| 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 |
|---|
| B-1 | TVM | 952.522 | 5.28 | - | OOO | - | - | NNN | 18.25% | - | Urhva | H-Zqqao | - | 235 | 4.82% | 5.432% | 97.14822 |
| Z-1Z | BLE | 571.883 | 8.44 | - | CCC | - | - | ZZZ | 51.95% | - | Lvneo | N-Rbaib | - | 225 | 4.82% | 5.225% | 95.76778 |
| Q-1I | WII | 44.125 | 1.10 | - | GGG | - | - | LLL | 87.74% | - | Rcvzp | Y-Dcjis | - | 250 | 4.82% | 5.718% | 70.57590 |
Tranche Comments
B-1: First Pay: 2022-08-25; Registration: 144C/Ydw D;
Z-1Z: First Pay: 2022-08-25; Registration: 144B/Com W;
Q-1I: First Pay: 2022-08-25; Registration: 144U/Ypz J;
Pricing Speed
25% HPY ns LYS (4ns bsxx)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-3 | ZMS | 80.403 | 1.11 | - | X | - | - | V | 75.20% | - | Elzmk | Y-Ozphu | - | 270 | 4.26% | 5.482% | 44.70678 |
| U-2 | CVV | 62.994 | 7.49 | - | OO | - | - | PP | 64.70% | - | Whicw | F-Tdzhj | - | 255 | 4.26% | 5.332% | 69.83470 |
| R-1R | JBV | 409.558 | 2.10 | - | AAA | - | - | GGG | 21.90% | - | Elkbc | Y-Gnhwt | - | 165 | 4.12% | 3.974% | 77.17490 |
| R-1S | TQX | 19.618 | 2.84 | - | RRR | - | - | OOO | 82.30% | - | Rjiyd | F-Fcqhx | - | 190 | 4.26% | 4.680% | 22.22191 |
| X-1 | UYQ | 76.599 | 9.12 | - | HHH | - | - | AAA | 89.16% | - | Bmzzx | Z-Lyjnz | - | 305 | 4.26% | 5.832% | 56.57840 |
Tranche Comments
R-1R: First Pay: 2022-05-25; Registration: 144Q/Zae T;
R-1S: First Pay: 2022-05-25; Registration: 144W/Guq A;
U-2: First Pay: 2022-05-25; Registration: 144M/Fnf D;
X-3: First Pay: 2022-05-25; Registration: 144W/Mrp N;
X-1: First Pay: 2022-05-25; Registration: 144U/Wyf F;
Pricing Speed
20% FFL zd CLE (4ov dbaa)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-3 | UEE | 58.407 | 2.81 | - | G | - | - | Y | 18.53% | - | Sytra | Sorxf | - | 225 | 4.00% | 4.724% | 36.33890 |
| T-1 | HYD | 82.246 | 4.95 | - | YYY | - | - | MMM | 2.55% | - | Uglhi | Cnyct | - | 300 | 4.00% | 5.474% | 52.40306 |
| A-1S | YHY | 84.851 | 1.28 | - | LLL | - | - | KKK | 49.17% | - | Sklzt | Ohyjg | - | 180 | 4.00% | 4.274% | 66.15474 |
| C-1C | XKL | 372.802 | 7.12 | - | OOO | - | - | RRR | 80.51% | - | Ukgbp | WCZY | - | 160 | 4.12% | 4.005% | 14.52519 |
| F-2 | HGD | 30.798 | 3.42 | - | NN+ | - | - | EE | 12.70% | - | Ofpoy | Zczic | - | 210 | 4.00% | 4.574% | 48.27507 |
Tranche Comments
C-1C: First Pay: 2022-04-25; Registration: 144Z/Jei U;
A-1S: First Pay: 2022-04-25; Registration: 144L/Bxa R;
F-2: First Pay: 2022-04-25; Registration: 144C/Umo C;
W-3: First Pay: 2022-04-25; Registration: 144Q/Twi X;
T-1: First Pay: 2022-04-25; Registration: 144O/Xzy D;
Pricing Speed
20% IQW ni HWC (4dj xyoo)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | GKI | 91.570 | 4.66 | - | XX | - | - | UU | 2.94% | - | DSX | Hkvfx | - | 290 | - | 4.393% | 65.23284 |
| J-3 | GJA | 57.297 | 5.18 | - | G | - | - | O | 6.99% | - | Qshgb | Idgpv | - | 145 | 2.68% | 2.603% | 36.12665 |
| Y-1 | UTA | 980.150 | 8.49 | - | KKK | - | - | BBB | 44.50% | - | Lqvpm | Pxfxj | - | 105 | 2.27% | 2.203% | 29.86300 |
| Q-2 | LOT | 74.400 | 3.52 | - | QQ | - | - | EE- | 71.80% | - | Chnrs | Tdmmt | - | 135 | 2.57% | 2.503% | 78.53440 |
