| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 256.000 | 6.40 | Aaa | - | - | - | - | 36.00% | - | Floating | 3mL | - | 113 | 3mL+113 | - | 100.00000 |
| B | USD | 48.000 | 8.30 | Aa2 | - | - | - | - | 24.00% | - | Floating | 3mL | - | 170 | 3mL+170 | - | 100.00000 |
| C | USD | 21.000 | 9.10 | A2 | - | - | - | - | 18.75% | - | Floating | 3mL | - | 210 | 3mL+210 | - | 100.00000 |
| D | USD | 25.000 | 9.60 | Baa3 | - | - | - | - | 12.50% | - | Floating | 3mL | - | 310 | 3mL+310 | - | 100.00000 |
| E | USD | 18.000 | 10.31 | Ba3 | - | - | - | - | 8.00% | - | Floating | 3mL | - | 685 | 3mL+685 | - | 100.00000 |
| Sub | USD | 34.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2022-07-20; Redemption: 2023-12-29;
B: First Pay: 2022-07-20; Redemption: 2023-12-29;
C: First Pay: 2022-07-20; Redemption: 2023-12-29;
D: First Pay: 2022-07-20; Redemption: 2023-12-29;
E: First Pay: 2022-07-20; Redemption: 2023-12-29;
Sub: First Pay: 2022-07-20; Redemption: 2023-12-29;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 20, 2027
AllReportsSurveillanceOther