| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 5.000 | - | Aaa | - | - | - | - | - | - | Fixed | SOFR | 65-70 | 100 | SOFR+100 | - | - |
| A1R | USD | 378.000 | - | Aaa | - | - | - | - | - | - | Fixed | SOFR | - | 135 | SOFR+135 | - | - |
| A2R | USD | 12.000 | - | Aaa | - | - | - | - | - | - | Fixed | SOFR | - | 160 | SOFR+160 | - | - |
| BR | USD | 66.000 | - | Aa2 | - | - | - | - | - | - | Fixed | SOFR | - | 190 | SOFR+190 | - | - |
| CR | USD | 27.000 | - | A2 | - | - | - | - | - | - | Fixed | SOFR | - | 225 | SOFR+225 | - | - |
| DR | USD | 36.000 | - | Baa3 | - | - | - | - | - | - | Fixed | Swaps | 325-330 | 363 | SOFR+363 | - | - |
| ER | USD | 33.000 | - | Ba3 | - | - | - | - | - | - | Fixed | Swaps | Mid to Hi 600s | 799 | SOFR+799 | - | - |
| Sub | USD | 51.800 | - | NR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2022-04-25; Redemption: 2024-03-21;
A1R: First Pay: 2022-04-25; Redemption: 2024-03-21;
A2R: First Pay: 2022-04-25; Redemption: 2024-03-21;
BR: First Pay: 2022-04-25; Redemption: 2024-03-21;
CR: First Pay: 2022-04-25; Redemption: 2024-03-21;
DR: First Pay: 2022-04-25; Redemption: 2024-03-21;
ER: First Pay: 2022-04-25; Redemption: 2024-03-21;
Sub: First Pay: 2022-04-25; Redemption: 2024-03-21;
Deal Comments
Non-Call Period: 2.00. Reset.
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 23, 2027
AllReportsSurveillanceOther