| 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 |
|---|
| K | MKU | 50.000 | 3.62 | - | - | - | - | KKK- | - | - | Bpltm | E-Pusqb | 450 | 450 | 7.17% | 7.279% | 14.14549 |
| F | TPC | 534.000 | 1.81 | - | - | - | - | VVV- | - | - | Yctaf | K-Wbcvk | 350b | 350 | 6.19% | 6.279% | 54.30090 |
Tranche Comments
F: First Pay: 2022-05-25; Registration: 144E Qkee;
K: First Pay: 2022-05-25; Registration: 144U Hxdu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | ZLJ | 807.386 | 8.90 | - | - | - | - | PPP- | - | - | Tahpw | Xqlqw | 275k | 270 | 3.85% | 3.882% | 27.23291 |
| I | WEB | 18.822 | 4.30 | - | - | - | - | RRR- | - | - | Bjluf | Bxbjz | 335i | 330 | 4.44% | 4.482% | 12.71934 |
Tranche Comments
U: First Pay: 2021-11-25; Registration: 144F Utzf;
I: First Pay: 2021-11-25; Registration: 144U Ptpt;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | PEI | 721.868 | 6.73 | - | - | - | - | HHH- | - | - | Drphq | MOC | 3.65-3.75% | - | 3.62% | 3.650% | 51.72785 |
| Q | HWL | 58.710 | 3.67 | - | - | - | - | MMM- | - | - | Vgsqm | - | P+75 | - | 4.36% | 4.400% | 93.33905 |
Tranche Comments
R: First Pay: 2021-08-25; Registration: 144F Eolj;
Q: First Pay: 2021-08-25; Registration: 144V Gtfo;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | TLU | 995.000 | 3.80 | - | - | - | - | MMM- | - | - | Gvfty | - | - | - | 4.45% | 4.500% | 99.12474 |
Tranche Comments
I: First Pay: 2021-01-25; Registration: 144V Jdom;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | VNU | 299.755 | 4.50 | - | - | - | - | UUU- | - | - | Qcpjl | Mzkdu | 275z | 275 | 4.23% | 4.272% | 41.57115 |
| G | EHA | 80.727 | 7.20 | - | - | - | - | RRR- | - | - | Iabec | Phqvm | 325y | 325 | 4.72% | 4.772% | 23.30644 |
Tranche Comments
D: First Pay: 2019-10-25; Registration: 144E Bpcp;
G: First Pay: 2019-10-25; Registration: 144G Rwgo;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | OWM | 800.439 | 9.10 | - | - | - | - | - | - | - | Jjftj | Lzajj | 275-280 | 275 | 5.07% | 5.129% | 52.64814 |
| F | TYA | 15.683 | 7.90 | - | - | - | - | - | - | - | Gpaca | Symmd | 340-350 | 335 | 5.66% | 5.729% | 68.32453 |
Tranche Comments
W: First Pay: 2019-05-28; Registration: 144X Yuzw;
F: First Pay: 2019-05-28; Registration: 144J Toow;