| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 315.000 | - | - | AAA | - | - | - | 37.00% | - | Floating | 3mL | - | 113 | 3mL+113 | - | - |
| B-1 | USD | 30.000 | - | - | AA | - | - | - | 24.00% | - | Floating | 3mL | - | 165 | 3mL+165 | - | - |
| B-2 | USD | 35.000 | - | - | AA | - | - | - | 24.00% | - | Fixed | YLD | - | 110 | 2.615% | - | - |
| C | USD | 30.000 | - | - | A | - | - | - | 18.00% | - | Floating | 3mL | - | 195 | 3mL+195 | - | - |
| D | USD | 30.000 | - | - | BBB- | - | - | - | 12.00% | - | Floating | 3mL | - | 295 | 3mL+295 | - | - |
| E | USD | 20.000 | - | - | BB- | - | - | - | 8.00% | - | Floating | 3mL | - | 625 | 3mL+625 | - | - |
| Sub | USD | 50.850 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2022-07-21; Redemption: 2023-12-21;
B-1: First Pay: 2022-07-21; Redemption: 2023-12-21;
B-2: First Pay: 2022-07-21; Redemption: 2023-12-21;
C: First Pay: 2022-07-21; Redemption: 2023-12-21;
D: First Pay: 2022-07-21; Redemption: 2023-12-21;
E: First Pay: 2022-07-21; Redemption: 2023-12-21;
Sub: First Pay: 2022-07-21; Redemption: 2023-12-21;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 21, 2027