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 |
---|
K-1U | VGZ | 89.518 | 3.60 | - | KKK | - | - | JJJ | 28.74% | - | Tqxjy | N-Zlimx | - | 250 | 4.82% | 5.718% | 94.50410 |
I-1I | VGC | 261.633 | 3.84 | - | AAA | - | - | YYY | 61.85% | - | Afrih | P-Uqjsv | - | 225 | 4.82% | 5.225% | 53.46613 |
R-1 | FUH | 307.944 | 4.39 | - | RRR | - | - | XXX | 99.37% | - | Cwmpw | E-Lzdjp | - | 235 | 4.82% | 5.432% | 27.97772 |
Tranche Comments
R-1: First Pay: 2022-08-25; Registration: 144H/Ywg K;
I-1I: First Pay: 2022-08-25; Registration: 144V/Llh N;
K-1U: First Pay: 2022-08-25; Registration: 144T/Djn Z;
Pricing Speed
25% ZTO vk VOR (4xt xuqq)
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-1A | YOK | 23.584 | 1.65 | - | TTT | - | - | FFF | 63.30% | - | Suqyn | Z-Ybpjv | - | 190 | 4.26% | 4.680% | 67.17140 |
H-2 | BYF | 78.614 | 3.60 | - | FF | - | - | GG | 28.90% | - | Qlwir | P-Tqtfa | - | 255 | 4.26% | 5.332% | 82.66660 |
P-3 | OVB | 26.742 | 5.14 | - | Y | - | - | T | 32.40% | - | Qjyhn | Q-Ankab | - | 270 | 4.26% | 5.482% | 36.32173 |
V-1 | BUB | 92.683 | 2.31 | - | WWW | - | - | XXX | 38.38% | - | Ekmcr | L-Tlmyx | - | 305 | 4.26% | 5.832% | 57.34880 |
Z-1Z | AQU | 422.301 | 8.29 | - | III | - | - | XXX | 24.30% | - | Qiwvr | T-Fauhx | - | 165 | 4.12% | 3.974% | 40.68430 |
Tranche Comments
Z-1Z: First Pay: 2022-05-25; Registration: 144C/Plw P;
P-1A: First Pay: 2022-05-25; Registration: 144K/Lli T;
H-2: First Pay: 2022-05-25; Registration: 144A/Aqt K;
P-3: First Pay: 2022-05-25; Registration: 144K/Ttd P;
V-1: First Pay: 2022-05-25; Registration: 144G/Mmh L;
Pricing Speed
20% OMI bs OIO (4zv tdtt)
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-3 | JTC | 38.160 | 8.98 | - | L | - | - | G | 75.77% | - | Qwnby | Hmkxp | - | 225 | 4.00% | 4.724% | 27.15320 |
H-1G | BZF | 31.755 | 3.69 | - | GGG | - | - | OOO | 58.92% | - | Plfcq | Xfkde | - | 180 | 4.00% | 4.274% | 68.71282 |
P-1P | GEO | 819.622 | 7.55 | - | PPP | - | - | CCC | 30.48% | - | Bwcts | CJZC | - | 160 | 4.12% | 4.005% | 66.25618 |
S-1 | KOW | 77.120 | 8.37 | - | WWW | - | - | YYY | 6.89% | - | Kailk | Fvkzo | - | 300 | 4.00% | 5.474% | 79.66395 |
D-2 | HXQ | 49.643 | 2.81 | - | JJ+ | - | - | PP | 35.90% | - | Ciere | Mmrvr | - | 210 | 4.00% | 4.574% | 48.32749 |
Tranche Comments
P-1P: First Pay: 2022-04-25; Registration: 144F/Rvc F;
H-1G: First Pay: 2022-04-25; Registration: 144C/Vbp V;
D-2: First Pay: 2022-04-25; Registration: 144A/Fvi S;
B-3: First Pay: 2022-04-25; Registration: 144C/Ixf P;
S-1: First Pay: 2022-04-25; Registration: 144K/Qxi J;
Pricing Speed
20% NWR gn BRL (4ix ruii)
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-1 | GOS | 64.307 | 5.40 | - | CC | - | - | AA | 2.96% | - | ILW | Bigek | - | 290 | - | 4.393% | 55.22350 |
F-1 | NOY | 931.880 | 7.22 | - | TTT | - | - | RRR | 83.60% | - | Alpkj | Wrtlk | - | 105 | 2.27% | 2.203% | 90.74700 |
E-2 | ZOU | 43.800 | 3.46 | - | NN | - | - | HH- | 11.90% | - | Bjbgn | Eudxh | - | 135 | 2.57% | 2.503% | 66.55674 |
E-3 | ZIV | 12.886 | 2.45 | - | B | - | - | G | 8.43% | - | Ppila | Ckxan | - | 145 | 2.68% | 2.603% | 93.60899 |
