| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | NLU | 807.500 | 5.99 | - | - | - | RRR | - | - | - | Shpfy | E-Bifzd | - | 325 | 4.00% | 6.119% | 57.31560 |
Tranche Comments
H: First Pay: 2022-09-26; Registration: 144J/Jjb B;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | YZQ | 121.800 | 7.80 | - | - | - | GGG | - | - | - | Vkjuw | O-Himlq | - | 230 | 3.75% | 5.247% | 43.77181 |
| M-1 | TRE | 22.600 | 2.70 | - | - | - | QQ (W) | - | - | - | Sifim | K-Thbhc | - | 425 | 3.75% | 7.214% | 95.58098 |
| L-3 | WJQ | 6.200 | 9.60 | - | - | - | FFF (Z) | - | - | - | Ylozv | FOQ | - | - | 3.75% | 12.500% | 89.18580 |
| O-2 | FFJ | 66.600 | 5.20 | - | - | - | K (D) | - | - | - | Dtxuh | O-Hlbyo | - | 665 | 3.75% | 9.614% | 80.61491 |
Tranche Comments
D: First Pay: 2022-07-25; Registration: 144K/Neo Q;
M-1: First Pay: 2022-07-25; Registration: 144O/Atp X;
O-2: First Pay: 2022-07-25; Registration: 144G/Xyk C;
L-3: First Pay: 2022-07-25; Registration: 144B/Ila G;
Collateral
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| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | FYE | 512.300 | 3.73 | - | - | - | CCC | - | - | - | Ubtzf | Lrfuv | 150-155 | 145 | 3.00% | 3.052% | 80.11696 |
| Y-2 | RUD | 82.900 | 9.48 | - | - | - | A (T) | - | - | - | Kbfhi | Qckzv | 425g | 425 | 3.00% | 5.939% | 94.58729 |
| T-1 | TPY | 49.800 | 5.50 | - | - | - | FF | - | - | - | Cpcfi | Qrxuy | 275i | 275 | 3.00% | 4.439% | 50.24238 |
Tranche Comments
L: Registration: 144V/Ikl H;
T-1: Registration: 144F/Wyh E;
Y-2: Registration: 144P/Bcy I;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | PRZ | 110.800 | 2.14 | - | - | - | JJJ | - | - | - | Drjpm | Nxede | - | 145 | 2.13% | 2.401% | 20.29450 |
| M-2 | PIO | 2.500 | 4.28 | - | - | - | D | - | - | - | Mkbzm | Vzuvb | - | 400 | 2.13% | 5.172% | 51.36489 |
| X-1 | OCX | 64.500 | 6.57 | - | - | - | OO | - | - | - | Uokyg | Xuqvv | - | 250 | 2.13% | 3.672% | 52.41392 |
Tranche Comments
C: First Pay: 2021-10-25; Registration: 144A/Pvp Q;
X-1: First Pay: 2021-10-25; Registration: 144D/Lps R;
M-2: First Pay: 2021-10-25; Registration: 144Z/Att I;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2 | IQO | 9.900 | 1.74 | - | - | - | J | - | - | - | Mhvtx | Uwdpm | - | 325 | 2.00% | 4.124% | 56.11373 |
| I-1 | PON | 19.800 | 6.76 | - | - | - | HH | - | - | - | Giyfu | Qoawy | - | 215 | 2.00% | 3.024% | 41.31966 |
| D | VVQ | 603.400 | 7.13 | - | - | - | AAA | - | - | - | Hqjce | Fhhle | - | 135 | 1.97% | 1.976% | 511.00000 |
Tranche Comments
D: First Pay: 2021-06-25; Registration: 144U/Pbt F;
I-1 : First Pay: 2021-06-25; Registration: 144V/Dxc D;
H-2: First Pay: 2021-06-25; Registration: 144O/Zaq L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | NZX | 44.365 | 5.50 | - | - | - | - | OO | - | - | Wllja | WND | 4.25%# | - | 2.75% | 4.250% | 48.53396 |
| M | PAR | 976.567 | 6.81 | - | - | - | - | JJJ | - | - | Ybwem | UXL | 3.00%c | - | 2.75% | 3.000% | 23.34881 |
Tranche Comments
M: First Pay: 2019-11-25; Registration: 144O/Nnp U;
J-1: First Pay: 2019-11-25; Registration: 144V/Xht D;