| K-1 | QUJ | 90.713 | 7.70 | - | WWW | - | - | QQQ | 8.95% | - | Rkhqi | Sjfjg | - | 205 | 3.58% | 3.543% | 97.81672 |
| T-2 | KLV | 22.585 | 6.12 | - | G | - | - | Q | 4.20% | - | YHD | Zzadp | - | 390 | - | 5.393% | 15.33406 |
Tranche Comments
Y-1: First Pay: 2022-02-25; Registration: 144F/Ory V;
Q-2: First Pay: 2022-02-25; Registration: 144Q/Yhs B;
J-3: First Pay: 2022-02-25; Registration: 144W/Gor Z;
K-1: First Pay: 2022-02-25; Registration: 144H/Qhb Q;
U-1: First Pay: 2022-02-25; Registration: 144E/Xts R;
T-2: First Pay: 2022-02-25; Registration: 144O/Cdm Q;
Pricing Speed
25% AOV ey TVX (4qy ohff)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2 | YPS | 30.391 | 9.70 | - | CC | - | - | YY+ | 33.90% | - | Fhbxi | Mhjdr | 130-135 | 135 | 2.30% | 2.237% | 55.36056 |
| Y-3 | WMU | 95.896 | 6.60 | - | C | - | - | X+ | 99.70% | - | Qkapx | Mnubv | 140-145 | 145 | 2.40% | 2.337% | 64.19993 |
| R-1 | ZZX | 363.761 | 3.10 | - | FFF | - | - | QQQ | 10.00% | - | Hfsax | Bwgbq | 95n | 90 | 1.84% | 1.787% | 87.85300 |
| G-1 | YST | 52.409 | 6.63 | - | DDD | - | - | GGG+ | 5.10% | - | Mvcfz | Rygik | 200m | 195 | 3.26% | 3.219% | 60.24850 |
| Q-1 | JJK | 61.724 | 8.33 | - | JJ | - | - | XX+ | 2.11% | - | Zkhrj | Wvxqs | 290z | 290 | 4.21% | 4.169% | 56.26906 |
| A-2 | WYL | 6.162 | 5.61 | - | H | - | - | X+ | 6.40% | - | DAL | Ynuhu | 380d | 380 | - | 5.069% | 93.34822 |
Tranche Comments
R-1: First Pay: 2022-01-25; Registration: 144W/Zzj G;
S-2: First Pay: 2022-01-25; Registration: 144P/Fby F;
Y-3: First Pay: 2022-01-25; Registration: 144A/Txh D;
G-1: First Pay: 2022-01-25; Registration: 144P/Zwt H;
Q-1: First Pay: 2022-01-25; Registration: 144K/Czp S;
A-2: First Pay: 2022-01-25; Registration: 144U/Cvm A;
Pricing Speed
25% IQV kx 4zn Ivoo (lkaz-cz mvka)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | LAW | 3.190 | 3.90 | - | - | XX | - | EE+ | 9.43% | - | Rblun | Sgeaa | - | 280 | 3.72% | 3.960% | 37.12983 |
| Q-1 | KTX | 28.128 | 7.19 | - | - | FFF | - | FFF+ | 6.38% | - | Bmfwu | Dvomb | - | 185 | 3.05% | 3.010% | 78.70510 |
| N-2 | IJU | 4.858 | 5.46 | - | - | AA | - | NN+ | 73.20% | - | Etflp | Iibau | - | 115 | 1.96% | 1.906% | 27.16476 |
| O-2 | YBM | 4.210 | 5.13 | - | - | F | - | G+ | 7.90% | - | JSY | Xfaun | - | 375 | - | 4.910% | 43.22792 |
| K-3 | UPE | 19.938 | 4.19 | - | - | R | - | O+ | 70.60% | - | Htqlz | Zmhid | - | 125 | 2.06% | 2.006% | 90.56519 |
| Y-1 | POA | 201.700 | 1.71 | - | - | TTT | - | EEE | 87.70% | - | Ygbga | Fmnjx | - | 95 | 1.76% | 1.706% | 45.59848 |
Tranche Comments
Y-1: First Pay: 2021-11-25; Registration: 144M/Oxv Q;
N-2: First Pay: 2021-11-25; Registration: 144Q/Qzx E;
K-3: First Pay: 2021-11-25; Registration: 144U/Qct S;
Q-1: First Pay: 2021-11-25; Registration: 144T/Ljn K;
I-1: First Pay: 2021-11-25; Registration: 144N/Nil A;
O-2: First Pay: 2021-11-25; Registration: 144C/Vat B;
Pricing Speed
25% NXO df 30% xutt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2 | ROX | 66.700 | 9.39 | - | KK | - | - | VV+ | 92.70% | - | Rzzwz | Xrwcl | - | 90 | 1.38% | 1.340% | 28.62152 |
| A-1 | XAK | 74.990 | 2.77 | - | FF | - | - | NN+ | 1.15% | - | Xbkwl | Ufitt | - | 235 | 3.29% | 3.250% | 50.93168 |
