| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1AR | USD | 248.000 | - | - | AAA | - | - | - | - | - | Floating | 3mL | 100a | 108 | 3mL+108 | - | - |
| A1BR | USD | 8.000 | - | - | AAA | - | - | - | - | - | Floating | 3mL | 135a | 135 | 3mL+135 | - | - |
| A2R | USD | 48.000 | - | - | AA | - | - | - | - | - | Floating | 3mL | 155-160 | 160 | 3mL+160 | - | - |
| BR | USD | 24.000 | - | - | A | - | - | - | - | - | Floating | 3mL | 190-195 | 195 | 3mL+195 | - | - |
| CR | USD | 24.000 | - | - | BBB- | - | - | - | - | - | Floating | 3mL | 290-295 | 295 | 3mL+295 | - | - |
| DR | USD | 16.000 | - | - | BB- | - | - | - | - | - | Floating | 3mL | 600a | 600 | 3mL+600 | - | - |
| ER | USD | 6.000 | - | - | B- | - | - | - | - | - | Floating | 3mL | - | 791 | 3mL+791 | - | - |
| Sub | USD | 31.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1AR: Redemption: 2022-11-15;
A1BR: Redemption: 2022-11-15;
A2R: Redemption: 2022-11-15;
BR: Redemption: 2022-11-15;
CR: Redemption: 2022-11-15;
DR: Redemption: 2022-11-15;
ER: Redemption: 2022-11-15;
Sub: Redemption: 2022-11-15;
Deal Comments
Refinancing. Non Call Period: 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 15, 2023
AllReportsSurveillanceOther