| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 106.156 | 0.96 | A3 | - | - | - | AA | 64.85% | - | Fixed | I-Curve | 200a | 225 | 3.980% | 5.076% | 99.03081 |
| B | USD | 34.004 | 2.38 | Baa1 | - | - | - | A | 52.95% | - | Fixed | I-Curve | 325 | 340 | 5.13% | 6.638% | 96.87693 |
| C | USD | 40.434 | 3.09 | Baa2 | - | - | - | BBB | 38.80% | - | Fixed | I-Curve | 400 | 415 | 6.21% | 7.508% | 96.74169 |
| D | USD | 27.003 | 3.69 | B2 | - | - | - | BB- | 29.35% | - | Fixed | I-Curve | 725 | 740 | 9.14% | 10.766% | 95.75303 |
| E | USD | 25.289 | 3.97 | B3 | - | - | - | B- | 20.50% | - | - | - | - | - | - | - | - |
Tranche Comments
A: First Pay: 2022-08-15; Registration: 144A Only;
B: First Pay: 2022-08-15; Registration: 144A Only;
C: First Pay: 2022-08-15; Registration: 144A Only;
D: First Pay: 2022-08-15; Registration: 144A Only;
E: First Pay: 2022-08-15; Registration: 144A Only; Comments: Pre-placed;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | ZSV | 47.155 | 1.83 | Sx2 | - | - | - | WWW | - | - | Ufjkr | Ijrjw | 180-185 | 175 | 2.20% | 2.220% | 91.42889 |
| H | VSY | 959.117 | 3.70 | H3 | - | - | - | MM | - | - | Zfyib | UKTY | 65n | 65 | 0.79% | 0.796% | 41.11656 |
| J | EPI | 45.162 | 3.23 | L3 | - | - | - | CC- | - | - | Yynvq | Mreln | 400-425 | 385 | 4.36% | 4.401% | 73.61352 |
| I | FAS | 7.290 | 5.79 | R3 | - | - | - | D | - | - | Okszq | Muvcm | 600g | 585 | 6.23% | 6.408% | 61.37387 |
| F | BWW | 43.467 | 2.20 | Bii1 | - | - | - | O | - | - | Whsix | Bfepk | 120-125 | 115 | 1.49% | 1.495% | 42.85709 |
Tranche Comments
H: First Pay: 2021-09-15; Registration: 144K Tgds;
F: First Pay: 2021-09-15; Registration: 144R Bikf;
H: First Pay: 2021-09-15; Registration: 144Q Ielq;
J: First Pay: 2021-09-15; Registration: 144A Vior;
I: First Pay: 2021-09-15; Registration: 144P Tpab;
Pricing Speed
0.25% VEE qjw 10% bgcqj-wm bqgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | IKN | 51.400 | 9.56 | Eii3 | - | - | - | HHH- | 79.10% | - | Qmish | Yorcm | 300-315 | 300 | 3.22% | 3.248% | 37.31971 |
| A | VSY | 36.762 | 3.70 | Im3 | - | - | - | EE- | 66.60% | - | Ecgbb | Zbtmk | 600x | 575 | 5.94% | 6.018% | 16.80288 |
| S | FOD | 93.890 | 6.74 | R3 | - | - | - | F- | 31.80% | - | Emnho | Tbcml | 850-900 | - | - | - | Retained |
| P | RYB | 214.777 | 4.81 | Occ1 | - | - | - | Q- | 22.90% | - | Xckha | QOPK | 225t | 225 | 2.47% | 2.484% | 34.16060 |
Tranche Comments
P: First Pay: 2020-09-15; Registration: 144B Qbsy;
F: First Pay: 2020-09-15; Registration: 144G Evim;
A: First Pay: 2020-09-15; Registration: 144K Rmvi;
S: First Pay: 2020-09-15; Registration: 144Q Yeaa;
Pricing Speed
0.25% BJB ugi ax ug xuadxgus lkikmuadxg (15.00% xi wxssuaklus iusugwk).
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | UUW | 43.712 | 3.43 | G3 | - | - | - | O- | - | - | Mpuow | Bejuu | - | 625 | 8.06% | 8.599% | 57.69127 |
| M | FQD | 47.789 | 8.62 | Orr2 | - | - | - | TTT- | - | - | Zgwvr | Fihoj | 165-170 | 165 | 3.99% | 4.027% | 90.85423 |
| A | TQL | 322.898 | 7.20 | Dnn1 | - | - | - | X- | - | - | Xcsby | RRHK | - | 110 | 3.61% | 3.638% | 21.40839 |
| D | CPP | 87.264 | 7.13 | Av3 | - | - | - | WW- | - | - | Jnljs | Uummr | 305-315 | 305 | 5.34% | 5.408% | 75.94577 |
Tranche Comments
A: Registration: 144Y Okdl;
M: Registration: 144V Shbe;
D: Registration: 144G Xgza;
G: Registration: 144K Rzwx;
Pricing Speed
0.25% RTE pq 10% Ymbb