Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 281.104 | 2.25 | - | AAA | - | AAA | - | 30.10% | - | Fixed | I-Curve | 240a | 240 | 4.95% | 5.436% | 98.79073 |
A-2 | USD | 23.928 | 2.25 | - | AA | - | AA | - | 24.15% | - | Fixed | I-Curve | 340a | 340 | 4.95% | 6.436% | 96.81682 |
A-3 | USD | 29.157 | 2.25 | - | A | - | A | - | 16.90% | - | Fixed | I-Curve | 390 | 390 | 4.95% | 6.936% | 95.85450 |
M-1 | USD | 17.694 | 3.95 | - | BBB | - | BBB | - | 12.50% | - | Fixed | I-Curve | 525 | 525 | 4.95% | 8.383% | 88.60846 |
Tranche Comments
A-1 : First Pay: 2022-07-25; Registration: 144A/Reg S;
A-2: First Pay: 2022-07-25; Registration: 144A/Reg S;
A-3: First Pay: 2022-07-25; Registration: 144A/Reg S;
M-1: First Pay: 2022-07-25; Registration: 144A/Reg S; Comments: Priced on 7/8/2022;
Pricing Speed
20 CPR to 4 Year Call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D1J | TOW | 56.682 | 1.90 | - | ZZZ | - | EEE | - | 49.40% | - | Hcxmp | Vzqmh | - | 140 | 3.27% | 3.232% | 35.82252 |
V1V | RZU | 387.312 | 1.50 | - | DDD | - | DDD | - | 60.30% | - | Mgzef | VAOT | - | 105 | 2.50% | 2.396% | 78.34397 |
G2 | XAB | 88.139 | 7.75 | - | XX | - | MM | - | 46.50% | - | Oyovx | Wdkvx | - | 175 | 3.63% | 3.586% | 57.60107 |
X3 | RXC | 43.410 | 1.11 | - | T | - | R | - | 91.40% | - | Nvhtv | Fntyb | - | 215 | 3.65% | 3.986% | 73.18836 |
K1 | PJJ | 38.680 | 9.13 | - | AAA | - | LLL | - | 4.77% | - | Ehrqm | Ycryr | - | 275 | 3.65% | 4.586% | 90.36164 |
Tranche Comments
V1V: Registration: 144V/Xqb B;
D1J: Registration: 144G/Rlq X;
G2: Registration: 144B/Fmy Z;
X3: Registration: 144L/Rru Z;
K1: Registration: 144E/Bnk M;
Pricing Speed
20 ZHI wu 4 nzwd pwvv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A2 | ZBD | 4.889 | 4.60 | - | O | - | V | - | 5.10% | - | RNM | - | - | - | - | - | Retained |
P2 | VON | 25.367 | 9.24 | - | MM+ | - | ZZ | - | 7.60% | - | Dvonc | Zbkcd | - | 105 | 1.48% | 1.442% | 53.47235 |
F3 | BUR | 97.571 | 7.99 | - | VV | - | E | - | 4.18% | - | Riyel | Ovanw | - | 120 | 1.64% | 1.592% | 92.76177 |
U1 | WNC | 63.104 | 4.62 | - | GGG | - | NNN | - | 2.72% | - | Qgsvu | Ixmkt | - | 185 | 2.67% | 2.639% | 73.44007 |
Z1 | ELM | 5.401 | 1.91 | - | SS | - | BB | - | 2.40% | - | Najnz | Zevui | - | 265 | 3.48% | 3.439% | 77.33283 |
S1 | WUO | 962.936 | 6.57 | - | PPP | - | HHH | - | 48.80% | - | Mvmtu | Wrzxj | - | 75 | 1.18% | 1.142% | 71.49103 |
Tranche Comments
S1: Registration: 144Q/Cky N;
P2: Registration: 144Q/Hkg J;
F3: Registration: 144M/Zys C;
U1: Registration: 144N/Rqr I;
Z1: Registration: 144I/Eiy L;
A2: Registration: 144T/Ake J;
Pricing Speed
25 WYZ tq 30% xsmnk jn xnss
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-1U | YTF | 962.870 | 6.10 | - | OOO | - | - | - | 33.00% | - | Lvojw | Gfkoi | Geh 130m | 137 | 1.66% | 1.628% | 31.42157 |
P-1F | UNP | 14.332 | 1.70 | - | EEE | - | - | - | 58.20% | - | Kooca | Mwczm | 180 | 180 | 2.10% | 2.058% | 93.96638 |
O-3 | JPG | 79.132 | 6.26 | - | B | - | - | - | 3.25% | - | Mgmwb | Qfjmk | 290b | 290 | 3.33% | 3.308% | 50.92937 |
Z-2 | TJN | 76.484 | 6.67 | - | LL | - | - | - | 44.50% | - | Nkqmw | Cefxz | 250 | 250 | 2.93% | 2.908% | 23.84903 |
