| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 4.000 | 1.90 | - | AAA | - | - | - | - | - | Floating | 3mL | - | 65 | 3mL+65 | - | 100.00000 |
| A | USD | 307.500 | 6.39 | - | AAA | - | - | - | 38.50% | - | Floating | 3mL | - | 112 | 3mL+112 | - | 100.00000 |
| B-1 | USD | 55.000 | 8.21 | - | AA | - | - | - | 24.00% | - | Floating | 3mL | - | 160 | 3mL+160 | - | 100.00000 |
| B-2 | USD | 17.500 | 8.21 | - | AA | - | - | - | 24.00% | - | Fixed | Swaps | - | 130 | 2.44% | 2.436% | 100.00000 |
| C | USD | 30.000 | 9.08 | - | A | - | - | - | 18.00% | - | Floating | 3mL | - | 195 | 3mL+195 | - | 100.00000 |
| D | USD | 30.000 | 9.70 | - | BBB- | - | - | - | 12.00% | - | Floating | 3mL | - | 280 | 3mL+280 | - | 100.00000 |
| E | USD | 18.500 | 10.25 | - | BB- | - | - | - | 8.30% | - | Floating | 3mL | - | 610 | 3mL+610 | - | 100.00000 |
| Sub | USD | 45.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2022-04-20; Redemption: 2023-10-15; Registration: 144A/Reg S;
A: First Pay: 2022-04-20; Redemption: 2023-10-15; Registration: 144A/Reg S;
B-1: First Pay: 2022-04-20; Redemption: 2023-10-15; Registration: 144A/Reg S;
B-2: First Pay: 2022-04-20; Redemption: 2023-10-15; Registration: 144A/Reg S;
C: First Pay: 2022-04-20; Redemption: 2023-10-15; Registration: 144A/Reg S;
D: First Pay: 2022-04-20; Redemption: 2023-10-15; Registration: 144A/Reg S;
E: First Pay: 2022-04-20; Redemption: 2023-10-15; Registration: 144A/Reg S;
Sub: First Pay: 2022-04-20; Redemption: 2023-10-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 20, 2026