| 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 |
|---|
| Q | MCP | 98.590 | 9.98 | - | - | - | - | Z | - | - | Mjaih | Ogggo | - | 225 | 3.49% | 3.522% | 56.31190 |
| Q | ILF | 50.510 | 1.29 | - | - | - | - | YY | - | - | Clkiz | Ftmug | - | 135 | 2.55% | 2.565% | 98.55373 |
| N | ZAT | 97.310 | 5.70 | - | - | - | - | PP- | - | - | Vwpnc | Bblgp | - | 475 | 6.01% | 6.095% | 56.53403 |
| O | RGR | 23.740 | 7.40 | - | - | - | - | CCC | - | - | Zlcmd | Zwlhx | - | 275 | 4.02% | 4.059% | 43.47391 |
Tranche Comments
Q: First Pay: 2022-01-18; Registration: 144C/Tdf D;
Q: First Pay: 2022-01-18; Registration: 144P/Gps D;
O: First Pay: 2022-01-18; Registration: 144B/Zfl P;
N: First Pay: 2022-01-18; Registration: 144M Ibrz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | RWF | 17.000 | 8.19 | - | - | - | - | XXX | 33.10% | - | Gvzsd | Glrhz | 375m | 340 | 3.66% | 3.689% | 79.99413 |
| N | PHC | 77.600 | 7.70 | - | - | - | - | PP- | 1.99% | - | Npzyu | Pjwqd | 575e | 550 | 5.75% | 5.820% | 75.58627 |
| D | PUL | 425.000 | 1.96 | - | - | - | - | N | 96.00% | - | Snxzz | Fbrcg | 225-235 | 200 | 2.24% | 2.255% | 34.57103 |
Tranche Comments
D: First Pay: 2021-01-15; Registration: 144F Ictv;
T: First Pay: 2021-01-15; Registration: 144C Hvcb;
N: First Pay: 2021-01-15; Registration: 144Z Wdkx;