| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 310.000 | 6.39 | Aaa | - | - | - | - | 38.00% | - | Floating | 3mL | - | 114 | 3mL+114 | - | 100.00000 |
| A2 | USD | 5.000 | 7.83 | Aaa | - | - | - | - | 37.00% | - | Floating | 3mL | - | 140 | 3mL+140 | - | 100.00000 |
| B | USD | 65.000 | 8.31 | Aa2 | - | - | - | - | 24.00% | - | Floating | 3mL | - | 170 | 3mL+170 | - | 100.00000 |
| C | USD | 26.500 | 9.13 | A2 | - | - | - | - | 18.70% | - | Floating | 3mL | - | 210 | 3mL+210 | - | 100.00000 |
| D | USD | 31.500 | 9.70 | Baa3 | - | - | - | - | 12.40% | - | Floating | 3mL | - | 320 | 3mL+320 | - | 100.00000 |
| E | USD | 22.000 | 10.32 | Ba3 | - | - | - | - | 8.00% | - | Floating | 3mL | - | 650 | 3mL+650 | - | 100.00000 |
| Sub | USD | 47.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144A/Reg S;
A2: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144A/Reg S;
B: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144A/Reg S;
C: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144A/Reg S;
D: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144A/Reg S;
E: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144A/Reg S;
Sub: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 23, 2027
AllReportsSurveillanceOther