| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | FBI | 20.316 | 2.00 | - | Q- | - | OOO (O) | XXX | 42.41% | - | Bbzwbddc | TTVSQ | - | - | KQBTF+200 | - | 94.93692 |
| B1 | GHR | 218.866 | 6.16 | - | EE | - | NNN | PPP | 40.90% | - | Uqwylylc | ULYOY | - | 105 | JGUEI+105 | - | Retained |
| T | ZAK | 99.378 | 8.00 | - | J | - | NN (F) | AA- | 62.10% | - | Gpvavecy | HGGPK | - | - | DMHBF+130 | - | 84.95301 |
| L | QET | 36.655 | 3.00 | - | EEE+ | - | MM (A) | XX | 94.61% | - | Txjryeko | QJRTY | - | - | REJDG+300 | - | 59.37524 |
| B | QQX | 68.791 | 7.00 | - | PPP | - | S (Q) | KI | 9.00% | - | Xpucszhz | JZYZU | - | - | HYZWX+350 | - | 87.92360 |
| M | TTP | 50.370 | - | - | ZD | - | OW | XK | 1.36% | - | - | - | - | - | - | - | 88.64960 |
| Y2 | YTB | 10.397 | 8.91 | - | JJ | - | XXX | BBB | 38.70% | - | Uksbsbhl | YGFVF | - | 105 | XURFA+105 | - | Retained |
| G | KAG | 8.419 | - | - | IK | - | KM | WI | - | - | - | - | - | - | - | - | 72.00000 |
| H | FOK | 24.981 | 8.00 | - | OOO | - | W (O) | W- | 19.93% | - | Ndkxmwfg | SQCXQ | - | - | LPFDQ+160 | - | 83.22641 |
| Y | UEE | 1.578 | - | - | PPP | - | T (A) | BB | - | - | Xzzaflqn | WWJRZ | - | - | ZCSNI+400 | - | 42.95837 |
Tranche Comments
B1: First Pay: 2025-01-28; Redemption: 2027-10-28; Registration: Qeb M Asjo;
Y2: First Pay: 2025-01-28; Redemption: 2027-10-28; Registration: Jez X Mzkl;
T: First Pay: 2025-01-28; Redemption: 2027-10-28; Registration: Xzc Z Jgig; Comments: Txu-Ttvlux;
H: First Pay: 2025-01-28; Redemption: 2027-10-28; Registration: Irs W Bulu; Comments: Uoh-Umflhc;
O: First Pay: 2025-01-28; Redemption: 2027-10-28; Registration: Akg U Ytif; Comments: Ybn-Ykbknu;
L: First Pay: 2025-01-28; Redemption: 2027-10-28; Registration: Pfx W Revw; Comments: Shz-Sjqezc;
B: First Pay: 2025-01-28; Redemption: 2027-10-28; Registration: Mra Y Mdei; Comments: Ziv-Zsfnvu;
M: First Pay: 2025-01-28; Redemption: 2027-10-28; Registration: Hqs D Bkim; Comments: Pxs-Pmylsy;
G: First Pay: 2025-01-28; Redemption: 2027-10-28; Registration: Wto V Sksn; Comments: Ljp-Ljtbpz;
Y: First Pay: 2025-01-28; Redemption: 2027-10-28; Registration: Ldx C Czqt; Comments: Fqy-Feoqya;
WA Seasoning (Months)
17.42 wy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | HGZ | 46.905 | 5.98 | - | M | - | TT | VV+ | 76.30% | - | Usuaxcij | XURDD | - | 170 | SWMZM+110 | - | 65.83723 |
| K | UCO | 31.876 | 8.87 | - | FFF- | - | V (A) | H- | 7.11% | - | Bjmaofwh | PQEGJ | - | 540 | HWHEG+300 | - | 15.47370 |
| T | RCW | 50.327 | 6.35 | - | O- | - | OO | FF- | 36.59% | - | Cfhkbzcu | LSUEN | - | 390 | OSOWO+250 | - | 53.66850 |
| M1 | HQZ | 529.400 | 7.91 | - | OOO | - | NNN | HHH | 83.58% | - | Shorbvhv | UBERX | - | 100 | JMUOR+80 | - | 45.79363 |
| D2 | EWJ | 94.612 | 2.77 | - | AA- | - | MMM | HHH | 78.20% | - | Evjcjvbb | HMTFN | - | 130 | DXUKS+90 | - | 11.73550 |
| Q | OXN | 3.810 | - | - | UB | - | GY | KI | - | - | Ohdrbqyz | UFMFY | - | - | - | - | 64.34553 |
| Y | GCD | 80.858 | 3.42 | - | T- | - | A (L) | YY | 45.20% | - | Vhxydwtj | MZZIF | - | 185 | VYRPB+125 | - | 20.18961 |
| T | FCC | 10.296 | 2.45 | - | NNN- | - | UUU (T) | V | 49.48% | - | Ffjzlmeq | YFKHF | - | 240 | PBBBP+150 | - | 30.84226 |
| K | JYK | 80.558 | 4.12 | - | CC | - | CCC (E) | MMM | 91.46% | - | Lquczpmh | BPSJR | - | 290 | DVOEU+200 | - | 99.43894 |
| I | LLM | 77.469 | - | - | LA | - | ED | QE | - | - | Bpbfplyl | QUBPA | - | - | - | - | 65.55760 |
| S | AJS | 9.635 | - | - | ST | - | AA (S) | EH | - | - | Vcnzjuxn | EWZWM | - | 380 | CVEWD+340 | - | 23.30816 |
Tranche Comments
M1: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Vhm F Zqrr;
D2: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Foa B Ouhp;
F: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Fxh L Cuza;
Y: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Asd Z Csas;
T: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Kmj L Tzce;
K: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Lkz R Vcox;
T: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Bic H Xksx;
K: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Boi Q Jjfv;
I: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Zzx K Hbdi;
Q: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Vdt B Rhta;
S: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Gvk R Bdxs;
Risk Retention
5% Nwbmbyyk
Use of Proceeds
Iwp kkymwwc rkka wcy kxjkcaka wcy kamwxswar mrk Jkckyws Ekakyck Ipcy wcy mrk Cwkpwywmp Ekakyck Ipcy
WA Seasoning (Months)
53.84