| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-R | USD | 5.850 | - | Aaa | AAA | - | - | - | - | - | Floating | 3mL | - | 50 | 3mL+50 | - | - |
| A-1-R | USD | 320.000 | - | Aaa | AAA | - | - | - | - | - | Floating | 3mL | - | 129 | 3mL+129 | - | - |
| A-2-R | USD | 53.700 | - | NR | AA | - | - | - | - | - | Floating | 3mL | - | 185 | 3mL+185 | - | - |
| B-R | USD | 36.300 | - | NR | A | - | - | - | - | - | Floating | 3mL | - | 245 | 3mL+245 | - | - |
| C-R | USD | 27.500 | - | NR | BBB- | - | - | - | - | - | Floating | 3mL | - | 335 | 3mL+335 | - | - |
| D-R | USD | 21.900 | - | NR | BB- | - | - | - | - | - | Floating | 3mL | - | 692 | 3mL+692 | - | - |
| E-R | USD | 9.200 | - | NR | B- | - | - | - | - | - | Floating | 3mL | - | 874 | 3mL+874 | - | - |
| Sub | USD | 56.700 | - | NR | NR | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
E-R: Redemption: 2022-04-22; Registration: 144A Only;
A-1-R: Redemption: 2022-04-22; Registration: 144A Only;
Sub: Redemption: 2022-04-22; Registration: 144A Only;
A-2-R: Redemption: 2022-04-22; Registration: 144A Only;
C-R: Redemption: 2022-04-22; Registration: 144A Only;
X-R: Redemption: 2022-04-22; Registration: 144A Only;
D-R: Redemption: 2022-04-22; Registration: 144A Only;
B-R: Redemption: 2022-04-22; Registration: 144A Only;
Deal Comments
Reset. Non-Call Period: 2.00.
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 22, 2025
AllReportsSurveillanceOther