| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | HXD | 10.700 | 5.00 | - | - | II | BB (S) | 2.40% | - | Qmouqpvb | EGRXO | - | 435 | SSRHF+435 | - | 719.00000 |
| L1 | OBP | 870.600 | 3.00 | - | - | YYY | LLL | 26.80% | - | Tmwysuhz | KGTLD | 90 | 90 | BGMCU+90 | - | 810.00000 |
| Y | EUZ | 35.500 | 8.00 | - | - | X+ | P (B) | 4.00% | - | Xvzcyqyi | MOBPY | - | 535 | LQNIF+535 | - | Retained |
| X | AFL | 25.170 | 3.00 | - | - | M | V (L) | 72.90% | - | Guxbquyr | UZKPX | 175-180 | 175 | PFDKU+175 | - | 894.00000 |
| E2 | IJD | 375.000 | 1.00 | - | - | AAA | UUU | 52.70% | - | Zsleycsa | QPMB | 100 | 100 | VTEW+100 | - | 865.00000 |
| C | NEP | 66.260 | 9.00 | - | - | VV | OO | 27.70% | - | Ezfurzbz | ZWFKI | 135-140 | 135 | HUWPX+135 | - | 729.00000 |
| M | YLT | 25.600 | 4.00 | - | - | KKK | XXX (F) | 55.10% | - | Gburbhzf | VKYSJ | 235-240 | 235 | PHZQC+235 | - | 591.00000 |
Tranche Comments
L1: First Pay: 2022-01-17; Registration: 144W/Lnr H;
E2: First Pay: 2022-01-17; Registration: 144E/Nsp W;
C: First Pay: 2022-01-17; Registration: 144W/Vkf C;
X: First Pay: 2022-01-17; Registration: 144W/Rzg U;
M: First Pay: 2022-01-17; Registration: 144A/Bby X;
M: First Pay: 2022-01-17; Registration: 144M/Ulc F;
Y: First Pay: 2022-01-17; Registration: 144Z/Tep R;