Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1R | USD | 145.000 | - | - | AAA | - | - | - | 40.06% | - | Floating | 3mL | - | 142 | 3mL+142 | - | - |
AFR | USD | 35.000 | - | - | AAA | - | - | - | 40.06% | - | Fixed | YLD | - | - | 2.499% | - | - |
AJR | USD | 12.000 | - | - | AAA | - | - | - | 36.06% | - | Floating | 3mL | - | 169 | 3mL+169 | - | - |
BR | USD | 36.000 | - | - | AA | - | - | - | 24.07% | - | Floating | 3mL | - | 200 | 3mL+200 | - | - |
CR | USD | 15.000 | - | - | A | - | - | - | 19.08% | - | Floating | 3mL | - | 269 | 3mL+269 | - | - |
D1R | USD | 13.000 | - | - | BBB- | - | - | - | 13.08% | - | Floating | 3mL | - | 445 | 3mL+445 | - | - |
DFR | USD | 5.000 | - | - | BBB- | - | - | - | 13.08% | - | Fixed | YLD | - | - | 5.750% | - | - |
DJR | USD | 5.000 | - | - | BBB- | - | - | - | 11.42% | - | Floating | 3mL | - | 558 | 3mL+558 | - | - |
ER | USD | 7.000 | - | - | BB- | - | - | - | 9.09% | - | Floating | 3mL | - | 814 | 3mL+814 | - | - |
Sub | USD | 25.739 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1R: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144A/Reg S;
AFR: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144A/Reg S;
AJR: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144A/Reg S;
BR: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144A/Reg S;
CR: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144A/Reg S;
D1R: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144A/Reg S;
DFR: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144A/Reg S;
DJR: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144A/Reg S;
ER: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144A/Reg S;
Sub: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144A/Reg S;
Deal Comments
Reset. Non-Call Period: 2.0
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 20, 2026
WAL Test Period End Date
Oct 20, 2030
AllReportsSurveillanceOther