| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 307.500 | 6.39 | Aaa | - | - | - | - | 38.50% | - | Floating | 3mL | - | 130 | 3mL+130 | - | 100.00000 |
| A-2 | USD | 12.500 | 7.81 | Aaa | - | - | - | - | 36.00% | - | Floating | 3mL | - | 150 | 3mL+150 | - | 100.00000 |
| B-1 | USD | 40.000 | 8.39 | Aa2 | - | - | - | - | 24.00% | - | Floating | 3mL | - | 190 | 3mL+190 | - | 100.00000 |
| B-2 | USD | 20.000 | 8.39 | Aa2 | - | - | - | - | 24.00% | - | Fixed | - | - | - | 3.77% | 3.770% | 100.00000 |
| C | USD | 30.000 | 9.14 | A2 | - | - | - | - | 18.00% | - | Floating | 3mL | - | 225 | 3mL+225 | - | 100.00000 |
| D | USD | 30.000 | 9.71 | Baa3 | - | - | - | - | 12.00% | - | Floating | 3mL | - | 335 | 3mL+335 | - | 100.00000 |
| E | USD | 20.000 | 10.27 | Ba3 | - | - | - | - | 8.00% | - | Floating | 3mL | - | 700 | 3mL+700 | - | 100.00000 |
| Sub | USD | 47.815 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2022-10-21; Redemption: 2024-03-31;
A-2: First Pay: 2022-10-21; Redemption: 2024-03-31;
B-1: First Pay: 2022-10-21; Redemption: 2024-03-31;
B-2: First Pay: 2022-10-21; Redemption: 2024-03-31;
C: First Pay: 2022-10-21; Redemption: 2024-03-31;
D: First Pay: 2022-10-21; Redemption: 2024-03-31;
E: First Pay: 2022-10-21; Redemption: 2024-03-31;
Sub: First Pay: 2022-10-21; Redemption: 2024-03-31;
Deal Comments
Non Call Period: 2.00
Risk Retention
The transaction is intended to comply with EU and US risk retention requirements
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 21, 2027
AllReportsSurveillanceOther