| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1R | USD | 354.375 | - | - | AAA | AAA | - | - | 47.50% | - | Floating | SOFR | - | 178 | 3mSOFR+178 | - | - |
| A2R | USD | 30.375 | - | - | AAA | - | - | - | 43.00% | - | Floating | SOFR | - | 195 | 3mSOFR+195 | - | - |
| B1 | USD | 49.000 | - | - | AA | - | - | - | 35.00% | - | Floating | SOFR | - | 220 | 3mSOFR+220 | - | - |
| B2 | USD | 5.000 | - | - | AA | - | - | - | 35.00% | - | Fixed | - | - | 220 | 4.250% | - | - |
| C1 | USD | 31.500 | - | - | A | - | - | - | 24.50% | - | Floating | SOFR | - | 315 | 3mSOFR+315 | - | - |
| C2 | USD | 39.375 | - | - | A | - | - | - | 24.50% | - | Fixed | - | - | 305 | 5.100% | - | - |
| Sub | USD | 176.160 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1R: First Pay: 2022-07-20; Redemption: 2024-04-20;
A2R: First Pay: 2022-07-20; Redemption: 2024-04-20;
B1: First Pay: 2022-07-20; Redemption: 2024-04-20;
B2: First Pay: 2022-07-20; Redemption: 2024-04-20;
C1: First Pay: 2022-07-20; Redemption: 2024-04-20;
C2: First Pay: 2022-07-20; Redemption: 2024-04-20;
Sub: First Pay: 2022-07-20; Redemption: 2024-04-20; Comments: Residual;
Deal Comments
Reset. Non Call Period: 2.00
Risk Retention
US - Yes; EU/UK - Yes
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 20, 2026
AllReportsSurveillanceOther