| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 129.500 | 3.34 | - | - | - | - | AA- | 44.50% | - | Fixed | I-Curve | 375 | 375 | 6.19% | 7.317% | 96.98159 |
| B | USD | 30.100 | 3.73 | - | - | - | - | A- | 31.60% | - | Fixed | I-Curve | 475 | 475 | 8.14% | 8.287% | 99.97282 |
| C | USD | 30.920 | 3.97 | - | - | - | - | BBB- | 18.35% | - | Fixed | I-Curve | 600-625 | 600 | 9.33% | 9.520% | 99.97420 |
| D | USD | 19.480 | 4.24 | - | - | - | - | BB | 10.00% | - | Fixed | I-Curve | 925-950 | 925 | 12.42% | 12.749% | 99.98256 |
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 Only;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | WPA | 54.270 | 9.70 | - | - | - | - | XXX | - | - | Jsaqi | Bezlh | - | 275 | 4.02% | 4.059% | 17.82859 |
| W | PLK | 27.420 | 5.47 | - | - | - | - | XX | - | - | Mbooh | Vzyjk | - | 135 | 2.55% | 2.565% | 66.52813 |
| J | WEL | 40.370 | 8.30 | - | - | - | - | EE- | - | - | Kzjlj | Rtfzl | - | 475 | 6.01% | 6.095% | 23.71681 |
| G | WNG | 57.590 | 3.41 | - | - | - | - | H | - | - | Lfoyn | Rltbm | - | 225 | 3.49% | 3.522% | 64.65650 |
Tranche Comments
W: First Pay: 2022-01-18; Registration: 144D/Eto Y;
G: First Pay: 2022-01-18; Registration: 144Q/Oka A;
B: First Pay: 2022-01-18; Registration: 144N/Dqu Z;
J: First Pay: 2022-01-18; Registration: 144S Nhqn;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | AKE | 74.000 | 3.16 | - | - | - | - | SSS | 92.30% | - | Nsxpl | Yfuzj | 375r | 340 | 3.66% | 3.689% | 60.41687 |
| G | JOX | 15.200 | 1.50 | - | - | - | - | ZZ- | 6.43% | - | Ggtus | Whqcp | 575h | 550 | 5.75% | 5.820% | 79.60620 |
| D | QSX | 300.000 | 5.59 | - | - | - | - | C | 55.00% | - | Btixb | Efrti | 225-235 | 200 | 2.24% | 2.255% | 70.21622 |
Tranche Comments
D: First Pay: 2021-01-15; Registration: 144Y Caxd;
H: First Pay: 2021-01-15; Registration: 144E Wgap;
G: First Pay: 2021-01-15; Registration: 144F Vodv;