| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 35.000 | - | - | - | - | - | A | - | 63.0% | - | - | - | - | - | - | Retained |
| A-2 | USD | 290.000 | 4.12 | - | - | - | - | A | - | 63.0% | Fixed | Swaps | 210-220 | 205 | 2.77% | 2.781% | 100.00000 |
| B | USD | 46.000 | 4.12 | - | - | - | - | BBB | - | 73.0% | Fixed | Swaps | 320-330 | 310 | 3.82% | 3.831% | 100.00000 |
Tranche Comments
A-2: First Pay: 2021-10-20; Redemption: 2022-04-06; Registration: 144A/Reg S;
A-1: First Pay: 2021-10-20; Redemption: 2022-04-06; Registration: 144A/Reg S;
B: First Pay: 2021-10-20; Redemption: 2022-04-06; Registration: 144A/Reg S;
Collateral
Notes are secured by a pool of predominantly senior secured loans to software companies on the basis of recurring revenue or cashflow
Pricing Speed
20 CPR to Maturity
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 20, 2023