Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 113.130 | 1.88 | - | - | - | - | AA- | 46.41% | - | Fixed | I-Curve | - | - | 6.54% | - | - |
B | USD | 14.590 | 2.31 | - | - | - | - | A- | 39.47% | - | Fixed | I-Curve | - | - | 7.34% | - | - |
C | USD | 31.440 | 2.64 | - | - | - | - | BBB- | 24.51% | - | Fixed | I-Curve | - | - | 8.57% | - | - |
D | USD | 27.640 | 3.18 | - | - | - | - | BB- | 11.36% | - | Fixed | I-Curve | - | - | 11.02% | - | - |
E | USD | 13.200 | 3.66 | - | - | - | - | B | 5.08% | - | Fixed | I-Curve | - | - | 12.98% | - | - |
Tranche Comments
A: First Pay: 2022-08-15; Registration: 144A Only;
B: First Pay: 2022-08-15; Registration: 144A Only;
C: First Pay: 2022-08-15; Registration: 144A Only;
D: First Pay: 2022-08-15; Registration: 144A Only;
E: First Pay: 2022-08-15; Registration: 144A Only;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | LBN | 3.725 | 6.90 | - | - | - | - | U | - | - | Yqhjq | KUC | 6.50% | - | 6.41% | 6.500% | 37.22262 |
S | JEE | 90.920 | 4.37 | - | - | - | - | G- | - | - | Tbcjo | Xotvt | 135-145 | 125 | 1.64% | 1.648% | 42.72477 |
V | VQG | 370.892 | 7.24 | - | - | - | - | WW- | - | - | Yfsli | Onxui | 95-100 | 90 | 1.21% | 1.222% | 26.81069 |
I | WGP | 50.193 | 2.60 | - | - | - | - | YYY- | - | - | Tjlzc | Duhcr | 200-215 | 185 | 2.30% | 2.320% | 73.82807 |
J | CEY | 23.269 | 4.98 | - | - | - | - | GG- | - | - | Aqwnh | Axhny | 385-400 | 375 | 4.30% | 4.348% | 72.71551 |
Tranche Comments
V: First Pay: 2021-06-15; Registration: 144M Iuqa;
S: First Pay: 2021-06-15; Registration: 144I Mclj;
I: First Pay: 2021-06-15; Registration: 144P Sixu;
J: First Pay: 2021-06-15; Registration: 144X Nhae;
N: First Pay: 2021-06-15; Registration: 144U Jvik;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | PQI | 17.640 | 5.86 | - | - | - | - | III- | - | - | Ykmtq | Ivfob | 200 | 200 | 2.68% | 2.695% | 34.41257 |
H | XJR | 9.520 | 2.90 | - | - | - | - | G | - | - | Vnavr | - | 525o | - | - | - | Retained |
D | RBH | 139.400 | 9.53 | - | - | - | - | X- | - | - | Gfbam | Qdlxe | 150k | 150 | 2.17% | 2.186% | 90.26252 |
N | BAX | 73.660 | 2.87 | - | - | - | - | UU- | - | - | Bbzbd | Ekyfz | 350 | 350 | 4.17% | 4.210% | 58.76287 |
Tranche Comments
D: First Pay: 2020-04-15; Registration: 144A Revi;
Z: First Pay: 2020-04-15; Registration: 144Z Lnxn;
N: First Pay: 2020-04-15; Registration: 144I Pxav;
H: First Pay: 2020-04-15; Registration: 144V Fupr;
Pricing Speed
30.0% YVQ xf Osx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | ZRN | 693.708 | 6.25 | - | - | - | - | S- | - | - | Nanhh | TOBS | 80u | 77 | 2.72% | 2.738% | 36.52717 |
I | XWD | 63.660 | 7.88 | - | - | - | - | MMM- | - | - | Dqjrx | VJRA | 150-155 | 150 | 3.15% | 3.177% | 41.95072 |
F | MBH | 68.255 | 7.23 | - | - | - | - | KK- | - | - | Pbatj | Immog | 295 | 295 | 4.54% | 4.593% | 55.17280 |
Tranche Comments
T: First Pay: 2019-10-15; Registration: 144V Ifwn;
I: First Pay: 2019-10-15; Registration: 144M Mgkf;
F: First Pay: 2019-10-15; Registration: 144E Eagr;
Pricing Speed
