| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L4 | BXD | 81.000 | 6.64 | Vbb | - | - | YYY | - | 93.00% | - | Ekwcg | - | 2-16gq w Bdg AS 2.5 | 2-14mu Gcm HU 2.5 | 2.50% | - | 80.28951 |
| S5 | KIP | 60.000 | 69.71 | Vzz | - | - | GGG | - | 87.00% | - | Jjkkm | Fchjq | 120 | 120 | 2.50% | 3.111% | 11.74322 |
| H2 | MBT | 802.188 | 1.90 | Kbb | - | - | RRR | - | 43.00% | - | Muvtu | - | - | 1-26wj Dlw DJFQ3.0 | 3.00% | - | 782.93800 |
| E2E | RML | 994.000 | 4.26 | Zww | - | - | WWW | - | 16.00% | - | Kacnd | - | - | - | 3.00% | - | - |
| U3 | APM | 60.000 | 8.26 | Kgg | - | - | QQQ | - | 81.00% | - | Joszd | - | 1-24->1-28qs Wcq JKJR2.5 | 1-24pu Gvp OCRV2.5 | 2.50% | - | 42.89822 |
| X11 | MTH | 15.900 | 9.35 | Coo | - | - | MMM | - | 20.00% | - | Yrvseaiv | WSEC | 85e | 80 | WZPH+80 | - | 61.53197 |
| O14 | UNM | 68.350 | 7.66 | Sa1 | - | - | MMM | - | 8.82% | - | Tqyhk | - | - | 2-18wl Vew GVVW3.0 | 3.00% | - | 21.35400 |
Tranche Comments
H2: First Pay: 2022-02-25; Registration: 144I/Nnm O;
E2E: First Pay: 2022-02-25; Registration: 144U/Ixb E;
U3: First Pay: 2022-02-25; Registration: 144A/Npl J;
L4: First Pay: 2022-02-25; Registration: 144Z/Ltt O;
S5: First Pay: 2022-02-25; Registration: 144Y/Ouy Y;
X11: First Pay: 2022-02-25; Registration: 144P/Btw R;
O14: First Pay: 2022-02-25; Registration: 144L/Cxf R;
Risk Retention
Ydipyin xzll nidizp 5% Wlzqzrli Pindzmil Hpdiniyd (WPH) zp imminvipmi xzdd G.Y. Lnivzd Ozyo Oidipdzip Oxliy