| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1-R2 | USD | 684.000 | 5.20 | - | AAA | AAA | - | - | 43.00% | - | Floating | SOFR | - | 178 | SOFR+178 | - | - |
| A-2a-2 | USD | 24.000 | 6.50 | - | AAA | - | - | - | 40.00% | - | Floating | SOFR | - | 195 | SOFR+195 | - | - |
| A-2b-2 | USD | 12.000 | 6.50 | - | AAA | - | - | - | 40.00% | - | Fixed | - | - | - | 4.30% | - | - |
| B-R2 | USD | 96.000 | 6.80 | - | AA | - | - | - | 32.00% | - | Floating | SOFR | - | 220 | SOFR+220 | - | - |
| C-R2 | USD | 96.000 | 7.30 | - | A | - | - | - | 24.00% | - | Floating | SOFR | - | 315 | SOFR+315 | - | - |
| D-R2 | USD | 72.000 | 7.90 | - | BBB- | - | - | - | 18.00% | - | Floating | SOFR | - | 385 | SOFR+385 | - | - |
| Sub | USD | 254.853 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C-R2: First Pay: 2022-07-25; Redemption: 2024-04-25; Registration: 144A/Reg S;
A-2a-2: First Pay: 2022-07-25; Redemption: 2024-04-25; Registration: 144A/Reg S;
Sub: First Pay: 2022-07-25; Redemption: 2024-04-25; Registration: 144A/Reg S;
A-2b-2: First Pay: 2022-07-25; Redemption: 2024-04-25; Registration: 144A/Reg S;
D-R2: First Pay: 2022-07-25; Redemption: 2024-04-25; Registration: 144A/Reg S;
A-1-R2: First Pay: 2022-07-25; Redemption: 2024-04-25; Registration: 144A/Reg S;
B-R2: First Pay: 2022-07-25; Redemption: 2024-04-25; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Risk Retention
US - Yes; EU - Yes
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 25, 2026
AllReportsSurveillanceOther