| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1A | USD | 137.000 | 5.10 | - | AAA | - | - | - | 42.00% | - | Floating | SOFR | - | 190 | 3mSOFR+190 | - | - |
| A1L | USD | 80.000 | 5.10 | - | AAA | - | - | - | 42.00% | - | Floating | SOFR | - | 190 | 3mSOFR+190 | - | - |
| A1B | USD | 44.000 | 5.10 | - | AAA | - | - | - | 42.00% | - | Fixed | - | - | 180 | 4.61% | - | - |
| A2 | USD | 9.000 | 6.60 | - | AAA | - | - | - | 40.00% | - | Floating | SOFR | - | 215 | 3mSOFR+215 | - | - |
| B1 | USD | 11.800 | 6.90 | - | AA | - | - | - | 32.00% | - | Floating | SOFR | - | 230 | 3mSOFR+230 | - | - |
| B2 | USD | 24.200 | 6.90 | - | AA | - | - | - | 32.00% | - | Fixed | - | - | 220 | 5.01% | - | - |
| C | USD | 36.000 | 7.50 | - | A | - | - | - | 24.00% | - | Floating | SOFR | - | 340 | 3mSOFR+340 | - | - |
| D | USD | 27.000 | 8.10 | - | BBB- | - | - | - | 18.00% | - | Floating | SOFR | - | 445 | 3mSOFR+445 | - | - |
| E | USD | 27.000 | 8.60 | - | BB- | - | - | - | 12.00% | - | Floating | SOFR | - | 925 | 3mSOFR+888 | - | - |
| Sub | USD | 54.900 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1A: First Pay: 2022-10-25; Redemption: 2024-04-25;
A1L: First Pay: 2022-10-25; Redemption: 2024-04-25;
A1B: First Pay: 2022-10-25; Redemption: 2024-04-25;
A2: First Pay: 2022-10-25; Redemption: 2024-04-25;
B1: First Pay: 2022-10-25; Redemption: 2024-04-25;
B2: First Pay: 2022-10-25; Redemption: 2024-04-25;
C: First Pay: 2022-10-25; Redemption: 2024-04-25;
D: First Pay: 2022-10-25; Redemption: 2024-04-25;
E: First Pay: 2022-10-25; Redemption: 2024-04-25;
Sub: First Pay: 2022-10-25; Redemption: 2024-04-25;
Deal Comments
Non Call Period: 2.00
Risk Retention
EU - Yes; UK - Yes
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 25, 2026
AllReportsSurveillanceOther