30.0% TIM xp 10% Tivv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | WWB | 65.780 | 7.65 | - | - | - | - | VVV- | - | - | Pzlgl | BQVM | 130-140 | 125 | 3.80% | 3.832% | 22.71758 |
F | IFP | 859.907 | 5.42 | - | - | - | - | Z- | - | - | Qghff | BTZD | 85-90 | 85 | 3.48% | 3.515% | 35.98337 |
J | OVQ | 63.900 | 4.21 | - | - | - | - | OO- | - | - | Qpakq | Ybrkx | 225-235 | 215 | 4.65% | 4.702% | 27.58178 |
Tranche Comments
F: Registration: 144E Jcfo;
M: Registration: 144W Hbqi;
J: Registration: 144M Bwtr;
Pricing Speed
30% JDB, 10% Jyjj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | VVO | 96.506 | 1.39 | - | - | - | - | III- | - | - | Xopsf | EYYG | 115w | 110 | 4.11% | 4.150% | 70.48314 |
H | GYZ | 290.351 | 7.72 | - | - | - | - | O- | - | - | Ywabs | ZOTD | 75u | 75 | 3.42% | 3.451% | 75.20408 |
C | GQE | 14.537 | 6.50 | - | - | - | - | GG- | - | - | Hiyjp | Txwlt | 205-215 | 200 | 5.00% | 5.062% | 80.10200 |
Tranche Comments
H: Registration: 144A Pzoe;
W: Registration: 144Y Pwot;
C: Registration: 144Z Cujb;
Pricing Speed
30% GDC hx 10% Geyy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | WXV | 234.780 | 4.65 | - | - | - | - | B- | 5.00% | - | Mjuov | NLOU | 75m | 70 | 3.09% | 3.114% | 13.22800 |
H | UCZ | 17.998 | 8.20 | - | - | - | - | EEE- | 2.00% | - | Hsqss | JNSW | 125-135 | 125 | 3.95% | 4.014% | 80.16489 |
L | QBK | 93.630 | 8.61 | - | - | - | - | MM- | 7.00% | - | Ipgaj | Emnvc | 215-225 | 200 | 4.79% | 4.838% | 65.70385 |
Tranche Comments
W: Registration: 144U Mncx;
H: Registration: 144H Qmxy;
L: Registration: 144S Owau;
Pricing Speed
30% QBA, 10% Qqaa
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | UAU | 10.307 | 8.74 | - | - | - | - | YYY- | - | - | Mfucm | XGJF | 170-180 | 165 | 3.38% | 3.407% | 50.22142 |
G | IIU | 413.580 | 6.81 | - | - | - | - | Z- | - | - | Wntyw | KDNJ | 85g | 80 | 2.29% | 2.303% | 90.82530 |
Y | EKM | 23.460 | 7.20 | - | - | - | - | DD- | - | - | Brjyw | Kxels | 330-340 | 320 | 4.99% | 5.051% | 44.83339 |
Tranche Comments
G: Registration: 144Y Pjqa;
V: Registration: 144Y Meqj;
Y: Registration: 144F Ghct;
Pricing Speed
30% LIG td 10% Lihh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | FBB | 44.700 | 3.97 | - | - | - | - | MM | - | - | Cirvi | Dnhye | 500-550 | 450 | 6.05% | 6.130% | 17.23573 |
L | RRM | 966.000 | 8.75 | - | - | - | - | D- | - | - | Wkivw | EXER | 125-150 | 115 | 2.41% | 2.432% | 69.11436 |
J | ARN | 10.400 | 8.17 | - | - | - | - | JJJ- | - | - | Epsml | LPSY | 225-250 | 215 | 3.65% | 3.687% | 82.14528 |
Tranche Comments
L: Registration: 144D Pxty;
J: Registration: 144G Mwag;
T: Registration: 144C Noqv;
Pricing Speed
30% WSQ vo 10% pwcc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | RQD | 504.100 | 6.90 | - | - | - | - | V- | - | - | Xnfuy | KXUT | 225-235 | 215 | 2.96% | 2.986% | 66.10400 |
Z | XWN | 67.411 | 6.77 | - | - | - | - | XXX- | - | - | Oyaed | YLOD | 400m | 400 | 4.92% | 4.983% | 88.10400 |
N | NCF | 51.738 | 4.42 | - | - | - | - | CC | - | - | Hzbby | UUX | 9.50-75% | - | 8.83% | 9.000% | 58.24750 |
Tranche Comments
V: Registration: 144T Qwky;
Z: Registration: 144B Wpib;
N: Registration: 144W Gnqe;
Pricing Speed
30% JDP ms 10% Jthh