| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 178.200 | - | Aaa | - | - | - | - | - | - | Fixed | - | - | - | 3.526% | - | - |
| B | USD | 53.100 | - | Aa3 | - | - | - | - | - | - | Fixed | - | - | - | 3.726% | - | - |
| C | USD | 13.500 | - | A3 | - | - | - | - | - | - | Fixed | - | - | - | 3.976% | - | - |
| D | USD | 20.700 | - | Baa3 | - | - | - | - | - | - | Fixed | - | - | - | 5.326% | - | - |
| E | USD | 24.300 | - | Ba3 | - | - | - | - | - | - | Fixed | - | - | - | 8.222% | - | - |
| Sub | USD | 77.800 | - | NR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2022-10-20; Redemption: 2024-03-10;
B: First Pay: 2022-10-20; Redemption: 2024-03-10;
C: First Pay: 2022-10-20; Redemption: 2024-03-10;
D: First Pay: 2022-10-20; Redemption: 2024-03-10;
E: First Pay: 2022-10-20; Redemption: 2024-03-10;
Sub: First Pay: 2022-10-20; Redemption: 2024-03-10;
Deal Comments
Hybrid CBO. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 20, 2027