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 |
---|
K | MQK | 53.540 | 6.54 | - | - | - | - | CC | - | - | Wsasa | Swqgu | - | 135 | 2.55% | 2.565% | 98.93945 |
A | KCD | 41.680 | 3.30 | - | - | - | - | XX- | - | - | Uninb | Jozkz | - | 475 | 6.01% | 6.095% | 43.39606 |
R | ZJF | 22.710 | 2.35 | - | - | - | - | Q | - | - | Kcqwy | Cenqr | - | 225 | 3.49% | 3.522% | 47.48660 |
J | LEQ | 63.830 | 2.50 | - | - | - | - | GGG | - | - | Aibfp | Thkiz | - | 275 | 4.02% | 4.059% | 65.26706 |
Tranche Comments
K: First Pay: 2022-01-18; Registration: 144T/Rnk W;
R: First Pay: 2022-01-18; Registration: 144G/Usn S;
J: First Pay: 2022-01-18; Registration: 144D/Eos O;
A: First Pay: 2022-01-18; Registration: 144N Cpad;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | QLK | 316.000 | 1.18 | - | - | - | - | C | 12.00% | - | Fprsp | Reixo | 225-235 | 200 | 2.24% | 2.255% | 65.10653 |
A | AAN | 31.800 | 3.40 | - | - | - | - | FF- | 5.28% | - | Pccei | Mghui | 575r | 550 | 5.75% | 5.820% | 86.88146 |
N | XRH | 13.000 | 8.22 | - | - | - | - | OOO | 36.10% | - | Cwiav | Pnuoq | 375p | 340 | 3.66% | 3.689% | 31.65410 |
Tranche Comments
I: First Pay: 2021-01-15; Registration: 144D Aozm;
N: First Pay: 2021-01-15; Registration: 144I Rrws;
A: First Pay: 2021-01-15; Registration: 144F Zdmv;