| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 272.000 | - | Aaa | - | - | - | - | - | - | Floating | 3mL | - | 83 | 3mL+83 | - | - |
| B | USD | 48.000 | - | Aa2 | - | - | - | - | - | - | Floating | 3mL | - | 145 | 3mL+145 | - | - |
| C | USD | 22.000 | - | A2 | - | - | - | - | - | - | Floating | 3mL | 175-185 | 185 | 3mL+185 | - | - |
| D | USD | 16.000 | - | Baa3 | - | - | - | - | - | - | Floating | 3mL | 255-265 | 275 | 3mL+275 | - | - |
| E-1 | USD | 14.000 | - | Ba3 | - | - | - | - | - | - | Floating | 3mL | Low 500s | 535 | 3mL+535 | - | - |
| E-2 | USD | 4.000 | - | B3 | - | - | - | - | - | - | Floating | 3mL | - | 775 | 3mL+775 | - | - |
| Sub | USD | 28.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2022-04-25; Redemption: 2022-11-10;
B: First Pay: 2022-04-25; Redemption: 2022-11-10;
C: First Pay: 2022-04-25; Redemption: 2022-11-10;
D: First Pay: 2022-04-25; Redemption: 2022-11-10;
E-1: First Pay: 2022-04-25; Redemption: 2022-11-10;
E-2: First Pay: 2022-04-25; Redemption: 2022-11-10;
Sub: First Pay: 2022-04-25; Redemption: 2022-11-10;
Deal Comments
Non Call Period: 1.00