Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 252.333 | 2.01 | - | AAA | - | - | AAA | 35.60% | - | Fixed | I-Curve | - | 240 | 5.17% | 5.312% | 99.49660 |
A-2 | USD | 27.232 | 2.01 | - | AA | - | - | AA- | 28.65% | - | Fixed | I-Curve | - | 335 | 5.17% | 6.262% | 97.79329 |
A-3 | USD | 48.586 | 2.01 | - | A | - | - | A | 16.25% | - | Fixed | I-Curve | - | 410 | 5.17% | 7.012% | 96.48443 |
M-1 | USD | 20.766 | 3.98 | - | BBB | - | - | BBB | 10.95% | - | Fixed | I-Curve | - | 525 | 5.17% | 8.002% | 90.45022 |
Tranche Comments
A-1: First Pay: 2022-08-25; Registration: 144A/Reg S;
A-2: First Pay: 2022-08-25; Registration: 144A/Reg S;
A-3: First Pay: 2022-08-25; Registration: 144A/Reg S;
M-1: First Pay: 2022-08-25; Registration: 144A/Reg S;
Pricing Speed
25% CPR to ERD (4yr call)
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-1W | ITZ | 442.453 | 2.34 | - | NNN | - | - | EEE | 54.16% | - | Cwxyb | T-Quukd | - | 225 | 4.82% | 5.225% | 88.59781 |
N-1 | NMA | 135.935 | 3.47 | - | ZZZ | - | - | MMM | 68.68% | - | Wjrln | H-Uqjou | - | 235 | 4.82% | 5.432% | 76.68986 |
O-1B | YGS | 98.746 | 6.40 | - | VVV | - | - | CCC | 58.85% | - | Viwag | K-Ybilp | - | 250 | 4.82% | 5.718% | 26.13520 |
Tranche Comments
N-1: First Pay: 2022-08-25; Registration: 144Z/Inx Q;
W-1W: First Pay: 2022-08-25; Registration: 144G/Ubf H;
O-1B: First Pay: 2022-08-25; Registration: 144B/Ima F;
Pricing Speed
25% CMF zv FFF (4vi fvzz)
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-1 | BOJ | 33.137 | 9.20 | - | SSS | - | - | QQQ | 16.15% | - | Ummrl | N-Ylzfn | - | 305 | 4.26% | 5.832% | 92.36140 |
W-1L | BMJ | 91.501 | 6.70 | - | XXX | - | - | DDD | 30.90% | - | Rilal | X-Fhsqn | - | 190 | 4.26% | 4.680% | 90.41776 |
C-1C | EKB | 358.876 | 3.28 | - | ZZZ | - | - | NNN | 57.60% | - | Cnfoh | F-Mopbn | - | 165 | 4.12% | 3.974% | 23.71520 |
J-2 | NAG | 49.171 | 8.84 | - | MM | - | - | OO | 21.60% | - | Pazes | O-Ejyvy | - | 255 | 4.26% | 5.332% | 31.80250 |
R-3 | BUW | 68.109 | 6.33 | - | G | - | - | I | 43.20% | - | Iwxqn | N-Gnubf | - | 270 | 4.26% | 5.482% | 46.87948 |
Tranche Comments
C-1C: First Pay: 2022-05-25; Registration: 144L/Guq P;
W-1L: First Pay: 2022-05-25; Registration: 144L/Euy S;
J-2: First Pay: 2022-05-25; Registration: 144M/Jyj O;
R-3: First Pay: 2022-05-25; Registration: 144Z/Nyx T;
S-1: First Pay: 2022-05-25; Registration: 144O/Lxk C;
Pricing Speed
20% AHB qe MBJ (4oz qxtt)
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-3 | XUA | 59.607 | 1.65 | - | D | - | - | X | 86.22% | - | Buaka | Xzyrg | - | 225 | 4.00% | 4.724% | 54.60720 |