I-1 | MFP | 95.644 | 9.86 | - | VVV | - | - | WWW | 9.45% | - | Quuvm | Ylwhm | - | 205 | 3.58% | 3.543% | 71.50788 |
K-2 | KGV | 17.696 | 3.91 | - | K | - | - | Q | 2.20% | - | VIP | Wjqdc | - | 390 | - | 5.393% | 98.34200 |
Tranche Comments
F-1: First Pay: 2022-02-25; Registration: 144K/Gwn W;
E-2: First Pay: 2022-02-25; Registration: 144Z/Tuq K;
E-3: First Pay: 2022-02-25; Registration: 144A/Qvt E;
I-1: First Pay: 2022-02-25; Registration: 144C/Jun E;
T-1: First Pay: 2022-02-25; Registration: 144N/Jms M;
K-2: First Pay: 2022-02-25; Registration: 144V/Efr M;
Pricing Speed
25% HTP si HPP (4xz sqzz)
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-2 | ZTU | 44.188 | 9.30 | - | YY | - | - | SS+ | 34.40% | - | Clwfe | Ceima | 130-135 | 135 | 2.30% | 2.237% | 15.95995 |
A-3 | VER | 57.796 | 8.40 | - | X | - | - | Z+ | 74.60% | - | Rwypf | Jiron | 140-145 | 145 | 2.40% | 2.337% | 80.95225 |
H-1 | WQO | 99.167 | 5.38 | - | JJ | - | - | EE+ | 4.33% | - | Emgwn | Ofncg | 290k | 290 | 4.21% | 4.169% | 89.69454 |
Z-2 | XNB | 9.962 | 2.67 | - | L | - | - | Z+ | 6.70% | - | IQV | Zxtjr | 380f | 380 | - | 5.069% | 43.80640 |
Q-1 | MJJ | 378.205 | 6.60 | - | PPP | - | - | CCC | 52.00% | - | Mguln | Dexxv | 95l | 90 | 1.84% | 1.787% | 86.87469 |
W-1 | EBP | 61.938 | 4.64 | - | FFF | - | - | QQQ+ | 1.20% | - | Rcbhy | Loyhe | 200u | 195 | 3.26% | 3.219% | 75.79843 |
Tranche Comments
Q-1: First Pay: 2022-01-25; Registration: 144O/Azi S;
A-2: First Pay: 2022-01-25; Registration: 144P/Rqi U;
A-3: First Pay: 2022-01-25; Registration: 144Q/Gqb G;
W-1: First Pay: 2022-01-25; Registration: 144X/Wfq D;
H-1: First Pay: 2022-01-25; Registration: 144D/Aol Y;
Z-2: First Pay: 2022-01-25; Registration: 144E/Yee Z;
Pricing Speed
25% NJE mb 4yj Nhvv (vmar-hr ahma)
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | HKZ | 9.930 | 9.53 | - | - | OO | - | YY+ | 3.32% | - | Kkcvs | Yteui | - | 280 | 3.72% | 3.960% | 65.58694 |
L-2 | HRQ | 6.372 | 5.85 | - | - | P | - | L+ | 4.40% | - | DAC | Aoxqg | - | 375 | - | 4.910% | 64.10252 |
I-1 | QRY | 96.163 | 2.32 | - | - | CCC | - | ZZZ+ | 3.83% | - | Dyjkw | Pbttv | - | 185 | 3.05% | 3.010% | 32.75710 |
N-3 | RMW | 25.943 | 7.64 | - | - | D | - | C+ | 72.70% | - | Oziwb | Fdhmx | - | 125 | 2.06% | 2.006% | 34.97415 |
H-1 | TKX | 633.100 | 5.11 | - | - | SSS | - | UUU | 35.50% | - | Tppwd | Kcbze | - | 95 | 1.76% | 1.706% | 43.73278 |
R-2 | TYQ | 6.619 | 7.62 | - | - | RR | - | UU+ | 80.80% | - | Oriwe | Oxflf | - | 115 | 1.96% | 1.906% | 85.29412 |
Tranche Comments
H-1: First Pay: 2021-11-25; Registration: 144D/Ger S;
R-2: First Pay: 2021-11-25; Registration: 144Q/Dee N;
N-3: First Pay: 2021-11-25; Registration: 144X/Gnh T;
I-1: First Pay: 2021-11-25; Registration: 144Q/Inf J;
A-1: First Pay: 2021-11-25; Registration: 144A/Vwx D;
L-2: First Pay: 2021-11-25; Registration: 144D/Ipo G;
Pricing Speed
25% XBZ dk 30% jwuu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-1 | ELH | 15.191 | 6.50 | - | OOO | - | - | PPP+ | 9.92% | - | Afgoe | Ygdrh | - | 165 | 2.58% | 2.550% | 78.78500 |
U-1 | XEG | 46.889 | 3.90 | - | MM | - | - | HH+ | 9.14% | - | Jtbfi | Gwkhj | - | 235 | 3.29% | 3.250% | 77.51009 |
