| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2Z | CJR | 15.300 | - | Gy2 | - | KK | - | - | Vrszdkdc | 3nBv | 170-175 | 175 | 3zXp+175 | - | 340.00000 |
| U-2A | BJK | 40.100 | - | Yh2 | - | OO | - | - | Wywxa | APW | - | - | 2.150% | 2.150% | 687.00000 |
| F | BBE | 92.100 | - | O3 | - | T- | - | - | Lfuvkjdn | 3vPx | 930-950 | 970 | 3jNd+901 | - | 74.10000 |
| O | ZDD | 92.400 | - | B2 | - | D | - | - | Keupbhsq | 3mFg | 230-240 | 250 | 3cDu+250 | - | 366.00000 |
| O | EVI | 57.700 | - | Akk3 | - | DDD- | - | - | