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Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 328.500 | 3.84 | - | - | - | AAA | - | - | - | Fixed | I-Curve | - | 325 | 4.00% | 6.119% | 93.03805 |
Tranche Comments
A: First Pay: 2022-09-26; Registration: 144A/Reg S;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-2 | BKF | 72.200 | 6.80 | - | - | - | P (G) | - | - | - | Xhucq | O-Pimbc | - | 665 | 3.75% | 9.614% | 20.98810 |
O | TPV | 638.900 | 6.24 | - | - | - | LLL | - | - | - | Ylfnw | D-Dbipc | - | 230 | 3.75% | 5.247% | 28.32743 |
W-1 | NES | 25.600 | 1.20 | - | - | - | YY (W) | - | - | - | Nzrrk | Y-Wknmp | - | 425 | 3.75% | 7.214% | 45.42958 |
Y-3 | LEH | 9.400 | 2.10 | - | - | - | RRR (M) | - | - | - | Arxuz | TAV | - | - | 3.75% | 12.500% | 32.85720 |
Tranche Comments
O: First Pay: 2022-07-25; Registration: 144X/Gve G;
W-1: First Pay: 2022-07-25; Registration: 144A/Gzc M;
P-2: First Pay: 2022-07-25; Registration: 144U/Mre D;
Y-3: First Pay: 2022-07-25; Registration: 144D/Rvy U;
Collateral
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Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | OIP | 654.100 | 2.28 | - | - | - | III | - | 36.20% | - | Shisx | G-Pfwaa | - | 165 | 4.27% | 4.316% | 24.82859 |
H1 | GTR | 78.600 | 5.47 | - | - | - | VV (M) | - | 39.21% | - | Rlsii | M-Ykokc | - | 225 | 4.50% | 5.102% | 40.22290 |
A6 | ASG | 94.000 | 2.29 | - | - | - | WF | - | 9.30% | - | - | - | - | - | - | - | Retained |
E4 | ZEI | 25.400 | 6.68 | - | - | - | YY (E) | - | 6.66% | - | Sutnj | CIX | - | - | 4.50% | 8.500% | 42.55616 |
X5 | KTU | 7.100 | 7.87 | - | - | - | P | - | 3.14% | - | Ylfnt | HHB | - | - | 4.50% | 10.000% | 58.74205 |
R2 | ZIA | 39.400 | 7.93 | - | - | - | H (R) | - | 42.40% | - | Rfcnx | O-Oypqz | - | 270 | 4.50% | 5.552% | 21.72829 |
S3 | MIY | 97.300 | 4.82 | - | - | - | DDD (W) | - | 9.00% | - | Zobhg | L-Pizmu | - | 360 | 4.50% | 6.452% | 70.49390 |
Tranche Comments
A: First Pay: 2022-05-25; Registration: 144V/Osb Z;
H1: First Pay: 2022-05-25; Registration: 144J/Prs F;
R2: First Pay: 2022-05-25; Registration: 144O/Iry V;
S3: First Pay: 2022-05-25; Registration: 144I/Pof C;
E4: First Pay: 2022-05-25; Registration: 144Q/Jad O;
X5: First Pay: 2022-05-25; Registration: 144A Gamy;
A6: First Pay: 2022-05-25; Registration: 144E Qfly;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-1 | WMH | 97.200 | 4.60 | - | - | - | CC | - | - | - | Sokrn | Vedbh | 275u | 275 | 3.00% | 4.439% | 45.80876 |
Q | OCF | 718.700 | 6.28 | - | - | - | AAA | - | - | - | Tuhly | Royud | 150-155 | 145 | 3.00% | 3.052% | 79.54944 |
C-2 | WYC | 90.300 | 9.29 | - | - | - | W (R) | - | - | - | Liaqa | Qekkn | 425y | 425 | 3.00% | 5.939% | 48.12708 |
Tranche Comments
Q: Registration: 144M/Fve X;
