| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1-R | USD | 103.800 | - | Aaa | - | - | - | - | 38.00% | - | Floating | 3mL | - | 129 | 3mL+129 | - | - |
| A-R | USD | 50.000 | - | Aaa | - | - | - | - | 38.00% | - | Floating | 3mL | - | 129 | 3mL+129 | - | - |
| A-2-R | USD | 30.000 | - | Aaa | - | - | - | - | 38.00% | - | Fixed | - | - | - | 2.730% | - | - |
| B-1-R | USD | 20.075 | - | Aa2 | - | - | - | - | 24.00% | - | Floating | 3mL | - | 205 | 3mL+205 | - | - |
| B-2-R | USD | 21.425 | - | Aa2 | - | - | - | - | 24.00% | - | Fixed | - | - | - | 3.319% | - | - |
| C-R | USD | 14.900 | - | A2 | - | - | - | - | 19.00% | - | Floating | 3mL | - | 260 | 3mL+260 | - | - |
| D-R | USD | 17.000 | - | Baa3 | - | - | - | - | 13.30% | - | Floating | 3mL | - | 495 | 3mL+481 | - | - |
| E-R | USD | 15.600 | - | Ba3 | - | - | - | - | 8.00% | - | Floating | 3mL | - | 900 | 3mL+821 | - | - |
| Sub | USD | 26.750 | - | NR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1-R: First Pay: 2022-04-15; Redemption: 2024-01-15;
A-R: First Pay: 2022-04-15; Redemption: 2024-01-15;
A-2-R: First Pay: 2022-04-15; Redemption: 2024-01-15;
B-1-R: First Pay: 2022-04-15; Redemption: 2024-01-15;
B-2-R: First Pay: 2022-04-15; Redemption: 2024-01-15;
C-R: First Pay: 2022-04-15; Redemption: 2024-01-15;
D-R: First Pay: 2022-04-15; Redemption: 2024-01-15;
E-R: First Pay: 2022-04-15; Redemption: 2024-01-15;
Sub: First Pay: 2022-04-15; Redemption: 2024-01-15;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 15, 2027
AllReportsSurveillanceOther