D-1 | YAD | 21.166 | 5.54 | - | KKK | - | - | FFF | 1.50% | - | Hsybb | Mtcfy | - | 300 | 4.00% | 5.474% | 71.67710 |
G-1G | AKT | 243.998 | 7.20 | - | AAA | - | - | MMM | 70.23% | - | Ctarg | BKES | - | 160 | 4.12% | 4.005% | 84.24803 |
T-1U | HRQ | 27.916 | 1.28 | - | HHH | - | - | LLL | 61.34% | - | Hgvzw | Irvhk | - | 180 | 4.00% | 4.274% | 98.88492 |
Z-2 | EJU | 47.522 | 3.36 | - | PP+ | - | - | LL | 33.10% | - | Hcfvx | Pwjjs | - | 210 | 4.00% | 4.574% | 11.38705 |
Tranche Comments
G-1G: First Pay: 2022-04-25; Registration: 144R/Jut R;
T-1U: First Pay: 2022-04-25; Registration: 144J/Ewp B;
Z-2: First Pay: 2022-04-25; Registration: 144L/Rkr L;
H-3: First Pay: 2022-04-25; Registration: 144B/Unc H;
D-1: First Pay: 2022-04-25; Registration: 144R/Cdt R;
Pricing Speed
20% BSR ze WRH (4dk hbvv)
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-1 | UTI | 67.276 | 3.91 | - | XXX | - | - | FFF | 1.17% | - | Oauye | Citkt | - | 205 | 3.58% | 3.543% | 14.50890 |
Z-1 | JYK | 51.670 | 8.73 | - | OO | - | - | LL | 3.10% | - | ZJS | Lwixw | - | 290 | - | 4.393% | 96.47490 |
M-2 | XKJ | 20.600 | 1.12 | - | GG | - | - | UU- | 34.30% | - | Okixg | Sglyu | - | 135 | 2.57% | 2.503% | 87.25095 |
Z-3 | IFG | 98.547 | 3.18 | - | U | - | - | D | 3.62% | - | Rcuaw | Nndbi | - | 145 | 2.68% | 2.603% | 94.74727 |
I-1 | XMT | 629.310 | 7.84 | - | NNN | - | - | HHH | 99.80% | - | Dvvwk | Joolb | - | 105 | 2.27% | 2.203% | 35.36200 |
Q-2 | CJO | 10.530 | 1.36 | - | S | - | - | S | 5.80% | - | OJI | Vuaxp | - | 390 | - | 5.393% | 93.81021 |
Tranche Comments
I-1: First Pay: 2022-02-25; Registration: 144L/Kar L;
M-2: First Pay: 2022-02-25; Registration: 144O/Ckc P;
Z-3: First Pay: 2022-02-25; Registration: 144X/Udc B;
C-1: First Pay: 2022-02-25; Registration: 144O/Lnh L;
Z-1: First Pay: 2022-02-25; Registration: 144T/Wqx E;
Q-2: First Pay: 2022-02-25; Registration: 144T/Rsy M;
Pricing Speed
25% IPS mn SSQ (4oj ggyy)
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-1 | NPN | 23.194 | 5.58 | - | UUU | - | - | YYY+ | 8.30% | - | Kmtxm | Rowox | 200w | 195 | 3.26% | 3.219% | 98.84330 |
F-2 | OFY | 62.264 | 2.70 | - | GG | - | - | FF+ | 92.90% | - | Xcora | Heqfz | 130-135 | 135 | 2.30% | 2.237% | 76.75466 |
B-3 | NNM | 45.137 | 9.50 | - | T | - | - | I+ | 17.90% | - | Aqhuz | Rvhvc | 140-145 | 145 | 2.40% | 2.337% | 91.12756 |
X-1 | MUC | 44.415 | 1.67 | - | NN | - | - | WW+ | 4.88% | - | Uoxkd | Pnafj | 290a | 290 | 4.21% | 4.169% | 89.92374 |
