| 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 |
|---|
| J | WYR | 98.800 | 8.13 | - | - | - | - | YYY | 94.30% | - | Tsgpm | Wbvot | 85-90 | 80 | 1.20% | 1.209% | 46.19963 |
| G | TRR | 16.700 | 5.91 | - | - | - | - | EE | 87.10% | - | Hicjm | Qmwjo | 340-350 | 340 | 3.77% | 3.809% | 30.61356 |
| G | KJT | 77.320 | 4.96 | - | - | - | - | V | 32.24% | - | Syqlg | Wcrxj | 130-135 | 125 | 1.65% | 1.659% | 77.19970 |
| T | CKX | 16.710 | 7.46 | - | - | - | - | XXX | 99.00% | - | Rhjeq | Qezxj | 180-185 | 170 | 2.09% | 2.109% | 31.17129 |
| R | CFK | 51.870 | 5.84 | - | - | - | - | K | 5.00% | - | Yqvxu | Sdnll | 525-550 | 525 | 5.59% | 5.659% | 99.82846 |
| H | HJD | 81.970 | 6.32 | - | - | - | - | BB | 50.22% | - | Usmnu | Pxcfz | 105-110 | 105 | 1.45% | 1.459% | 77.59796 |
Tranche Comments
J: First Pay: 2021-07-20; Registration: 144O/Iwz N;
H: First Pay: 2021-07-20; Registration: 144P/Qbz J;
G: First Pay: 2021-07-20; Registration: 144C/Aol O;
T: First Pay: 2021-07-20; Registration: 144E/Jmw U;
G: First Pay: 2021-07-20; Registration: 144L Nebc;
R: First Pay: 2021-07-20; Registration: 144F Ceqg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | GEN | 80.950 | 6.50 | - | - | - | - | ZZ | 47.30% | - | Xnnbi | Azwuh | 160-170 | 140 | 1.65% | 1.660% | 38.86654 |
| G | ECO | 41.200 | 6.10 | - | - | - | - | F- | 11.87% | - | Wycpx | Vfruf | 210-220 | 200 | 2.24% | 2.260% | 20.40711 |
| Z | OOR | 84.670 | 9.70 | - | - | - | - | UUU- | 58.30% | - | Xgmob | Egjro | 300t | 275 | 2.99% | 3.010% | 32.29670 |
| A | IJD | 99.100 | 5.20 | - | - | - | - | PP- | 77.70% | - | Fipwq | Whyam | 475p | 450 | 4.71% | 4.760% | 22.89200 |
| A | XJJ | 81.100 | 7.50 | - | - | - | - | A- | 9.60% | - | Glhla | Cuteo | 725e | 700 | 7.15% | 7.260% | 81.31900 |
Tranche Comments
B: First Pay: 2021-02-22; Registration: 144V/Lun D;
G: First Pay: 2021-02-22; Registration: 144O/Hmx L;
Z: First Pay: 2021-02-22; Registration: 144F/Oap B;
A: First Pay: 2021-02-22; Registration: 144H Likc;
A: First Pay: 2021-02-22; Registration: 144I Kqie;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | VQB | 39.570 | 4.30 | - | - | - | - | B | - | - | Zmhyf | Ncehv | 200-225 | 200 | 4.68% | 4.734% | 18.31457 |
| O | VAX | 97.980 | 7.80 | - | - | - | - | D | - | - | Pcost | Ydhlw | 675-700 | 700 | 9.54% | 9.734% | 16.97190 |
| X | ZZJ | 75.980 | 4.40 | - | - | - | - | DDD | - | - | Nfcll | Ythqe | 275-300 | 275 | 5.42% | 5.484% | 40.95577 |
| A | LCN | 10.300 | 1.30 | - | - | - | - | SS | - | - | Wrwlu | Vljbh | 425-450 | 425 | 6.88% | 6.984% | 30.72884 |
Tranche Comments
I: Registration: 144C Auiu;
X: Registration: 144B Osgj;
A: Registration: 144N Ivxf;
O: Registration: 144C Yrmf;