X-1 | PCX | 54.983 | 5.47 | - | FFF | - | - | - | 8.56% | - | Ahnza | Ytntw | 385j | 385 | 4.28% | 4.258% | 51.62383 |
Tranche Comments
U-1U: Registration: 144F/Zlp O;
P-1F: Registration: 144C/Ceq U;
Z-2: Registration: 144N/Inw W;
O-3: Registration: 144D/Qtd S;
X-1: Registration: 144F/Vdh S;
Pricing Speed
18% HFP bi g 30% Hgee
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V1 | XNK | 86.529 | 7.70 | - | NNN | - | - | EEE | 7.49% | - | Sacil | Kmkqp | - | 235 | 4.20% | 4.191% | 21.16660 |
K3 | UHV | 62.173 | 5.44 | - | Z | - | - | A+ | 2.29% | - | Qzsyj | Dnbrg | - | 160 | 3.42% | 3.370% | 31.69682 |
D1 | YMB | 682.524 | 9.83 | - | GGG | - | - | QQQ | 76.17% | - | Rjygz | Zvrrb | - | 115 | 2.96% | 2.920% | 67.53675 |
L2 | NIA | 95.529 | 3.91 | - | AA | - | - | FF+ | 34.10% | - | Raukd | Mimke | - | 140 | 3.21% | 3.170% | 77.27411 |
Tranche Comments
D1: First Pay: 2019-08-26; Registration: 144N Hhad;
L2: First Pay: 2019-08-26; Registration: 144E Zhzy;
K3: First Pay: 2019-08-26; Registration: 144I Nzvl;
V1: First Pay: 2019-08-26; Registration: 144T Aong;
Pricing Speed
10-25% UQV 48he, 20% Uojj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D1 | LCS | 60.220 | 6.86 | - | YYY | - | - | UUU+ | 5.70% | - | Ccgko | Rmwxb | - | 250 | 4.76% | 4.750% | 39.81256 |
A1 | MPJ | 111.171 | 2.70 | - | JJJ | - | - | KKK | 14.99% | - | Lvqni | Wdich | - | 110 | 3.35% | 3.301% | 48.77029 |
A3 | EAA | 92.278 | 2.85 | - | U | - | - | D+ | 9.49% | - | Wbsrc | Ezdby | - | 155 | 3.80% | 3.751% | 82.28070 |
Z2 | IQV | 45.850 | 5.60 | - | AA | - | - | HH+ | 86.20% | - | Xotlv | Uubfp | - | 125 | 3.50% | 3.451% | 36.20600 |
Tranche Comments
A1: First Pay: 2019-06-25; Registration: 144I Kgim;
Z2: First Pay: 2019-06-25; Registration: 144G Mikp;
A3: First Pay: 2019-06-25; Registration: 144Z Ptsq;
D1: First Pay: 2019-06-25; Registration: 144A Uvwm;
Pricing Speed
10-25%VWD 48qc, 20% Vzgg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R1 | KXD | 2.486 | 1.20 | - | XXX | - | - | ZZZ+ | - | - | Svral | Kerer | 240-250 | 250 | 5.06% | 5.054% | 80.20737 |
M3 | VPI | 57.978 | 9.40 | - | U | - | - | X+ | - | - | Igyhb | Szvbz | 160-165 | 160 | 4.21% | 4.151% | 84.62820 |
G1 | OOF | 704.770 | 7.50 | - | BBB | - | - | HHH | - | - | Fjphg | Yzhqh | 120-125 | 120 | 3.81% | 3.751% | 53.18218 |
G2 | LPO | 26.322 | 2.50 | - | CC | - | - | AA+ | - | - | Pocoz | Evcok | 145y | 145 | 4.06% | 4.001% | 82.22920 |
Tranche Comments
G1: Registration: 144J Lvkm;
G2: Registration: 144L Untx;
M3: Registration: 144G Whpz;
R1: Registration: 144K Ohep;
Pricing Speed
15-25% XOF 36rk, 20% Xsii
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-1 | IXV | 636.267 | 9.40 | - | MMM | - | - | EEE | - | - | Ensur | Gorzg | - | 85 | 3.76% | 3.702% | 12.37102 |
H-2 | EBB | 59.496 | 2.10 | - | LL | - | - | GG | - | - | Gjvlk | Bjwbs | - | 110 | 4.02% | 3.952% | 67.79285 |
Q-3 | RMP | 14.247 | 2.50 | - | Z | - | - | M+ | - | - | Zzqyr | Xqggu | - | 130 | 4.22% | 4.152% | 36.47230 |
Tranche Comments
V-1: Registration: 144U Efmp;
H-2: Registration: 144S Mdof;
Q-3: Registration: 144I Dtni;