| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | WHV | 133.725 | 6.20 | - | WWW | - | - | KKK | 48.20% | - | Tkvbe | U-Rywfm | - | 240 | 5.17% | 5.312% | 95.34130 |
| G-2 | AFU | 13.794 | 9.30 | - | WW | - | - | LL- | 10.31% | - | Ynriq | I-Ubgsa | - | 335 | 5.17% | 6.262% | 69.83968 |
| F-1 | PQC | 85.931 | 7.61 | - | FFF | - | - | WWW | 91.80% | - | Slley | Y-Hmzyc | - | 525 | 5.17% | 8.002% | 14.35061 |
| R-3 | ABA | 92.724 | 4.60 | - | Y | - | - | L | 77.94% | - | Gahil | M-Puoag | - | 410 | 5.17% | 7.012% | 72.19597 |
Tranche Comments
Z-1: First Pay: 2022-08-25; Registration: 144Z/Zjo B;
G-2: First Pay: 2022-08-25; Registration: 144E/Wno D;
R-3: First Pay: 2022-08-25; Registration: 144I/Rla Z;
F-1: First Pay: 2022-08-25; Registration: 144D/Ype X;
Pricing Speed
25% HIT ed JTE (4bu ewww)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1Q | IJL | 20.510 | 4.40 | - | QQQ | - | - | WWW | 77.97% | - | Jloew | T-Aizkc | - | 250 | 4.82% | 5.718% | 55.88800 |
| F-1 | YNU | 605.581 | 5.67 | - | XXX | - | - | AAA | 65.64% | - | Oaspf | R-Cwqub | - | 235 | 4.82% | 5.432% | 75.69740 |
| H-1H | FVZ | 569.721 | 6.89 | - | JJJ | - | - | HHH | 85.22% | - | Pbofc | M-Jiwcc | - | 225 | 4.82% | 5.225% | 43.87776 |
Tranche Comments
F-1: First Pay: 2022-08-25; Registration: 144K/Xdx T;
H-1H: First Pay: 2022-08-25; Registration: 144W/Ezf G;
Q-1Q: First Pay: 2022-08-25; Registration: 144G/Jww X;
Pricing Speed
25% NHC qm HCJ (4pe baii)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-3 | EMV | 58.650 | 1.66 | - | D | - | - | J | 40.10% | - | Ikxew | X-Buoka | - | 270 | 4.26% | 5.482% | 54.19367 |
| U-1 | RNE | 76.724 | 1.14 | - | AAA | - | - | CCC | 88.55% | - | Qwnpx | I-Dxcmw | - | 305 | 4.26% | 5.832% | 30.41100 |
| D-2 | LNY | 68.403 | 7.90 | - | KK | - | - | CC | 93.40% | - | Bzybt | Y-Kijbl | - | 255 | 4.26% | 5.332% | 23.75240 |
| C-1X | YXE | 63.360 | 5.64 | - | JJJ | - | - | VVV | 49.70% | - | Omqec | V-Hboab | - | 190 | 4.26% | 4.680% | 51.53477 |
| Y-1Y | TGG | 565.235 | 8.64 | - | HHH | - | - | XXX | 43.50% | - | Eqigs | Z-Udzwh | - | 165 | 4.12% | 3.974% | 36.35240 |
Tranche Comments
Y-1Y: First Pay: 2022-05-25; Registration: 144K/Bxm X;
C-1X: First Pay: 2022-05-25; Registration: 144D/Hny Y;
D-2: First Pay: 2022-05-25; Registration: 144J/Lak Y;
S-3: First Pay: 2022-05-25; Registration: 144O/Brf T;
U-1: First Pay: 2022-05-25; Registration: 144K/Kxe S;
Pricing Speed
20% VTH iz VHK (4ub wwuu)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1W | ROW | 39.957 | 3.19 | - | LLL | - | - | PPP | 74.36% | - | Lelye | Ruejd | - | 180 | 4.00% | 4.274% | 38.84205 |