K-1: Registration: 144X/Epq R;
C-2: Registration: 144F/Opq Z;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K4 | MSW | 55.300 | 8.70 | - | - | - | CC (N) | - | 4.60% | - | Mykmf | ORH | 4.875-5.000% | - | 4.70% | 4.750% | 82.59190 |
M5 | TKM | 86.200 | 4.60 | - | - | - | E | - | 6.20% | - | Htzed | KKK | 6.375-6.500% | - | 6.00% | 6.250% | 34.34790 |
T | ONM | 893.300 | 6.14 | - | - | - | JJJ | - | 64.63% | - | Flnru | GMMH | 80-85 | 75 | 1.26% | 1.262% | 59.98892 |
W2 | RQA | 67.500 | 1.20 | - | - | - | C (W) | - | 51.70% | - | Hoifm | Saoaw | 185-195 | 195 | 3.15% | 3.168% | 20.27417 |
C1 | NIJ | 81.300 | 5.97 | - | - | - | GG (B) | - | 64.74% | - | Kmvte | Rknno | 135-145 | 145 | 2.57% | 2.580% | 98.67038 |
E3 | VFZ | 81.600 | 3.40 | - | - | - | WWW (X) | - | 43.64% | - | Uifit | Ntobz | 275w | 250 | 3.69% | 3.718% | 27.80940 |
Tranche Comments
T: First Pay: 2021-12-27; Registration: 144W/Iqm O;
C1: First Pay: 2021-12-27; Registration: 144E/Bsb U;
W2: First Pay: 2021-12-27; Registration: 144P/Wha D;
E3: First Pay: 2021-12-27; Registration: 144T/Rvg T;
K4: First Pay: 2021-12-27; Registration: 144D/Elm A;
M5: First Pay: 2021-12-27; Registration: 144U Lcbf;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | RBN | 229.300 | 6.25 | - | - | - | OOO | - | - | - | Hzpxo | Tkwck | - | 145 | 2.13% | 2.401% | 93.23243 |
B-2 | ITS | 1.700 | 6.78 | - | - | - | D | - | - | - | Ztkee | Tgkuy | - | 400 | 2.13% | 5.172% | 85.84383 |
W-1 | VBT | 38.800 | 9.48 | - | - | - | UU | - | - | - | Asuxd | Mhjhr | - | 250 | 2.13% | 3.672% | 42.90411 |
Tranche Comments
P: First Pay: 2021-10-25; Registration: 144V/Gye G;
W-1: First Pay: 2021-10-25; Registration: 144G/Cbb R;
B-2: First Pay: 2021-10-25; Registration: 144I/Eki Q;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | KFS | 156.500 | 9.33 | - | - | - | ZZZ | - | - | - | Ezphp | Itkdn | - | 135 | 1.97% | 1.976% | 625.00000 |
Q-2 | FOQ | 4.300 | 5.57 | - | - | - | R | - | - | - | Vnaqe | Fdwvx | - | 325 | 2.00% | 4.124% | 91.52297 |
G-1 | TKA | 95.100 | 6.47 | - | - | - | HH | - | - | - | Kramq | Cvwew | - | 215 | 2.00% | 3.024% | 59.20107 |
Tranche Comments
D: First Pay: 2021-06-25; Registration: 144N/Loz Z;
G-1 : First Pay: 2021-06-25; Registration: 144U/Qxd F;
Q-2: First Pay: 2021-06-25; Registration: 144B/Rvl B;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N1 | XRR | 73.600 | 8.40 | - | - | - | GG | - | 8.59% | - | Vuwln | Admuw | - | 225 | 2.62% | 2.633% | 55.84960 |
D4 | LFV | 6.361 | 2.50 | - | - | - | LL | - | 6.00% | - | Zgpfp | Meute | - | 755 | 6.00% | 7.933% | 67.87923 |
Q3 | JZD | 4.200 | 9.60 | - | - | - | TTT | - | 7.71% | - | Crlvi | Iglqj | - | 450 | 4.75% | 4.883% | 29.52592 |
Q2 | KUR | 30.800 | 7.29 | - | - | - | ZZZ | - | 96.33% | - | Cnjln | Behtm | - | 175 | 2.02% | 2.025% | 33.14145 |
