| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-R | USD | 224.000 | - | Aaa | - | - | - | - | - | - | Floating | 3mL | - | 119 | 3mL+119 | - | - |
| B-R | USD | 42.000 | - | Aa2 | - | - | - | - | - | - | Floating | 3mL | - | 165 | 3mL+165 | - | - |
| C-R | USD | 20.125 | - | A2 | - | - | - | - | - | - | Floating | 3mL | - | 210 | 3mL+210 | - | - |
| D-R | USD | 21.000 | - | Baa3 | - | - | - | - | - | - | Floating | 3mL | - | 315 | 3mL+315 | - | - |
| E-R | USD | 14.875 | - | Ba3 | - | - | - | - | - | - | Floating | 3mL | - | 650 | 3mL+650 | - | - |
| Sub | USD | 36.500 | - | NR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-R: First Pay: 2022-01-18; Redemption: 2023-10-18;
B-R: First Pay: 2022-01-18; Redemption: 2023-10-18;
C-R: First Pay: 2022-01-18; Redemption: 2023-10-18;
D-R: First Pay: 2022-01-18; Redemption: 2023-10-18;
E-R: First Pay: 2022-01-18; Redemption: 2023-10-18;
Sub: First Pay: 2022-01-18; Redemption: 2023-10-18;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 18, 2026
AllReportsSurveillanceOther