| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-R | USD | 3.500 | 1.50 | Aaa | - | - | - | - | - | - | Floating | 3mL | - | 70 | 3mL+70 | - | - |
| A-R | USD | 224.000 | 3.40 | Aaa | - | - | - | - | 36.00% | - | Floating | 3mL | - | 101 | 3mL+101 | - | - |
| B-R | USD | 42.000 | 5.30 | Aa2 | - | - | - | - | 24.00% | - | Floating | 3mL | - | 150 | 3mL+150 | - | - |
| C-R | USD | 18.375 | 6.10 | A2 | - | - | - | - | 18.75% | - | Floating | 3mL | - | 195 | 3mL+195 | - | - |
| D-R | USD | 21.875 | 6.40 | Baa3 | - | - | - | - | 12.50% | - | Floating | 3mL | - | 290 | 3mL+290 | - | - |
| E-R | USD | 15.750 | 6.70 | Ba3 | - | - | - | - | 8.00% | - | Floating | 3mL | - | 615 | 3mL+615 | - | - |
| Sub | USD | 30.600 | - | NR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-R: Redemption: 2022-10-15; Registration: 144A/Reg S;
A-R: Redemption: 2022-10-15; Registration: 144A/Reg S;
B-R: Redemption: 2022-10-15; Registration: 144A/Reg S;
C-R: Redemption: 2022-10-15; Registration: 144A/Reg S;
D-R: Redemption: 2022-10-15; Registration: 144A/Reg S;
E-R: Redemption: 2022-10-15; Registration: 144A/Reg S;
Sub: Redemption: 2022-10-15; Registration: 144A/Reg S;
Deal Comments
Refinancing. Non Call Period: 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 15, 2023
AllReportsSurveillanceOther