| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Qmo | JYU | 16.120 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | LFZ | 9.900 | 1.60 | I2 | U- | - | 5.41% | - | Hpyuezln | 3zOp | - | 900 | 3mZu+838 | - | 45.00000 |
| N | MAF | 32.100 | 4.60 | Hzz3 | MMM | - | 42.98% | - | Uyxcmtkl | 3pFe | - | 355 | 3pFw+355 | - | 114.00000 |
| A | XCQ | 487.700 | 3.50 | Oqq | KKK | - | 73.50% | - | Dhfsqymj | 3pJk | - | 85 | 3wIr+85 | - | 149.00000 |
| X-2 | NZY | 61.000 | 1.20 | Fi2 | YY | - | 62.97% | - | Vwxsb | ARX | - | - | 2.10% | 2.100% | 967.00000 |
| L-1 | FXP | 51.600 | 6.50 | Vs2 | SS | - | 16.99% | - | Wrovlcbi | 3kBr | - | 170 | 3yLv+170 | - | 866.00000 |
| J-1 | LUS | 47.800 | 3.70 | I2 | M | - | 77.60% | - | Fudwooxy | 3tLx | - | 230 | 3jAw+230 | - | 439.00000 |
| U Ukhv | ODI | 885.000 | 2.80 | Oyy | TTT | - | 62.20% | - | Sfxreltw | 3aCq | - | 85 | 3eRe+85 | - | 209.00000 |
| R-2 | THD | 82.600 | 8.90 | F2 | G | - | 66.60% | - | Cbrsr | FCV | - | - | 2.40% | 2.400% | 216.00000 |
| S | BGZ | 69.000 | 3.20 | Cx3 | HH- | - | 37.00% | - | Hwwckbmq | 3nJc | - | 630 | 3iNj+601 | - | 88.00000 |
Tranche Comments
A: First Pay: 2022-01-20; Redemption: 2022-12-11;
U Ukhv: First Pay: 2022-01-20; Redemption: 2022-12-11;
L-1: First Pay: 2022-01-20; Redemption: 2022-12-11;
X-2: First Pay: 2022-01-20; Redemption: 2022-12-11;
J-1: First Pay: 2022-01-20; Redemption: 2022-12-11;
R-2: First Pay: 2022-01-20; Redemption: 2022-12-11;
N: First Pay: 2022-01-20; Redemption: 2022-12-11;
S: First Pay: 2022-01-20; Redemption: 2022-12-11;
K: First Pay: 2022-01-20; Redemption: 2022-12-11;
Qmo: First Pay: 2022-01-20; Redemption: 2022-12-11;
Deal Comments
Bmu Mggg Koktmoi 1.50
Risk Retention
CFz Ydyjyrjtpd/Mpdtyhjow FNz Ipoyjrhp pr ONIF pnpr ljdvpt ppplntypr
Reinvestment Period (YRS)
5.9
Reinvestment Period End Date
Jul 20, 2022
WAL Test Period End Date
Oct 16, 2001