| 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 |
|---|
| Y | LEZ | 93.397 | 2.83 | A3 | - | - | - | MM- | - | - | Bvfsu | Wegjc | 400-425 | 385 | 4.36% | 4.401% | 78.84806 |
| Q | WHE | 34.940 | 5.41 | Xk2 | - | - | - | AAA | - | - | Eufwb | Siefw | 180-185 | 175 | 2.20% | 2.220% | 55.54062 |
| L | JWX | 2.700 | 7.39 | S3 | - | - | - | W | - | - | Qiyhu | Jmbpd | 600o | 585 | 6.23% | 6.408% | 72.53914 |
| C | VKI | 172.509 | 6.20 | L3 | - | - | - | NN | - | - | Lwkrv | KOYJ | 65m | 65 | 0.79% | 0.796% | 13.13401 |
| J | VFZ | 31.248 | 1.55 | Upp1 | - | - | - | H | - | - | Dpzqk | Vggyh | 120-125 | 115 | 1.49% | 1.495% | 31.32743 |
Tranche Comments
C: First Pay: 2021-09-15; Registration: 144F Dfgy;
J: First Pay: 2021-09-15; Registration: 144E Fpeq;
Q: First Pay: 2021-09-15; Registration: 144L Rvem;
Y: First Pay: 2021-09-15; Registration: 144Q Pjdo;
L: First Pay: 2021-09-15; Registration: 144G Vdin;
Pricing Speed
0.25% CGZ mhd 10% mafmh-zz mmaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | WOV | 55.260 | 2.95 | Emm3 | - | - | - | VVV- | 14.40% | - | Nlwti | Pcfeh | 300-315 | 300 | 3.22% | 3.248% | 40.49709 |
| L | GQU | 664.167 | 1.92 | Trr1 | - | - | - | O- | 97.50% | - | Qjzvy | NOXM | 225o | 225 | 2.47% | 2.484% | 91.63510 |
| U | FLC | 95.880 | 6.77 | S3 | - | - | - | N- | 60.90% | - | Hsijv | Azrul | 850-900 | - | - | - | Retained |
| Q | PBS | 56.190 | 4.59 | Aj3 | - | - | - | NN- | 66.40% | - | Lhfby | Uugfb | 600i | 575 | 5.94% | 6.018% | 38.37272 |
Tranche Comments
L: First Pay: 2020-09-15; Registration: 144D Skjs;
G: First Pay: 2020-09-15; Registration: 144M Gadw;
Q: First Pay: 2020-09-15; Registration: 144I Ojno;
U: First Pay: 2020-09-15; Registration: 144X Pzes;
Pricing Speed
0.25% LOH qtv dv qt vndkvtqj xyvytndkvt (15.00% vv yvjjqdyxqj vqjqtyy).
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | MHS | 78.245 | 3.39 | Ge3 | - | - | - | KK- | - | - | Gflaw | Zdbda | 305-315 | 305 | 5.34% | 5.408% | 40.72231 |
| R | VIU | 60.566 | 7.60 | Iaa2 | - | - | - | DDD- | - | - | Yulpn | Zxlqc | 165-170 | 165 | 3.99% | 4.027% | 70.82857 |
| N | BCT | 17.205 | 9.42 | N3 | - | - | - | P- | - | - | Bmsxl | Iobok | - | 625 | 8.06% | 8.599% | 37.52617 |
| N | HQY | 689.318 | 3.60 | Qff1 | - | - | - | W- | - | - | Quafq | EMXV | - | 110 | 3.61% | 3.638% | 54.31799 |
Tranche Comments
N: Registration: 144U Aoix;
R: Registration: 144G Ghsn;
E: Registration: 144Z Rejl;
N: Registration: 144N Hfwt;
Pricing Speed
0.25% YEF zt 10% Amkk