| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| XR | USD | 4.000 | 1.30 | - | AAA | - | - | - | - | - | Floating | 3mL | - | 75 | 3mL+75 | - | - |
| AR | USD | 256.000 | 6.40 | Aaa | - | - | - | - | 36.00% | - | Floating | 3mL | - | 133 | 3mL+133 | - | - |
| BR | USD | 48.000 | 8.40 | - | AA | - | - | - | 24.00% | - | Floating | 3mL | - | 185 | 3mL+185 | - | - |
| CR | USD | 24.000 | 9.10 | - | A | - | - | - | 18.00% | - | Floating | 3mL | - | 210 | 3mL+210 | - | - |
| DR | USD | 24.000 | 9.70 | - | BBB | - | - | - | 12.00% | - | Floating | 3mL | - | 320 | 3mL+320 | - | - |
| ER | USD | 16.000 | 10.20 | Ba3 | - | - | - | - | 8.00% | - | Floating | 3mL | - | 670 | 3mL+670 | - | - |
Tranche Comments
XR: First Pay: 2022-04-15; Redemption: 2024-01-15; Registration: 144A/Reg S;
AR: First Pay: 2022-04-15; Redemption: 2024-01-15; Registration: 144A/Reg S;
BR: First Pay: 2022-04-15; Redemption: 2024-01-15; Registration: 144A/Reg S;
CR: First Pay: 2022-04-15; Redemption: 2024-01-15; Registration: 144A/Reg S;
DR: First Pay: 2022-04-15; Redemption: 2024-01-15; Registration: 144A/Reg S;
ER: First Pay: 2022-04-15; Redemption: 2024-01-15; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 15, 2027
AllReportsSurveillanceOther