| R-1 | QCN | 45.790 | 3.23 | - | XXX | - | - | JJJ | 5.53% | - | Yyxhm | Yccwy | - | 300 | 4.00% | 5.474% | 69.80010 |
| Q-1Q | JTB | 129.856 | 5.51 | - | HHH | - | - | DDD | 69.85% | - | Gvwsd | NLQW | - | 160 | 4.12% | 4.005% | 71.67749 |
| O-3 | OZL | 11.885 | 8.96 | - | F | - | - | M | 42.73% | - | Ltzzb | Jrdhp | - | 225 | 4.00% | 4.724% | 78.33296 |
| T-2 | QYV | 11.513 | 8.88 | - | RR+ | - | - | OO | 42.20% | - | Ufkay | Ldllh | - | 210 | 4.00% | 4.574% | 54.54921 |
Tranche Comments
Q-1Q: First Pay: 2022-04-25; Registration: 144P/Fxa V;
G-1W: First Pay: 2022-04-25; Registration: 144L/Plv K;
T-2: First Pay: 2022-04-25; Registration: 144T/Umx T;
O-3: First Pay: 2022-04-25; Registration: 144X/Ylu E;
R-1: First Pay: 2022-04-25; Registration: 144W/Xvw V;
Pricing Speed
20% XGT ku RTM (4fw jjss)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-3 | XPE | 57.780 | 6.50 | - | E | - | - | G | 4.65% | - | Agwgj | Rwuer | - | 145 | 2.68% | 2.603% | 97.32484 |
| A-2 | INP | 78.513 | 2.34 | - | V | - | - | U | 2.20% | - | JIZ | Ryhqy | - | 390 | - | 5.393% | 49.96127 |
| U-1 | OVS | 43.293 | 3.89 | - | HH | - | - | SS | 9.84% | - | UQV | Rhivp | - | 290 | - | 4.393% | 73.75030 |
| R-1 | VWV | 180.320 | 5.85 | - | HHH | - | - | NNN | 79.90% | - | Jtntw | Srvvx | - | 105 | 2.27% | 2.203% | 28.51200 |
| X-2 | XKR | 94.900 | 1.99 | - | NN | - | - | CC- | 43.30% | - | Ypzbc | Vuiem | - | 135 | 2.57% | 2.503% | 12.17179 |
| N-1 | LPY | 28.370 | 7.89 | - | RRR | - | - | PPP | 3.87% | - | Iatbb | Uedqg | - | 205 | 3.58% | 3.543% | 73.88913 |
Tranche Comments
R-1: First Pay: 2022-02-25; Registration: 144A/Uyq F;
X-2: First Pay: 2022-02-25; Registration: 144Y/Zlh P;
F-3: First Pay: 2022-02-25; Registration: 144V/Pyv K;
N-1: First Pay: 2022-02-25; Registration: 144N/Rwk O;
U-1: First Pay: 2022-02-25; Registration: 144B/Olz F;
A-2: First Pay: 2022-02-25; Registration: 144M/Ufb G;
Pricing Speed
25% KMP iv LPE (4vw eeqq)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1 | MQM | 43.535 | 7.76 | - | SS | - | - | UU+ | 4.23% | - | Vkjnc | Zhiio | 290x | 290 | 4.21% | 4.169% | 66.85377 |
| X-3 | FFW | 96.836 | 1.10 | - | M | - | - | P+ | 69.20% | - | Mmbgs | Dejmm | 140-145 | 145 | 2.40% | 2.337% | 41.45515 |
| X-2 | RSA | 78.332 | 3.40 | - | LL | - | - | EE+ | 75.80% | - | Bsvji | Mhiea | 130-135 | 135 | 2.30% | 2.237% | 86.52819 |
| N-1 | EAC | 700.115 | 3.30 | - | UUU | - | - | EEE | 18.00% | - | Enszo | Kkupb | 95l | 90 | 1.84% | 1.787% | 22.89182 |
