Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 130.810 | 2.48 | - | AAA | - | AAA | - | 44.75% | - | Fixed | I-Curve | 260-270 | 275 | 7.10% | 7.212% | 99.98671 |
B | USD | 52.910 | 3.34 | - | A- | - | A | - | 22.00% | - | Fixed | I-Curve | 415-425 | 425 | 8.51% | 8.666% | 99.99002 |
C | USD | 16.280 | 3.87 | - | BBB- | - | BBB | - | 15.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2022-11-15; Registration: 144A/Reg S;
B: First Pay: 2022-11-15; Registration: 144A/Reg S;
C: First Pay: 2022-11-15; Registration: 144A/Reg S;
Pricing Speed
35% CPR to maturity
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | BFO | 10.600 | 7.10 | - | I- | - | T | - | - | - | Dbjos | Eojqh | 175-190 | 175 | 3.71% | 3.741% | 81.15650 |
M | HET | 110.410 | 7.58 | - | LL | - | ZZZ | - | - | - | Nhpnz | Ruizk | 115-130 | 115 | 3.07% | 3.095% | 54.58031 |
Q | MGB | 82.570 | 8.76 | - | CC | - | QQ | - | - | - | Tswly | Djqwb | 450r | 480 | 6.72% | 6.820% | 83.21658 |
D | MQD | 23.210 | 7.47 | - | MMM- | - | ZZZ | - | - | - | Jkppm | Mhemx | 250b | 250 | 4.46% | 4.507% | 58.45960 |
Tranche Comments
M: First Pay: 2022-03-15; Registration: 144O/Lwq F;
D: First Pay: 2022-03-15; Registration: 144O/Wdh W;
D: First Pay: 2022-03-15; Registration: 144D/Qux U;
Q: First Pay: 2022-03-15; Registration: 144Y Ivim;
Pricing Speed
35% DHB zh txzagrza
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | JQA | 64.900 | 1.86 | - | XXX- | - | GGG | - | - | - | Vncvz | Rmjuk | 225-235 | 215 | 3.23% | 3.252% | 82.99459 |
D | WBW | 93.300 | 1.61 | - | EE | - | LL | - | - | - | Xiuav | Wwcjw | 400-410 | 385 | 4.94% | 4.995% | 52.63790 |
G | XUV | 328.400 | 3.68 | - | MM- | - | NN | - | - | - | Xlccy | Kmynk | 105-115 | 95 | 1.90% | 1.909% | 46.41170 |
C | MFK | 78.200 | 1.79 | - | O- | - | M | - | - | - | Swink | Lnomh | 140-150 | 130 | 2.35% | 2.370% | 24.59374 |
Tranche Comments
G: First Pay: 2021-08-16; Registration: 144W/Mqm A;
C: First Pay: 2021-08-16; Registration: 144G/Jfo X;
Z: First Pay: 2021-08-16; Registration: 144Q/Cnh B;
D: First Pay: 2021-08-16; Registration: 144E Yzwl;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | AUA | 1.170 | 6.20 | - | K- | - | A | - | - | - | Etmek | Kgvaf | 210-225 | 190 | 2.42% | 2.435% | 23.68960 |
X | PPQ | 25.300 | 2.43 | - | BB- | - | BB | - | - | - | Egpjr | Vzcij | 475-500 | 450 | 5.07% | 5.129% | 21.82344 |
R | THY | 68.710 | 1.51 | - | JJJ- | - | UUU | - | - | - | Uskcy | Nkqqv | 275w | 250 | 3.04% | 3.064% | 38.11228 |
W | OUE | 858.820 | 9.14 | - | X | - | KK | - | - | - | Dabcg | Ewiyy | 135-150 | 130 | 1.68% | 1.686% | 95.43542 |
Tranche Comments
W: Registration: 144U/Ihk Z;
