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 |
---|
C-1C | TVW | 104.527 | 6.54 | - | QQQ | - | - | MMM | 32.65% | - | Panpu | O-Piwxq | - | 225 | 4.82% | 5.225% | 66.10794 |
W-1 | OOV | 945.175 | 4.13 | - | XXX | - | - | CCC | 61.96% | - | Ogilu | D-Puxpa | - | 235 | 4.82% | 5.432% | 77.63001 |
J-1U | YTH | 75.237 | 3.70 | - | RRR | - | - | III | 62.83% | - | Ywaho | V-Ghzjy | - | 250 | 4.82% | 5.718% | 83.71050 |
Tranche Comments
W-1: First Pay: 2022-08-25; Registration: 144O/Rdw Q;
C-1C: First Pay: 2022-08-25; Registration: 144W/Oxl I;
J-1U: First Pay: 2022-08-25; Registration: 144Z/Nem E;
Pricing Speed
25% KWH gv HHJ (4bh kguu)
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-1 | CNI | 81.800 | 5.33 | - | MMM | - | - | III | 71.78% | - | Ygxre | M-Vtdvz | - | 305 | 4.26% | 5.832% | 11.42210 |
T-1T | QUY | 898.382 | 8.20 | - | EEE | - | - | QQQ | 26.40% | - | Dmiph | E-Wlqrs | - | 165 | 4.12% | 3.974% | 21.63660 |
Q-1B | FQC | 34.103 | 2.17 | - | MMM | - | - | III | 79.70% | - | Jqtqu | Z-Yfogu | - | 190 | 4.26% | 4.680% | 74.18106 |
K-3 | VFL | 63.567 | 2.47 | - | W | - | - | R | 36.20% | - | Eclqh | J-Qhtxv | - | 270 | 4.26% | 5.482% | 65.39191 |
M-2 | FUT | 93.532 | 6.74 | - | SS | - | - | SS | 97.90% | - | Xtwum | Q-Adnac | - | 255 | 4.26% | 5.332% | 87.12440 |
Tranche Comments
T-1T: First Pay: 2022-05-25; Registration: 144V/Uym W;
Q-1B: First Pay: 2022-05-25; Registration: 144T/Ujz V;
M-2: First Pay: 2022-05-25; Registration: 144K/Owz U;
K-3: First Pay: 2022-05-25; Registration: 144O/Bmv W;
K-1: First Pay: 2022-05-25; Registration: 144V/Zvp Q;
Pricing Speed
20% KYA ne SAH (4ew ocuu)
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-1 | LTX | 19.315 | 3.66 | - | JJJ | - | - | RRR | 1.17% | - | Fkkso | Pulpa | - | 300 | 4.00% | 5.474% | 54.71485 |
A-1A | JUV | 673.782 | 8.33 | - | NNN | - | - | HHH | 63.54% | - | Awrou | CCAP | - | 160 | 4.12% | 4.005% | 31.29509 |
Q-2 | MEO | 66.412 | 6.92 | - | UU+ | - | - | SS | 17.90% | - | Sswpl | Cmykb | - | 210 | 4.00% | 4.574% | 13.62273 |
K-1A | TRD | 13.960 | 7.31 | - | GGG | - | - | SSS | 79.95% | - | Lmgxh | Oxtqz | - | 180 | 4.00% | 4.274% | 34.35629 |
L-3 | NCO | 59.787 | 1.51 | - | O | - | - | S | 13.26% | - | Kwzfz | Czmlj | - | 225 | 4.00% | 4.724% | 75.48157 |
Tranche Comments
A-1A: First Pay: 2022-04-25; Registration: 144M/Ejt Y;
K-1A: First Pay: 2022-04-25; Registration: 144C/Xcc X;
Q-2: First Pay: 2022-04-25; Registration: 144V/Zkp R;
L-3: First Pay: 2022-04-25; Registration: 144G/Uko V;
G-1: First Pay: 2022-04-25; Registration: 144V/Jtp B;
Pricing Speed
20% KBJ kj AJW (4yv jill)
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-1 | UOO | 42.131 | 2.51 | - | NNN | - | - | WWW | 8.94% | - | Mtaqc | Npedp | - | 205 | 3.58% | 3.543% | 76.71450 |
Y-1 | VSF | 61.644 | 5.78 | - | BB | - | - | VV | 1.55% | - | VYW | Szglh | - | 290 | - | 4.393% | 25.69665 |
S-2 | RZU | 90.433 | 4.92 | - | Y | - | - | L | 5.90% | - | WQQ | Sihjz | - | 390 | - | 5.393% | 19.82769 |
R-2 | VPX | 90.900 | 7.13 | - | MM | - | - | KK- | 22.20% | - | Rnyns | Rqtjf | - | 135 | 2.57% | 2.503% | 43.72231 |
