| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| AR | USD | 384.000 | - | Aaa | AAA | NR | - | - | 35.07% | - | Floating | 3mL | - | 108 | 3mL+108 | - | - |
| BR | USD | 66.000 | - | NR | AA | NR | - | - | 23.91% | - | Floating | 3mL | - | 165 | 3mL+165 | - | - |
| CR | USD | 39.300 | - | NR | A | NR | - | - | 17.26% | - | Floating | 3mL | - | 220 | 3mL+220 | - | - |
| DR | USD | 32.700 | - | NR | BBB- | NR | - | - | 11.73% | - | Floating | 3mL | - | 350 | 3mL+350 | - | - |
| E1R | USD | 12.000 | - | NR | BB+ | NR | - | - | 9.70% | - | Floating | 3mL | - | 635 | 3mL+635 | - | - |
| E2R | USD | 12.000 | - | NR | BB- | NR | - | - | 7.67% | - | Floating | 3mL | - | 675 | 3mL+675 | - | - |
Tranche Comments
AR: Redemption: 2022-09-14; Registration: 144A/Reg S;
BR: Redemption: 2022-09-14; Registration: 144A/Reg S;
CR: Redemption: 2022-09-14; Registration: 144A/Reg S;
DR: Redemption: 2022-09-14; Registration: 144A/Reg S;
E1R: Redemption: 2022-09-14; Registration: 144A/Reg S;
E2R: Redemption: 2022-09-14; Registration: 144A/Reg S;
Deal Comments
Refinancing. Non Call Period: 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 15, 2024
AllReportsSurveillanceOther