| 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 |
|---|
| J | AQY | 768.900 | 3.41 | - | - | - | - | KK | 97.99% | - | Vbuiw | V-Zgzck | - | 190 | 3.76% | 3.798% | 17.43428 |
| O | AXY | 93.900 | 6.60 | - | - | - | - | EEE- | 24.93% | - | Nqbjl | M-Qtfhn | - | 325 | 5.88% | 5.956% | 51.70817 |
| Z | LLU | 59.840 | 6.76 | - | - | - | - | HH | 7.60% | - | Wkthi | E-Qtqfr | - | 525 | 7.83% | 7.965% | 63.86300 |
| D | IYC | 68.540 | 8.30 | - | - | - | - | O- | 96.51% | - | Azgth | M-Cpfvq | - | 250 | 5.05% | 5.111% | 82.83961 |
Tranche Comments
J: First Pay: 2022-05-16; Registration: 144F/Ned T;
D: First Pay: 2022-05-16; Registration: 144Q/Lkl J;
O: First Pay: 2022-05-16; Registration: 144G/Vhy S;
Z: First Pay: 2022-05-16; Registration: 144W/Yqh X;
Pricing Speed
20% ECY rr 10% Eitt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | TQL | 586.870 | 2.39 | - | - | - | - | T | - | - | Kncfc | CKYM | 95-100 | 90 | 1.07% | 1.078% | 87.96945 |
| T | IPT | 15.500 | 6.40 | - | - | - | - | RRR | - | - | Bfzfc | Wkooz | 175-185 | 165 | 2.17% | 2.186% | 43.22386 |
| J | JFW | 47.440 | 1.13 | - | - | - | - | WW+ | - | - | Lvnlo | Uiwvl | 300y | 300 | 3.54% | 3.570% | 68.43010 |
Tranche Comments
R: First Pay: 2021-09-15; Registration: 144K/Oor D;
T: First Pay: 2021-09-15; Registration: 144X/Bsu Y;
J: First Pay: 2021-09-15; Registration: 144G/Eam R;
Pricing Speed
20% NGH kt 10% Ncrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | ZME | 65.390 | 7.74 | - | - | - | - | P | 17.50% | - | Ihcje | MTBA | 225-235 | 210 | 2.33% | 2.349% | 71.52964 |
| D | XVK | 67.970 | 7.90 | - | - | - | - | LLL | 69.00% | - | Irrfv | Ihrrt | 385-400 | 360 | 3.79% | 3.821% | 20.80182 |
| Z | CJV | 65.750 | 3.51 | - | - | - | - | TT- | 77.00% | - | Cmhnj | Bfnhg | 675-700 | 640 | 6.54% | 6.630% | 37.79380 |
Tranche Comments
P: First Pay: 2020-11-16; Registration: 144M/Zqs V;
D: First Pay: 2020-11-16; Registration: 144X/Ctl L;
Z: First Pay: 2020-11-16; Registration: 144C/Ztz B;
Pricing Speed
20% TLK kf 10% Tdaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | OLT | 57.800 | 6.58 | - | - | - | - | AA- | - | - | Tqnvp | Gtiis | 365-375 | 350 | 5.07% | 5.130% | 65.87724 |
| P | XCX | 55.300 | 9.20 | - | - | - | - | CCC | - | - | Eymob | Gvqmd | 200m | 190 | 3.52% | 3.553% | 23.89417 |
| D | AQO | 969.490 | 7.42 | - | - | - | - | H | - | - | Xgqji | ZKBR | 110-120 | 110 | 2.87% | 2.888% | 49.92700 |
Tranche Comments
C: First Pay: 2019-01-15; Registration: 144V/Uze K;
P: First Pay: 2019-01-15; Registration: 144Q/Yvd N;
D: First Pay: 2019-01-15; Registration: 144Q/Zhe B;
Pricing Speed
20% YGY eb 10% Yobb