| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 3.750 | - | Aaa | - | - | - | - | - | - | Floating | 3mL | 85 | 95 | 3mL+95 | - | 100.00000 |
| A-1 | USD | 300.000 | - | Aaa | - | - | - | - | 40.00% | - | Floating | 3mL | 120 | 120 | 3mL+120 | - | 100.00000 |
| A-2 | USD | 25.000 | - | Aaa | - | - | - | - | 35.00% | - | Floating | 3mL | 140-145 | 150 | 3mL+150 | - | 100.00000 |
| B | USD | 53.250 | - | Aa2 | - | - | - | - | 24.35% | - | Floating | 3mL | 175 | 175 | 3mL+175 | - | 100.00000 |
| C | USD | 25.000 | - | A2 | - | - | - | - | 19.35% | - | Floating | 3mL | 220-225 | 230 | 3mL+230 | - | 100.00000 |
| D-1 | USD | 21.750 | - | Baa3 | - | - | - | - | 15.00% | - | Floating | 3mL | 325 | 325 | 3mL+325 | - | 100.00000 |
| D-2 | USD | 15.000 | - | Ba1 | - | - | - | - | 12.00% | - | Floating | 3mL | 520 | 520 | 3mL+502 | - | 98.75000 |
| E | USD | 20.000 | - | Ba3 | - | - | - | - | 8.00% | - | Floating | 3mL | 700a | 750 | 3mL+720 | - | 98.00000 |
| Sub | USD | 45.990 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2022-04-20; Registration: 144A Only;
A-1: First Pay: 2022-04-20; Registration: 144A Only;
A-2: First Pay: 2022-04-20; Registration: 144A Only;
B: First Pay: 2022-04-20; Registration: 144A Only;
C: First Pay: 2022-04-20; Registration: 144A Only;
D-1: First Pay: 2022-04-20; Registration: 144A Only;
D-2: First Pay: 2022-04-20; Registration: 144A Only;
E: First Pay: 2022-04-20; Registration: 144A Only;
Sub: First Pay: 2022-04-20; Registration: 144A Only;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
AllReportsSurveillanceOther