| 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 | - | - | - | - | - | Floating | 3mL | - | 100 | 3mL+100 | - | 100.00000 |
| AS | USD | 244.000 | - | - | AAA | - | - | - | 39.00% | - | Floating | 3mL | - | 118 | 3mL+118 | - | 100.00000 |
| AJ | USD | 12.000 | - | - | AAA | - | - | - | 36.00% | - | Floating | 3mL | - | 143 | 3mL+143 | - | 100.00000 |
| B | USD | 48.000 | - | - | AA | - | - | - | 24.00% | - | Floating | 3mL | - | 175 | 3mL+175 | - | 100.00000 |
| C | USD | 24.000 | - | - | A | - | - | - | 18.00% | - | Floating | 3mL | - | 210 | 3mL+210 | - | 100.00000 |
| D | USD | 24.000 | - | - | BBB- | - | - | - | 12.00% | - | Floating | 3mL | - | 325 | 3mL+325 | - | 100.00000 |
| E | USD | 16.000 | - | - | BB- | - | - | - | 8.00% | - | Floating | 3mL | - | 686 | 3mL+686 | - | 98.50000 |
| Sub | USD | 37.500 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2022-01-25; Redemption: 2023-07-25; Registration: 144A/Reg S;
AS: First Pay: 2022-01-25; Redemption: 2023-07-25; Registration: 144A/Reg S;
AJ: First Pay: 2022-01-25; Redemption: 2023-07-25; Registration: 144A/Reg S;
B: First Pay: 2022-01-25; Redemption: 2023-07-25; Registration: 144A/Reg S;
C: First Pay: 2022-01-25; Redemption: 2023-07-25; Registration: 144A/Reg S;
D: First Pay: 2022-01-25; Redemption: 2023-07-25; Registration: 144A/Reg S;
E: First Pay: 2022-01-25; Redemption: 2023-07-25; Registration: 144A/Reg S;
Sub: First Pay: 2022-01-25; Redemption: 2023-07-25; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 25, 2026
WAL Test Period End Date
Jul 25, 2030
AllReportsSurveillanceOther