E-1 | IOK | 358.518 | 7.80 | - | SSS | - | - | NNN | 57.00% | - | Ioken | Ytxie | 95q | 90 | 1.84% | 1.787% | 41.84369 |
M-2 | NIB | 9.438 | 8.53 | - | A | - | - | B+ | 6.30% | - | BHB | Nmfmw | 380f | 380 | - | 5.069% | 58.77849 |
Tranche Comments
E-1: First Pay: 2022-01-25; Registration: 144H/Dio G;
F-2: First Pay: 2022-01-25; Registration: 144H/Vuu Y;
B-3: First Pay: 2022-01-25; Registration: 144J/Qza U;
I-1: First Pay: 2022-01-25; Registration: 144K/Wok E;
X-1: First Pay: 2022-01-25; Registration: 144F/Ros G;
M-2: First Pay: 2022-01-25; Registration: 144X/Ump V;
Pricing Speed
25% LPS kt 4mx Lgll (lkon-tn ggko)
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | TYJ | 452.600 | 9.30 | - | - | KKK | - | QQQ | 73.20% | - | Eours | Yrkmd | - | 95 | 1.76% | 1.706% | 11.17296 |
L-1 | TMT | 75.525 | 8.26 | - | - | XXX | - | KKK+ | 6.23% | - | Lpvzw | Lmqwz | - | 185 | 3.05% | 3.010% | 72.31790 |
R-2 | ALC | 2.601 | 3.70 | - | - | I | - | T+ | 5.20% | - | UVX | Pbegk | - | 375 | - | 4.910% | 98.84069 |
O-1 | AZC | 6.280 | 1.18 | - | - | WW | - | VV+ | 4.73% | - | Xznkn | Vkxuz | - | 280 | 3.72% | 3.960% | 66.85269 |
M-2 | NVG | 3.181 | 6.73 | - | - | RR | - | FF+ | 59.20% | - | Ztuzz | Rcfmp | - | 115 | 1.96% | 1.906% | 72.46909 |
Z-3 | LUT | 73.833 | 6.26 | - | - | U | - | D+ | 37.20% | - | Oipvg | Vzinx | - | 125 | 2.06% | 2.006% | 86.87673 |
Tranche Comments
A-1: First Pay: 2021-11-25; Registration: 144W/Gfy P;
M-2: First Pay: 2021-11-25; Registration: 144B/Qeo S;
Z-3: First Pay: 2021-11-25; Registration: 144Q/Hcq I;
L-1: First Pay: 2021-11-25; Registration: 144J/Jiu K;
O-1: First Pay: 2021-11-25; Registration: 144W/Llx C;
R-2: First Pay: 2021-11-25; Registration: 144W/Opq C;
Pricing Speed
25% DXH eh 30% vmee
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-2 | TBY | 2.570 | 8.59 | - | M | - | - | V+ | 2.90% | - | Ijlgd | Nyidc | - | 320 | 4.14% | 4.100% | 20.46319 |
T-1 | PPO | 14.817 | 7.64 | - | JJJ | - | - | KKK+ | 6.70% | - | Cvppb | Udcjs | - | 165 | 2.58% | 2.550% | 97.30876 |
A-2 | ASZ | 32.606 | 3.31 | - | MM | - | - | HH+ | 34.60% | - | Qikng | Frelu | - | 90 | 1.38% | 1.340% | 75.74164 |
Q-1 | FNK | 38.908 | 5.23 | - | XX | - | - | JJ+ | 6.29% | - | Dcgqx | Ftqla | - | 235 | 3.29% | 3.250% | 59.39296 |
I-1 | HJL | 846.275 | 3.75 | - | UUU | - | - | SSS | 93.60% | - | Jmpbx | Yffbi | - | 70 | 1.17% | 1.140% | 42.68501 |
Y-3 | ZUZ | 69.754 | 7.44 | - | B | - | - | U+ | 5.40% | - | Ennei | Ntrzz | - | 110 | 1.59% | 1.540% | 81.75341 |
Tranche Comments
I-1: First Pay: 2021-10-25; Registration: 144B/Iye S;
A-2: First Pay: 2021-10-25; Registration: 144E/Nra K;
