| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 310.000 | - | Aaa | - | - | - | - | 38.00% | - | Floating | 3mL | 126 | 126 | 3mL+126 | - | 100.00000 |
| A-2 | USD | 15.000 | - | Aaa | - | - | - | - | 35.00% | - | Floating | 3mL | 145-150 | 150 | 3mL+150 | - | 100.00000 |
| B | USD | 51.250 | - | Aa2 | - | - | - | - | 24.75% | - | Floating | 3mL | 175-180 | 175 | 3mL+175 | - | 100.00000 |
| C | USD | 25.000 | - | A2 | - | - | - | - | 19.75% | - | Floating | 3mL | 220a | 225 | 3mL+225 | - | 100.00000 |
| D-1 | USD | 23.750 | - | Baa3 | - | - | - | - | 15.00% | - | Floating | 3mL | 330 | 330 | 3mL+330 | - | 100.00000 |
| D-2 | USD | 12.500 | - | Ba1 | - | - | - | - | 12.50% | - | Floating | 3mL | - | 510 | 3mL+496 | - | 99.00000 |
| E | USD | 21.250 | - | Ba3 | - | - | - | - | 8.25% | - | Floating | 3mL | 725 | 725 | 3mL+695 | - | 98.00000 |
| Sub | USD | 42.306 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2022-01-19; Registration: 144A Only;
A-2: First Pay: 2022-01-19; Registration: 144A Only;
B: First Pay: 2022-01-19; Registration: 144A Only;
C: First Pay: 2022-01-19; Registration: 144A Only;
D-1: First Pay: 2022-01-19; Registration: 144A Only;
D-2: First Pay: 2022-01-19; Registration: 144A Only;
E: First Pay: 2022-01-19; Registration: 144A Only;
Sub: First Pay: 2022-01-19; Registration: 144A Only;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
AllReportsSurveillanceOther