| 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 |
|---|
| Y | OKL | 10.120 | 4.88 | - | - | - | - | H | - | - | Uhanu | Oklpv | - | 225 | 3.49% | 3.522% | 60.31590 |
| D | UVR | 65.540 | 9.60 | - | - | - | - | PP- | - | - | Lzsqt | Hucvl | - | 475 | 6.01% | 6.095% | 90.95247 |
| R | GTA | 64.130 | 8.10 | - | - | - | - | CCC | - | - | Yfbjm | Ucwow | - | 275 | 4.02% | 4.059% | 41.76482 |
| U | NOZ | 80.550 | 8.20 | - | - | - | - | HH | - | - | Asimt | Jnenq | - | 135 | 2.55% | 2.565% | 52.92892 |
Tranche Comments
U: First Pay: 2022-01-18; Registration: 144E/Mrg P;
Y: First Pay: 2022-01-18; Registration: 144P/Uvp L;
R: First Pay: 2022-01-18; Registration: 144V/Yas A;
D: First Pay: 2022-01-18; Registration: 144U Oqqg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | YLI | 378.000 | 7.52 | - | - | - | - | U | 43.00% | - | Nvfcw | Elitq | 225-235 | 200 | 2.24% | 2.255% | 48.78034 |
| D | UHT | 19.000 | 6.20 | - | - | - | - | LLL | 27.80% | - | Sfwxd | Tedvi | 375o | 340 | 3.66% | 3.689% | 56.70289 |
| I | QFF | 21.700 | 9.10 | - | - | - | - | YY- | 9.97% | - | Tboti | Zydyh | 575n | 550 | 5.75% | 5.820% | 65.39570 |
Tranche Comments
D: First Pay: 2021-01-15; Registration: 144T Anfa;
D: First Pay: 2021-01-15; Registration: 144U Ifvx;
I: First Pay: 2021-01-15; Registration: 144C Vamf;