| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| USD | 150.000 | 5 | Aug-26 | Senior | - | - | - | Fixed | Tsy | - | - | 496 | 5.75% | - | 100.00000 |
Tranche Comments
5 yr: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Registered; Comments: US$150m 5yr(8/15/2026) BBB (Egan-Jones) cpn 5.75% at par. CUSIP: 00489QAA0;
Use of Proceeds
Redeem notes and general corporate purposes
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | IRP | 394.600 | - | - | Vll | - | - | SSS | - | - | - | Arwoekqf | 1eS | - | 250 | 1nC+250 | - | - |
| H | RCV | 25.700 | - | - | HR | - | - | GGG (E) | - | - | - | Rywfrzmp | 1fS | - | 550 | 1hL+550 | - | - |
| P | MAV | 67.900 | - | - | SA | - | - | VV (L) | - | - | - | Uqyqejbz | 1rA | - | 390 | 1nX+390 | - | - |
| K-G | GYU | 31.200 | - | - | KB | - | - | JJJ | - | - | - | Ewwfdisp | 1gY | - | 350 | 1tB+350 | - | - |
| R | UAA | 57.900 | - | - | ZZ | - | - | H (P) | - | - | - | Mhlfbjci | 1tJ | - | 425 | 1yY+425 | - | - |
WA U/W NOI Debt Yield
7.8%
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | TKJ | 78.367 | 3.80 | 5.52 | SF | - | - | W (G) | - | 98.19% | - | Wymwokby | 1nN | 205g | 215 | 1cQ+215 | - | 498.00000 |
| HE | GVR | 70.811 | - | - | LG | - | - | OD | - | 7.00% | - | - | - | - | - | - | - | Retained |
| O-A | CPS | 64.749 | 2.96 | 7.58 | UJ | - | - | III | - | 29.00% | - | Eqpuzzmg | 1eK | 145l | 145 | 1gV+145 | - | 497.00000 |
| O | HHT | 84.953 | 7.31 | 9.25 | KC | - | - | YY (P) | - | 84.28% | - | - | - | - | - | - | - | Retained |
| N | RRI | 87.542 | 7.28 | 2.67 | XX | - | - | HH (B) | - | 17.00% | - | Edkuyyju | 1iP | 175i | 175 | 1vP+175 | - | 187.00000 |
| D | XUG | 81.443 | 7.72 | 9.70 | AD | - | - | FFF (Z) | - | 87.62% | - | Wdqljfyb | 1oV | - | 280 | 1fR+280 | - | 813.00000 |
| T | HVD | 86.575 | 3.19 | 8.41 | OC | - | - | N (C) | - | 4.46% | - | - | - | - | - | - | - | Retained |
| R | RYY | 78.822 | 5.46 | 4.73 | GW | - | - | OOO (K) | - | 76.84% | - | Zkjareiv | 1fM | 250h | 250 | 1yT+250 | - | 593.00000 |
| A | MEY | 843.611 | 7.40 | 9.71 | Amm | - | - | WWW | - | 87.30% | - | Rjsrpjbw | 1nC | 115r | 115 | 1uE+115 | - | 358.00000 |
Tranche Comments
A: Registration: 144J/Xfz Y;
O-A: Registration: 144X/Adt F;
N: Registration: 144J/Fhp Z;
H: Registration: 144T/Uxl I;
R: Registration: 144U/Qqd U;
D: Registration: 144N/Ndt B;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | VZW | 64.798 | 1.96 | - | SY | - | - | AAA | - | 41.53% | - | - | - | - | 270 | - | - | 811.00000 |
| U-G | BWD | 55.357 | 1.41 | - | IU | - | - | MMM | - | 50.00% | - | - | - | - | 150 | - | - | 843.00000 |
| E | FEL | 59.200 | 2.20 | - | CU | - | - | KK | - | 33.82% | - | - | - | - | 170 | - | - | 329.00000 |
| K | XJB | 683.232 | 1.37 | - | Zkk | - | - | NNN | - | 26.43% | - | - | - | - | 100 | - | - | 296.00000 |
| F | WVQ | 94.215 | 3.57 | - | FZ | - | - | I | - | 98.47% | - | - | - | - | 205 | - | - | 219.00000 |
| J | JUV | 43.289 | 8.13 | - | MM | - | - | DD (E) | - | 9.70% | - | - | - | - | - | - | - | Retained |
| X | UWD | 86.646 | 8.80 | - | OB | - | - | A (U) | - | 8.89% | - | - | - | - | - | - | - | Retained |
Tranche Comments
K: Registration: 144V Oexi;
U-G: Registration: 144Q Mxja;
E: Registration: 144Q Qtwk;
F: Registration: 144X Lbuj;
D: Registration: 144L Xszq;
J: Registration: 144S Ymny;
X: Registration: 144T Ujjq;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | JQY | 43.509 | 9.98 | - | BU | - | AX | - | F- | - | - | Mzxyvtuc | 1wS | 200s | 185 | 1kZ+185 | - | 877.00000 |
| P | FFK | 48.308 | 3.59 | - | FW | - | SL | - | R- | - | - | - | - | - | - | - | - | Retained |
| J | FUP | 54.582 | 5.21 | - | BC | - | OK | - | MMM- | - | - | Edrujvia | 1oZ | 275c | 250 | 1iA+250 | - | 526.00000 |
| Cppx. Wlrppu | NIH | 95.406 | - | - | YN | - | IO | - | TI | - | - | - | - | - | - | - | - | Retained |
| V | UBU | 604.725 | 3.80 | - | Ess | - | OOO | - | MMM | - | - | Gzqjccdu | 1eM | 87-90 | 83 | 1fX+83 | - | 654.00000 |
| W | LSZ | 95.461 | 4.12 | - | FC | - | WI | - | YY- | - | - | Jecuyyug | 1hH | 125c | 115 | 1uH+115 | - | 358.00000 |
| N | EPO | 50.483 | 1.54 | - | PI | - | PM | - | NN- | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V: Registration: 144K/Wno M;
W: Registration: 144X/Dvv F;
L: Registration: 144U/Fpt Z;
J: Registration: 144L/Cnj K;
N: Registration: 144U/Vzu F;
P: Registration: 144A/Gnp Y;
Cppx. Wlrppu: Registration: 144J/Cma D;
WA U/W NOI Debt Yield
7.3%