| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 4.500 | 1.50 | Aaa | - | - | - | - | - | - | Floating | SOFR | 60a | 70 | SOFR+70 | - | - |
| A-1-R | USD | 310.000 | 6.20 | Aaa | - | - | - | - | 38.00% | - | Floating | SOFR | 132 | 132 | SOFR+132 | - | - |
| A-2-R | USD | 15.000 | 7.60 | - | - | AAA | - | - | 35.00% | - | Floating | SOFR | 155-160 | 155 | SOFR+155 | - | - |
| B-R | USD | 55.000 | 8.10 | - | - | AA | - | - | 24.00% | - | Floating | SOFR | 180-185 | 185 | SOFR+185 | - | - |
| C-R | USD | 30.000 | 8.80 | - | - | A | - | - | 18.00% | - | Floating | SOFR | 210-220 | 220 | SOFR+220 | - | - |
| D-R | USD | 30.000 | 9.30 | - | - | BBB- | - | - | 12.00% | - | Floating | SOFR | 310-320 | 315 | SOFR+315 | - | - |
| E-R | USD | 20.000 | 9.80 | Ba3 | - | - | - | - | 8.00% | - | Floating | SOFR | 640-650 | 695 | SOFR+680 | - | - |
| Sub | USD | 50.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2022-04-22; Redemption: 2024-01-22;
A-1-R: First Pay: 2022-04-22; Redemption: 2024-01-22;
A-2-R: First Pay: 2022-04-22; Redemption: 2024-01-22;
B-R: First Pay: 2022-04-22; Redemption: 2024-01-22;
C-R: First Pay: 2022-04-22; Redemption: 2024-01-22;
D-R: First Pay: 2022-04-22; Redemption: 2024-01-22;
E-R: First Pay: 2022-04-22; Redemption: 2024-01-22;
Sub: First Pay: 2022-04-22; Redemption: 2024-01-22;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 22, 2027
AllReportsSurveillanceOther