| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-R | USD | 5.250 | - | Aaa | - | - | - | - | - | - | Floating | 3mL | - | 100 | 3mL+100 | - | - |
| A-1A-R | USD | 292.550 | - | Aaa | - | - | - | - | 38.00% | - | Floating | 3mL | - | 122 | 3mL+122 | - | - |
| A-1B-R | USD | 32.950 | - | Aaa | - | - | - | - | 38.00% | - | Fixed | - | - | - | 2.600% | - | - |
| A-2A-R | USD | 50.625 | - | Aa2 | - | - | - | - | 25.50% | - | Floating | 3mL | - | 185 | 3mL+185 | - | - |
| A-2B-R | USD | 15.000 | - | Aa2 | - | - | - | - | 25.50% | - | Fixed | - | - | - | 3.204% | - | - |
| B-1-R | USD | 21.250 | - | A2 | - | - | - | - | 20.50% | - | Floating | 3mL | - | 240 | 3mL+240 | - | - |
| B-2-R | USD | 5.000 | - | A2 | - | - | - | - | 20.50% | - | Fixed | - | - | - | 3.874% | - | - |
| C-R | USD | 33.075 | - | Baa3 | - | - | - | - | 14.20% | - | Floating | 3mL | - | 390 | 3mL+383 | - | - |
| D-R | USD | 30.450 | - | Ba3 | - | - | - | - | 8.40% | - | Floating | 3mL | - | 800 | 3mL+763 | - | - |
Tranche Comments
X-R: First Pay: 2022-04-15; Redemption: 2024-01-15;
A-1A-R: First Pay: 2022-04-15; Redemption: 2024-01-15;
A-1B-R: First Pay: 2022-04-15; Redemption: 2024-01-15;
A-2A-R: First Pay: 2022-04-15; Redemption: 2024-01-15;
A-2B-R: First Pay: 2022-04-15; Redemption: 2024-01-15;
B-1-R: First Pay: 2022-04-15; Redemption: 2024-01-15;
B-2-R: First Pay: 2022-04-15; Redemption: 2024-01-15;
C-R: First Pay: 2022-04-15; Redemption: 2024-01-15;
D-R: First Pay: 2022-04-15; Redemption: 2024-01-15;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 15, 2027
AllReportsSurveillanceOther