| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 2.000 | - | - | AAA | - | - | - | - | - | Floating | 3mL | - | 75 | 3mL+75 | - | - |
| A | USD | 256.000 | - | - | AAA | - | - | - | 36.00% | - | Floating | 3mL | - | 121 | 3mL+121 | - | - |
| B | USD | 48.000 | - | - | AA | - | - | - | 24.00% | - | Floating | 3mL | - | 160 | 3mL+160 | - | - |
| C | USD | 24.000 | - | - | A | - | - | - | 18.00% | - | Floating | 3mL | - | 220 | 3mL+220 | - | - |
| D | USD | 24.000 | - | - | BBB- | - | - | - | 12.00% | - | Floating | 3mL | - | 360 | 3mL+360 | - | - |
| E | USD | 14.000 | - | - | BB- | - | - | - | 8.50% | - | - | - | - | - | - | - | Retained |
| Sub | USD | 40.000 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Redemption: 2022-01-15; Registration: 144A/Reg S;
A: Redemption: 2022-01-15; Registration: 144A/Reg S;
B: Redemption: 2022-01-15; Registration: 144A/Reg S;
C: Redemption: 2022-01-15; Registration: 144A/Reg S;
D: Redemption: 2022-01-15; Registration: 144A/Reg S;
E: Redemption: 2022-01-15; Registration: 144A/Reg S;
Sub: Redemption: 2022-01-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 15, 2024