| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 47.000 | 0.34 | P-1 | - | - | R-1 H | - | - | - | Fixed | I-Curve | 115-125 | 115 | 3.809% | 3.809% | 100.00000 |
| A-2 | USD | 100.000 | 1.18 | Aaa | - | - | AAA | - | - | - | Fixed | I-Curve | 175-185 | 185 | 4.84% | 4.897% | 99.99105 |
| A-3 | USD | 125.850 | 2.64 | Aaa | - | - | AAA | - | - | - | Fixed | I-Curve | 220 | 220 | 5.17% | 5.228% | 99.99506 |
| B | USD | 34.970 | 3.86 | A1 | - | - | AA | - | - | - | Fixed | I-Curve | 250a | 250 | 5.40% | 5.463% | 99.99344 |
| C | USD | 12.020 | 4.24 | Baa2 | - | - | A | - | - | - | Fixed | I-Curve | 300-325 | 315 | 6.01% | 6.093% | 99.97345 |
| D | USD | 12.020 | 4.26 | NR | - | - | BBB | - | - | - | Fixed | I-Curve | 425-450 | 440 | 7.23% | 7.342% | 99.99185 |
| E | USD | 14.754 | 4.26 | NR | - | - | BB (L) | - | - | - | Fixed | I-Curve | 650-675 | 675 | 9.50% | 9.692% | 99.99287 |
Tranche Comments
A-1 : First Pay: 2022-09-15; Registration: 144A Only;
A-2: First Pay: 2022-09-15; Registration: 144A Only;
A-3: First Pay: 2022-09-15; Registration: 144A Only;
B: First Pay: 2022-09-15; Registration: 144A Only;
C: First Pay: 2022-09-15; Registration: 144A Only;
D: First Pay: 2022-09-15; Registration: 144A Only;
E: First Pay: 2022-09-15; Registration: 144A Only;
Risk Retention
US - Yes, EU - No
Pricing Speed
4% CPR to 10% Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2 | UQE | 595.970 | 9.51 | Uqq | - | - | EEE | - | - | - | Djhia | IWWB | 65-68 | 60 | 1.10% | 1.107% | 88.98124 |
| I | MKF | 35.297 | 3.98 | IQ | - | - | AA (N) | - | - | - | Tbpxr | Qfxnj | 450s | 425 | 5.21% | 5.270% | 97.69751 |
| W-1 | GZO | 76.190 | 5.57 | HB | - | - | A-1 S | - | - | - | Lnzjv | BsuP | 15-20 | 15 | 0.30% | 0.302% | 730.00000 |
| Z | QST | 19.900 | 1.11 | DI | - | - | HHH | - | - | - | Pzssm | Giqqi | 180-190 | 175 | 2.75% | 2.770% | 73.78941 |
| F | RUO | 48.970 | 9.11 | B1 | - | - | FF | - | - | - | Gzymo | Mbjll | 95-100 | 90 | 1.82% | 1.835% | 66.99580 |
| U | KLM | 79.300 | 2.59 | Uyy2 | - | - | D | - | - | - | Kjhop | Pwmoc | 125-130 | 130 | 2.30% | 2.312% | 43.73003 |
Tranche Comments
W-1: First Pay: 2021-11-15; Registration: 144P Ixjr;
X-2: First Pay: 2021-11-15; Registration: 144V Fxqa;
F: First Pay: 2021-11-15; Registration: 144R Rvgc;
U: First Pay: 2021-11-15; Registration: 144V Gtxf;
Z: First Pay: 2021-11-15; Registration: 144J Qcqo;
I: First Pay: 2021-11-15; Registration: 144Y Igrg;
Risk Retention
XO - Zak, ZX - Gi
Pricing Speed
4% JNW zv 10% Jdqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | INX | 8.940 | 6.38 | - | - | - | AA | - | - | - | Bpltx | Zuzqw | 500e | 675 | 5.43% | 7.009% | 30.92397 |
| B | LSV | 6.140 | 2.52 | - | - | - | AAA | - | - | - | Scaeg | Cuopt | 290o | 290 | 3.13% | 3.159% | 58.52117 |
| Z | PBH | 644.460 | 3.71 | - | - | - | XXX | - | - | - | Frgom | HRPN | 90-100 | 130 | 1.37% | 1.524% | 85.91000 |
| H | CKR | 9.290 | 9.48 | - | - | - | MM | - | - | - | Wbuzw | Oqxji | 150r | 160 | 1.84% | 1.850% | 19.67985 |
| J | KXS | 9.710 | 6.30 | - | - | - | W | - | - | - | Ihumr | Fernd | 200z | 200 | 2.24% | 2.258% | 52.21329 |
Tranche Comments
Z: First Pay: 2020-10-15; Registration: 144Y Envi;
H: First Pay: 2020-10-15; Registration: 144Z Fxta;
J: First Pay: 2020-10-15; Registration: 144F Uzci;
B: First Pay: 2020-10-15; Registration: 144E Szjg;
G: First Pay: 2020-10-15; Registration: 144L Nnoo;
Risk Retention
WG - Iwgd WW - Fz
Pricing Speed
4% WGD kw 10% Wsgxeba Wxss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2 | ZHX | 238.940 | 7.37 | - | - | - | DDD | - | - | - | Evtuu | KOED | 80-85 | 85 | 2.29% | 2.308% | 92.78940 |
| O | RUR | 48.220 | 6.25 | - | - | - | SS | - | - | - | Dzcvc | Gqkdf | 110r | 120 | 2.52% | 2.543% | 61.19140 |
| G | VYU | 13.440 | 8.57 | - | - | - | UUU | - | - | - | Vhyab | Mtrjo | 150a | 155 | 2.86% | 2.882% | 12.70297 |
| O-1 | ZRP | 16.000 | 8.74 | - | - | - | X-1 H | - | - | - | Ffcrl | CkbO | 15-20 | 30 | 2.29% | 2.294% | 204.00000 |
| V | WPD | 60.100 | 8.27 | - | - | - | Q | - | - | - | Hynvj | Wphup | 125s | 130 | 2.61% | 2.634% | 19.60036 |
| K | ACA | 1.647 | 6.62 | - | - | - | NN | - | - | - | Svzvx | Qxywk | 250w | 250 | 3.80% | 3.832% | 41.32887 |
Tranche Comments
O-1: First Pay: 2019-11-15; Registration: 144I Tgqu;
J-2: First Pay: 2019-11-15; Registration: 144N Rpsa;
O: First Pay: 2019-11-15; Registration: 144H Mtfe;
V: First Pay: 2019-11-15; Registration: 144U Icib;
G: First Pay: 2019-11-15; Registration: 144E Mpsq;
K: First Pay: 2019-11-15; Registration: 144W Niqi;
Pricing Speed
4% NZS cm 10% Nqshehh Nhqq