| 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 |
|---|
| Z | PTF | 443.700 | 8.46 | - | - | - | UUU | - | - | - | Msmpw | U-Mxmqg | - | 230 | 3.75% | 5.247% | 36.53683 |
| N-2 | WPB | 45.500 | 9.10 | - | - | - | R (K) | - | - | - | Nlzkt | O-Hgtid | - | 665 | 3.75% | 9.614% | 42.21789 |
| M-3 | PII | 1.900 | 7.10 | - | - | - | HHH (U) | - | - | - | Wlkco | ENB | - | - | 3.75% | 12.500% | 59.84950 |
| J-1 | PGV | 72.700 | 8.80 | - | - | - | QQ (I) | - | - | - | Pxuxp | Q-Ftqxv | - | 425 | 3.75% | 7.214% | 95.48266 |
Tranche Comments
Z: First Pay: 2022-07-25; Registration: 144C/Mhc G;
J-1: First Pay: 2022-07-25; Registration: 144G/Nfr L;
N-2: First Pay: 2022-07-25; Registration: 144K/Whg R;
M-3: First Pay: 2022-07-25; Registration: 144Q/Mkf V;
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 |
|---|
| W-2 | KRP | 76.700 | 1.40 | - | - | - | X (T) | - | - | - | Ynhta | Begio | 425l | 425 | 3.00% | 5.939% | 90.40187 |
| D | VMZ | 283.200 | 2.58 | - | - | - | CCC | - | - | - | Nrkrg | Oxaum | 150-155 | 145 | 3.00% | 3.052% | 86.42262 |
| K-1 | JSO | 25.600 | 5.59 | - | - | - | LL | - | - | - | Zyjhb | Cljwn | 275e | 275 | 3.00% | 4.439% | 69.65978 |
Tranche Comments
D: Registration: 144E/Mdw B;
K-1: Registration: 144W/Uzl V;
W-2: Registration: 144A/Ede V;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2 | PUP | 2.800 | 8.51 | - | - | - | N | - | - | - | Yowgy | Jqamy | - | 400 | 2.13% | 5.172% | 85.48946 |
| V | AFC | 380.700 | 4.32 | - | - | - | ZZZ | - | - | - | Zmhny | Okurh | - | 145 | 2.13% | 2.401% | 11.77172 |
| D-1 | TEB | 17.600 | 1.14 | - | - | - | FF | - | - | - | Xqhal | Wkajf | - | 250 | 2.13% | 3.672% | 26.10089 |
Tranche Comments
V: First Pay: 2021-10-25; Registration: 144V/Pyu T;
D-1: First Pay: 2021-10-25; Registration: 144T/Fwg X;
W-2: First Pay: 2021-10-25; Registration: 144W/Bjb W;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | RRY | 18.500 | 8.87 | - | - | - | RR | - | - | - | Dlnen | Oxeki | - | 215 | 2.00% | 3.024% | 91.45791 |
| Y | HOO | 984.600 | 7.92 | - | - | - | WWW | - | - | - | Rotox | Anfif | - | 135 | 1.97% | 1.976% | 861.00000 |
| Q-2 | RJH | 5.900 | 9.25 | - | - | - | Q | - | - | - | Wppqu | Gikth | - | 325 | 2.00% | 4.124% | 93.76848 |
Tranche Comments
Y: First Pay: 2021-06-25; Registration: 144K/Ezm X;
S-1 : First Pay: 2021-06-25; Registration: 144E/Vnq M;
Q-2: First Pay: 2021-06-25; Registration: 144N/Xug D;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | KLB | 238.845 | 5.88 | - | - | - | - | DDD | - | - | Xfyol | YGZ | 3.00%j | - | 2.75% | 3.000% | 38.28442 |
| L-1 | EOT | 29.255 | 1.70 | - | - | - | - | KK | - | - | Nvngz | YJQ | 4.25%# | - | 2.75% | 4.250% | 69.25369 |
Tranche Comments
R: First Pay: 2019-11-25; Registration: 144T/Tih I;
L-1: First Pay: 2019-11-25; Registration: 144B/Weu T;