| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 1.000 | 1.20 | - | AAA | - | - | - | - | - | Floating | 3mL | - | 70 | 3mL+70 | - | - |
| A | USD | 315.000 | 6.20 | - | AAA | - | - | - | 37.00% | - | Floating | 3mL | - | 115 | 3mL+115 | - | - |
| B1 | USD | 50.000 | 8.00 | - | AA | - | - | - | 24.00% | - | Floating | 3mL | - | 165 | 3mL+165 | - | - |
| B2 | USD | 15.000 | 8.00 | - | AA | - | - | - | 24.00% | - | Fixed | Swaps | - | 125 | 1.25% | - | - |
| C | USD | 30.000 | 8.90 | - | A | - | - | - | 18.00% | - | Floating | 3mL | - | 205 | 3mL+205 | - | - |
| D | USD | 30.000 | 9.50 | - | BBB- | - | - | - | 12.00% | - | Floating | 3mL | - | 310 | 3mL+310 | - | - |
| E | USD | 20.000 | 10.10 | - | BB- | - | - | - | 8.00% | - | Floating | 3mL | - | 660 | 3mL+660 | - | - |
| Sub | USD | 48.300 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144A/Reg S;
A: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144A/Reg S;
B1: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144A/Reg S;
B2: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144A/Reg S;
C: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144A/Reg S;
D: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144A/Reg S;
E: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144A/Reg S;
Sub: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 15, 2026
AllReportsSurveillanceOther