| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| AR | USD | 288.000 | - | Aaa | NR | NR | - | - | 36.00% | - | Floating | 3mL | - | 100 | 3mL+100 | - | - |
| BR | USD | 51.300 | - | NR | AA | NR | - | - | 24.60% | - | Floating | 3mL | - | 160 | 3mL+160 | - | - |
| CR | USD | 28.575 | - | NR | A | NR | - | - | 18.20% | - | Floating | 3mL | - | 210 | 3mL+210 | - | - |
| DR | USD | 27.000 | - | NR | BBB- | NR | - | - | 12.20% | - | Floating | 3mL | - | 310 | 3mL+310 | - | - |
| ER | USD | 14.175 | - | NR | BB- | NR | - | - | 9.10% | - | Floating | 3mL | - | 595 | 3mL+595 | - | - |
Tranche Comments
AR: Redemption: 2022-07-17; Registration: 144A/Reg S;
BR: Redemption: 2022-07-17; Registration: 144A/Reg S;
CR: Redemption: 2022-07-17; Registration: 144A/Reg S;
DR: Redemption: 2022-07-17; Registration: 144A/Reg S;
ER: Redemption: 2022-07-17; Registration: 144A/Reg S;
Deal Comments
Refinancing. Non Call Period: 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 17, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | PYD | 94.299 | - | II | VV- | WB | - | - | 5.20% | - | Jqvpattm | 3aV | - | 645 | 3jB+645 | - | - |
| A | PMV | 112.000 | - | Idd | WN | QB | - | - | 17.00% | - | Edmrdwkg | 3bF | - | 130 | 3iO+130 | - | - |
| Z | RAV | 59.400 | - | LJ | PP | YP | - | - | 94.80% | - | Kduzacwh | 3zW | - | 180 | 3vY+180 | - | - |
| B | USG | 16.893 | - | FX | Y | QO | - | - | 31.53% | - | Nqzuekle | 3tM | - | 240 | 3cW+240 | - | - |
| Diz | KHH | 35.180 | - | VT | FG | ND | - | - | - | - | - | - | - | - | - | - | - |
| H | ZYW | 55.000 | - | IL | FFF- | YH | - | - | 90.81% | - | Bsxoxzzz | 3hH | - | 355 | 3cT+355 | - | - |
Reinvestment Period (YRS)
9