| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 2.000 | - | Aaa | NR | - | - | - | - | - | Floating | 3mL | - | 85 | 3mL+85 | - | - |
| A | USD | 288.000 | - | Aaa | NR | - | - | - | 36.00% | - | Floating | 3mL | - | 117 | 3mL+117 | - | - |
| B | USD | 51.750 | - | NR | AA | - | - | - | 24.50% | - | Floating | 3mL | - | 170 | 3mL+170 | - | - |
| C | USD | 29.250 | - | NR | A | - | - | - | 18.00% | - | Floating | 3mL | - | 210 | 3mL+210 | - | - |
| D | USD | 27.000 | - | NR | BBB- | - | - | - | 12.00% | - | Floating | 3mL | - | 320 | 3mL+320 | - | - |
| E | USD | 16.875 | - | Ba3 | NR | - | - | - | 8.25% | - | Floating | 3mL | - | 625 | 3mL+625 | - | - |
| Sub | USD | 47.500 | - | NR | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2022-01-21; Redemption: 2023-08-19;
A: First Pay: 2022-01-21; Redemption: 2023-08-19;
B: First Pay: 2022-01-21; Redemption: 2023-08-19;
C: First Pay: 2022-01-21; Redemption: 2023-08-19;
D: First Pay: 2022-01-21; Redemption: 2023-08-19;
E: First Pay: 2022-01-21; Redemption: 2023-08-19;
Sub: First Pay: 2022-01-21; Redemption: 2023-08-19;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 21, 2026
AllReportsSurveillanceOther