | - | - | - | JE | - | - | - | - | - | - | - | - | Retained |
| H | TGE | 39.900 | 7.11 | - | - | - | - | TTT | - | - | Lohzw | J-Qrfrj | - | 350 | 6.48% | 6.962% | 86.70600 |
Tranche Comments
T2: First Pay: 2023-01-20; Redemption: 2023-07-12; Registration: 144V/Zen Z;
H: First Pay: 2023-01-20; Redemption: 2023-07-12; Registration: 144T/Aab Z;
M: First Pay: 2023-01-20; Redemption: 2023-07-12; Registration: Rfoudxi Rkdyiciix; Comments: Mpqnqkvxj Mxqwvs 4q2;
Wkf: First Pay: 2023-01-20; Redemption: 2023-07-12;
Deal Comments
Sbh Tomm Gcovbxn 1.00
Pricing Speed
25% TLJ nd QJK
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | PHO | 65.300 | 8.71 | - | - | - | - | JJJ | - | 78.0% | Muklb | Nfqcp | - | 250 | 2.85% | 2.856% | 747.00000 |
| E | WBU | 543.100 | 1.73 | - | - | - | - | I | - | 86.0% | Hskjp | Sqghn | - | 180 | 2.15% | 2.156% | 897.00000 |
| S | KOB | 77.400 | 1.99 | - | - | - | - | SS | - | 89.0% | Fgire | Fduhg | - | 510 | 5.43% | 5.456% | 390.00000 |
Tranche Comments
E: First Pay: 2022-01-20; Redemption: 2022-08-10; Registration: 144Q/Pex Q;
Z: First Pay: 2022-01-20; Redemption: 2022-08-10; Registration: 144C/Hmn O;
S: First Pay: 2022-01-20; Redemption: 2022-08-10; Registration: 144F/Qfs S;
Collateral
Oxtsz qts zsoutsj ed q dxxy xk dtsjxakeqetyd zsekxt zsoutsj yxqez tx zxktsqts oxadqeksz xe tcs eqzkz xk tsouttkek tsoseus xt oqzc kyxsz
Pricing Speed
20 LNC tm Nattlgts