Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-R | USD | 4.000 | 2.20 | Aaa | - | - | - | - | - | - | Floating | 3mL | 85 | 100 | 3mL+100 | - | - |
A-1-R | USD | 240.000 | 6.20 | Aaa | - | - | - | - | 40.00% | - | Floating | 3mL | - | 121 | 3mL+121 | - | - |
A-2-R | USD | 20.000 | 7.50 | Aaa | - | - | - | - | 35.00% | - | Floating | 3mL | 145-150 | 150 | 3mL+150 | - | - |
B-R | USD | 42.600 | 8.10 | Aa2 | - | - | - | - | 24.35% | - | Floating | 3mL | - | 180 | 3mL+180 | - | - |
C-R | USD | 20.000 | 8.60 | A2 | - | - | - | - | 19.35% | - | Floating | 3mL | 240 | 247 | 3mL+247 | - | - |
D-R | USD | 25.400 | 9.00 | Baa3 | - | - | - | - | 13.00% | - | Floating | 3mL | 375 | 361 | 3mL+361 | - | - |
E-R | USD | 20.000 | 9.50 | Ba3 | - | - | - | - | 8.00% | - | Floating | 3mL | 750 | 768 | 3mL+768 | - | - |
Sub | USD | 38.450 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-R: First Pay: 2022-04-25; Redemption: 2023-12-23; Registration: 144A Only;
A-1-R: First Pay: 2022-04-25; Redemption: 2023-12-23; Registration: 144A Only;
A-2-R : First Pay: 2022-04-25; Redemption: 2023-12-23; Registration: 144A Only;
B-R: First Pay: 2022-04-25; Redemption: 2023-12-23; Registration: 144A Only;
C-R: First Pay: 2022-04-25; Redemption: 2023-12-23; Registration: 144A Only;
D-R: First Pay: 2022-04-25; Redemption: 2023-12-23; Registration: 144A Only;
E-R: First Pay: 2022-04-25; Redemption: 2023-12-23; Registration: 144A Only;
Sub: First Pay: 2022-04-25; Redemption: 2023-12-23; Registration: 144A Only;
Deal Comments
Reset.Non Call Period:2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 25, 2027
WAL Test Period End Date
Jan 25, 2031
AllReportsSurveillanceOther