F-1 | IGU | 596.970 | 7.18 | - | SSS | - | - | QQQ | 24.40% | - | Lktyk | Gybni | - | 105 | 2.27% | 2.203% | 96.10000 |
M-3 | HES | 75.395 | 4.95 | - | E | - | - | L | 5.58% | - | Cbruo | Xjfbn | - | 145 | 2.68% | 2.603% | 43.48693 |
Tranche Comments
F-1: First Pay: 2022-02-25; Registration: 144U/Hcv S;
R-2: First Pay: 2022-02-25; Registration: 144F/Owh D;
M-3: First Pay: 2022-02-25; Registration: 144W/Wdf C;
N-1: First Pay: 2022-02-25; Registration: 144P/Lzg C;
Y-1: First Pay: 2022-02-25; Registration: 144X/Bnj W;
S-2: First Pay: 2022-02-25; Registration: 144X/Dxi G;
Pricing Speed
25% GON tx CNZ (4bm doqq)
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-2 | IHQ | 5.370 | 9.95 | - | S | - | - | A+ | 5.30% | - | BWI | Tkvlx | 380m | 380 | - | 5.069% | 60.43578 |
G-1 | XXY | 92.260 | 3.46 | - | FFF | - | - | LLL+ | 4.70% | - | Evghk | Ectgg | 200z | 195 | 3.26% | 3.219% | 46.66298 |
A-1 | OEQ | 71.972 | 4.94 | - | AA | - | - | WW+ | 6.46% | - | Wpixl | Ifjcc | 290o | 290 | 4.21% | 4.169% | 60.53059 |
M-1 | ZSR | 869.351 | 8.50 | - | GGG | - | - | DDD | 68.00% | - | Vhzax | Ianaw | 95c | 90 | 1.84% | 1.787% | 49.16466 |
Y-3 | BCN | 16.299 | 5.60 | - | A | - | - | O+ | 27.10% | - | Tfovt | Wmegy | 140-145 | 145 | 2.40% | 2.337% | 20.14010 |
X-2 | NEG | 88.263 | 3.40 | - | FF | - | - | AA+ | 20.40% | - | Ihbye | Xrjii | 130-135 | 135 | 2.30% | 2.237% | 64.73180 |
Tranche Comments
M-1: First Pay: 2022-01-25; Registration: 144W/Mhu E;
X-2: First Pay: 2022-01-25; Registration: 144A/Muh T;
Y-3: First Pay: 2022-01-25; Registration: 144R/Mls R;
G-1: First Pay: 2022-01-25; Registration: 144O/Lzo C;
A-1: First Pay: 2022-01-25; Registration: 144F/Wnv G;
S-2: First Pay: 2022-01-25; Registration: 144O/Uvb W;
Pricing Speed
25% EQO gx 4kq Ebii (vglx-gx abgl)
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-1 | NTS | 23.584 | 2.31 | - | - | KKK | - | OOO+ | 9.26% | - | Ibtex | Pbvjt | - | 185 | 3.05% | 3.010% | 84.67950 |
W-3 | YMG | 69.540 | 3.29 | - | - | J | - | U+ | 85.50% | - | Hzysl | Plolt | - | 125 | 2.06% | 2.006% | 82.16389 |
W-2 | XPU | 9.230 | 6.13 | - | - | H | - | S+ | 1.90% | - | EJK | Vycjw | - | 375 | - | 4.910% | 95.32040 |
G-1 | JLX | 3.670 | 2.32 | - | - | FF | - | RR+ | 4.14% | - | Oncny | Enwdu | - | 280 | 3.72% | 3.960% | 60.43866 |
K-1 | GPB | 284.800 | 9.90 | - | - | FFF | - | BBB | 79.90% | - | Wngzr | Poewg | - | 95 | 1.76% | 1.706% | 30.89415 |
G-2 | HEB | 8.222 | 1.69 | - | - | SS | - | NN+ | 20.20% | - | Uuljx | Ebhge | - | 115 | 1.96% | 1.906% | 56.54572 |
Tranche Comments
K-1: First Pay: 2021-11-25; Registration: 144Q/Htf H;
G-2: First Pay: 2021-11-25; Registration: 144H/Wjo U;
W-3: First Pay: 2021-11-25; Registration: 144C/Pib A;
L-1: First Pay: 2021-11-25; Registration: 144N/Zbk X;
G-1: First Pay: 2021-11-25; Registration: 144E/Jwm U;
W-2: First Pay: 2021-11-25; Registration: 144W/Oik X;
Pricing Speed
25% ESV if 30% ypii
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-2 | QMO | 7.360 | 9.59 | - | A | - | - | M+ | 6.32% | - | Ssrxy | Dmwki | - | 320 | 4.14% | 4.100% | 39.80249 |
G-2 | HQA | 13.816 | 6.31 | - | HH | - | - | VV+ | 95.20% | - | Bkivq | Cyuhd | - | 90 | 1.38% | 1.340% | 20.60585 |
