| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-R | USD | 4.000 | 2.30 | - | AAA | - | - | - | - | - | Floating | SOFR | 85a | 85 | SOFR+85 | - | - |
| A-R | USD | 256.000 | 3.40 | - | AAA | - | - | - | 36.00% | - | Floating | SOFR | 117a | 117 | SOFR+117 | - | - |
| B-R | USD | 48.000 | 5.50 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | 160-170 | 170 | SOFR+170 | - | - |
| C-R | USD | 24.000 | 6.00 | - | A | - | - | - | 18.00% | - | Floating | SOFR | 190-200 | 205 | SOFR+205 | - | - |
| D-R | USD | 24.000 | 6.40 | - | BBB- | - | - | - | 12.00% | - | Floating | SOFR | 290-300 | 290 | SOFR+290 | - | - |
| E-R | USD | 16.000 | 6.70 | - | BB- | - | - | - | 8.00% | - | Floating | SOFR | 615-625 | 610 | SOFR+610 | - | - |
Tranche Comments
X-R: First Pay: 2022-04-17; Redemption: 2023-02-17;
A-R: First Pay: 2022-04-17; Redemption: 2023-02-17;
B-R: First Pay: 2022-04-17; Redemption: 2023-02-17;
C-R: First Pay: 2022-04-17; Redemption: 2023-02-17;
D-R: First Pay: 2022-04-17; Redemption: 2023-02-17;
E-R: First Pay: 2022-04-17; Redemption: 2023-02-17;
Deal Comments
Refinancing. Non Call Period: 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 17, 2024
AllReportsSurveillanceOther