| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 130.000 | 5.20 | - | AAA | - | - | - | 42.00% | - | Floating | 3mL | - | 175 | 3mL+175 | - | 100.00000 |
| A-2 | USD | 23.000 | 5.20 | - | AAA | - | - | - | 42.00% | - | Fixed | - | - | 175 | 3.46% | - | - |
| A-L | USD | 50.000 | 5.20 | - | AAA | - | - | - | 42.00% | - | Floating | 3mL | - | 175 | 3mL+175 | - | 100.00000 |
| B | USD | 38.500 | 6.80 | - | AA | - | - | - | 31.00% | - | Floating | 3mL | - | 255 | 3mL+255 | - | 100.00000 |
| C | USD | 26.200 | 7.50 | - | A- | - | - | - | 23.50% | - | Floating | 3mL | - | 365 | 3mL+365 | - | 100.00000 |
| D-1 | USD | 15.400 | 8.10 | - | BBB- | - | - | - | 18.30% | - | Floating | 3mL | - | 475 | 3mL+475 | - | 100.00000 |
| D-2 | USD | 3.000 | 8.10 | - | BBB- | - | - | - | 18.30% | - | Fixed | - | - | 475 | 6.53% | - | - |
| E-1 | USD | 11.000 | 8.50 | - | BB+ | - | - | - | 15.10% | - | Floating | 3mL | - | 850 | 3mL+850 | - | 100.00000 |
| E-2 | USD | 10.900 | 8.80 | - | BB- | - | - | - | 12.00% | - | Floating | 3mL | - | 1020 | 3mL+927 | - | 95.00000 |
| Equity | USD | 48.650 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
A-1: Redemption: 2022-01-23;
A-2: Redemption: 2022-01-23;
A-L: Redemption: 2022-01-23;
B: Redemption: 2022-01-23;
C: Redemption: 2022-01-23;
D-1: Redemption: 2022-01-23;
D-2: Redemption: 2022-01-23;
E-1: Redemption: 2022-01-23;
E-2: Redemption: 2022-01-23;
Equity: Redemption: 2022-01-23;
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 23, 2024
AllReportsSurveillanceOther