| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 1.000 | 0.50 | - | AAA | - | - | - | - | - | Floating | SOFR | 65 | 65 | SOFR+65 | - | - |
| A-R | USD | 320.000 | 6.20 | - | AAA | AAA | - | - | 36.00% | - | Floating | SOFR | 135 | 135 | SOFR+135 | - | - |
| B-R | USD | 60.000 | 8.10 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | 195 | 195 | SOFR+195 | - | - |
| C-R | USD | 30.000 | 8.30 | - | A | - | - | - | 18.00% | - | Floating | SOFR | 225 | 225 | SOFR+225 | - | - |
| D-R | USD | 30.000 | 9.30 | - | BBB- | - | - | - | 12.00% | - | Floating | SOFR | 330 | 330 | SOFR+330 | - | - |
| E-R | USD | 20.000 | 9.80 | - | BB- | - | - | - | 8.00% | - | Floating | SOFR | 700 | 700 | SOFR+700 | - | - |
Tranche Comments
X: First Pay: 2022-04-15; Redemption: 2024-01-15;
A-R: First Pay: 2022-04-15; Redemption: 2024-01-15;
B-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;
E-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