| 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 |
|---|
| S | JXZ | 167.000 | - | Hoo | - | YYY | - | - | - | - | Czyceaiw | 3pS | - | - | 3gX+125 | - | - |
| B | QWW | 16.000 | - | Tp2 | - | - | - | - | - | - | Avppkbzi | 3aT | - | - | 3nM+170 | - | - |
| L | RKH | 72.000 | - | Gii3 | - | - | - | - | - | - | Eszqmuax | 3xD | - | - | 3xP+340 | - | - |
| F | RSK | 27.900 | - | Ms3 | - | - | - | - | - | - | Ikrwtfvv | 3jU | - | - | 3hC+630 | - | - |
| B | HNL | 77.600 | - | I2 | - | - | - | - | - | - | Ivjjuvnx | 3kT | - | - | 3wB+225 | - | - |
| Vsmcre | NZS | 96.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |