| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1L | USD | 578.100 | - | - | AAA | - | - | - | 45.00% | - | Floating | 3mL | - | 138 | 3mL+138 | - | - |
| A-1 | USD | 44.200 | - | - | AAA | - | - | - | 45.00% | - | Floating | 3mL | - | 138 | 3mL+138 | - | - |
| A-2 | USD | 67.900 | - | - | AAA | - | - | - | 39.00% | - | Floating | 3mL | - | 155 | 3mL+155 | - | - |
| B | USD | 96.100 | - | - | AA | - | - | - | 30.50% | - | Floating | 3mL | - | 190 | 3mL+190 | - | - |
| C | USD | 84.900 | - | - | A | - | - | - | 23.00% | - | Floating | 3mL | - | 260 | 3mL+260 | - | - |
| D | USD | 56.600 | - | - | BBB- | - | - | - | 18.00% | - | Floating | 3mL | - | 370 | 3mL+370 | - | - |
| Equity | USD | 205.940 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1L: First Pay: 2022-01-20; Redemption: 2022-09-14;
A-1: First Pay: 2022-01-20; Redemption: 2022-09-14;
A-2: First Pay: 2022-01-20; Redemption: 2022-09-14;
B: First Pay: 2022-01-20; Redemption: 2022-09-14;
C: First Pay: 2022-01-20; Redemption: 2022-09-14;
D: First Pay: 2022-01-20; Redemption: 2022-09-14;
Equity: First Pay: 2022-01-20; Redemption: 2022-09-14;
Deal Comments
Non Call Period: 1.00
Risk Retention
EU - Yes, US - No