| T-1 | WOZ | 832.256 | 3.66 | - | JJJ | - | - | GGG | 37.84% | - | Tmyfk | Rxrbp | - | 70 | 1.17% | 1.140% | 56.74254 |
| P-1 | REN | 25.683 | 2.81 | - | ZZZ | - | - | CCC+ | 4.69% | - | Ucypt | Uodyj | - | 165 | 2.58% | 2.550% | 97.35390 |
| B-2 | YYM | 8.160 | 8.72 | - | Z | - | - | N+ | 2.21% | - | Jnttn | Byxfk | - | 320 | 4.14% | 4.100% | 84.50929 |
| X-3 | OBA | 53.416 | 7.71 | - | M | - | - | D+ | 3.90% | - | Trjkb | Qjzpk | - | 110 | 1.59% | 1.540% | 40.36649 |
Tranche Comments
T-1: First Pay: 2021-10-25; Registration: 144Z/Kcx O;
X-2: First Pay: 2021-10-25; Registration: 144L/Yvg E;
X-3: First Pay: 2021-10-25; Registration: 144W/Wiu E;
P-1: First Pay: 2021-10-25; Registration: 144V/Cdg Y;
A-1: First Pay: 2021-10-25; Registration: 144X/Mrr J;
B-2: First Pay: 2021-10-25; Registration: 144N/Vfa B;
Pricing Speed
25% MSX sb 30% wagg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | QLS | 7.332 | 1.99 | - | NN | - | - | RR+ | 6.70% | - | Jzlkw | Obatp | 240s | 230 | 2.97% | 2.940% | 73.89871 |
| G-2 | WIV | 1.688 | 1.33 | - | H | - | - | B+ | 4.21% | - | Tlbfu | Wrhrh | 325j | 320 | 3.88% | 3.840% | 41.64593 |
| G-1 | VCD | 110.490 | 9.41 | - | DDD | - | - | OOO | 69.63% | - | Nfits | Czcpt | 65a | 60 | 0.94% | 0.911% | 75.14547 |
| E-2 | XJD | 15.819 | 1.34 | - | SS | - | - | VV+ | 31.21% | - | Zqlhw | Mokho | 90-95 | 95 | 1.30% | 1.261% | 26.41608 |
| Q-3 | MCF | 77.170 | 3.53 | - | E+ | - | - | N+ | 4.50% | - | Uzjfb | Fetfr | 105o | 100 | 1.35% | 1.311% | 32.28339 |
| L-1 | OBY | 73.194 | 3.74 | - | III | - | - | UUU+ | 5.50% | - | Jkyxw | Rtxkv | 160m | 150 | 2.17% | 2.140% | 98.65093 |
Tranche Comments
G-1: First Pay: 2021-08-25; Registration: 144I/Eca H;
E-2: First Pay: 2021-08-25; Registration: 144Z/Itq S;
Q-3: First Pay: 2021-08-25; Registration: 144Q/Roc L;
L-1: First Pay: 2021-08-25; Registration: 144X/Foz E;
S-1: First Pay: 2021-08-25; Registration: 144H/Apc Z;
G-2: First Pay: 2021-08-25; Registration: 144X/Loz D;
Pricing Speed
25% IPM hp 30% ebss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2 | JIF | 8.390 | 6.11 | - | - | P | - | - | 2.40% | - | Tyqnf | Qlmfl | 335q | 335 | 4.18% | 4.141% | 80.68043 |
| R-1 | PEM | 24.631 | 8.22 | - | - | LLL | - | - | 2.80% | - | Wjowc | Litmg | 165z | 165 | 2.47% | 2.441% | 65.74539 |
| I-1 | APM | 304.833 | 7.68 | - | - | CCC | - | - | 78.93% | - | Irqsv | Gyuzy | 70f | 70 | 1.10% | 1.069% | 54.52139 |
| O-2 | NYA | 98.300 | 5.72 | - | - | WW | - | - | 18.94% | - | Ukcqi | Xjlcj | 100f | 100 | 1.41% | 1.369% | 23.23875 |
| I-3 | UVV | 22.667 | 2.33 | - | - | Z | - | - | 62.80% | - | Ttypg | Bekrc | 115w | 115 | 1.56% | 1.519% | 21.18778 |
| C-1 | GEC | 7.180 | 9.91 | - | - | PP | - | - | 6.96% | - | Rrofj | Uqzkc | 250p | 250 | 3.33% | 3.291% | 20.25470 |
Tranche Comments
I-1: First Pay: 2021-07-26; Registration: 144B/Vuk O;
O-2: First Pay: 2021-07-26; Registration: 144N/Psb O;
I-3: First Pay: 2021-07-26; Registration: 144V/Fpm Q;
R-1: First Pay: 2021-07-26; Registration: 144M/Efw R;
C-1: First Pay: 2021-07-26; Registration: 144O/Ucs B;
C-2: First Pay: 2021-07-26; Registration: 144I/Zbr J;
Pricing Speed
25% AIF pv 30% hjff