| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 1.000 | - | Aaa | - | - | - | - | - | - | Floating | 3mL | - | 65 | 3mL+65 | - | - |
| A-R | USD | 224.000 | - | Aaa | - | - | - | - | 36.00% | - | Floating | 3mL | - | 115 | 3mL+115 | - | - |
| B-R | USD | 42.000 | - | Aa2 | - | - | - | - | 24.00% | - | Floating | 3mL | - | 165 | 3mL+165 | - | - |
| C-R | USD | 19.250 | - | A2 | - | - | - | - | 18.50% | - | Floating | 3mL | - | 200 | 3mL+200 | - | - |
| D-R | USD | 21.000 | - | Baa3 | - | - | - | - | 12.50% | - | Floating | 3mL | - | 320 | 3mL+320 | - | - |
| E-R | USD | 15.750 | - | Ba3 | - | - | - | - | 8.00% | - | Floating | 3mL | - | 665 | 3mL+665 | - | - |
Tranche Comments
X: First Pay: 2022-01-15; Redemption: 2023-10-15;
A-R: First Pay: 2022-01-15; Redemption: 2023-10-15;
B-R: First Pay: 2022-01-15; Redemption: 2023-10-15;
C-R: First Pay: 2022-01-15; Redemption: 2023-10-15;
D-R: First Pay: 2022-01-15; Redemption: 2023-10-15;
E-R: First Pay: 2022-01-15; Redemption: 2023-10-15;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 15, 2026
AllReportsSurveillanceOther