| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 257.143 | 4.96 | - | - | - | - | BBB- | - | - | Fixed | I-Curve | 525 | 525 | 7.90% | 8.038% | 99.50000 |
| B | USD | 42.857 | 4.96 | - | - | - | - | BBB- | - | - | Fixed | I-Curve | 725 | 750 | 10.07% | 10.288% | 99.50000 |
Tranche Comments
A: First Pay: 2022-08-25; Registration: 144A Only;
B: First Pay: 2022-08-25; Registration: 144A Only;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | ZVT | 61.000 | 8.30 | - | - | - | - | III- | - | - | Vouyl | V-Acgxx | 450 | 450 | 7.17% | 7.279% | 98.10336 |
| F | KGI | 997.000 | 8.19 | - | - | - | - | TTT- | - | - | Ugxkz | R-Ciyoi | 350j | 350 | 6.19% | 6.279% | 14.40276 |
Tranche Comments
F: First Pay: 2022-05-25; Registration: 144J Cmsa;
G: First Pay: 2022-05-25; Registration: 144Q Rdno;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | PPY | 686.282 | 4.70 | - | - | - | - | KKK- | - | - | Nnthb | Zxmoc | 275a | 270 | 3.85% | 3.882% | 74.61113 |
| G | VYH | 37.554 | 6.40 | - | - | - | - | III- | - | - | Mjqzp | Bntoa | 335r | 330 | 4.44% | 4.482% | 49.47369 |
Tranche Comments
U: First Pay: 2021-11-25; Registration: 144F Dapw;
G: First Pay: 2021-11-25; Registration: 144I Wmqv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | AZX | 254.931 | 3.90 | - | - | - | - | YYY- | - | - | Rvfqp | JYX | 3.65-3.75% | - | 3.62% | 3.650% | 91.16243 |
| H | ZOU | 46.937 | 1.23 | - | - | - | - | III- | - | - | Byqze | - | R+75 | - | 4.36% | 4.400% | 28.19982 |
Tranche Comments
B: First Pay: 2021-08-25; Registration: 144Z Bvgm;
H: First Pay: 2021-08-25; Registration: 144E Hehb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | JHU | 404.000 | 4.28 | - | - | - | - | LLL- | - | - | Thtui | - | - | - | 4.45% | 4.500% | 13.71074 |
Tranche Comments
P: First Pay: 2021-01-25; Registration: 144V Sqfm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | TZB | 30.347 | 6.70 | - | - | - | - | MMM- | - | - | Vymxd | Hmihz | 325e | 325 | 4.72% | 4.772% | 10.45854 |
| V | HBI | 239.102 | 7.70 | - | - | - | - | ZZZ- | - | - | Otliq | Vbgzx | 275d | 275 | 4.23% | 4.272% | 29.61553 |
Tranche Comments
V: First Pay: 2019-10-25; Registration: 144A Uhmb;
R: First Pay: 2019-10-25; Registration: 144H Lqsi;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | MLA | 699.976 | 1.10 | - | - | - | - | - | - | - | Zvqsn | Urnif | 275-280 | 275 | 5.07% | 5.129% | 39.25908 |
| M | GBY | 75.609 | 1.40 | - | - | - | - | - | - | - | Gubfs | Ahukk | 340-350 | 335 | 5.66% | 5.729% | 79.31821 |
Tranche Comments
Y: First Pay: 2019-05-28; Registration: 144B Tfdx;
M: First Pay: 2019-05-28; Registration: 144L Oxlm;