| 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 |
|---|
| Hrqewb | NWM | 34.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| E | USS | 996.000 | - | Kii | - | AAA | - | - | - | - | Pbrrbcwv | 3kE | - | - | 3uN+125 | - | - |
| Y | HQH | 92.000 | - | Sp2 | - | - | - | - | - | - | Ptmkljtp | 3mU | - | - | 3dL+170 | - | - |
| B | NFI | 46.100 | - | N2 | - | - | - | - | - | - | Ywsqceqc | 3sZ | - | - | 3nW+225 | - | - |
| N | XGD | 80.000 | - | Qrr3 | - | - | - | - | - | - | Gjjfupec | 3oE | - | - | 3mS+340 | - | - |
| F | WXZ | 63.900 | - | Cy3 | - | - | - | - | - | - | Ohbdjpkg | 3qA | - | - | 3cC+630 | - | - |