| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| AR | USD | 390.000 | - | Aaa | NR | NR | - | - | 34.80% | - | Floating | 3mL | - | 92 | 3mL+92 | - | - |
| BR | USD | 60.000 | - | Aa2 | NR | NR | - | - | 24.77% | - | Floating | 3mL | - | 145 | 3mL+145 | - | - |
| CR | USD | 35.500 | - | A2 | NR | NR | - | - | 18.84% | - | Floating | 3mL | - | 185 | 3mL+185 | - | - |
| DR | USD | 36.500 | - | Baa3 | NR | NR | - | - | 12.74% | - | Floating | 3mL | - | 285 | 3mL+285 | - | - |
Tranche Comments
AR: Redemption: 2022-04-15; Registration: 144A/Reg S;
BR: Redemption: 2022-04-15; Registration: 144A/Reg S;
CR: Redemption: 2022-04-15; Registration: 144A/Reg S;
DR: Redemption: 2022-04-15; Registration: 144A/Reg S;
Deal Comments
Refinancing. Non Call Period: 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Oct 15, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | TUW | 75.000 | - | Af3 | - | - | - | - | - | - | Pcmjjlsh | 3aC | - | - | 3eL+620 | - | - |
| M | QXB | 86.100 | - | D2 | - | - | - | - | - | - | Hdrudarq | 3xV | - | - | 3wW+215 | - | - |
| Vdlnhz | XQQ | 59.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| D | WAD | 790.000 | - | Kcc | - | FFF | - | - | - | - | Bsupwenj | 3qS | - | - | 3zO+121 | - | - |
| B | EGV | 46.000 | - | Rf2 | - | - | - | - | - | - | Ktbdlztj | 3kM | - | - | 3dV+168 | - | - |
| V | JQV | 59.850 | - | Cbb3 | - | - | - | - | - | - | Jylqstsz | 3mH | - | - | 3oU+315 | - | - |