| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 100.000 | 0.40 | - | AAA | - | - | - | - | - | Floating | 3mL | - | 65 | 3mL+65 | - | - |
| A-L | USD | 218.000 | 6.90 | - | AAA | - | - | - | 37.00% | - | Floating | 3mL | - | 120 | 3mL+120 | - | - |
| A-R | USD | 34.000 | 6.90 | - | AAA | - | - | - | 37.00% | - | Floating | 3mL | - | 120 | 3mL+120 | - | - |
| B-R | USD | 52.000 | 8.90 | - | AA | - | - | - | 24.00% | - | Floating | 3mL | - | 175 | 3mL+175 | - | - |
| C-R | USD | 24.000 | 9.60 | - | A | - | - | - | 18.00% | - | Floating | 3mL | - | 220 | 3mL+220 | - | - |
| D-R | USD | 24.000 | 9.90 | - | BBB- | - | - | - | 12.00% | - | Floating | 3mL | - | 345 | 3mL+345 | - | - |
| E-R | USD | 16.000 | 10.40 | - | BB- | - | - | - | 8.00% | - | Floating | 3mL | - | 700 | 3mL+671 | - | - |
| Equity | USD | 36.600 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144A/Reg S;
A-L : First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144A/Reg S;
A-R: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144A/Reg S;
B-R: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144A/Reg S;
C-R: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144A/Reg S;
D-R: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144A/Reg S;
E-R: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144A/Reg S;
Equity: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 15, 2026
AllReportsSurveillanceOther