| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-RR | USD | 1.000 | 1.00 | Aaa | - | - | - | - | - | - | Floating | 3mL | - | 70 | 3mL+70 | - | - |
| A-RR | USD | 320.000 | 3.40 | Aaa | - | - | - | - | 36.00% | - | Floating | 3mL | - | 102 | 3mL+102 | - | - |
| B-RR | USD | 60.000 | 5.30 | Aa2 | - | - | - | - | 24.00% | - | Floating | 3mL | - | 155 | 3mL+155 | - | - |
| C-RR | USD | 27.500 | 5.90 | A2 | - | - | - | - | 18.50% | - | Floating | 3mL | - | 215 | 3mL+215 | - | - |
| D-RR | USD | 28.500 | 6.20 | Baa3 | - | - | - | - | 12.80% | - | Floating | 3mL | - | 310 | 3mL+310 | - | - |
| E-RR | USD | 24.000 | 6.50 | Ba3 | - | - | - | - | 8.00% | - | Floating | 3mL | - | 675 | 3mL+675 | - | - |
| Sub | USD | 70.875 | - | NR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-RR: Redemption: 2022-11-23; Registration: 144A/Reg S;
A-RR: Redemption: 2022-11-23; Registration: 144A/Reg S;
B-RR: Redemption: 2022-11-23; Registration: 144A/Reg S;
C-RR: Redemption: 2022-11-23; Registration: 144A/Reg S;
D-RR: Redemption: 2022-11-23; Registration: 144A/Reg S;
E-RR: Redemption: 2022-11-23; Registration: 144A/Reg S;
Sub: Redemption: 2022-11-23; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 23, 2023
AllReportsSurveillanceOther