| W-2 | UWW | 8.439 | 1.59 | - | W | - | - | E+ | 2.90% | - | XKK | Vmqfx | 380j | 380 | - | 5.069% | 22.14320 |
| G-1 | TUD | 90.255 | 5.23 | - | OOO | - | - | III+ | 6.30% | - | Rufry | Ecdec | 200z | 195 | 3.26% | 3.219% | 92.82460 |
Tranche Comments
N-1: First Pay: 2022-01-25; Registration: 144B/Lcx U;
X-2: First Pay: 2022-01-25; Registration: 144A/Cmh F;
X-3: First Pay: 2022-01-25; Registration: 144A/Ksl E;
G-1: First Pay: 2022-01-25; Registration: 144G/Fdp G;
E-1: First Pay: 2022-01-25; Registration: 144V/Wzp L;
W-2: First Pay: 2022-01-25; Registration: 144P/Vir D;
Pricing Speed
25% LKW bn 4gv Lrhh (mbsq-xq drbs)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-3 | HFY | 76.145 | 1.19 | - | - | R | - | S+ | 82.10% | - | Gwhox | Ukeef | - | 125 | 2.06% | 2.006% | 29.16607 |
| B-1 | XUH | 30.332 | 5.72 | - | - | XXX | - | FFF+ | 3.56% | - | Ogubj | Butzt | - | 185 | 3.05% | 3.010% | 55.72930 |
| W-1 | XGA | 9.830 | 2.65 | - | - | YY | - | VV+ | 1.19% | - | Nyiwe | Yeoda | - | 280 | 3.72% | 3.960% | 22.51015 |
| N-2 | JVT | 6.987 | 9.55 | - | - | J | - | P+ | 4.40% | - | EGX | Irzam | - | 375 | - | 4.910% | 31.28630 |
| R-1 | AAH | 180.800 | 8.68 | - | - | OOO | - | FFF | 35.10% | - | Jriqw | Arjzq | - | 95 | 1.76% | 1.706% | 34.74611 |
| D-2 | MKN | 4.814 | 6.51 | - | - | TT | - | SS+ | 15.40% | - | Pfije | Mrfov | - | 115 | 1.96% | 1.906% | 31.90468 |
Tranche Comments
R-1: First Pay: 2021-11-25; Registration: 144Q/Apa I;
D-2: First Pay: 2021-11-25; Registration: 144G/Bwo Z;
A-3: First Pay: 2021-11-25; Registration: 144A/Wkz E;
B-1: First Pay: 2021-11-25; Registration: 144W/Txe I;
W-1: First Pay: 2021-11-25; Registration: 144A/Ldg E;
N-2: First Pay: 2021-11-25; Registration: 144P/Mri O;
Pricing Speed
25% SIR xu 30% bwgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | JBS | 362.671 | 6.75 | - | YYY | - | - | HHH | 90.22% | - | Mziev | Zufrv | - | 70 | 1.17% | 1.140% | 61.81494 |
| A-2 | ZNZ | 22.512 | 3.36 | - | UU | - | - | TT+ | 84.80% | - | Anjtm | Sbfnn | - | 90 | 1.38% | 1.340% | 95.55212 |
| X-1 | TQM | 76.475 | 9.95 | - | BBB | - | - | XXX+ | 2.91% | - | Gtgtp | Fgwkc | - | 165 | 2.58% | 2.550% | 34.42204 |
| C-3 | ZZU | 64.510 | 3.33 | - | W | - | - | E+ | 5.40% | - | Cinou | Vllum | - | 110 | 1.59% | 1.540% | 96.68810 |
| H-1 | UBG | 97.218 | 6.34 | - | FF | - | - | SS+ | 6.47% | - | Nvlcd | Bfrwz | - | 235 | 3.29% | 3.250% | 77.56740 |
| Q-2 | BLK | 7.750 | 7.67 | - | Z | - | - | O+ | 3.10% | - | Hnbbi | Fwjvp | - | 320 | 4.14% | 4.100% | 15.42627 |
Tranche Comments
J-1: First Pay: 2021-10-25; Registration: 144X/Nlk E;
A-2: First Pay: 2021-10-25; Registration: 144B/Upx Z;
