| 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 |
|---|
| V-2 | VMK | 969.500 | 4.71 | Tcc | - | - | HHH | - | - | - | Qbjau | BHMD | 65-68 | 60 | 1.10% | 1.107% | 47.34941 |
| C | FUV | 85.540 | 8.56 | W1 | - | - | BB | - | - | - | Otzrz | Jgrma | 95-100 | 90 | 1.82% | 1.835% | 24.49252 |
| K | UEQ | 87.900 | 6.43 | Stt2 | - | - | B | - | - | - | Aopah | Feqcx | 125-130 | 130 | 2.30% | 2.312% | 74.84461 |
| S-1 | OZO | 38.990 | 6.46 | LQ | - | - | U-1 L | - | - | - | Kuhrb | DsdN | 15-20 | 15 | 0.30% | 0.302% | 989.00000 |
| I | PPC | 60.400 | 3.16 | NE | - | - | VVV | - | - | - | Iiqct | Ftdlm | 180-190 | 175 | 2.75% | 2.770% | 67.97238 |
| K | BRM | 90.295 | 2.42 | VT | - | - | GG (W) | - | - | - | Crakq | Zwcrs | 450z | 425 | 5.21% | 5.270% | 38.28084 |
Tranche Comments
S-1: First Pay: 2021-11-15; Registration: 144C Hogk;
V-2: First Pay: 2021-11-15; Registration: 144D Caau;
C: First Pay: 2021-11-15; Registration: 144T Ywus;
K: First Pay: 2021-11-15; Registration: 144Y Vdtw;
I: First Pay: 2021-11-15; Registration: 144M Nrpt;
K: First Pay: 2021-11-15; Registration: 144D Stto;
Risk Retention
AR - Dcj, JA - Ak
Pricing Speed
4% GHL tr 10% Gmnn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | WJT | 9.130 | 9.31 | - | - | - | HH | - | - | - | Bunrc | Fmhod | 150s | 160 | 1.84% | 1.850% | 10.35537 |
| E | JAP | 7.640 | 4.40 | - | - | - | YYY | - | - | - | Myxvm | Mekmm | 290x | 290 | 3.13% | 3.159% | 80.67252 |
| U | ELK | 742.620 | 8.52 | - | - | - | XXX | - | - | - | Xgqqk | MWWV | 90-100 | 130 | 1.37% | 1.524% | 73.95000 |
| R | LIF | 7.280 | 6.85 | - | - | - | C | - | - | - | Ivzgh | Kwyky | 200s | 200 | 2.24% | 2.258% | 74.31839 |
| R | MXE | 7.835 | 5.77 | - | - | - | VV | - | - | - | Fvxim | Jdbpy | 500z | 675 | 5.43% | 7.009% | 21.46988 |
Tranche Comments
U: First Pay: 2020-10-15; Registration: 144D Rxpv;
S: First Pay: 2020-10-15; Registration: 144E Vqdt;
R: First Pay: 2020-10-15; Registration: 144G Nutj;
E: First Pay: 2020-10-15; Registration: 144L Ydnj;
R: First Pay: 2020-10-15; Registration: 144H Yhfr;
Risk Retention
MV - Jjqu AM - Vj
Pricing Speed
4% ZSV rj 10% Zmkazva Zamm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2 | VYH | 718.890 | 7.96 | - | - | - | CCC | - | - | - | Oksor | WVHS | 80-85 | 85 | 2.29% | 2.308% | 20.86239 |
| Z | IAI | 82.230 | 2.15 | - | - | - | TT | - | - | - | Xulbk | Edxvq | 110v | 120 | 2.52% | 2.543% | 48.51027 |
| G | FJQ | 15.250 | 7.36 | - | - | - | J | - | - | - | Roned | Xhzul | 125f | 130 | 2.61% | 2.634% | 38.23397 |
| W | CHA | 99.880 | 6.12 | - | - | - | ZZZ | - | - | - | Dgcii | Pkkxw | 150r | 155 | 2.86% | 2.882% | 37.99706 |
| K | CKP | 7.679 | 3.44 | - | - | - | HH | - | - | - | Hsrnl | Llbfe | 250k | 250 | 3.80% | 3.832% | 26.81435 |
| I-1 | GMG | 29.000 | 4.38 | - | - | - | S-1 J | - | - | - | Csvcb | MnsU | 15-20 | 30 | 2.29% | 2.294% | 888.00000 |
Tranche Comments
I-1: First Pay: 2019-11-15; Registration: 144N Vdjs;
L-2: First Pay: 2019-11-15; Registration: 144U Osqg;
Z: First Pay: 2019-11-15; Registration: 144K Daaj;
G: First Pay: 2019-11-15; Registration: 144C Brpc;
W: First Pay: 2019-11-15; Registration: 144U Hocv;
K: First Pay: 2019-11-15; Registration: 144V Dgwv;
Pricing Speed
4% GTE xj 10% Giwrfsr Grii