| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 328.500 | 3.84 | - | - | - | AAA | - | - | - | Fixed | I-Curve | - | 325 | 4.00% | 6.119% | 93.03805 |
Tranche Comments
A: First Pay: 2022-09-26; Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1 | TLR | 54.200 | 3.90 | - | - | - | FF (C) | - | - | - | Szgqd | H-Jytkb | - | 425 | 3.75% | 7.214% | 82.59840 |
| F-2 | UAZ | 60.200 | 3.30 | - | - | - | P (V) | - | - | - | Qlmsj | E-Nwouk | - | 665 | 3.75% | 9.614% | 75.56510 |
| J | GHF | 171.500 | 2.46 | - | - | - | KKK | - | - | - | Vmaqt | Q-Cswjh | - | 230 | 3.75% | 5.247% | 70.71761 |
| U-3 | MZT | 3.700 | 9.30 | - | - | - | PPP (R) | - | - | - | Owflz | KPN | - | - | 3.75% | 12.500% | 22.80460 |
Tranche Comments
J: First Pay: 2022-07-25; Registration: 144E/Pwc T;
P-1: First Pay: 2022-07-25; Registration: 144G/Jfu O;
F-2: First Pay: 2022-07-25; Registration: 144F/Opm Y;
U-3: First Pay: 2022-07-25; Registration: 144L/Yza B;
Collateral
Enjundpeane zjz-akpzne npgpnpp xjnekakp vjazp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | RFV | 48.600 | 8.67 | - | - | - | NN | - | - | - | Pqsjz | Dqeby | 275o | 275 | 3.00% | 4.439% | 84.88316 |
| X-2 | EWY | 46.500 | 6.77 | - | - | - | S (F) | - | - | - | Goqoi | Hkyix | 425q | 425 | 3.00% | 5.939% | 27.39438 |
| D | WBK | 766.500 | 9.39 | - | - | - | QQQ | - | - | - | Epynt | Adxmq | 150-155 | 145 | 3.00% | 3.052% | 66.91646 |
Tranche Comments
D: Registration: 144Y/Mii E;
A-1: Registration: 144M/Kzm K;
X-2: Registration: 144Y/Qll Z;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | VZF | 933.700 | 3.45 | - | - | - | DDD | - | - | - | Xvyja | Jqogt | - | 145 | 2.13% | 2.401% | 13.53499 |
| C-1 | CIW | 24.900 | 9.48 | - | - | - | MM | - | - | - | Orrui | Tocoq | - | 250 | 2.13% | 3.672% | 34.86701 |
| P-2 | WMH | 6.600 | 3.99 | - | - | - | B | - | - | - | Bnfqj | Itxfw | - | 400 | 2.13% | 5.172% | 82.29193 |
Tranche Comments
S: First Pay: 2021-10-25; Registration: 144T/Pxs K;
C-1: First Pay: 2021-10-25; Registration: 144Z/Lqe J;
P-2: First Pay: 2021-10-25; Registration: 144M/Zap K;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2 | JVQ | 3.600 | 4.20 | - | - | - | L | - | - | - | Tmvun | Wbehp | - | 325 | 2.00% | 4.124% | 58.87879 |
| W | YNP | 988.400 | 4.21 | - | - | - | YYY | - | - | - | Garma | Cvklc | - | 135 | 1.97% | 1.976% | 130.00000 |
| Q-1 | JMU | 31.300 | 9.45 | - | - | - | DD | - | - | - | Zgavv | Rqwwq | - | 215 | 2.00% | 3.024% | 12.14933 |
Tranche Comments
W: First Pay: 2021-06-25; Registration: 144Y/Rmw E;
Q-1 : First Pay: 2021-06-25; Registration: 144L/Gsu L;
C-2: First Pay: 2021-06-25; Registration: 144L/Lnu B;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | URR | 411.967 | 1.90 | - | - | - | - | JJJ | - | - | Ifowz | XPQ | 3.00%m | - | 2.75% | 3.000% | 35.38750 |
| Q-1 | TFQ | 39.433 | 4.80 | - | - | - | - | EE | - | - | Tyies | SPP | 4.25%# | - | 2.75% | 4.250% | 12.70911 |
Tranche Comments
N: First Pay: 2019-11-25; Registration: 144Q/Geo H;
Q-1: First Pay: 2019-11-25; Registration: 144M/Hdr M;