| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| AR | USD | 248.000 | - | NR | AAA | NR | - | - | 38.00% | - | Floating | 3mL | - | 102 | 3mL+102 | - | 100.00000 |
| BR | USD | 56.000 | - | NR | AA | NR | - | - | 24.00% | - | Floating | 3mL | - | 160 | 3mL+160 | - | 100.00000 |
| CR | USD | 24.000 | - | NR | A | NR | - | - | 18.00% | - | Floating | 3mL | - | 200 | 3mL+200 | - | 100.00000 |
| DR | USD | 24.000 | - | NR | BBB- | NR | - | - | 12.00% | - | Floating | 3mL | - | 315 | 3mL+315 | - | 100.00000 |
| ER | USD | 15.000 | - | NR | BB- | NR | - | - | 8.25% | - | Floating | 3mL | - | 615 | 3mL+615 | - | 100.00000 |
Tranche Comments
AR: Redemption: 2022-11-25; Registration: 144A/Reg S;
BR: Redemption: 2022-11-25; Registration: 144A/Reg S;
CR: Redemption: 2022-11-25; Registration: 144A/Reg S;
DR: Redemption: 2022-11-25; Registration: 144A/Reg S;
ER: Redemption: 2022-11-25; Registration: 144A/Reg S;
Deal Comments
Refinancing. Non Call Period: 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 25, 2023
AllReportsSurveillanceOther