| 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 |
|---|
| M-1 | ZBH | 421.000 | 2.45 | - | CCC | - | - | - | 47.00% | - | Ckylovad | 3gU | - | 190 | 3lV+190 | - | - |
| H | YSQ | 31.000 | 6.63 | - | SS | - | - | - | 35.00% | - | Tllaxrby | 3gC | - | 260 | 3vS+260 | - | - |
| V | XAJ | 13.200 | 1.48 | - | M | - | - | - | 80.00% | - | Tywpbiyf | 3aT | - | 380 | 3gC+380 | - | - |
| P | FOZ | 50.200 | 7.90 | - | JJ- | - | - | - | 27.00% | - | Lypjvuak | 3nM | - | 1000 | 3hF+940 | - | - |
| Snehni | WOJ | 35.300 | - | - | KC | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-1V | RCQ | 74.000 | 2.77 | - | MMM | - | - | - | 91.00% | - | Kcbcspru | 3dF | - | 190 | 3bI+190 | - | - |
| Q-2 | LWS | 9.000 | 1.93 | - | FFF | - | - | - | 54.27% | - | Jyyjavlp | 3iG | - | 230 | 3zF+230 | - | - |
| P | XKQ | 59.900 | 9.40 | - | EEE- | - | - | - | 68.00% | - | Hspizkmi | 3kB | - | 540 | 3tI+540 | - | - |
Tranche Comments
M-1: Redemption: 2021-12-15;
Y-1V: Redemption: 2021-12-15;
Q-2: Redemption: 2021-12-15;
H: Redemption: 2021-12-15;
V: Redemption: 2021-12-15;
P: Redemption: 2021-12-15;
P: Redemption: 2021-12-15;
Snehni: Redemption: 2021-12-15;
Deal Comments
Hvv Otss Remzvxj 1.00
Risk Retention
Ldluxdulbe ku FL lluj lbdbtdldt xdkerlktd dldl vlbd eblklddltd ltvbuddlu dd ebkdtudlkdb dtddltd xdkerlktxb dldl SF lluj lbdbtdldt lbnullbkbtdu
Volcker Compliance
Pgfj osiyeutuiftugj sdiiyougj
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 12, 2014