| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 320.000 | - | Aaa | - | - | - | - | 36.00% | - | Floating | 3mL | - | 117 | 3mL+117 | - | - |
| B | USD | 53.750 | - | Aa2 | - | - | - | - | 25.30% | - | Floating | 3mL | - | 165 | 3mL+165 | - | - |
| C | USD | 26.875 | - | A2 | - | - | - | - | 19.90% | - | Floating | 3mL | - | 205 | 3mL+205 | - | - |
| D | USD | 33.125 | - | Baa3 | - | - | - | - | 13.30% | - | Floating | 3mL | - | 320 | 3mL+320 | - | - |
| E-1 | USD | 5.500 | - | Ba1 | - | - | - | - | 12.20% | - | Floating | 3mL | - | 500 | 3mL+500 | - | - |
| E-2 | USD | 12.750 | - | Ba2 | - | - | - | - | 9.60% | - | Floating | 3mL | - | 640 | 3mL+640 | - | - |
| E-3 | USD | 8.000 | - | Ba3 | - | - | - | - | 8.00% | - | Floating | 3mL | - | 847 | 3mL+825 | - | - |
| F | USD | 10.000 | - | B3 | - | - | - | - | 6.00% | - | - | - | - | - | - | - | Retained |
| Sub | USD | 38.250 | - | NR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2022-04-20; Redemption: 2024-01-20;
B: First Pay: 2022-04-20; Redemption: 2024-01-20;
C: First Pay: 2022-04-20; Redemption: 2024-01-20;
D: First Pay: 2022-04-20; Redemption: 2024-01-20;
E-1: First Pay: 2022-04-20; Redemption: 2024-01-20;
E-2: First Pay: 2022-04-20; Redemption: 2024-01-20;
E-3: First Pay: 2022-04-20; Redemption: 2024-01-20;
F: First Pay: 2022-04-20; Redemption: 2024-01-20;
Sub: First Pay: 2022-04-20; Redemption: 2024-01-20;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 20, 2027
AllReportsSurveillanceOther