| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 23.100 | 2.30 | - | AAA | - | - | - | - | - | Floating | 3mL | - | 105 | 3mL+105 | - | 100.00000 |
| A | USD | 226.300 | 5.30 | - | AAA | - | - | - | 43.50% | - | Floating | 3mL | - | 147 | 3mL+147 | - | 100.00000 |
| A-F | USD | 10.000 | 5.30 | - | AAA | - | - | - | 43.50% | - | Fixed | - | - | 147 | 2.86% | - | 100.00000 |
| A-L | USD | 25.000 | 5.30 | - | AAA | - | - | - | 43.50% | - | Floating | 3mL | - | 147 | 3mL+147 | - | 100.00000 |
| B | USD | 46.250 | 6.70 | - | AA | - | - | - | 33.50% | - | Floating | 3mL | - | 190 | 3mL+190 | - | 100.00000 |
| C | USD | 46.250 | 7.30 | - | A- | - | - | - | 23.50% | - | Floating | 3mL | - | 260 | 3mL+260 | - | 100.00000 |
| D | USD | 35.900 | 2.70 | - | BBB- | - | - | - | 15.74% | - | Floating | 3mL | - | 350 | 3mL+350 | - | 100.00000 |
| E | USD | 30.600 | 6.10 | - | BB- | - | - | - | 9.12% | - | Floating | 3mL | - | 800 | 3mL+800 | - | 100.00000 |
| Equity | USD | 52.000 | - | - | NR | - | - | - | - | - | Floating | 3mL | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2022-07-15; Redemption: 2024-01-15;
A: First Pay: 2022-07-15; Redemption: 2024-01-15;
A-F: First Pay: 2022-07-15; Redemption: 2024-01-15;
A-L: First Pay: 2022-07-15; Redemption: 2024-01-15;
B: First Pay: 2022-07-15; Redemption: 2024-01-15;
C: First Pay: 2022-07-15; Redemption: 2024-01-15;
D: First Pay: 2022-07-15; Redemption: 2024-01-15;
E: First Pay: 2022-07-15; Redemption: 2024-01-15;
Equity: First Pay: 2022-07-15; Redemption: 2024-01-15;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 15, 2026