| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-L | USD | 222.250 | - | - | AAA | - | - | - | 36.50% | - | Floating | 3mL | - | 113 | 3mL+113 | - | 100.00000 |
| A | USD | 95.250 | - | - | AAA | - | - | - | 36.50% | - | Floating | 3mL | 113 | 113 | 3mL+113 | - | 100.00000 |
| B | USD | 62.500 | - | - | AA | - | - | - | 24.00% | - | Floating | 3mL | 160 | 165 | 3mL+165 | - | 100.00000 |
| C | USD | 30.000 | - | - | A | - | - | - | 18.00% | - | Floating | 3mL | 190-200 | 200 | 3mL+200 | - | 100.00000 |
| D | USD | 30.000 | - | - | BBB- | - | - | - | 12.00% | - | Floating | 3mL | 290-300 | 290 | 3mL+290 | - | 100.00000 |
| E | USD | 18.750 | - | - | BB- | - | - | - | 8.25% | - | Floating | 3mL | 615-625 | 620 | 3mL+620 | - | 100.00000 |
| Sub | USD | 47.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-L: First Pay: 2022-07-17; Registration: 144A Only;
A: First Pay: 2022-07-17; Registration: 144A Only;
B: First Pay: 2022-07-17; Registration: 144A Only;
C: First Pay: 2022-07-17; Registration: 144A Only;
D: First Pay: 2022-07-17; Registration: 144A Only;
E: First Pay: 2022-07-17; Registration: 144A Only;
Sub: First Pay: 2022-07-17; Registration: 144A Only;
Deal Comments
Non Call Period: 2.00
Risk Retention
Transaction is intended to comply with European risk retention rules (vertical strip)
Reinvestment Period (YRS)
5
AllReportsSurveillanceOther