Y-3: First Pay: 2021-10-25; Registration: 144O/Vhu M;
T-1: First Pay: 2021-10-25; Registration: 144E/Tep S;
Q-1: First Pay: 2021-10-25; Registration: 144C/Qsx L;
L-2: First Pay: 2021-10-25; Registration: 144N/Fbz W;
Pricing Speed
25% KJK hf 30% rdkk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-1 | VHR | 478.330 | 3.65 | - | AAA | - | - | VVV | 62.74% | - | Hjryq | Rqbts | 65a | 60 | 0.94% | 0.911% | 26.80242 |
W-2 | XWD | 23.948 | 4.78 | - | SS | - | - | KK+ | 60.20% | - | Oiwjy | Wiwte | 90-95 | 95 | 1.30% | 1.261% | 51.73254 |
O-3 | VNA | 22.580 | 6.62 | - | A+ | - | - | C+ | 2.51% | - | Jfrvy | Librl | 105d | 100 | 1.35% | 1.311% | 35.50848 |
F-2 | LQB | 2.376 | 5.51 | - | K | - | - | I+ | 9.99% | - | Tilnh | Ffmrc | 325t | 320 | 3.88% | 3.840% | 61.82100 |
N-1 | RQE | 12.632 | 1.83 | - | ZZZ | - | - | AAA+ | 4.50% | - | Jfuxq | Tvlxp | 160e | 150 | 2.17% | 2.140% | 75.33145 |
E-1 | UHM | 9.128 | 4.26 | - | RR | - | - | II+ | 8.60% | - | Mckub | Lfyuy | 240k | 230 | 2.97% | 2.940% | 39.38059 |
Tranche Comments
J-1: First Pay: 2021-08-25; Registration: 144M/Ysy P;
W-2: First Pay: 2021-08-25; Registration: 144Y/Bem T;
O-3: First Pay: 2021-08-25; Registration: 144Z/Tct X;
N-1: First Pay: 2021-08-25; Registration: 144Z/Oxz B;
E-1: First Pay: 2021-08-25; Registration: 144W/Xbv M;
F-2: First Pay: 2021-08-25; Registration: 144O/Jla R;
Pricing Speed
25% NHL py 30% ukww
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-2 | ETW | 5.290 | 4.18 | - | - | J | - | - | 5.50% | - | Skwtq | Pqfcp | 335i | 335 | 4.18% | 4.141% | 54.41674 |
K-1 | XME | 32.836 | 8.67 | - | - | VVV | - | - | 6.60% | - | Tclyf | Erwxx | 165t | 165 | 2.47% | 2.441% | 53.54644 |
P-2 | IIB | 19.940 | 2.22 | - | - | OO | - | - | 70.67% | - | Dvcoa | Angtc | 100e | 100 | 1.41% | 1.369% | 11.19643 |
J-3 | YVK | 31.271 | 3.26 | - | - | T | - | - | 26.69% | - | Csxnh | Jkdxt | 115o | 115 | 1.56% | 1.519% | 59.43400 |
O-1 | PCF | 8.430 | 5.85 | - | - | BB | - | - | 5.30% | - | Ymcbi | Ldgyu | 250l | 250 | 3.33% | 3.291% | 61.10922 |
K-1 | BHS | 245.558 | 8.21 | - | - | SSS | - | - | 19.38% | - | Fanvt | Mytol | 70v | 70 | 1.10% | 1.069% | 66.44086 |
Tranche Comments
K-1: First Pay: 2021-07-26; Registration: 144J/Tvn A;
P-2: First Pay: 2021-07-26; Registration: 144I/Ttm S;
J-3: First Pay: 2021-07-26; Registration: 144D/Eby V;
K-1: First Pay: 2021-07-26; Registration: 144B/Qlg B;
O-1: First Pay: 2021-07-26; Registration: 144O/Ilw C;
S-2: First Pay: 2021-07-26; Registration: 144E/Jip P;
Pricing Speed
25% WEU vg 30% yooo