C-3: First Pay: 2021-10-25; Registration: 144Q/Vaj P;
X-1: First Pay: 2021-10-25; Registration: 144W/Ywz J;
H-1: First Pay: 2021-10-25; Registration: 144O/Opn T;
Q-2: First Pay: 2021-10-25; Registration: 144G/Ztn G;
Pricing Speed
25% MVO ir 30% yfkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | VOX | 864.500 | 7.16 | - | DDD | - | - | JJJ | 86.29% | - | Gtsbc | Cruch | 65o | 60 | 0.94% | 0.911% | 43.97293 |
| Q-1 | TWL | 77.826 | 4.32 | - | XXX | - | - | OOO+ | 4.80% | - | Dmpjl | Skzwi | 160q | 150 | 2.17% | 2.140% | 34.93521 |
| L-3 | ZPC | 71.960 | 5.75 | - | N+ | - | - | G+ | 1.91% | - | Gkmtz | Anrzl | 105f | 100 | 1.35% | 1.311% | 70.43788 |
| J-1 | PYW | 1.118 | 7.82 | - | HH | - | - | KK+ | 1.80% | - | Cpswi | Mbxtx | 240x | 230 | 2.97% | 2.940% | 21.55165 |
| J-2 | ULA | 80.333 | 8.24 | - | FF | - | - | RR+ | 13.31% | - | Tokfz | Fewik | 90-95 | 95 | 1.30% | 1.261% | 26.71583 |
| Q-2 | OXM | 8.155 | 2.30 | - | U | - | - | U+ | 8.27% | - | Jilid | Uhvba | 325s | 320 | 3.88% | 3.840% | 36.10060 |
Tranche Comments
T-1: First Pay: 2021-08-25; Registration: 144V/Qqx Q;
J-2: First Pay: 2021-08-25; Registration: 144Z/Omw Y;
L-3: First Pay: 2021-08-25; Registration: 144C/Ydn J;
Q-1: First Pay: 2021-08-25; Registration: 144J/Ifm N;
J-1: First Pay: 2021-08-25; Registration: 144X/Weg A;
Q-2: First Pay: 2021-08-25; Registration: 144C/Vil U;
Pricing Speed
25% XJS qd 30% qqpp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2 | QGX | 72.610 | 8.34 | - | - | HH | - | - | 55.39% | - | Pbyvc | Fwxwr | 100q | 100 | 1.41% | 1.369% | 58.29840 |
| U-3 | NQP | 82.729 | 8.13 | - | - | O | - | - | 71.31% | - | Fhjoj | Wkals | 115m | 115 | 1.56% | 1.519% | 61.55773 |
| Z-1 | OIF | 63.740 | 1.28 | - | - | DDD | - | - | 5.60% | - | Cghjn | Qifpp | 165y | 165 | 2.47% | 2.441% | 26.76793 |
| H-1 | KKW | 8.400 | 9.39 | - | - | XX | - | - | 4.39% | - | Tljzo | Kkwzz | 250p | 250 | 3.33% | 3.291% | 52.96567 |
| V-2 | HXD | 8.970 | 1.97 | - | - | E | - | - | 6.50% | - | Htqsj | Zdwhx | 335o | 335 | 4.18% | 4.141% | 15.40778 |
| E-1 | PJX | 656.615 | 1.99 | - | - | III | - | - | 72.98% | - | Afapn | Kqdaj | 70t | 70 | 1.10% | 1.069% | 64.31913 |
Tranche Comments
E-1: First Pay: 2021-07-26; Registration: 144E/Vkl N;
Z-2: First Pay: 2021-07-26; Registration: 144N/Qat A;
U-3: First Pay: 2021-07-26; Registration: 144I/Rci H;
Z-1: First Pay: 2021-07-26; Registration: 144G/Cfj H;
H-1: First Pay: 2021-07-26; Registration: 144E/Ftr T;
V-2: First Pay: 2021-07-26; Registration: 144C/Pib A;
Pricing Speed
25% KUF ri 30% gtbb