| 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 | AAA | - | - | 38.00% | - | Floating | 3mL | - | 113 | 3mL+113 | - | - |
| A-2 | USD | 10.000 | - | - | - | AAA | - | - | 36.00% | - | Fixed | - | 135a | 120 | 2.640% | - | - |
| B | USD | 60.000 | - | - | AA | - | - | - | 24.00% | - | Floating | 3mL | 160a | 165 | 3mL+165 | - | - |
| C | USD | 30.000 | - | - | A | - | - | - | 18.00% | - | Floating | 3mL | 190-200 | 190 | 3mL+190 | - | - |
| D | USD | 30.000 | - | - | BBB- | - | - | - | 12.00% | - | Floating | 3mL | - | 295 | 3mL+295 | - | - |
| E-1 | USD | 12.500 | - | - | BB+ | - | - | - | 9.50% | - | Floating | 3mL | - | 535 | 3mL+535 | - | - |
| E-2 | USD | 7.500 | - | - | BB- | - | - | - | 8.00% | - | Floating | 3mL | - | 775 | 3mL+775 | - | - |
| Equity | USD | 48.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2022-07-21; Redemption: 2024-01-21;
A-2: First Pay: 2022-07-21; Redemption: 2024-01-21;
B: First Pay: 2022-07-21; Redemption: 2024-01-21;
C: First Pay: 2022-07-21; Redemption: 2024-01-21;
D: First Pay: 2022-07-21; Redemption: 2024-01-21;
E-1: First Pay: 2022-07-21; Redemption: 2024-01-21;
E-2: First Pay: 2022-07-21; Redemption: 2024-01-21;
Equity: First Pay: 2022-07-21; Redemption: 2024-01-21;
Deal Comments
Non Call Period: 3.00
Risk Retention
Transaction is structured with the intent to be compliant with US and EU risk retention
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 21, 2027
AllReportsSurveillanceOther