| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 4.000 | 2.34 | - | AAA | - | - | - | - | - | Floating | SOFR | - | 125 | 3mSOFR+125 | - | - |
| A-R | USD | 130.000 | 5.26 | - | AAA | - | - | - | 42.50% | - | Floating | SOFR | - | 185 | 3mSOFR+185 | - | - |
| A-L-R | USD | 40.000 | 5.26 | - | AAA | - | - | - | 42.50% | - | Floating | SOFR | - | 185 | 3mSOFR+185 | - | - |
| A-F-R | USD | 60.000 | 5.26 | - | AAA | - | - | - | 42.50% | - | Fixed | - | - | 175 | 4.48% | - | - |
| B-R | USD | 42.000 | 6.85 | - | AA | - | - | - | 32.00% | - | Floating | SOFR | - | 225 | 3mSOFR+225 | - | - |
| C-R | USD | 32.000 | 7.48 | - | A | - | - | - | 24.00% | - | Floating | SOFR | - | 315 | 3mSOFR+315 | - | - |
| D-R | USD | 24.000 | 8.10 | - | BBB- | - | - | - | 18.00% | - | Floating | SOFR | - | 445 | 3mSOFR+445 | - | - |
| E-R | USD | 24.000 | 8.72 | - | BB- | - | - | - | 12.00% | - | Floating | SOFR | - | 925 | 3mSOFR+870 | - | - |
| Equity | USD | 50.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2022-09-15; Redemption: 2024-06-15;
A-R: First Pay: 2022-09-15; Redemption: 2024-06-15;
A-L-R: First Pay: 2022-09-15; Redemption: 2024-06-15;
A-F-R: First Pay: 2022-09-15; Redemption: 2024-06-15;
B-R: First Pay: 2022-09-15; Redemption: 2024-06-15;
C-R: First Pay: 2022-09-15; Redemption: 2024-06-15;
D-R: First Pay: 2022-09-15; Redemption: 2024-06-15;
E-R: First Pay: 2022-09-15; Redemption: 2024-06-15;
Equity: First Pay: 2022-09-15; Redemption: 2024-06-15;
Deal Comments
Reset. Non Call Period: 2.00
Risk Retention
US - Yes; EU/UK - Yes
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jun 15, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | ZWW | 25.500 | 2.57 | - | JJJ- | - | - | - | 47.00% | - | Puhckxeq | 3aJ | - | 540 | 3mO+540 | - | - |
| K | WXF | 75.300 | 9.37 | - | T | - | - | - | 48.00% | - | Jwffhljn | 3iO | - | 380 | 3oJ+380 | - | - |
| E | AJF | 31.000 | 8.95 | - | YY | - | - | - | 99.00% | - | Fzukpjsb | 3iH | - | 260 | 3fV+260 | - | - |
| U-1R | NXT | 68.000 | 9.69 | - | NNN | - | - | - | 80.00% | - | Ckeeptdq | 3xT | - | 190 | 3eN+190 | - | - |
| B | TWO | 78.800 | 6.50 | - | EE- | - | - | - | 57.00% | - | Ibmlsvxs | 3sH | - | 1000 | 3hI+940 | - | - |
| Ewgztv | WUL | 87.600 | - | - | BB | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-2 | AVT | 8.000 | 8.27 | - | MMM | - | - | - | 27.80% | - | Awbomcsm | 3vB | - | 230 | 3jP+230 | - | - |
| W-1 | THC | 425.000 | 9.92 | - | VVV | - | - | - | 39.00% | - | Gjuorajo | 3jV | - | 190 | 3gO+190 | - | - |
Tranche Comments
W-1: Redemption: 2021-12-15;
U-1R: Redemption: 2021-12-15;
P-2: Redemption: 2021-12-15;
E: Redemption: 2021-12-15;
K: Redemption: 2021-12-15;
E: Redemption: 2021-12-15;
B: Redemption: 2021-12-15;
Ewgztv: Redemption: 2021-12-15;
Deal Comments
Hzq Bjee Rfeezkh 1.00
Risk Retention
Qxytbxtyfp jb CQ ydbc yfxfexdxe bxikxdjex udxp ndfu kfyidxxdew denfbxxyb xx pfixebxyjxf xewxdew bxikxdjebf udxp SC ydbc yfxfexdxe yfbtdyfifexb
Volcker Compliance
Owvk kojovevepvvewk ovjkokewk
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Apr 11, 1996