| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | CNM | 26.470 | 8.00 | - | - | D | A (C) | 74.50% | - | Emvcxhlh | SSXNK | 175-180 | 175 | ZGIMI+175 | - | 391.00000 |
| W1 | AQP | 148.800 | 8.00 | - | - | QQQ | EEE | 35.80% | - | Jhucadhm | TMJLV | 90 | 90 | BLNBO+90 | - | 784.00000 |
| C | TOL | 25.620 | 1.00 | - | - | KK | DD | 41.90% | - | Dfthlotj | SSBLQ | 135-140 | 135 | EFWKT+135 | - | 527.00000 |
| R | CZX | 14.500 | 1.00 | - | - | D+ | B (D) | 3.00% | - | Aphbbzjg | MMVBB | - | 535 | BRFYM+535 | - | Retained |
| E | XKI | 75.800 | 2.00 | - | - | AAA | YYY (U) | 97.10% | - | Djbmzhkp | RTPIA | 235-240 | 235 | TBGOY+235 | - | 427.00000 |
| T2 | EHL | 670.000 | 7.00 | - | - | ZZZ | UUU | 34.30% | - | Rhsstkqe | POEL | 100 | 100 | ZGDV+100 | - | 545.00000 |
| S | GYU | 25.200 | 1.00 | - | - | MM | TT (M) | 7.80% | - | Olvverks | GDHUF | - | 435 | CZGDZ+435 | - | 553.00000 |
Tranche Comments
W1: First Pay: 2022-01-17; Registration: 144M/Btr N;
T2: First Pay: 2022-01-17; Registration: 144Q/Ivz K;
C: First Pay: 2022-01-17; Registration: 144E/Nmb K;
D: First Pay: 2022-01-17; Registration: 144W/Obm O;
E: First Pay: 2022-01-17; Registration: 144N/Cfm I;
S: First Pay: 2022-01-17; Registration: 144X/Utv K;
R: First Pay: 2022-01-17; Registration: 144D/Akj S;