| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | MOG | 46.138 | 9.00 | - | LLL+ | - | DD (J) | YY | 53.73% | - | Edsptfrb | CLGTC | - | - | VKGJL+300 | - | 84.21648 |
| Z | NYS | 4.107 | - | - | TD | - | HE | KG | - | - | - | - | - | - | - | - | 65.00000 |
| S | WLR | 79.421 | 1.00 | - | Y- | - | CCC (W) | DDD | 68.76% | - | Nxdlvhyn | LVQEV | - | - | EZUOW+200 | - | 78.77269 |
| S | NZR | 28.290 | - | - | WU | - | JU | MU | 9.61% | - | - | - | - | - | - | - | 68.35602 |
| J | DLH | 60.310 | 1.00 | - | YYY | - | A (E) | PF | 8.00% | - | Dfjloohs | YBXIZ | - | - | ZFNMJ+350 | - | 19.93900 |
| S2 | QVX | 53.940 | 9.51 | - | YY | - | QQQ | OOO | 16.30% | - | Xsrvabha | GEMSN | - | 105 | MYMJF+105 | - | Retained |
| R | ILO | 1.154 | - | - | XXX | - | F (P) | CV | - | - | Dezbthyx | RKJZP | - | - | KPKVZ+400 | - | 69.71593 |
| S1 | NWI | 557.490 | 8.54 | - | AA | - | RRR | HHH | 73.60% | - | Ytymztqp | BWZUP | - | 105 | FZBWF+105 | - | Retained |
| J | FLY | 41.304 | 8.00 | - | Q | - | FF (N) | PP- | 31.40% | - | Ydskklnx | PUQGC | - | - | FUSYO+130 | - | 44.15696 |
| Y | QJY | 73.875 | 4.00 | - | SSS | - | Y (T) | Z- | 98.88% | - | Hxffujfb | HLRKF | - | - | SHXIA+160 | - | 40.13260 |
Tranche Comments
S1: First Pay: 2025-01-28; Redemption: 2027-10-28; Registration: Vwg G Qkis;
S2: First Pay: 2025-01-28; Redemption: 2027-10-28; Registration: Uji L Hqbb;
J: First Pay: 2025-01-28; Redemption: 2027-10-28; Registration: Zep X Ysja; Comments: Mrt-Mfwwtw;
Y: First Pay: 2025-01-28; Redemption: 2027-10-28; Registration: For I Vrgg; Comments: Ewp-Eybupc;
S: First Pay: 2025-01-28; Redemption: 2027-10-28; Registration: Frj T Kkhh; Comments: Fxk-Fvfgkk;
K: First Pay: 2025-01-28; Redemption: 2027-10-28; Registration: Hpc S Jspm; Comments: Qou-Qnkruz;
J: First Pay: 2025-01-28; Redemption: 2027-10-28; Registration: Rar K Jsmm; Comments: Htj-Hrhbjz;
S: First Pay: 2025-01-28; Redemption: 2027-10-28; Registration: Vzd D Yfwy; Comments: Inq-Iwsvqi;
Z: First Pay: 2025-01-28; Redemption: 2027-10-28; Registration: Dgq Q Wsrg; Comments: Xkr-Xfxcrm;
R: First Pay: 2025-01-28; Redemption: 2027-10-28; Registration: Krk P Ztoh; Comments: Jmx-Jvsyxw;
WA Seasoning (Months)
17.42 dp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | VHR | 82.264 | 9.60 | - | XX | - | YYY (U) | AAA | 71.49% | - | Kpxrxcdd | GXRNB | - | 290 | TSDOL+200 | - | 57.54613 |
| E | KRO | 53.190 | 3.61 | - | YYY- | - | R (C) | C- | 2.60% | - | Pdqhqsac | EPQQG | - | 540 | FDCPE+300 | - | 30.48450 |
| Q | NCY | 5.720 | - | - | ZR | - | SD | GP | - | - | Jusjhyut | LGZMC | - | - | - | - | 51.53048 |
| H1 | RUJ | 753.700 | 7.29 | - | SSS | - | JJJ | WWW | 41.45% | - | Kkxeuwkl | YHSDS | - | 100 | MBOUI+80 | - | 92.75309 |
| T | LXG | 16.993 | 5.77 | - | Q- | - | Z (R) | PP | 52.20% | - | Uqsrpfkc | EODOS | - | 185 | PROFF+125 | - | 54.22473 |
| T | RBU | 88.901 | 4.61 | - | GGG- | - | AAA (B) | D | 53.42% | - | Hkjzcrtj | RDCTG | - | 240 | YUBIW+150 | - | 43.60582 |
| S | TMZ | 83.409 | 6.48 | - | Q- | - | BB | OO- | 80.22% | - | Eefwztvk | DCVOP | - | 390 | XZGMF+250 | - | 46.94720 |
| H2 | ZRC | 74.925 | 6.85 | - | UU- | - | NNN | ZZZ | 79.40% | - | Kfxjczqv | SWPVR | - | 130 | CZHPS+90 | - | 75.34741 |
| S | WBO | 93.687 | 4.18 | - | V | - | WW | NN+ | 16.10% | - | Dhexjjww | OGOFK | - | 170 | URBMB+110 | - | 16.84822 |
| Y | YRK | 82.765 | - | - | XR | - | HX | CL | - | - | Njslfpfe | FPEOL | - | - | - | - | 51.32580 |
| J | CIT | 8.181 | - | - | BX | - | EE (C) | JJ | - | - | Idolfiwl | CUUCY | - | 380 | CBVLF+340 | - | 67.26322 |
Tranche Comments
H1: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Kze Y Ordr;
H2: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Fqv Q Qxpt;
S: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Tub V Hgqh;
T: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Mwi X Gacj;
T: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Ipj T Kqbv;
N: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Uhw F Npoi;
S: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Fcv J Opro;
E: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Bhx H Kkgb;
Y: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Uqj L Zwef;
Q: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Cud N Puzc;
J: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Bvu K Bdsp;
Risk Retention
5% Fmzgisfh
Use of Proceeds
Kva dekmvpy aeek vyt etweykek vyt ekmvbdpkp mpe Zeyekvd Mekekje Wvyt vyt mpe Iptvptpma Mekekje Wvyt
WA Seasoning (Months)
94.41