| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 4.000 | 2.00 | - | AAA | - | - | - | - | - | Floating | 3mL | - | 125 | 3mL+125 | - | - |
| A-1-R | USD | 280.000 | 5.50 | - | AAA | - | - | - | 44.00% | - | Floating | 3mL | - | 150 | 3mL+150 | - | - |
| A-2-R | USD | 57.500 | 7.20 | - | AA | - | - | - | 32.50% | - | Floating | 3mL | - | 190 | 3mL+190 | - | - |
| B-R | USD | 45.000 | 7.90 | - | A- | - | - | - | 23.50% | - | Floating | 3mL | - | 260 | 3mL+260 | - | - |
| C-R | USD | 22.500 | 8.40 | - | BBB- | - | - | - | 19.00% | - | Floating | 3mL | - | 380 | 3mL+380 | - | - |
| D-R | USD | 33.500 | 8.90 | - | BB- | - | - | - | 12.30% | - | Floating | 3mL | - | 900 | 3mL+866 | - | - |
| Equity | USD | 64.600 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2022-01-20; Redemption: 2024-01-20;
A-1-R: First Pay: 2022-01-20; Redemption: 2024-01-20;
A-2-R: First Pay: 2022-01-20; Redemption: 2024-01-20;
B-R: First Pay: 2022-01-20; Redemption: 2024-01-20;
C-R: First Pay: 2022-01-20; Redemption: 2024-01-20;
D-R: First Pay: 2022-01-20; Redemption: 2024-01-20;
Equity: First Pay: 2022-01-20; Redemption: 2024-01-20;
Deal Comments
Reset. Non Call Period: 3.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 20, 2026
AllReportsSurveillanceOther