| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1-R | USD | 248.000 | - | Aaa | - | - | - | - | - | - | Floating | 3mL | - | 115 | 3mL+115 | - | - |
| A-2-R | USD | 56.000 | - | Aa2 | - | - | - | - | - | - | Floating | 3mL | - | 170 | 3mL+170 | - | - |
| B-R | USD | 22.000 | - | A2 | - | - | - | - | - | - | Floating | 3mL | - | 200 | 3mL+200 | - | - |
| C-R | USD | 24.000 | - | Baa3 | - | - | - | - | - | - | Floating | 3mL | - | 305 | 3mL+305 | - | - |
| D-R | USD | 18.000 | - | Ba3 | - | - | - | - | - | - | Floating | 3mL | - | 650 | 3mL+650 | - | - |
| E-R | USD | 6.000 | - | B3 | - | - | - | - | - | - | Floating | 3mL | - | 789 | 3mL+789 | - | - |
| Sub | USD | 29.200 | - | NR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1-R: First Pay: 2022-02-14; Redemption: 2023-11-14;
A-2-R: First Pay: 2022-02-14; Redemption: 2023-11-14;
B-R: First Pay: 2022-02-14; Redemption: 2023-11-14;
C-R: First Pay: 2022-02-14; Redemption: 2023-11-14;
D-R: First Pay: 2022-02-14; Redemption: 2023-11-14;
E-R: First Pay: 2022-02-14; Redemption: 2023-11-14;
Sub: First Pay: 2022-02-14; Redemption: 2023-11-14;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 14, 2026
AllReportsSurveillanceOther