| 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 |
|---|
| S | ZQJ | 46.300 | 5.49 | Xoo2 | - | - | C | - | - | - | Fhtqv | Ekgcn | 125-130 | 130 | 2.30% | 2.312% | 10.30832 |
| D-1 | YLV | 23.520 | 4.92 | XU | - | - | K-1 Q | - | - | - | Gfiuc | KdcX | 15-20 | 15 | 0.30% | 0.302% | 402.00000 |
| T | BSM | 52.650 | 6.39 | D1 | - | - | ZZ | - | - | - | Gyjvu | Wdloh | 95-100 | 90 | 1.82% | 1.835% | 28.31665 |
| E | KXU | 45.333 | 1.83 | QH | - | - | QQ (Q) | - | - | - | Wfqoi | Ylmli | 450e | 425 | 5.21% | 5.270% | 93.95530 |
| D-2 | YXD | 317.890 | 6.75 | Ezz | - | - | ZZZ | - | - | - | Qfmxg | RLQT | 65-68 | 60 | 1.10% | 1.107% | 71.67995 |
| Q | VJG | 34.900 | 7.45 | LT | - | - | GGG | - | - | - | Whlsy | Nmcpl | 180-190 | 175 | 2.75% | 2.770% | 69.98380 |
Tranche Comments
D-1: First Pay: 2021-11-15; Registration: 144X Xgqk;
D-2: First Pay: 2021-11-15; Registration: 144G Gqgh;
T: First Pay: 2021-11-15; Registration: 144D Vqdd;
S: First Pay: 2021-11-15; Registration: 144A Hkzq;
Q: First Pay: 2021-11-15; Registration: 144U Bpch;
E: First Pay: 2021-11-15; Registration: 144S Shgx;
Risk Retention
TP - Jue, WT - Ux
Pricing Speed
4% QBG qx 10% Qgaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | USG | 945.360 | 8.42 | - | - | - | III | - | - | - | Nqnnj | TVQO | 90-100 | 130 | 1.37% | 1.524% | 98.10000 |
| K | LSE | 5.390 | 8.96 | - | - | - | RRR | - | - | - | Sprqw | Aghlc | 290t | 290 | 3.13% | 3.159% | 37.34268 |
| E | GRD | 6.450 | 2.70 | - | - | - | E | - | - | - | Bsfyh | Kumwb | 200k | 200 | 2.24% | 2.258% | 55.29223 |
| F | UZD | 4.298 | 2.35 | - | - | - | SS | - | - | - | Ctkjj | Djhhg | 500x | 675 | 5.43% | 7.009% | 24.23168 |
| N | FPU | 2.920 | 4.41 | - | - | - | TT | - | - | - | Gngsb | Ldkpm | 150m | 160 | 1.84% | 1.850% | 12.61671 |
Tranche Comments
N: First Pay: 2020-10-15; Registration: 144Q Hphk;
N: First Pay: 2020-10-15; Registration: 144Q Ljuq;
E: First Pay: 2020-10-15; Registration: 144V Fzdi;
K: First Pay: 2020-10-15; Registration: 144Q Zhlr;
F: First Pay: 2020-10-15; Registration: 144H Ooem;
Risk Retention
AH - Itmn GA - Rj
Pricing Speed
4% DML mi 10% Dltmbxu Dmll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-2 | VXK | 719.770 | 4.94 | - | - | - | PPP | - | - | - | Dhhwc | ILDG | 80-85 | 85 | 2.29% | 2.308% | 71.37002 |
| K | WRI | 94.170 | 3.25 | - | - | - | DDD | - | - | - | Logxz | Pfrfo | 150v | 155 | 2.86% | 2.882% | 24.29348 |
| A-1 | YJD | 85.000 | 7.39 | - | - | - | A-1 O | - | - | - | Unjuz | TkiG | 15-20 | 30 | 2.29% | 2.294% | 413.00000 |
| B | EYK | 58.250 | 5.83 | - | - | - | QQ | - | - | - | Fqygt | Texmc | 110o | 120 | 2.52% | 2.543% | 97.11899 |
| L | KXF | 3.689 | 8.97 | - | - | - | BB | - | - | - | Srflt | Xeekm | 250y | 250 | 3.80% | 3.832% | 81.53979 |
| H | NEG | 44.890 | 1.80 | - | - | - | A | - | - | - | Zqast | Bhnyd | 125v | 130 | 2.61% | 2.634% | 96.71288 |
Tranche Comments
A-1: First Pay: 2019-11-15; Registration: 144N Cals;
P-2: First Pay: 2019-11-15; Registration: 144X Xwhk;
B: First Pay: 2019-11-15; Registration: 144P Atwe;
H: First Pay: 2019-11-15; Registration: 144F Sgbc;
K: First Pay: 2019-11-15; Registration: 144N Pbil;
L: First Pay: 2019-11-15; Registration: 144M Hwaa;
Pricing Speed
4% ETW bc 10% Evjfscr Efvv