| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 301.000 | - | Aa1 | - | - | - | - | - | - | Floating | 3mL | - | 162 | 3mL+162 | - | - |
| B | USD | 20.000 | - | A2 | - | - | - | - | - | - | Floating | 3mL | 295-305 | 325 | 3mL+325 | - | - |
| C | USD | 23.600 | - | Baa3 | - | - | - | - | - | - | Floating | 3mL | 435-450 | 435 | 3mL+435 | - | - |
| D | USD | 21.400 | - | Ba3 | - | - | - | - | - | - | Floating | 3mL | Mid 800s | 770 | 3mL+770 | - | - |
| Sr Eq | USD | 16.400 | - | NR | - | - | - | - | - | - | Floating | 3mL | - | 405 | 3mL+405 | - | - |
| Jr Eq | USD | 22.925 | - | NR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Redemption: 2023-01-20; Registration: 144A/Reg S;
B: Redemption: 2022-01-20; Registration: 144A/Reg S;
C: Redemption: 2022-01-20; Registration: 144A/Reg S;
D: Redemption: 2022-01-20; Registration: 144A/Reg S;
Sr Eq: Redemption: 2022-01-20; Registration: 144A/Reg S;
Jr Eq: Redemption: 2022-01-20; Registration: 144A/Reg S;
Deal Comments
Non-Call Period: A: 3.00; B-Jr Eq: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 20, 2025