Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | USD | 1.500 | - | Aaa | - | - | - | - | - | - | Floating | 3mL | - | 85 | 3mL+85 | - | - |
ALR | USD | 175.000 | - | Aaa | - | - | - | - | 36.00% | - | - | - | - | - | - | - | Retained |
ANR | USD | 145.000 | - | Aaa | - | - | - | - | 36.00% | - | - | - | - | - | - | - | Retained |
BR | USD | 60.000 | - | Aa2 | - | - | - | - | 24.00% | - | Floating | 3mL | - | 180 | 3mL+180 | - | - |
CR | USD | 25.500 | - | A2 | - | - | - | - | 18.90% | - | Floating | 3mL | - | 235 | 3mL+235 | - | - |
D1R | USD | 24.500 | - | Baa3 | - | - | - | - | 14.00% | - | Floating | 3mL | - | 340 | 3mL+340 | - | - |
D2R | USD | 10.000 | - | Ba1 | - | - | - | - | 12.00% | - | Floating | 3mL | - | 515 | 3mL+515 | - | - |
ER | USD | 24.000 | - | Ba3 | - | - | - | - | 8.00% | - | - | - | - | 701 | 3mL+701 | - | - |
Sub | USD | 43.750 | - | NR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2022-01-19; Redemption: 2023-11-16; Registration: 144A/Reg S;
ALR: First Pay: 2022-01-19; Redemption: 2023-11-16; Registration: 144A/Reg S;
ANR: First Pay: 2022-01-19; Redemption: 2023-11-16; Registration: 144A/Reg S;
BR: First Pay: 2022-01-19; Redemption: 2023-11-16; Registration: 144A/Reg S;
CR: First Pay: 2022-01-19; Redemption: 2023-11-16; Registration: 144A/Reg S;
D1R: First Pay: 2022-01-19; Redemption: 2023-11-16; Registration: 144A/Reg S;
D2R: First Pay: 2022-01-19; Redemption: 2023-11-16; Registration: 144A/Reg S;
ER: First Pay: 2022-01-19; Redemption: 2023-11-16; Registration: 144A/Reg S;
Sub: First Pay: 2022-01-19; Redemption: 2023-11-16; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 16, 2026
WAL Test Period End Date
Nov 16, 2030
AllReportsSurveillanceOther