| 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 |
|---|
| W | EOF | 80.130 | 9.47 | - | - | - | - | AA | 31.20% | - | Rashl | Ggwmf | 105-110 | 105 | 1.45% | 1.459% | 68.69284 |
| C | HPM | 84.480 | 8.73 | - | - | - | - | V | 3.00% | - | Equfm | Ytqfr | 525-550 | 525 | 5.59% | 5.659% | 54.57324 |
| J | ECK | 22.100 | 9.15 | - | - | - | - | PP | 40.21% | - | Eacly | Jqxhb | 340-350 | 340 | 3.77% | 3.809% | 46.28168 |
| Q | FVV | 21.720 | 4.47 | - | - | - | - | K | 42.32% | - | Oacnu | Nvyrg | 130-135 | 125 | 1.65% | 1.659% | 43.78280 |
| O | AQW | 34.300 | 2.70 | - | - | - | - | TTT | 61.60% | - | Rmohn | Nxdio | 85-90 | 80 | 1.20% | 1.209% | 39.50841 |
| Q | FJP | 30.740 | 2.74 | - | - | - | - | AAA | 90.00% | - | Ewwmu | Tccyd | 180-185 | 170 | 2.09% | 2.109% | 82.23933 |
Tranche Comments
O: First Pay: 2021-07-20; Registration: 144T/Glg R;
W: First Pay: 2021-07-20; Registration: 144T/Zve C;
Q: First Pay: 2021-07-20; Registration: 144X/Nuq R;
Q: First Pay: 2021-07-20; Registration: 144J/Cor V;
J: First Pay: 2021-07-20; Registration: 144H Vvtk;
C: First Pay: 2021-07-20; Registration: 144P Wkfh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | XEI | 58.650 | 3.30 | - | - | - | - | JJJ- | 47.80% | - | Hcjub | Gyibb | 300c | 275 | 2.99% | 3.010% | 59.25590 |
| M | ROK | 33.400 | 8.60 | - | - | - | - | QQ- | 31.50% | - | Zpqiy | Jcinj | 475t | 450 | 4.71% | 4.760% | 17.35320 |
| S | UMQ | 19.600 | 8.30 | - | - | - | - | F- | 13.33% | - | Nwtay | Sxzzz | 210-220 | 200 | 2.24% | 2.260% | 64.66468 |
| Z | QET | 80.150 | 4.10 | - | - | - | - | HH | 57.70% | - | Akzce | Iocyi | 160-170 | 140 | 1.65% | 1.660% | 92.51811 |
| U | VMO | 56.300 | 3.40 | - | - | - | - | K- | 4.60% | - | Pfssk | Jjipr | 725h | 700 | 7.15% | 7.260% | 36.68659 |
Tranche Comments
Z: First Pay: 2021-02-22; Registration: 144D/Kfu S;
S: First Pay: 2021-02-22; Registration: 144E/Lux A;
D: First Pay: 2021-02-22; Registration: 144I/Ikm Q;
M: First Pay: 2021-02-22; Registration: 144N Gfhv;
U: First Pay: 2021-02-22; Registration: 144B Atgg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | OCO | 14.140 | 2.70 | - | - | - | - | PP | - | - | Mafyu | Grqpy | 425-450 | 425 | 6.88% | 6.984% | 83.14764 |
| B | WMH | 68.300 | 4.80 | - | - | - | - | O | - | - | Qlhie | Zkrhk | 675-700 | 700 | 9.54% | 9.734% | 53.48720 |
| Z | LML | 49.820 | 3.80 | - | - | - | - | Z | - | - | Jljys | Ibhov | 200-225 | 200 | 4.68% | 4.734% | 23.74912 |
| Y | ENF | 34.470 | 3.60 | - | - | - | - | III | - | - | Ocxne | Zhjwf | 275-300 | 275 | 5.42% | 5.484% | 32.46488 |
Tranche Comments
Z: Registration: 144N Hfio;
Y: Registration: 144Z Gcka;
B: Registration: 144Y Lebo;
B: Registration: 144F Ycwc;