| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 240.000 | - | Aaa | - | - | - | AAA | 40.00% | - | Floating | 3mL | - | 121 | 3mL+121 | - | - |
| A-2 | USD | 16.000 | - | Aaa | - | - | - | NR | 36.00% | - | Floating | 3mL | - | 145 | 3mL+145 | - | - |
| B | USD | 48.000 | - | Aa2 | - | - | - | NR | 24.00% | - | Floating | 3mL | - | 175 | 3mL+175 | - | - |
| C-1 | USD | 12.500 | - | A2 | - | - | - | NR | 19.30% | - | Floating | 3mL | - | 220 | 3mL+220 | - | - |
| C-2 | USD | 6.500 | - | A2 | - | - | - | NR | 19.30% | - | Fixed | - | - | - | 3.749% | - | - |
| D | USD | 50.000 | - | NR | - | - | - | BBB- | - | - | - | - | - | - | - | - | Retained |
| E | USD | 17.000 | - | NR | - | - | - | BB- | - | - | - | - | - | - | - | - | Retained |
| Sub | USD | 28.200 | - | NR | - | - | - | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2022-04-26; Redemption: 2023-10-26;
A-2: First Pay: 2022-04-26; Redemption: 2023-10-26;
B: First Pay: 2022-04-26; Redemption: 2023-10-26;
C-1: First Pay: 2022-04-26; Redemption: 2023-10-26;
C-2: First Pay: 2022-04-26; Redemption: 2023-10-26;
D: First Pay: 2022-04-26; Redemption: 2023-10-26;
E: First Pay: 2022-04-26; Redemption: 2023-10-26;
Sub: First Pay: 2022-04-26; Redemption: 2023-10-26;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 26, 2026