| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-R | USD | 0.500 | 0.60 | - | AAA | - | - | - | - | - | Floating | SOFR | - | 65 | SOFR+65 | - | 100.00000 |
| A-R3 | USD | 256.000 | 2.50 | - | AAA | - | - | - | 35.50% | - | Floating | SOFR | 105-107 | 110 | SOFR+110 | - | 100.00000 |
| B-R3 | USD | 46.000 | 4.60 | - | AA | - | - | - | 23.90% | - | Floating | SOFR | 160 | 160 | SOFR+160 | - | 100.00000 |
| C-R3 | USD | 22.000 | 5.30 | - | A | - | - | - | 18.40% | - | Floating | SOFR | 200-210 | 210 | SOFR+210 | - | 100.00000 |
| D-R3 | USD | 24.000 | 5.80 | - | BBB- | - | - | - | 12.30% | - | Floating | SOFR | 290-300 | 300 | SOFR+300 | - | 100.00000 |
| E-R3 | USD | 16.000 | 6.20 | - | BB- | - | - | - | 8.30% | - | Floating | SOFR | 605-615 | 625 | SOFR+625 | - | 100.00000 |
Tranche Comments
X-R: First Pay: 2022-04-17; Redemption: 2022-08-03;
A-R3: First Pay: 2022-04-17; Redemption: 2022-08-03;
B-R3: First Pay: 2022-04-17; Redemption: 2022-08-03;
C-R3: First Pay: 2022-04-17; Redemption: 2022-08-03;
D-R3: First Pay: 2022-04-17; Redemption: 2022-08-03;
E-R3: First Pay: 2022-04-17; Redemption: 2022-08-03;
Deal Comments
Refinancing. Non Call Period: 0.6
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jan 17, 2023
AllReportsSurveillanceOther