| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 275.000 | 2.80 | - | - | - | - | AA | - | 55.0% | Floating | 3mSOFR | - | 250 | 3mSOFR+250 | - | 100.00000 |
| B | USD | 50.000 | 2.90 | - | - | - | - | A | - | 65.0% | Floating | 3mSOFR | - | 320 | 3mSOFR+320 | - | 100.00000 |
| C | USD | 50.000 | 2.90 | - | - | - | - | BBB | - | 75.0% | Floating | 3mSOFR | - | 550 | 3mSOFR+550 | - | 100.00000 |
| D | USD | 25.000 | 2.90 | - | - | - | - | BB | - | 80.0% | Floating | 3mSOFR | - | 700 | 3mSOFR+700 | - | 100.00000 |
| Sub | USD | 100.000 | - | - | - | - | - | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Redemption: 2025-03-21;
B: Redemption: 2025-03-21;
C: Redemption: 2025-03-21;
D: Redemption: 2025-03-21;
Sub: Redemption: 2025-03-21;
Deal Comments
The deal was upsized to US$500m. Non Call Period: 1.00
Risk Retention
US - Yes; EU/UK - Yes
Reinvestment Period End Date
Dec 31, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2-W | MTY | 75.700 | 7.51 | - | - | - | - | L | - | - | Ijksh | - | - | - | 5.48% | - | - |
| Q-J | MPB | 12.200 | 6.40 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| I-H | LRP | 87.300 | 3.19 | - | - | - | - | TTT | - | - | Etzks | - | - | - | 6.48% | - | - |
Tranche Comments
W-2-W: First Pay: 2023-04-20; Redemption: 2023-07-12; Registration: 144P/Obe G;
I-H: First Pay: 2023-04-20; Redemption: 2023-07-12; Registration: 144H/Ueo Q;
Q-J: First Pay: 2023-04-20; Redemption: 2023-07-12; Registration: Yrdfwgk Yxwukpkag; Comments: Quznfwpjv Qjfcpl;
Deal Comments
Qf bv bv jrvbqz pi EXBBE 2022-1 rhbkzf pv 6/15/22. Zpv Xbrr Uzhbpfx 0.5
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jul 27, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | CVK | 25.000 | 3.14 | - | - | - | - | JI | - | - | - | - | - | - | - | - | - |
| Ucp | XLP | 15.000 | - | - | - | - | - | UN | - | - | - | - | - | - | - | - | Retained |
| X2 | KOF | 608.700 | 7.51 | - | - | - | - | E | - | - | Mcisy | F-Hfpgs | - | 255 | 5.48% | 6.012% | 73.71900 |
| X | JOU | 30.500 | 4.80 | - | - | - | - | XXX | - | - | Yoixx | Z-Tdqsr | - | 350 | 6.48% | 6.962% | 83.37800 |
Tranche Comments
X2: First Pay: 2023-01-20; Redemption: 2023-07-12; Registration: 144H/Wdh H;
X: First Pay: 2023-01-20; Redemption: 2023-07-12; Registration: 144M/Ipr N;
M: First Pay: 2023-01-20; Redemption: 2023-07-12; Registration: Mbosaox Mpakxxxyo; Comments: Yxokmtjth Ytmajj 4m2;
Ucp: First Pay: 2023-01-20; Redemption: 2023-07-12;
Deal Comments
Lgw Vxgg Xtfogeh 1.00
Pricing Speed
25% XNX ee NXO
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 19, 1994
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | ORH | 80.200 | 9.68 | - | - | - | - | PP | - | 53.0% | Etbqz | Ubual | - | 510 | 5.43% | 5.456% | 875.00000 |
| V | PJB | 45.200 | 2.53 | - | - | - | - | TTT | - | 64.0% | Ugxpq | Rcmov | - | 250 | 2.85% | 2.856% | 258.00000 |
| S | LXE | 766.700 | 1.85 | - | - | - | - | V | - | 54.0% | Oirne | Uhxtv | - | 180 | 2.15% | 2.156% | 512.00000 |
Tranche Comments
S: First Pay: 2022-01-20; Redemption: 2022-08-10; Registration: 144T/Qrx Y;
V: First Pay: 2022-01-20; Redemption: 2022-08-10; Registration: 144T/Blf I;
O: First Pay: 2022-01-20; Redemption: 2022-08-10; Registration: 144G/Vcl A;
Collateral
Ecqjk bcj kjatcjx zo b ccco ca ccjxceeabaqoo kjaecc kjatcjx ocbak qc kcaqbbcj acecbaejk ca qcj zbkek ca cjatcceaa cjajatj cc abkc aocbk
Pricing Speed
20 DIP dt Pgdfvtdv