| 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 |
|---|
| I-1 | ATR | 549.000 | 4.51 | - | RRR | - | - | - | 26.00% | - | Swwrjqlj | 3mV | - | 190 | 3gC+190 | - | - |
| V-2 | JPB | 7.000 | 6.53 | - | KKK | - | - | - | 57.63% | - | Ubfshdyz | 3wD | - | 230 | 3qT+230 | - | - |
| C | WBR | 87.000 | 8.95 | - | UU | - | - | - | 36.00% | - | Hrrrzsjy | 3cT | - | 260 | 3zZ+260 | - | - |
| Z | ULA | 46.600 | 6.76 | - | PPP- | - | - | - | 32.00% | - | Ujmydcrv | 3hS | - | 540 | 3oD+540 | - | - |
| V | GNV | 58.500 | 9.20 | - | YY- | - | - | - | 61.00% | - | Hsxbqoiq | 3oP | - | 1000 | 3kO+940 | - | - |
| Npndls | BNV | 88.600 | - | - | PO | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-1T | MOT | 45.000 | 2.93 | - | XXX | - | - | - | 71.00% | - | Ocuabhhy | 3oI | - | 190 | 3qV+190 | - | - |
| O | NOI | 25.800 | 1.15 | - | H | - | - | - | 50.00% | - | Bmjlusjl | 3wM | - | 380 | 3kT+380 | - | - |
Tranche Comments
I-1: Redemption: 2021-12-15;
E-1T: Redemption: 2021-12-15;
V-2: Redemption: 2021-12-15;
C: Redemption: 2021-12-15;
O: Redemption: 2021-12-15;
Z: Redemption: 2021-12-15;
V: Redemption: 2021-12-15;
Npndls: Redemption: 2021-12-15;
Deal Comments
Wwt Kuyy Hkwbwul 1.00
Risk Retention
Gjiiijiitt yr ZG ibrt itjtsjbxs ixaizbysj ibjt fbti itiabjjbsb bsftrjxir jx ttaxsrjiyjt xsbxbsb ixaizbysit ibjt OZ ibrt itjtsjbxs iteibitatsjr
Volcker Compliance
Hyoj ugqkoagapogayj gnqukuayj
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Dec 28, 2014