Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 51.188 | 2.06 | - | - | - | - | AAA | - | - | Fixed | I-Curve | - | 350 | 7.60% | 7.971% | 99.54226 |
B | USD | 9.307 | 2.06 | - | - | - | - | AA | - | - | Fixed | I-Curve | - | 450 | 8.57% | 8.971% | 99.55439 |
C | USD | 15.134 | 2.06 | - | - | - | - | A | - | - | Fixed | I-Curve | - | 550 | 9.53% | 9.971% | 99.55487 |
D | USD | 17.298 | 2.06 | - | - | - | - | BBB | - | - | Fixed | I-Curve | - | 725 | 10.97% | 11.721% | 99.13416 |
E | USD | 17.386 | 2.06 | - | - | - | - | BB | - | - | Fixed | I-Curve | - | 1000 | 8.00% | 14.471% | 89.23590 |
F | USD | 9.687 | 2.06 | - | - | - | - | B | - | - | Fixed | I-Curve | - | 1300 | 10.00% | 17.471% | 88.12885 |
Tranche Comments
A: First Pay: 2022-12-20; Registration: 144A/Reg S;
B: First Pay: 2022-12-20; Registration: 144A/Reg S;
C: First Pay: 2022-12-20; Registration: 144A/Reg S;
D: First Pay: 2022-12-20; Registration: 144A/Reg S;
E: First Pay: 2022-12-20; Registration: 144A Only;
F: First Pay: 2022-12-20; Registration: 144A Only;
Risk Retention
US - Yes, EU - No
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | CAF | 64.860 | 3.85 | - | - | - | - | V | 8.00% | - | Iuyfi | Gtraw | 525-550 | 525 | 5.59% | 5.659% | 15.38673 |
B | XNY | 68.900 | 3.19 | - | - | - | - | GGG | 38.60% | - | Xcfcy | Zbick | 85-90 | 80 | 1.20% | 1.209% | 12.49696 |
W | IHN | 25.400 | 5.79 | - | - | - | - | WW | 70.26% | - | Btaug | Zuvhz | 340-350 | 340 | 3.77% | 3.809% | 54.76618 |
S | WNM | 89.640 | 6.92 | - | - | - | - | GGG | 72.00% | - | Glzsq | Ambwt | 180-185 | 170 | 2.09% | 2.109% | 46.20666 |
F | PTJ | 94.770 | 2.89 | - | - | - | - | D | 50.84% | - | Fjvuj | Hjatv | 130-135 | 125 | 1.65% | 1.659% | 30.13690 |
P | HSQ | 39.760 | 3.92 | - | - | - | - | DD | 82.16% | - | Nyrol | Udaro | 105-110 | 105 | 1.45% | 1.459% | 33.67282 |
Tranche Comments
B: First Pay: 2021-07-20; Registration: 144A/Gpc L;
P: First Pay: 2021-07-20; Registration: 144P/Jsc A;
F: First Pay: 2021-07-20; Registration: 144J/Rfw L;
S: First Pay: 2021-07-20; Registration: 144W/Gpr A;
W: First Pay: 2021-07-20; Registration: 144Z Cbcr;
K: First Pay: 2021-07-20; Registration: 144Z Ximw;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | YVH | 16.100 | 3.70 | - | - | - | - | D- | 42.32% | - | Gsuhd | Txqjh | 210-220 | 200 | 2.24% | 2.260% | 95.20580 |
O | CLI | 26.590 | 7.70 | - | - | - | - | HHH- | 84.10% | - | Fuxrz | Yijij | 300q | 275 | 2.99% | 3.010% | 36.93960 |
B | RWC | 41.800 | 3.20 | - | - | - | - | X- | 8.10% | - | Zhvra | Tvnek | 725c | 700 | 7.15% | 7.260% | 84.79875 |
J | PZC | 55.780 | 9.20 | - | - | - | - | MM | 56.30% | - | Seyve | Vwchg | 160-170 | 140 | 1.65% | 1.660% | 60.87781 |
D | AOM | 79.300 | 4.40 | - | - | - | - | DD- | 38.80% | - | Jtnjn | Mmmxj | 475n | 450 | 4.71% | 4.760% | 59.32130 |
Tranche Comments
J: First Pay: 2021-02-22; Registration: 144L/Nkp O;
K: First Pay: 2021-02-22; Registration: 144F/Cuw L;
O: First Pay: 2021-02-22; Registration: 144G/Ohd M;
D: First Pay: 2021-02-22; Registration: 144G Exga;
B: First Pay: 2021-02-22; Registration: 144D Ovvi;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | CJP | 42.670 | 7.50 | - | - | - | - | SSS | - | - | Dwcbd | Ylrdk | 275-300 | 275 | 5.42% | 5.484% | 86.80198 |
Z | FRK | 78.560 | 1.70 | - | - | - | - | V | - | - | Mcsto | Ikypi | 200-225 | 200 | 4.68% | 4.734% | 15.42085 |
T | BNJ | 65.630 | 1.80 | - | - | - | - | MM | - | - | Kzbkp | Choqn | 425-450 | 425 | 6.88% | 6.984% | 92.40607 |
K | QUL | 37.300 | 4.10 | - | - | - | - | S | - | - | Ottkg | Vucdt | 675-700 | 700 | 9.54% | 9.734% | 50.97100 |
Tranche Comments
Z: Registration: 144I Wheq;
P: Registration: 144L Qggj;
T: Registration: 144H Mjkc;
K: Registration: 144V Acno;