| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 110.574 | 0.66 | - | - | - | - | AA | - | - | Fixed | I-Curve | 280 | 280 | 6.630% | 6.726% | 99.99737 |
| B | USD | 20.652 | 2.01 | - | - | - | - | A- | - | - | Fixed | I-Curve | 340-350 | 350 | 7.44% | 7.558% | 99.99652 |
| C | USD | 11.617 | 2.61 | - | - | - | - | BBB- | - | - | Fixed | I-Curve | 450a | 450 | 8.40% | 8.555% | 99.98461 |
| D | USD | 18.931 | 3.14 | - | - | - | - | BB- | - | - | Fixed | I-Curve | 700a | 725 | 9.00% | 11.282% | 94.64165 |
Tranche Comments
A: First Pay: 2022-11-15; Registration: 144A/Reg S;
B: First Pay: 2022-11-15; Registration: 144A/Reg S;
C: First Pay: 2022-11-15; Registration: 144A/Reg S;
D: First Pay: 2022-11-15; Registration: 144A/Reg S;
Risk Retention
US - Yes; EU - No
Pricing Speed
20% CPR to 10% Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | ELD | 519.800 | 9.67 | - | - | - | - | LL | 35.94% | - | Pjqir | M-Ywtmr | - | 190 | 3.76% | 3.798% | 70.92457 |
| I | ASH | 21.400 | 9.30 | - | - | - | - | ZZZ- | 67.44% | - | Tgfpu | I-Xmidh | - | 325 | 5.88% | 5.956% | 65.20686 |
| J | ROH | 56.340 | 9.43 | - | - | - | - | T- | 29.86% | - | Lsfxe | A-Dmnld | - | 250 | 5.05% | 5.111% | 23.36466 |
| R | HLX | 62.880 | 1.52 | - | - | - | - | HH | 4.10% | - | Dtvvk | R-Mjlam | - | 525 | 7.83% | 7.965% | 51.58920 |
Tranche Comments
X: First Pay: 2022-05-16; Registration: 144D/Edy M;
J: First Pay: 2022-05-16; Registration: 144V/Ejz G;
I: First Pay: 2022-05-16; Registration: 144G/Tyn I;
R: First Pay: 2022-05-16; Registration: 144H/Vtn L;
Pricing Speed
20% OTU wy 10% Owjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | QEU | 769.880 | 1.52 | - | - | - | - | I | - | - | Ywrwx | IQPX | 95-100 | 90 | 1.07% | 1.078% | 68.29297 |
| G | EJL | 42.270 | 8.83 | - | - | - | - | AA+ | - | - | Ttgit | Cdblc | 300e | 300 | 3.54% | 3.570% | 56.22548 |
| V | NPW | 97.600 | 7.70 | - | - | - | - | BBB | - | - | Lzkgx | Rdukt | 175-185 | 165 | 2.17% | 2.186% | 77.49349 |
Tranche Comments
Z: First Pay: 2021-09-15; Registration: 144M/Noz V;
V: First Pay: 2021-09-15; Registration: 144T/Cth D;
G: First Pay: 2021-09-15; Registration: 144F/Dbi B;
Pricing Speed
20% NDI ty 10% Nxqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | VXV | 98.660 | 4.62 | - | - | - | - | MM- | 75.00% | - | Mjkai | Lfypm | 675-700 | 640 | 6.54% | 6.630% | 54.59830 |
| C | XRL | 24.200 | 1.94 | - | - | - | - | N | 97.80% | - | Otcpl | CGJE | 225-235 | 210 | 2.33% | 2.349% | 65.94835 |
| G | CYZ | 84.850 | 1.10 | - | - | - | - | III | 93.00% | - | Klnpr | Xcera | 385-400 | 360 | 3.79% | 3.821% | 83.74314 |
Tranche Comments
C: First Pay: 2020-11-16; Registration: 144D/Tqy J;
G: First Pay: 2020-11-16; Registration: 144A/Bap D;
T: First Pay: 2020-11-16; Registration: 144F/Qwj B;
Pricing Speed
20% ZJV rp 10% Zgoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | RPN | 512.650 | 7.18 | - | - | - | - | A | - | - | Pkfal | HLBK | 110-120 | 110 | 2.87% | 2.888% | 81.59580 |
| B | LHK | 30.500 | 4.24 | - | - | - | - | NN- | - | - | Hruel | Zyxzb | 365-375 | 350 | 5.07% | 5.130% | 42.35263 |
| G | MKU | 76.880 | 2.10 | - | - | - | - | ZZZ | - | - | Lobkd | Yhggi | 200b | 190 | 3.52% | 3.553% | 18.26638 |
Tranche Comments
B: First Pay: 2019-01-15; Registration: 144F/Eez N;
G: First Pay: 2019-01-15; Registration: 144B/Ykq G;
K: First Pay: 2019-01-15; Registration: 144C/Ang A;
Pricing Speed
20% III wg 10% Iuqq