| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 248.000 | - | - | AAA | - | - | - | 38.00% | - | Floating | 3mL | 110-112 | 112 | 3mL+112 | - | - |
| B | USD | 56.000 | - | - | AA | - | - | - | 24.00% | - | Floating | 3mL | 160-165 | 165 | 3mL+165 | - | - |
| C | USD | 24.000 | - | - | A | - | - | - | 18.00% | - | Floating | 3mL | 190-200 | 195 | 3mL+195 | - | - |
| D | USD | 24.000 | - | - | BBB- | - | - | - | 12.00% | - | Floating | 3mL | 300-310 | 290 | 3mL+290 | - | - |
| E | USD | 16.000 | - | - | BB- | - | - | - | 8.00% | - | Floating | 3mL | 615-625 | 595 | 3mL+595 | - | - |
| Equity | USD | 42.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2022-01-17; Redemption: 2023-10-17;
B: First Pay: 2022-01-17; Redemption: 2023-10-17;
C: First Pay: 2022-01-17; Redemption: 2023-10-17;
D: First Pay: 2022-01-17; Redemption: 2023-10-17;
E: First Pay: 2022-01-17; Redemption: 2023-10-17;
Deal Comments
Non Call Period: 2.3
Risk Retention
Transaction is structured with the intent to be compliant with EU risk retention
Reinvestment Period (YRS)
5.3
Reinvestment Period End Date
Oct 17, 2026
AllReportsSurveillanceOther