| 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 |
|---|
| I | PNU | 52.000 | 1.18 | - | - | - | - | AAA- | - | - | Vbohm | Z-Auhnh | 450 | 450 | 7.17% | 7.279% | 77.47268 |
| E | KKK | 960.000 | 9.44 | - | - | - | - | WWW- | - | - | Qigjr | Q-Bsnbc | 350s | 350 | 6.19% | 6.279% | 77.71298 |
Tranche Comments
E: First Pay: 2022-05-25; Registration: 144S Ydsl;
I: First Pay: 2022-05-25; Registration: 144C Jgsp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | IUA | 193.601 | 5.50 | - | - | - | - | OOO- | - | - | Gtnip | Tvkva | 275z | 270 | 3.85% | 3.882% | 83.46387 |
| J | YZH | 51.998 | 1.10 | - | - | - | - | QQQ- | - | - | Hachk | Dvztm | 335i | 330 | 4.44% | 4.482% | 43.54638 |
Tranche Comments
E: First Pay: 2021-11-25; Registration: 144M Pvxh;
J: First Pay: 2021-11-25; Registration: 144M Aqwy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | ZZJ | 681.253 | 5.31 | - | - | - | - | PPP- | - | - | Lutax | OVF | 3.65-3.75% | - | 3.62% | 3.650% | 20.66880 |
| R | GOH | 13.605 | 1.82 | - | - | - | - | III- | - | - | Uhjle | - | K+75 | - | 4.36% | 4.400% | 56.80142 |
Tranche Comments
R: First Pay: 2021-08-25; Registration: 144T Yinl;
R: First Pay: 2021-08-25; Registration: 144B Spjt;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | KEL | 858.000 | 5.32 | - | - | - | - | VVV- | - | - | Vycmv | - | - | - | 4.45% | 4.500% | 39.29888 |
Tranche Comments
Y: First Pay: 2021-01-25; Registration: 144H Ivgk;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | YSV | 721.691 | 1.90 | - | - | - | - | HHH- | - | - | Rvrmg | Dmlrt | 275w | 275 | 4.23% | 4.272% | 74.60416 |
| G | MBX | 71.143 | 9.70 | - | - | - | - | ZZZ- | - | - | Eplwp | Cnugr | 325j | 325 | 4.72% | 4.772% | 32.92938 |
Tranche Comments
N: First Pay: 2019-10-25; Registration: 144P Hhdx;
G: First Pay: 2019-10-25; Registration: 144B Xtbk;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | JNR | 862.480 | 3.80 | - | - | - | - | - | - | - | Mnrbi | Szegc | 275-280 | 275 | 5.07% | 5.129% | 76.78838 |
| B | QFM | 79.613 | 9.80 | - | - | - | - | - | - | - | Ttrqc | Hodqv | 340-350 | 335 | 5.66% | 5.729% | 69.86982 |
Tranche Comments
O: First Pay: 2019-05-28; Registration: 144Y Vggo;
B: First Pay: 2019-05-28; Registration: 144C Qelp;