| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | ZJA | 50.000 | 9.44 | Q-1 | - | - | M-1 E | - | - | - | Ewnkn | S-Ycgvl | 115-125 | 115 | 3.81% | 3.809% | 796.00000 |
| X-3 | THZ | 704.160 | 8.32 | Suu | - | - | JJJ | - | - | - | Zqzcs | A-Jbqsd | 220 | 220 | 5.17% | 5.228% | 79.49654 |
| K | RYL | 37.607 | 2.49 | EF | - | - | RR (J) | - | - | - | Xsqin | W-Ribrj | 650-675 | 675 | 9.50% | 9.692% | 43.75014 |
| Q | NMB | 63.700 | 6.75 | SH | - | - | HHH | - | - | - | Qwvld | I-Lswog | 425-450 | 440 | 7.23% | 7.342% | 56.53020 |
| F | TXY | 76.100 | 3.73 | Juu2 | - | - | Z | - | - | - | Lvpfr | Y-Lorbt | 300-325 | 315 | 6.01% | 6.093% | 61.74270 |
| U-2 | LND | 875.000 | 7.35 | Fss | - | - | III | - | - | - | Poscm | I-Suaod | 175-185 | 185 | 4.84% | 4.897% | 65.33992 |
| S | GBN | 37.310 | 9.37 | V1 | - | - | TT | - | - | - | Plaue | E-Wihri | 250c | 250 | 5.40% | 5.463% | 74.32322 |
Tranche Comments
L-1 : First Pay: 2022-09-15; Registration: 144N Bgjg;
U-2: First Pay: 2022-09-15; Registration: 144R Pxpw;
X-3: First Pay: 2022-09-15; Registration: 144H Kiiu;
S: First Pay: 2022-09-15; Registration: 144L Ufcd;
F: First Pay: 2022-09-15; Registration: 144B Cnch;
Q: First Pay: 2022-09-15; Registration: 144G Oomu;
K: First Pay: 2022-09-15; Registration: 144W Xfht;
Risk Retention
IQ - Juz, FI - Gs
Pricing Speed
4% MAO gk 10% Mbii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | CKD | 89.300 | 2.86 | BQ | - | - | EEE | - | - | - | Xkfti | Exwqx | 180-190 | 175 | 2.75% | 2.770% | 73.55505 |
| I-1 | IUT | 70.980 | 4.19 | GX | - | - | T-1 U | - | - | - | Wqwhv | KbkZ | 15-20 | 15 | 0.30% | 0.302% | 398.00000 |
| N | GQX | 26.330 | 4.27 | N1 | - | - | NN | - | - | - | Kforu | Imlmm | 95-100 | 90 | 1.82% | 1.835% | 89.23456 |
| N | VFN | 90.500 | 5.76 | Bpp2 | - | - | F | - | - | - | Dyixa | Tnxmz | 125-130 | 130 | 2.30% | 2.312% | 67.83119 |
| R | EVE | 40.995 | 8.59 | KO | - | - | PP (W) | - | - | - | Szgtt | Mzxxm | 450w | 425 | 5.21% | 5.270% | 66.81180 |
| Q-2 | KKZ | 124.370 | 6.40 | Yff | - | - | AAA | - | - | - | Hqnoi | BYJC | 65-68 | 60 | 1.10% | 1.107% | 28.81265 |
Tranche Comments
I-1: First Pay: 2021-11-15; Registration: 144K Qwdi;
Q-2: First Pay: 2021-11-15; Registration: 144U Jzns;
N: First Pay: 2021-11-15; Registration: 144V Vgji;
N: First Pay: 2021-11-15; Registration: 144R Cdbl;
L: First Pay: 2021-11-15; Registration: 144Y Pvcc;
R: First Pay: 2021-11-15; Registration: 144Z Gzft;
Risk Retention
UK - Vpg, EU - Gf
Pricing Speed
4% OXJ fz 10% Otyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | ZQU | 4.480 | 9.99 | - | - | - | W | - | - | - | Oyuiq | Ohjbv | 200g | 200 | 2.24% | 2.258% | 30.28152 |
| F | EKL | 9.520 | 4.67 | - | - | - | CCC | - | - | - | Twcqs | Fnevb | 290a | 290 | 3.13% | 3.159% | 12.59915 |
| V | VND | 1.162 | 4.21 | - | - | - | WW | - | - | - | Esrzt | Ztenp | 500q | 675 | 5.43% | 7.009% | 21.57133 |
| K | PIG | 3.570 | 4.14 | - | - | - | II | - | - | - | Rnisk | Cbmft | 150l | 160 | 1.84% | 1.850% | 32.53060 |
| Y | ANI | 436.830 | 7.13 | - | - | - | SSS | - | - | - | Vmfwe | HQKY | 90-100 | 130 | 1.37% | 1.524% | 20.25000 |
Tranche Comments
Y: First Pay: 2020-10-15; Registration: 144H Pdub;
K: First Pay: 2020-10-15; Registration: 144B Wczb;
Q: First Pay: 2020-10-15; Registration: 144T Vicz;
F: First Pay: 2020-10-15; Registration: 144F Xija;
V: First Pay: 2020-10-15; Registration: 144Z Ogmt;
Risk Retention
AC - Wpyn GA - Nr
Pricing Speed
4% AIJ dd 10% Ajhbwix Abjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | XVV | 62.000 | 2.36 | - | - | - | W-1 V | - | - | - | Muger | FbfG | 15-20 | 30 | 2.29% | 2.294% | 502.00000 |
| T | FIX | 36.130 | 3.12 | - | - | - | AA | - | - | - | Dsosg | Kcrkd | 110w | 120 | 2.52% | 2.543% | 48.69617 |
| G | TNT | 9.478 | 4.87 | - | - | - | SS | - | - | - | Oqsxx | Ddcpx | 250s | 250 | 3.80% | 3.832% | 11.21441 |
| W-2 | FCA | 245.250 | 4.76 | - | - | - | AAA | - | - | - | Ffycg | LENB | 80-85 | 85 | 2.29% | 2.308% | 99.14456 |
| X | MCS | 15.710 | 8.87 | - | - | - | MMM | - | - | - | Ytbbk | Aobff | 150k | 155 | 2.86% | 2.882% | 60.12453 |
| Q | JET | 21.260 | 3.87 | - | - | - | E | - | - | - | Lfwiz | Dkwva | 125g | 130 | 2.61% | 2.634% | 66.59709 |
Tranche Comments
W-1: First Pay: 2019-11-15; Registration: 144U Wjrj;
W-2: First Pay: 2019-11-15; Registration: 144S Pvdc;
T: First Pay: 2019-11-15; Registration: 144F Drpa;
Q: First Pay: 2019-11-15; Registration: 144U Annk;
X: First Pay: 2019-11-15; Registration: 144K Ysey;
G: First Pay: 2019-11-15; Registration: 144L Nfwe;
Pricing Speed
4% CWL vr 10% Chwdriv Cdhh