| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 462.286 | 2.36 | 4.24 | Aaa | - | - | - | AAA | 46.25% | - | Floating | SOFR | 275a | 275 | 1mSOFR+255 | - | 99.25000 |
| A-S | USD | 88.157 | 2.75 | 4.76 | NR | - | - | - | AAA | 36.00% | - | Floating | SOFR | 325a | 325 | 1mSOFR+307 | - | 99.25000 |
| B | USD | 52.679 | 2.77 | 4.77 | NR | - | - | - | AA- | 29.88% | - | Floating | SOFR | 380a | 380 | 1mSOFR+362 | - | 99.25000 |
| C | USD | 53.754 | 2.77 | 4.77 | NR | - | - | - | A- | 23.63% | - | Floating | SOFR | 445a | 445 | 1mSOFR+427 | - | 99.25000 |
| D | USD | 44.079 | 2.79 | 4.77 | NR | - | - | - | BBB | 18.50% | - | Floating | SOFR | - | - | 1mSOFR+485 | - | Retained |
| E | USD | 17.201 | 2.85 | 4.77 | NR | - | - | - | BBB- | 16.50% | - | Floating | SOFR | - | - | 1mSOFR+535 | - | Retained |
| F | USD | 29.027 | 2.85 | 4.85 | NR | - | - | - | BB- | 13.13% | - | Floating | SOFR | - | - | 1mSOFR+600 | - | Retained |
| G | USD | 23.652 | 2.85 | 4.85 | NR | - | - | - | B- | 10.38% | - | Floating | SOFR | - | - | 1mSOFR+700 | - | Retained |
| H | USD | 89.233 | - | - | NR | - | - | - | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2022-11-25; Registration: 144A/Reg S;
A-S: First Pay: 2022-11-25; Registration: 144A/Reg S;
B: First Pay: 2022-11-25; Registration: 144A/Reg S;
C: First Pay: 2022-11-25; Registration: 144A/Reg S;
D: First Pay: 2022-11-25; Registration: 144A/Reg S;
E: First Pay: 2022-11-25; Registration: 144A/Reg S;
F: First Pay: 2022-11-25; Registration: 144A/Reg S;
G: First Pay: 2022-11-25; Registration: 144A/Reg S;
H: First Pay: 2022-11-25; Registration: 144A/Reg S;
Risk Retention
US - Yes; EU/UK - Yes
Cut-Off Balance ($mm)
860.067751
AllReportsSurveillanceOther