| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 315.000 | - | Aaa | - | - | - | - | - | - | Floating | 3mL | 119 | 119 | 3mL+119 | - | - |
| B | USD | 65.000 | - | Aa2 | - | - | - | - | - | - | Floating | 3mL | 180 | 180 | 3mL+180 | - | - |
| C | USD | 26.500 | - | A2 | - | - | - | - | - | - | Floating | 3mL | 225 | 225 | 3mL+225 | - | - |
| D | USD | 29.500 | - | Baa3 | - | - | - | - | - | - | Floating | 3mL | 350 | 350 | 3mL+350 | - | - |
| E | USD | 21.500 | - | Ba3 | - | - | - | - | - | - | Floating | 3mL | 725 | 710 | 3mL+710 | - | - |
| Sub | USD | 50.600 | - | NR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2022-04-15; Redemption: 2024-01-15;
B: First Pay: 2022-04-15; Redemption: 2024-01-15;
C: First Pay: 2022-04-15; Redemption: 2024-01-15;
D: First Pay: 2022-04-15; Redemption: 2024-01-15;
E: First Pay: 2022-04-15; Redemption: 2024-01-15;
Sub: First Pay: 2022-04-15; Redemption: 2024-01-15;
Deal Comments
Non Call Period: 3.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 15, 2027
AllReportsSurveillanceOther