| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 256.000 | - | Aaa | - | - | - | - | 36.00% | - | Floating | 3mL | - | 125 | 3mL+125 | - | - |
| B | USD | 48.000 | - | Aa2 | - | - | - | - | 24.00% | - | Floating | 3mL | - | 200 | 3mL+200 | - | - |
| C | USD | 20.000 | - | A2 | - | - | - | - | 19.00% | - | Floating | 3mL | - | 244 | 3mL+244 | - | - |
| D | USD | 24.000 | - | Baa3 | - | - | - | - | 13.00% | - | Floating | 3mL | - | 336 | 3mL+336 | - | - |
| E | USD | 20.000 | - | Ba3 | - | - | - | - | 8.00% | - | Floating | 3mL | - | 770 | 3mL+770 | - | - |
| Sub | USD | 42.250 | - | NR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2022-04-15; Redemption: 2023-11-04; Registration: 144A/Reg S;
B: First Pay: 2022-04-15; Redemption: 2023-11-04; Registration: 144A/Reg S;
C: First Pay: 2022-04-15; Redemption: 2023-11-04; Registration: 144A/Reg S;
D: First Pay: 2022-04-15; Redemption: 2023-11-04; Registration: 144A/Reg S;
E: First Pay: 2022-04-15; Redemption: 2023-11-04; Registration: 144A/Reg S;
Sub: First Pay: 2022-04-15; Redemption: 2023-11-04; Registration: 144A/Reg S;
Deal Comments
Non-Call Period: 2.0
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 25, 2026
WAL Test Period End Date
Oct 25, 2030
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | LHO | 190.000 | 3.30 | Nzz | - | - | - | AAA | 80.00% | - | Zmasaamv | 3lB | - | 139 | 3wM+139 | - | - |
| K | MXW | 10.000 | 9.30 | PG | - | - | - | KK- | 3.80% | - | Xkqhc | - | - | 500 | 5.00% | - | - |
| Svdvmw | FHC | 56.000 | - | WV | - | - | - | CT | - | - | - | - | - | - | - | - | Retained |
| O | VQB | 17.000 | 9.80 | Qs2 | - | - | - | GG | 72.00% | - | Dfkubehf | 3pK | - | 185 | 3dN+185 | - | - |
| M | FKB | 46.000 | 8.60 | ND | - | - | - | ZZZ- | 3.20% | - | Epwqj | - | - | 225 | 2.25% | - | - |
Tranche Comments
G: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144E/Kec I;
O: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144X/Aiy T;
M: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144P/Wrc B;
K: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144M/Obr Z;
Svdvmw: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144P/Bae F;
Deal Comments
Kbx Wzyy Micebit 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Invalid date