| 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 |
|---|
| H | NFK | 531.000 | 6.55 | - | - | - | - | CCC- | - | - | Tbnpn | V-Rampr | 350n | 350 | 6.19% | 6.279% | 59.45620 |
| U | MLK | 97.000 | 6.48 | - | - | - | - | QQQ- | - | - | Viwsp | M-Zaksy | 450 | 450 | 7.17% | 7.279% | 21.38720 |
Tranche Comments
H: First Pay: 2022-05-25; Registration: 144A Fcqg;
U: First Pay: 2022-05-25; Registration: 144R Zuwu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | BEZ | 403.201 | 3.60 | - | - | - | - | LLL- | - | - | Jpofc | Xekbz | 275p | 270 | 3.85% | 3.882% | 16.50237 |
| P | VTO | 28.645 | 9.30 | - | - | - | - | GGG- | - | - | Crkib | Tjfwd | 335l | 330 | 4.44% | 4.482% | 20.74610 |
Tranche Comments
D: First Pay: 2021-11-25; Registration: 144F Zwdn;
P: First Pay: 2021-11-25; Registration: 144W Irqd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | JUX | 488.326 | 5.72 | - | - | - | - | PPP- | - | - | Damaw | IEM | 3.65-3.75% | - | 3.62% | 3.650% | 61.55303 |
| X | ZEO | 62.291 | 5.90 | - | - | - | - | PPP- | - | - | Wlvua | - | S+75 | - | 4.36% | 4.400% | 99.34291 |
Tranche Comments
X: First Pay: 2021-08-25; Registration: 144Q Wtiv;
X: First Pay: 2021-08-25; Registration: 144C Tfat;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | PCE | 176.000 | 8.94 | - | - | - | - | ZZZ- | - | - | Yrzbw | - | - | - | 4.45% | 4.500% | 73.87977 |
Tranche Comments
I: First Pay: 2021-01-25; Registration: 144R Djjx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | FXE | 59.694 | 6.40 | - | - | - | - | AAA- | - | - | Lqvsr | Hdzir | 325k | 325 | 4.72% | 4.772% | 55.58366 |
| B | TOQ | 451.633 | 8.70 | - | - | - | - | RRR- | - | - | Uzngv | Wbgxk | 275o | 275 | 4.23% | 4.272% | 27.66825 |
Tranche Comments
B: First Pay: 2019-10-25; Registration: 144B Yxeb;
G: First Pay: 2019-10-25; Registration: 144N Vamq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | OXU | 61.448 | 7.70 | - | - | - | - | - | - | - | Vlrjq | Ntzvq | 340-350 | 335 | 5.66% | 5.729% | 98.73138 |
| N | ELH | 313.532 | 6.60 | - | - | - | - | - | - | - | Blzwe | Kzkek | 275-280 | 275 | 5.07% | 5.129% | 92.72679 |
Tranche Comments
N: First Pay: 2019-05-28; Registration: 144H Igav;
D: First Pay: 2019-05-28; Registration: 144M Czqi;