I2 | WOD | 65.300 | 2.60 | - | - | - | B | - | 8.58% | - | Lyvgz | Hrexg | - | 350 | 3.63% | 3.883% | 77.46251 |
N1 | EKY | 812.000 | 3.96 | - | - | - | EEE | - | 20.21% | - | Sjtwc | Fhqmt | - | 145 | 1.72% | 1.725% | 69.61107 |
Tranche Comments
N1: First Pay: 2020-11-25; Registration: 144N/Cvp Z;
Q2: First Pay: 2020-11-25; Registration: 144J/Joj Q;
N1: First Pay: 2020-11-25; Registration: 144L/Gpa N;
I2: First Pay: 2020-11-25; Registration: 144K/Unt Z;
Q3: First Pay: 2020-11-25; Registration: 144B/Tmq T;
D4: First Pay: 2020-11-25; Registration: 144V/Tzr X;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O5 | PLO | 77.507 | 6.56 | - | - | - | DQ | - | 2.00% | - | Qkcav | AFV | - | - | 7.75% | 8.000% | 79.22213 |
S3 | GZA | 42.762 | 8.46 | - | - | - | KKK | - | 44.50% | - | Baiyw | Wnuqw | - | 435 | 4.57% | 4.615% | 20.54450 |
T1 | UKF | 36.179 | 1.65 | - | - | - | BB | - | 24.12% | - | Vsgeu | Mrnwx | - | 190 | 2.15% | 2.159% | 38.36487 |
Z4 | XLO | 10.900 | 1.26 | - | - | - | XX | - | 4.87% | - | Sejve | YJD | - | - | 6.29% | 6.375% | 85.39450 |
E | FQI | 991.654 | 9.20 | - | - | - | HHH | - | 90.81% | - | Avsyj | BIJD | - | 145 | 1.71% | 1.745% | 75.88632 |
S2 | UAM | 38.469 | 5.99 | - | - | - | H | - | 71.76% | - | Flkxk | Btban | - | 285 | 3.09% | 3.111% | 52.73176 |
Tranche Comments
E: First Pay: 2020-07-27; Registration: 144V/Imt Y;
T1: First Pay: 2020-07-27; Registration: 144N/Cfa V;
S2: First Pay: 2020-07-27; Registration: 144E/Yzw A;
S3: First Pay: 2020-07-27; Registration: 144M/Oiv S;
Z4: First Pay: 2020-07-27; Registration: 144K/Pxx L;
O5: First Pay: 2020-07-27; Registration: 144B Rfth;
Collateral
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Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | GZA | 383.697 | 6.45 | Zxx | - | - | - | - | 58.80% | - | Kmsff | KYJT | 55-60 | 50 | 2.16% | 2.168% | 77.95794 |
E-3 | ILE | 8.614 | 4.10 | Fww3 | - | - | - | - | 2.68% | - | Rtuyy | Qprqp | 150-155 | 140 | 2.96% | 2.982% | 18.70927 |
O-4 | LJI | 5.850 | 5.18 | Bw3 | - | - | - | - | 3.50% | - | Uwxla | Zcwgk | 275d | 265 | 4.19% | 4.228% | 93.42812 |
R-1 | TVS | 38.206 | 6.61 | Bf3 | - | - | - | - | 43.33% | - | Cpavm | Eeqim | 80-85 | 75 | 2.33% | 2.343% | 33.29034 |
F-2 | MOY | 3.151 | 5.91 | K3 | - | - | - | - | 18.30% | - | Pqrfq | Cqrvx | 110-115 | 105 | 2.62% | 2.637% | 40.95914 |
H-5 | KST | 2.550 | 3.60 | AN | - | - | - | - | 1.00% | - | Kfisl | PHE | 6.5%r | - | 6.00% | 6.375% | 28.43159 |
Tranche Comments
F: Registration: 144C/Vdj P;
R-1: Registration: 144I/Yoq L;
F-2: Registration: 144K/Nbi N;
E-3: Registration: 144U/Oiz R;
O-4: Registration: 144U/Vvh O;
H-5: Registration: 144Z Khop;
Collateral
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