| 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 |
|---|
| Y | MUY | 36.170 | 4.32 | B1 | - | - | EE | - | - | - | Rfcqj | Guwgr | 95-100 | 90 | 1.82% | 1.835% | 23.26316 |
| T | NZO | 16.200 | 6.33 | Ltt2 | - | - | S | - | - | - | Dkgzx | Lqqus | 125-130 | 130 | 2.30% | 2.312% | 33.19210 |
| J | YUM | 25.400 | 3.53 | LR | - | - | MMM | - | - | - | Tlbsq | Lzxof | 180-190 | 175 | 2.75% | 2.770% | 61.71314 |
| E-1 | GFA | 65.840 | 7.27 | CB | - | - | W-1 U | - | - | - | Nsghp | QkgB | 15-20 | 15 | 0.30% | 0.302% | 726.00000 |
| Q | CFM | 97.539 | 1.73 | AN | - | - | WW (G) | - | - | - | Ratnq | Unfml | 450f | 425 | 5.21% | 5.270% | 52.51797 |
| M-2 | TWK | 510.780 | 8.92 | Qnn | - | - | GGG | - | - | - | Bplxq | NZXD | 65-68 | 60 | 1.10% | 1.107% | 46.34991 |
Tranche Comments
E-1: First Pay: 2021-11-15; Registration: 144N Ymfv;
M-2: First Pay: 2021-11-15; Registration: 144B Hdtb;
Y: First Pay: 2021-11-15; Registration: 144E Zkws;
T: First Pay: 2021-11-15; Registration: 144R Ldlj;
J: First Pay: 2021-11-15; Registration: 144P Jsnb;
Q: First Pay: 2021-11-15; Registration: 144T Oejh;
Risk Retention
VX - Cgk, ZV - Ro
Pricing Speed
4% JSP qt 10% Jdww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | EZG | 591.570 | 7.19 | - | - | - | AAA | - | - | - | Rlcki | GCLB | 90-100 | 130 | 1.37% | 1.524% | 57.92000 |
| I | AJJ | 2.180 | 7.71 | - | - | - | Z | - | - | - | Rzqhq | Vmnyy | 200z | 200 | 2.24% | 2.258% | 26.11136 |
| Z | HCP | 5.790 | 9.21 | - | - | - | GGG | - | - | - | Atrjh | Kkjux | 290r | 290 | 3.13% | 3.159% | 24.71133 |
| N | UTN | 8.770 | 4.84 | - | - | - | HH | - | - | - | Uwcpc | Mtqhu | 150p | 160 | 1.84% | 1.850% | 80.96071 |
| C | HJV | 9.832 | 6.53 | - | - | - | VV | - | - | - | Svafs | Ztgyi | 500f | 675 | 5.43% | 7.009% | 60.15887 |
Tranche Comments
H: First Pay: 2020-10-15; Registration: 144M Wjsb;
N: First Pay: 2020-10-15; Registration: 144B Qxwo;
I: First Pay: 2020-10-15; Registration: 144G Qkwg;
Z: First Pay: 2020-10-15; Registration: 144X Uvxw;
C: First Pay: 2020-10-15; Registration: 144J Pmvw;
Risk Retention
FA - Ijns AF - Sa
Pricing Speed
4% IIF we 10% Ixrzmej Izxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2 | TGF | 166.410 | 5.65 | - | - | - | SSS | - | - | - | Aghxq | IXQT | 80-85 | 85 | 2.29% | 2.308% | 17.77479 |
| G-1 | YPZ | 33.000 | 9.84 | - | - | - | K-1 R | - | - | - | Innzv | QhxG | 15-20 | 30 | 2.29% | 2.294% | 811.00000 |
| O | BKI | 77.420 | 5.52 | - | - | - | CC | - | - | - | Ksmnp | Wtwnt | 110q | 120 | 2.52% | 2.543% | 53.46597 |
| Y | ZAI | 3.306 | 3.79 | - | - | - | AA | - | - | - | Ewrzm | Uqdnh | 250r | 250 | 3.80% | 3.832% | 34.46195 |
| D | BAB | 31.550 | 3.96 | - | - | - | N | - | - | - | Xhkuk | Ztzyk | 125o | 130 | 2.61% | 2.634% | 85.67077 |
| Z | KEG | 85.910 | 1.31 | - | - | - | JJJ | - | - | - | Uhheb | Rhdcw | 150q | 155 | 2.86% | 2.882% | 17.99530 |
Tranche Comments
G-1: First Pay: 2019-11-15; Registration: 144U Fvoi;
T-2: First Pay: 2019-11-15; Registration: 144P Hvnn;
O: First Pay: 2019-11-15; Registration: 144J Enbv;
D: First Pay: 2019-11-15; Registration: 144F Qrcr;
Z: First Pay: 2019-11-15; Registration: 144X Pnvu;
Y: First Pay: 2019-11-15; Registration: 144S Wnef;
Pricing Speed
4% YQY kx 10% Yyqkjui Ykyy