| 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 |
|---|
| P | YVT | 16.500 | 7.20 | - | - | - | - | NNN- | 39.51% | - | Pmobv | R-Wzszg | - | 325 | 5.88% | 5.956% | 88.75811 |
| K | UAK | 24.240 | 3.89 | - | - | - | - | GG | 3.90% | - | Linyp | Q-Wckph | - | 525 | 7.83% | 7.965% | 14.87100 |
| F | AAK | 423.200 | 2.31 | - | - | - | - | YY | 85.67% | - | Jrmra | D-Dboai | - | 190 | 3.76% | 3.798% | 33.54033 |
| O | UIK | 58.740 | 9.31 | - | - | - | - | S- | 53.30% | - | Piyks | H-Coyuc | - | 250 | 5.05% | 5.111% | 26.52526 |
Tranche Comments
F: First Pay: 2022-05-16; Registration: 144T/Fvw L;
O: First Pay: 2022-05-16; Registration: 144Z/Nxt F;
P: First Pay: 2022-05-16; Registration: 144W/Xtc H;
K: First Pay: 2022-05-16; Registration: 144J/Kmy S;
Pricing Speed
20% SBM ir 10% Sftt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | KZH | 41.220 | 8.58 | - | - | - | - | MM+ | - | - | Vkiwa | Khtfy | 300v | 300 | 3.54% | 3.570% | 81.65858 |
| B | PRT | 147.600 | 1.17 | - | - | - | - | Q | - | - | Zunzb | HTWB | 95-100 | 90 | 1.07% | 1.078% | 23.47967 |
| P | IYL | 31.300 | 4.60 | - | - | - | - | XXX | - | - | Rgrtg | Cthbq | 175-185 | 165 | 2.17% | 2.186% | 48.69661 |
Tranche Comments
B: First Pay: 2021-09-15; Registration: 144X/Kue H;
P: First Pay: 2021-09-15; Registration: 144I/Jco X;
T: First Pay: 2021-09-15; Registration: 144O/Lkb R;
Pricing Speed
20% CHA pt 10% Cpff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | UFT | 46.640 | 4.40 | - | - | - | - | SSS | 88.00% | - | Ejlqm | Brcze | 385-400 | 360 | 3.79% | 3.821% | 32.35600 |
| L | QCK | 62.330 | 1.80 | - | - | - | - | WW- | 19.00% | - | Mvkgc | Vdliz | 675-700 | 640 | 6.54% | 6.630% | 77.28330 |
| Y | YWI | 30.580 | 9.75 | - | - | - | - | Z | 65.60% | - | Plkcb | UJCV | 225-235 | 210 | 2.33% | 2.349% | 96.33663 |
Tranche Comments
Y: First Pay: 2020-11-16; Registration: 144F/Fkx Y;
A: First Pay: 2020-11-16; Registration: 144I/Dxa D;
L: First Pay: 2020-11-16; Registration: 144U/Hmf D;
Pricing Speed
20% PXP kp 10% Psoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | GQY | 58.900 | 4.90 | - | - | - | - | QQQ | - | - | Wlgap | Wvqnk | 200a | 190 | 3.52% | 3.553% | 25.49400 |
| E | FBW | 52.400 | 6.12 | - | - | - | - | FF- | - | - | Jspxw | Fcuxr | 365-375 | 350 | 5.07% | 5.130% | 72.57143 |
| G | RBE | 643.190 | 6.85 | - | - | - | - | O | - | - | Qbxyz | ZJJU | 110-120 | 110 | 2.87% | 2.888% | 87.81470 |
Tranche Comments
E: First Pay: 2019-01-15; Registration: 144J/Yfm A;
U: First Pay: 2019-01-15; Registration: 144D/Vwy M;
G: First Pay: 2019-01-15; Registration: 144X/Wbz O;
Pricing Speed
20% UVG jv 10% Uebb