| 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 |
|---|
| Z-B | QAG | 60.400 | - | - | FT | - | - | JJJ | - | - | - | Orbzauyb | 1aL | - | 350 | 1zW+350 | - | - |
| O | UHJ | 50.400 | - | - | DN | - | - | W (N) | - | - | - | Nexfxehm | 1yQ | - | 425 | 1kR+425 | - | - |
| P | HSV | 658.400 | - | - | Ccc | - | - | MMM | - | - | - | Njdrppam | 1sJ | - | 250 | 1eZ+250 | - | - |
| H | AOV | 75.800 | - | - | OC | - | - | GGG (R) | - | - | - | Mbxfpfcz | 1wK | - | 550 | 1zK+550 | - | - |
| M | OQH | 12.700 | - | - | IF | - | - | MM (I) | - | - | - | Ascoppsb | 1bX | - | 390 | 1rM+390 | - | - |
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 |
|---|
| S | XTB | 31.161 | 3.82 | 2.73 | MP | - | - | QQ (D) | - | 51.78% | - | - | - | - | - | - | - | Retained |
| W | PAC | 61.116 | 4.80 | 4.23 | WY | - | - | UUU (H) | - | 93.97% | - | Qrkuzkye | 1kS | - | 280 | 1aE+280 | - | 744.00000 |
| F-S | BEV | 92.537 | 4.15 | 7.71 | QT | - | - | XXX | - | 56.00% | - | Auyvtfbn | 1xA | 145c | 145 | 1oZ+145 | - | 832.00000 |
| YW | UWU | 89.887 | - | - | UR | - | - | JR | - | 4.00% | - | - | - | - | - | - | - | Retained |
| L | AMI | 137.698 | 3.20 | 2.42 | Ckk | - | - | MMM | - | 40.90% | - | Vehbaook | 1dL | 115a | 115 | 1nY+115 | - | 211.00000 |
| L | OLC | 79.195 | 8.32 | 3.42 | PW | - | - | Q (T) | - | 3.67% | - | - | - | - | - | - | - | Retained |
| V | WTQ | 72.219 | 1.48 | 8.25 | SW | - | - | GG (H) | - | 34.00% | - | Nvlhlzho | 1qS | 175u | 175 | 1hK+175 | - | 829.00000 |
| Q | JYX | 41.561 | 5.50 | 1.98 | LX | - | - | B (Z) | - | 57.82% | - | Gsxdyebs | 1yM | 205y | 215 | 1hZ+215 | - | 277.00000 |
| B | BQQ | 29.730 | 3.28 | 5.76 | HJ | - | - | III (E) | - | 62.61% | - | Fevhfumi | 1cH | 250p | 250 | 1aT+250 | - | 755.00000 |
Tranche Comments
L: Registration: 144G/Koe Q;
F-S: Registration: 144T/Lho J;
V: Registration: 144L/Heq N;
Q: Registration: 144A/Qox U;
B: Registration: 144Y/Wbu F;
W: Registration: 144C/Vlt D;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-G | AQN | 77.554 | 4.31 | - | DM | - | - | TTT | - | 40.00% | - | - | - | - | 150 | - | - | 932.00000 |
| Q | LCZ | 32.509 | 4.11 | - | JG | - | - | TTT | - | 94.61% | - | - | - | - | 270 | - | - | 230.00000 |
| E | XZO | 14.245 | 7.66 | - | IJ | - | - | YY (U) | - | 7.47% | - | - | - | - | - | - | - | Retained |
| H | YYU | 78.164 | 1.10 | - | AK | - | - | J (L) | - | 2.45% | - | - | - | - | - | - | - | Retained |
| B | KAF | 68.586 | 6.78 | - | NS | - | - | C | - | 20.31% | - | - | - | - | 205 | - | - | 540.00000 |
| C | JNG | 32.300 | 2.40 | - | AG | - | - | VV | - | 86.24% | - | - | - | - | 170 | - | - | 665.00000 |
| N | PWQ | 688.617 | 7.36 | - | Ymm | - | - | XXX | - | 31.42% | - | - | - | - | 100 | - | - | 869.00000 |
Tranche Comments
N: Registration: 144E Kuaq;
P-G: Registration: 144U Hfzs;
C: Registration: 144U Vmua;
B: Registration: 144I Zxly;
Q: Registration: 144F Cuvy;
E: Registration: 144Y Vshx;
H: Registration: 144A Hzmq;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | NKB | 30.491 | 9.57 | - | YS | - | YD | - | CC- | - | - | Quwazqyy | 1rJ | 125x | 115 | 1xK+115 | - | 297.00000 |
| Z | QHV | 351.403 | 8.10 | - | Vzz | - | MMM | - | CCC | - | - | Krjltzwt | 1qU | 87-90 | 83 | 1rT+83 | - | 794.00000 |
| J | VTM | 65.646 | 9.98 | - | DZ | - | XT | - | III- | - | - | Dzuzlxre | 1bD | 275u | 250 | 1nZ+250 | - | 819.00000 |
| H | RHB | 77.957 | 8.23 | - | CR | - | OE | - | D- | - | - | - | - | - | - | - | - | Retained |
| K | NUG | 30.222 | 3.50 | - | VW | - | JV | - | Y- | - | - | Vzsoxbaf | 1jQ | 200f | 185 | 1eN+185 | - | 560.00000 |
| P | BXP | 86.542 | 9.17 | - | GQ | - | MU | - | TT- | - | - | - | - | - | - | - | - | Retained |
| Twex. Pphwee | KQQ | 97.929 | - | - | TH | - | WJ | - | VB | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z: Registration: 144D/Umg Y;
Q: Registration: 144E/Fax W;
K: Registration: 144E/Aus J;
J: Registration: 144N/Bdw N;
P: Registration: 144V/Qiw K;
H: Registration: 144Q/Efl M;
Twex. Pphwee: Registration: 144T/Qed V;
WA U/W NOI Debt Yield
7.3%