| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 1.000 | 0.50 | - | AAA | - | - | - | - | - | Floating | 3mL | - | 65 | 3mL+65 | - | - |
| AR | USD | 256.000 | 6.50 | - | AAA | - | - | - | 36.00% | - | Floating | 3mL | - | 115 | 3mL+115 | - | - |
| BR | USD | 48.000 | 8.60 | - | AA | - | - | - | 24.00% | - | Floating | 3mL | - | 165 | 3mL+165 | - | - |
| CR | USD | 24.000 | 9.40 | - | A | - | - | - | 18.00% | - | Floating | 3mL | - | 205 | 3mL+205 | - | - |
| DR | USD | 24.000 | 9.90 | - | BBB- | - | - | - | 12.00% | - | Floating | 3mL | - | 315 | 3mL+315 | - | - |
| ER | USD | 16.000 | 10.40 | - | BB- | - | - | - | 8.00% | - | Floating | 3mL | - | 680 | 3mL+680 | - | - |
Tranche Comments
X: First Pay: 2022-01-15; Redemption: 2023-11-19; Registration: 144A/Reg S;
AR: First Pay: 2022-01-15; Redemption: 2023-11-19; Registration: 144A/Reg S;
BR: First Pay: 2022-01-15; Redemption: 2023-11-19; Registration: 144A/Reg S;
CR: First Pay: 2022-01-15; Redemption: 2023-11-19; Registration: 144A/Reg S;
DR: First Pay: 2022-01-15; Redemption: 2023-11-19; Registration: 144A/Reg S;
ER: First Pay: 2022-01-15; Redemption: 2023-11-19; Registration: 144A/Reg S;
Deal Comments
Reset.Non Call Period: 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 15, 2027
AllReportsSurveillanceOther