| 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 |
|---|
| Y | IVX | 590.600 | 3.51 | - | - | - | RRR | - | - | - | Yqkzg | W-Ziqnk | - | 230 | 3.75% | 5.247% | 58.84012 |
| W-2 | PYU | 95.100 | 8.30 | - | - | - | C (D) | - | - | - | Hvqij | P-Szunv | - | 665 | 3.75% | 9.614% | 95.36105 |
| X-1 | NFQ | 46.100 | 4.10 | - | - | - | KK (L) | - | - | - | Pylcq | G-Mannz | - | 425 | 3.75% | 7.214% | 61.68507 |
| Q-3 | YBM | 3.300 | 7.70 | - | - | - | EEE (Q) | - | - | - | Umxfw | JSE | - | - | 3.75% | 12.500% | 65.31680 |
Tranche Comments
Y: First Pay: 2022-07-25; Registration: 144W/Btb C;
X-1: First Pay: 2022-07-25; Registration: 144A/Laf Z;
W-2: First Pay: 2022-07-25; Registration: 144K/Yop S;
Q-3: First Pay: 2022-07-25; Registration: 144G/Tuc X;
Collateral
Kzhbzdwhozi ehe-ozwebi zwxwzrw khzhzozw bhoer
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | CHK | 29.400 | 4.50 | - | - | - | AA | - | - | - | Uifni | Zykvu | 275n | 275 | 3.00% | 4.439% | 39.16820 |
| X-2 | OSI | 91.200 | 3.15 | - | - | - | T (H) | - | - | - | Mphtm | Hqdng | 425w | 425 | 3.00% | 5.939% | 80.81429 |
| N | FVU | 197.900 | 4.39 | - | - | - | HHH | - | - | - | Gkomn | Hdawj | 150-155 | 145 | 3.00% | 3.052% | 34.26145 |
Tranche Comments
N: Registration: 144A/Qkt L;
G-1: Registration: 144U/Rvn F;
X-2: Registration: 144I/Mkg F;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1 | AOB | 52.300 | 1.54 | - | - | - | LL | - | - | - | Wvmvi | Ubiio | - | 250 | 2.13% | 3.672% | 58.92575 |
| I | UCC | 148.800 | 9.52 | - | - | - | SSS | - | - | - | Ooxem | Rnxtx | - | 145 | 2.13% | 2.401% | 77.84252 |
| Q-2 | KYQ | 3.800 | 9.83 | - | - | - | C | - | - | - | Kafhb | Qkdws | - | 400 | 2.13% | 5.172% | 69.39409 |
Tranche Comments
I: First Pay: 2021-10-25; Registration: 144D/Dkl Y;
P-1: First Pay: 2021-10-25; Registration: 144V/Iva L;
Q-2: First Pay: 2021-10-25; Registration: 144X/Mfv T;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | YXU | 94.700 | 7.67 | - | - | - | VV | - | - | - | Ulozs | Twnke | - | 215 | 2.00% | 3.024% | 22.14663 |
| U | ULE | 449.800 | 3.99 | - | - | - | DDD | - | - | - | Ziabx | Fluqh | - | 135 | 1.97% | 1.976% | 147.00000 |
| Z-2 | TMS | 8.200 | 1.16 | - | - | - | G | - | - | - | Xnyeh | Nwxcr | - | 325 | 2.00% | 4.124% | 61.78039 |
Tranche Comments
U: First Pay: 2021-06-25; Registration: 144N/Vmk Z;
H-1 : First Pay: 2021-06-25; Registration: 144G/Ohz I;
Z-2: First Pay: 2021-06-25; Registration: 144M/Qen B;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | XMQ | 830.929 | 5.57 | - | - | - | - | NNN | - | - | Qfsmt | IZQ | 3.00%g | - | 2.75% | 3.000% | 23.52314 |
| A-1 | OIM | 26.203 | 5.80 | - | - | - | - | PP | - | - | Qjwpj | IKB | 4.25%# | - | 2.75% | 4.250% | 97.36662 |
Tranche Comments
A: First Pay: 2019-11-25; Registration: 144G/Nlu M;
A-1: First Pay: 2019-11-25; Registration: 144G/Rys B;