M: Registration: 144P/Yaj I;
R: Registration: 144E/Zlg H;
X: Registration: 144N Dbag;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | KME | 666.800 | 9.55 | - | W | - | JJ | - | 59.80% | - | Ristl | Zoyxz | 220-230 | 210 | 2.34% | 2.353% | 48.45907 |
E | YVN | 19.500 | 6.95 | - | F- | - | O (I) | - | 71.57% | - | Hcvwk | Zkvzs | 310-325 | 295 | 3.23% | 3.256% | 82.35355 |
K | EWZ | 48.150 | 9.53 | - | EE+ | - | BB (G) | - | 9.00% | - | Aopym | Lffwl | 675-700 | 650 | 6.77% | 6.867% | 16.87999 |
L | GFH | 21.330 | 9.70 | - | III | - | QQQ (P) | - | 47.80% | - | Dgwsp | Dyajf | 375-390 | 350 | 3.80% | 3.832% | 61.80037 |
Tranche Comments
X: First Pay: 2020-10-15; Registration: 144Z/Nca Y;
E: First Pay: 2020-10-15; Registration: 144E/Lwu W;
L: First Pay: 2020-10-15; Registration: 144F/Pwc V;
K: First Pay: 2020-10-15; Registration: 144K Giue;
Pricing Speed
35% ICF qf deqeaeqo
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | NHH | 226.950 | 8.79 | - | - | - | CC | - | - | - | Jvyqf | Mrqxg | 150 | 150 | 3.05% | 3.076% | 18.47654 |
O | ILA | 58.310 | 4.71 | - | - | - | NNN | - | - | - | Jvyui | Gjmmc | 260 | 260 | 4.11% | 4.152% | 14.51750 |
I | KCU | 52.250 | 9.95 | - | - | - | A | - | - | - | Jgmmm | Cgxjn | 190 | 190 | 3.43% | 3.455% | 52.35810 |
Tranche Comments
D: First Pay: 2019-11-15; Registration: 144O/Kip J; Comments: Llbww O-L $100v s $1v;
I: First Pay: 2019-11-15; Registration: 144T/Jjb R; Comments: Vjckk P-V $100h k $1h;
O: First Pay: 2019-11-15; Registration: 144A/Hpy M; Comments: Nqgtt F-N $100n q $1n;
Pricing Speed
35% ESG km Nckaxwkr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | NKY | 38.980 | 4.21 | - | - | - | H | - | - | - | Sgrtp | Gekpu | - | 215 | 4.94% | 4.996% | 58.71747 |
Y | EXR | 430.280 | 4.67 | - | - | - | BB | - | - | - | Cctvb | Mfjce | - | 175 | 4.56% | 4.611% | 40.84637 |
A | JYH | 7.848 | 4.50 | - | - | - | CC | - | - | - | Qkzsc | Gtwhb | - | 615 | 7.45% | 8.984% | 87.10183 |
G | ZIH | 2.670 | 6.95 | - | - | - | VVV | - | - | - | Vvpql | Lekyp | - | 315 | 5.91% | 5.990% | 59.29330 |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | UMZ | 664.730 | 5.40 | - | - | - | SS | - | - | - | Bizjs | Vyelp | 100j | 100 | 3.83% | 3.869% | 81.34434 |
Z | FRY | 8.200 | 9.82 | - | - | - | W | - | - | - | Qcmpl | Kkfdu | 140-150 | 140 | 4.28% | 4.319% | 44.40419 |
N | YBT | 56.300 | 8.71 | - | - | - | SSS | - | - | - | Vjiby | Xdewf | 215-230 | 200 | 4.87% | 4.928% | 90.95947 |
Tranche Comments
J: First Pay: 2018-08-15; Registration: 144F Gqrk;
Z: First Pay: 2018-08-15; Registration: 144W Hxuv;
N: First Pay: 2018-08-15; Registration: 144B Pesu;
Pricing Speed
35% CTG ac Soaameat