| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1RR | USD | 296.000 | - | NR | AAA | NR | - | - | 39.18% | - | Floating | 3mL | - | 97 | 3mL+97 | - | - |
| BRR | USD | 47.000 | - | NR | AA | NR | - | - | 22.33% | - | Floating | 3mL | - | 150 | 3mL+150 | - | - |
| CRR | USD | 30.000 | - | NR | A | NR | - | - | 16.16% | - | Floating | 3mL | - | 200 | 3mL+200 | - | - |
| DRR | USD | 29.000 | - | NR | BBB- | NR | - | - | 10.20% | - | Floating | 3mL | - | 340 | 3mL+340 | - | - |
Tranche Comments
A1RR: Redemption: 2022-01-28; Registration: 144A/Reg S;
BRR: Redemption: 2022-01-28; Registration: 144A/Reg S;
CRR: Redemption: 2022-01-28; Registration: 144A/Reg S;
DRR: Redemption: 2022-01-28; Registration: 144A/Reg S;
Deal Comments
Refinancing. Non Call Period: 0.5
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jul 19, 2022
AllReportsSurveillanceOther