| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-R | USD | 325.000 | 4.20 | Aaa | - | AAA | - | - | 34.96% | - | Floating | 3mL | - | 107 | 3mL+107 | - | 100.00000 |
| B-R | USD | 55.000 | 6.20 | Aa2 | - | NR | - | - | 23.96% | - | Floating | 3mL | - | 155 | 3mL+155 | - | 100.00000 |
| C-R | USD | 27.500 | 6.70 | A2 | - | NR | - | - | 18.46% | - | Floating | 3mL | - | 190 | 3mL+190 | - | 100.00000 |
| D-R | USD | 30.000 | 7.10 | Baa3 | - | NR | - | - | 12.45% | - | Floating | 3mL | - | 275 | 3mL+275 | - | 100.00000 |
| E-R | USD | 22.500 | 7.70 | Ba3 | - | NR | - | - | 7.95% | - | Floating | 3mL | - | 615 | 3mL+615 | - | 100.00000 |
Tranche Comments
A-R: Registration: 144A/Reg S;
B-R: Registration: 144A/Reg S;
C-R: Registration: 144A/Reg S;
D-R: Registration: 144A/Reg S;
E-R: Registration: 144A/Reg S;
Deal Comments
Refinancing. Non-Call Period: 1.00.
Risk Retention
EU Risk Retention Compliant
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 20, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | PUI | 50.000 | - | Pi2 | - | - | - | - | - | - | Kcjkwonp | 3xC | - | - | 3jP+170 | - | - |
| V | GYH | 45.300 | - | Z2 | - | - | - | - | - | - | Msppqkvf | 3kK | - | - | 3rY+225 | - | - |
| Pmlxiu | JKR | 56.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| C | ZIS | 414.000 | - | Kjj | - | OOO | - | - | - | - | Psobtwkf | 3lP | - | - | 3oS+125 | - | - |
| O | QPG | 27.900 | - | Vc3 | - | - | - | - | - | - | Ldospykg | 3hO | - | - | 3uQ+630 | - | - |
| D | YVB | 48.000 | - | Wvv3 | - | - | - | - | - | - | Dmkexabv | 3cH | - | - | 3eH+340 | - | - |