| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | NKL | 71.600 | - | - | HHH- | - | - | - | 18.00% | - | Qpbzefeu | NHGI | - | 423 | EEMK+423 | - | - |
| O | LYG | 89.490 | - | Wi3 | - | - | - | - | 6.90% | - | Qebspmcj | PUKZ | - | 760 | NGBX+760 | - | - |
| Ymp | YKV | 79.100 | - | ZP | MC | - | - | - | - | - | - | - | - | - | - | - | Retained |
| ZW | GPZ | 64.000 | - | Dqq | QQQ | - | - | - | 77.00% | - | Xkhcbsip | SJLB | - | 250 | YAFM+250 | - | - |
| W | KHZ | 61.600 | - | - | E | - | - | - | 68.40% | - | Bhevylsk | CTVF | - | 360 | GJEI+360 | - | - |
| Z1 | VYW | 550.000 | - | Faa | RRR | - | - | - | 67.00% | - | Tymetvwu | ZCTU | - | 210 | AXYI+210 | - | - |
| N | VBV | 87.000 | - | Yk2 | - | - | - | - | 44.00% | - | Vqqruqbj | VYVE | - | 295 | KDDG+295 | - | - |
Tranche Comments
Z1: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144C/Nvt E;
ZW: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144Q/Vzy X;
N: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144E/Fio R;
W: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144D/Kov F;
F: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144G/Csf R;
O: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144J/Ubn Y;
Ymp: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144M/Eex K;
Deal Comments
Mqw Nucc Vcciqnk 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 8, 1993
WAL Test Period End Date
Jun 17, 2018