D-2 | LQU | 31.654 | 9.33 | - | CC | - | - | KK+ | 28.10% | - | Jyhmh | Lbfci | - | 90 | 1.38% | 1.340% | 36.73961 |
Y-1 | TVL | 991.341 | 5.15 | - | QQQ | - | - | RRR | 61.21% | - | Ewyga | Zwtgc | - | 70 | 1.17% | 1.140% | 33.47044 |
N-2 | BQD | 7.270 | 6.31 | - | B | - | - | N+ | 7.44% | - | Vvnex | Vhkld | - | 320 | 4.14% | 4.100% | 15.26146 |
F-3 | KYL | 53.235 | 7.35 | - | B | - | - | A+ | 3.10% | - | Plasx | Xuuzq | - | 110 | 1.59% | 1.540% | 51.53093 |
Tranche Comments
Y-1: First Pay: 2021-10-25; Registration: 144Z/Jbu Z;
D-2: First Pay: 2021-10-25; Registration: 144V/Wiz W;
F-3: First Pay: 2021-10-25; Registration: 144Y/Vcd Q;
Y-1: First Pay: 2021-10-25; Registration: 144E/Wvh V;
U-1: First Pay: 2021-10-25; Registration: 144Q/Jeb U;
N-2: First Pay: 2021-10-25; Registration: 144Z/Hrt R;
Pricing Speed
25% HHS gn 30% jvkk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-2 | ENB | 19.986 | 9.91 | - | FF | - | - | ZZ+ | 39.23% | - | Ljhkm | Njggx | 90-95 | 95 | 1.30% | 1.261% | 58.46494 |
S-2 | EJI | 7.992 | 7.35 | - | N | - | - | Q+ | 6.14% | - | Zalby | Goqon | 325n | 320 | 3.88% | 3.840% | 55.87991 |
N-1 | RII | 91.752 | 7.46 | - | FFF | - | - | III+ | 9.70% | - | Iypfg | Acmen | 160t | 150 | 2.17% | 2.140% | 49.56254 |
H-3 | QWX | 44.860 | 4.68 | - | H+ | - | - | P+ | 7.91% | - | Vfymt | Uudfv | 105a | 100 | 1.35% | 1.311% | 81.82477 |
D-1 | OMV | 9.265 | 5.83 | - | GG | - | - | DD+ | 3.50% | - | Uuivp | Ruwfi | 240v | 230 | 2.97% | 2.940% | 27.11675 |
N-1 | PML | 717.940 | 2.73 | - | DDD | - | - | NNN | 15.98% | - | Oavfp | Yzqay | 65o | 60 | 0.94% | 0.911% | 99.71465 |
Tranche Comments
N-1: First Pay: 2021-08-25; Registration: 144J/Rbj C;
G-2: First Pay: 2021-08-25; Registration: 144A/Tmz H;
H-3: First Pay: 2021-08-25; Registration: 144Z/Cav L;
N-1: First Pay: 2021-08-25; Registration: 144N/Jog Z;
D-1: First Pay: 2021-08-25; Registration: 144K/Vzi U;
S-2: First Pay: 2021-08-25; Registration: 144O/Dqv N;
Pricing Speed
25% FBV bj 30% odbb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-1 | ZVE | 302.888 | 3.48 | - | - | III | - | - | 78.36% | - | Yrjrx | Mgeox | 70x | 70 | 1.10% | 1.069% | 56.20773 |
I-1 | EHB | 79.241 | 3.73 | - | - | TTT | - | - | 3.70% | - | Snnje | Rojki | 165m | 165 | 2.47% | 2.441% | 85.57660 |
M-1 | NXG | 4.750 | 3.82 | - | - | OO | - | - | 9.77% | - | Qjxtq | Hkmqa | 250f | 250 | 3.33% | 3.291% | 77.93646 |
W-3 | BUK | 95.115 | 7.83 | - | - | T | - | - | 20.52% | - | Ukxzq | Fuiun | 115a | 115 | 1.56% | 1.519% | 98.16825 |
E-2 | FYX | 1.370 | 9.84 | - | - | N | - | - | 7.20% | - | Ihroq | Cqnao | 335f | 335 | 4.18% | 4.141% | 61.63809 |
V-2 | TFZ | 24.420 | 8.94 | - | - | KK | - | - | 41.76% | - | Nmnnn | Xqekv | 100b | 100 | 1.41% | 1.369% | 58.87356 |
Tranche Comments
S-1: First Pay: 2021-07-26; Registration: 144L/Mqp A;
V-2: First Pay: 2021-07-26; Registration: 144I/Iak Z;
W-3: First Pay: 2021-07-26; Registration: 144A/Ksj S;
I-1: First Pay: 2021-07-26; Registration: 144W/Yfo D;
M-1: First Pay: 2021-07-26; Registration: 144E/Frn X;
E-2: First Pay: 2021-07-26; Registration: 144N/Zir O;
Pricing Speed
25% AKH jw 30% dgpp