| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W11 | GFD | 35.400 | 8.76 | Xbb | - | - | CCC | - | 72.00% | - | Fpuxvmdg | PYHZ | 85l | 80 | VWCT+80 | - | 57.11011 |
| I14 | GUZ | 51.502 | 8.57 | Nw1 | - | - | AAA | - | 7.67% | - | Hjgpx | - | - | 2-18pi Ydp AJKP3.0 | 3.00% | - | 84.49700 |
| H2H | TEQ | 772.000 | 3.64 | Lhh | - | - | GGG | - | 35.00% | - | Wuoqm | - | - | - | 3.00% | - | - |
| G5 | JEX | 95.000 | 50.72 | Lyy | - | - | XXX | - | 66.00% | - | Bhywt | Qnqgh | 120 | 120 | 2.50% | 3.111% | 35.94166 |
| Q3 | UQS | 89.000 | 5.25 | Zee | - | - | PPP | - | 23.00% | - | Jimby | - | 1-24->1-28hp Cbh ECZA2.5 | 1-24xb Ncx RGNC2.5 | 2.50% | - | 48.62470 |
| Z4 | MHG | 31.000 | 4.72 | Qff | - | - | DDD | - | 19.00% | - | Ducff | - | 2-16zt w Jdz MF 2.5 | 2-14qf Pfq PY 2.5 | 2.50% | - | 31.76457 |
| U2 | BRG | 530.229 | 8.52 | Xmm | - | - | DDD | - | 36.00% | - | Mmckx | - | - | 1-26bu Oub QKDG3.0 | 3.00% | - | 381.76000 |
Tranche Comments
U2: First Pay: 2022-02-25; Registration: 144C/Oiz N;
H2H: First Pay: 2022-02-25; Registration: 144H/Xij U;
Q3: First Pay: 2022-02-25; Registration: 144T/Wtm E;
Z4: First Pay: 2022-02-25; Registration: 144H/Tup J;
G5: First Pay: 2022-02-25; Registration: 144M/Dnj M;
W11: First Pay: 2022-02-25; Registration: 144B/Fzt D;
I14: First Pay: 2022-02-25; Registration: 144T/Qbj V;
Risk Retention
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