| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 4.000 | 2.80 | Aaa | - | - | - | - | - | - | Floating | 3mL | - | 100 | 3mL+100 | - | - |
| A | USD | 256.000 | 6.50 | Aaa | - | - | - | - | 36.00% | - | Floating | 3mL | - | 119 | 3mL+119 | - | - |
| B | USD | 48.000 | 8.50 | Aa2 | - | - | - | - | 24.00% | - | Floating | 3mL | - | 185 | 3mL+185 | - | - |
| C | USD | 22.000 | 9.20 | A2 | - | - | - | - | 18.50% | - | Floating | 3mL | - | 240 | 3mL+240 | - | - |
| D | USD | 23.400 | 9.70 | Baa3 | - | - | - | - | 12.65% | - | Floating | 3mL | - | 363 | 3mL+363 | - | - |
| E | USD | 18.600 | 10.30 | Ba3 | - | - | - | - | 8.00% | - | Floating | 3mL | - | 705 | 3mL+705 | - | - |
| Sub | USD | 36.800 | - | NR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144A/Reg S;
A: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144A/Reg S;
B: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144A/Reg S;
C: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144A/Reg S;
D: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144A/Reg S;
E: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144A/Reg S;
Sub: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 15, 2027
AllReportsSurveillanceOther