| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 4.000 | 2.30 | - | AAA | - | - | - | - | - | Floating | 3mL | - | 125 | 3mL+125 | - | - |
| A-1 | USD | 188.000 | 5.20 | - | AAA | - | - | - | 44.00% | - | Floating | 3mL | - | 155 | 3mL+155 | - | - |
| A-1-L | USD | 30.000 | 5.20 | - | AAA | - | - | - | 44.00% | - | Floating | 3mL | - | 155 | 3mL+155 | - | - |
| A-1-F | USD | 6.000 | 5.20 | - | AAA | - | - | - | 44.00% | - | Fixed | - | - | 155 | 2.52% | - | - |
| A-2 | USD | 46.000 | 6.60 | - | AA | - | - | - | 32.50% | - | Floating | 3mL | - | 190 | 3mL+190 | - | - |
| B | USD | 36.000 | 7.30 | - | A | - | - | - | 23.50% | - | Floating | 3mL | - | 290 | 3mL+290 | - | - |
| C | USD | 18.000 | 7.90 | - | BBB- | - | - | - | 23.50% | - | Floating | 3mL | - | 390 | 3mL+390 | - | - |
| D | USD | 26.000 | 8.50 | - | BB- | - | - | - | 12.50% | - | Floating | 3mL | - | 900 | 3mL+865 | - | - |
| Equity | USD | 46.160 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2022-01-20; Redemption: 2023-07-20;
A-1: First Pay: 2022-01-20; Redemption: 2023-07-20;
A-1-L: First Pay: 2022-01-20; Redemption: 2023-07-20;
A-1-F: First Pay: 2022-01-20; Redemption: 2023-07-20;
A-2: First Pay: 2022-01-20; Redemption: 2023-07-20;
B: First Pay: 2022-01-20; Redemption: 2023-07-20;
C: First Pay: 2022-01-20; Redemption: 2023-07-20;
D: First Pay: 2022-01-20; Redemption: 2023-07-20;
Equity: First Pay: 2022-01-20; Redemption: 2023-07-20;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 20, 2025
AllReportsSurveillanceOther