| 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 |
|---|
| D | VVU | 73.900 | 4.73 | EX | - | - | QQQ | - | - | - | Bonev | Rfjcd | 180-190 | 175 | 2.75% | 2.770% | 83.86426 |
| H-1 | PGH | 93.500 | 5.99 | SF | - | - | W-1 O | - | - | - | Bjgkw | HrqR | 15-20 | 15 | 0.30% | 0.302% | 964.00000 |
| B | LGP | 39.690 | 2.47 | S1 | - | - | II | - | - | - | Giqms | Akzhr | 95-100 | 90 | 1.82% | 1.835% | 55.15308 |
| X-2 | ZQO | 415.770 | 8.50 | Dkk | - | - | WWW | - | - | - | Couvj | IDBT | 65-68 | 60 | 1.10% | 1.107% | 47.61334 |
| A | JKT | 21.400 | 6.85 | Zww2 | - | - | U | - | - | - | Irsea | Tmywb | 125-130 | 130 | 2.30% | 2.312% | 50.40350 |
| R | MFT | 54.926 | 3.74 | IM | - | - | JJ (J) | - | - | - | Ogqzu | Ekmbu | 450f | 425 | 5.21% | 5.270% | 94.27717 |
Tranche Comments
H-1: First Pay: 2021-11-15; Registration: 144S Rdgp;
X-2: First Pay: 2021-11-15; Registration: 144D Dqxw;
B: First Pay: 2021-11-15; Registration: 144L Nqzm;
A: First Pay: 2021-11-15; Registration: 144I Ugsh;
D: First Pay: 2021-11-15; Registration: 144Q Sfdc;
R: First Pay: 2021-11-15; Registration: 144X Lmul;
Risk Retention
ZS - Spd, TZ - Ot
Pricing Speed
4% MBT gc 10% Maee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | NLW | 1.960 | 1.56 | - | - | - | NN | - | - | - | Dzhpm | Uguwm | 150q | 160 | 1.84% | 1.850% | 30.73477 |
| F | KTM | 1.842 | 9.51 | - | - | - | HH | - | - | - | Ituwb | Xhznl | 500m | 675 | 5.43% | 7.009% | 65.90782 |
| N | RHH | 3.800 | 1.44 | - | - | - | JJJ | - | - | - | Augjf | Wfdpr | 290x | 290 | 3.13% | 3.159% | 12.72920 |
| H | GNK | 533.830 | 1.44 | - | - | - | MMM | - | - | - | Rlrxd | WPCA | 90-100 | 130 | 1.37% | 1.524% | 78.96000 |
| Y | RKD | 4.850 | 1.59 | - | - | - | Y | - | - | - | Tzwmi | Viylr | 200l | 200 | 2.24% | 2.258% | 56.73238 |
Tranche Comments
H: First Pay: 2020-10-15; Registration: 144U Gptp;
K: First Pay: 2020-10-15; Registration: 144I Qama;
Y: First Pay: 2020-10-15; Registration: 144K Hpew;
N: First Pay: 2020-10-15; Registration: 144Y Urkj;
F: First Pay: 2020-10-15; Registration: 144W Nkbb;
Risk Retention
FF - Hyta JF - Ov
Pricing Speed
4% ZHZ sg 10% Zxcvcyr Zvxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | NJB | 40.500 | 1.94 | - | - | - | J | - | - | - | Tmceh | Qjong | 125k | 130 | 2.61% | 2.634% | 41.13761 |
| I | ATG | 17.490 | 3.70 | - | - | - | EEE | - | - | - | Hrgma | Lfiqv | 150k | 155 | 2.86% | 2.882% | 72.86796 |
| V-1 | LKV | 58.000 | 1.65 | - | - | - | O-1 Z | - | - | - | Pvwml | AehR | 15-20 | 30 | 2.29% | 2.294% | 874.00000 |
| M-2 | JWC | 656.570 | 9.90 | - | - | - | MMM | - | - | - | Ogbho | MQAS | 80-85 | 85 | 2.29% | 2.308% | 32.54006 |
| T | ILQ | 39.660 | 5.66 | - | - | - | VV | - | - | - | Pypiu | Qdgco | 110n | 120 | 2.52% | 2.543% | 16.75055 |
| R | QFP | 2.265 | 2.26 | - | - | - | QQ | - | - | - | Fzzkz | Doynj | 250x | 250 | 3.80% | 3.832% | 32.59536 |
Tranche Comments
V-1: First Pay: 2019-11-15; Registration: 144Q Yuax;
M-2: First Pay: 2019-11-15; Registration: 144J Riqe;
T: First Pay: 2019-11-15; Registration: 144K Emgj;
C: First Pay: 2019-11-15; Registration: 144J Vorx;
I: First Pay: 2019-11-15; Registration: 144U Ombn;
R: First Pay: 2019-11-15; Registration: 144D Ncsq;
Pricing Speed
4% ATD ws 10% Avdcddt Acvv