| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1-R2 | USD | 83.100 | - | - | AAA | - | - | - | 44.60% | - | Floating | 3mL | - | 148 | 3mL+148 | - | - |
| A-2-R2 | USD | 7.500 | - | - | AAA | - | - | - | 39.60% | - | Floating | 3mL | - | 165 | 3mL+165 | - | - |
| B-R2 | USD | 12.750 | - | - | AA | - | - | - | 31.10% | - | Floating | 3mL | - | 185 | 3mL+185 | - | - |
| C-R2 | USD | 10.950 | - | - | A | - | - | - | 23.80% | - | Floating | 3mL | - | 275 | 3mL+275 | - | - |
| D-R2 | USD | 9.000 | - | - | BBB- | - | - | - | 17.80% | - | Floating | 3mL | - | 390 | 3mL+390 | - | - |
| E2 | USD | 8.700 | - | - | BB- | - | - | - | 12.00% | - | Floating | 3mL | - | 770 | 3mL+770 | - | - |
| Sub-2 | USD | 19.980 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1-R2: Redemption: 2022-07-15; Registration: 144A/Reg S;
A-2-R2: Redemption: 2022-07-15; Registration: 144A/Reg S;
B-R2: Redemption: 2022-07-15; Registration: 144A/Reg S;
C-R2: Redemption: 2022-07-15; Registration: 144A/Reg S;
D-R2: Redemption: 2022-07-15; Registration: 144A/Reg S;
E2: Redemption: 2022-07-15; Registration: 144A/Reg S;
Sub-2: Redemption: 2022-07-15; Registration: 144A/Reg S;
Deal Comments
Refinancing. Non Call Period: 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jul 15, 2023
AllReportsSurveillanceOther