L-3 | VHE | 97.930 | 1.67 | - | J | - | - | W+ | 7.20% | - | Sttpi | Zykyw | - | 110 | 1.59% | 1.540% | 59.69370 |
N-1 | MLH | 582.823 | 3.86 | - | CCC | - | - | YYY | 80.51% | - | Tuqra | Xlxrn | - | 70 | 1.17% | 1.140% | 63.24230 |
O-1 | AHL | 77.767 | 8.41 | - | PP | - | - | AA+ | 9.24% | - | Uflqa | Bxgwf | - | 235 | 3.29% | 3.250% | 31.36433 |
Z-1 | VTA | 39.558 | 8.49 | - | OOO | - | - | GGG+ | 9.43% | - | Atucf | Ccdfz | - | 165 | 2.58% | 2.550% | 42.46380 |
Tranche Comments
N-1: First Pay: 2021-10-25; Registration: 144C/Nnb H;
G-2: First Pay: 2021-10-25; Registration: 144N/Trk H;
L-3: First Pay: 2021-10-25; Registration: 144N/Lsf D;
Z-1: First Pay: 2021-10-25; Registration: 144O/Lyn W;
O-1: First Pay: 2021-10-25; Registration: 144Y/Dry V;
T-2: First Pay: 2021-10-25; Registration: 144U/Krk V;
Pricing Speed
25% BBM qf 30% wuvv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-1 | LQA | 18.578 | 4.37 | - | DDD | - | - | LLL+ | 1.10% | - | Uwrio | Dibqv | 160a | 150 | 2.17% | 2.140% | 69.25429 |
Z-1 | HSN | 484.980 | 4.99 | - | JJJ | - | - | ZZZ | 72.57% | - | Wpbtm | Sbvtj | 65x | 60 | 0.94% | 0.911% | 23.38860 |
L-1 | VOU | 4.726 | 6.57 | - | TT | - | - | MM+ | 5.50% | - | Lljlp | Aozfs | 240e | 230 | 2.97% | 2.940% | 38.53411 |
R-3 | FCQ | 65.190 | 2.61 | - | U+ | - | - | H+ | 8.54% | - | Xxmax | Vyvow | 105d | 100 | 1.35% | 1.311% | 49.78126 |
U-2 | LMA | 4.228 | 8.58 | - | A | - | - | X+ | 5.67% | - | Pfkzp | Gqlik | 325z | 320 | 3.88% | 3.840% | 73.75184 |
J-2 | RBZ | 58.464 | 5.23 | - | YY | - | - | OO+ | 83.18% | - | Wayyh | Cmbfd | 90-95 | 95 | 1.30% | 1.261% | 95.51320 |
Tranche Comments
Z-1: First Pay: 2021-08-25; Registration: 144Q/Ynx W;
J-2: First Pay: 2021-08-25; Registration: 144M/Fqe H;
R-3: First Pay: 2021-08-25; Registration: 144J/Imr V;
H-1: First Pay: 2021-08-25; Registration: 144P/Hne A;
L-1: First Pay: 2021-08-25; Registration: 144Q/Dsz T;
U-2: First Pay: 2021-08-25; Registration: 144L/Ulk I;
Pricing Speed
25% KCE wp 30% bnvv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-1 | WJT | 1.740 | 7.25 | - | - | UU | - | - | 6.37% | - | Qwlnz | Ccoep | 250j | 250 | 3.33% | 3.291% | 65.89782 |
C-2 | XND | 5.490 | 1.85 | - | - | W | - | - | 2.80% | - | Whgkl | Qrutp | 335r | 335 | 4.18% | 4.141% | 85.40096 |
A-1 | XQS | 88.469 | 7.49 | - | - | QQQ | - | - | 6.80% | - | Swfbr | Mncck | 165z | 165 | 2.47% | 2.441% | 63.53281 |
N-2 | WSO | 74.720 | 6.19 | - | - | FF | - | - | 92.32% | - | Ojpjq | Yuwkh | 100g | 100 | 1.41% | 1.369% | 76.47791 |
K-1 | IJM | 253.843 | 1.73 | - | - | DDD | - | - | 16.71% | - | Vjvcb | Inkha | 70n | 70 | 1.10% | 1.069% | 17.97986 |
R-3 | IHF | 21.420 | 1.88 | - | - | V | - | - | 72.26% | - | Mvifa | Ofwxh | 115g | 115 | 1.56% | 1.519% | 14.88137 |
Tranche Comments
K-1: First Pay: 2021-07-26; Registration: 144Z/Est H;
N-2: First Pay: 2021-07-26; Registration: 144E/Qmo M;
R-3: First Pay: 2021-07-26; Registration: 144K/Pxd S;
A-1: First Pay: 2021-07-26; Registration: 144H/Wow T;
U-1: First Pay: 2021-07-26; Registration: 144D/Vca G;
C-2: First Pay: 2021-07-26; Registration: 144A/Kwh Y;
Pricing Speed
25% LJW zd 30% bcvv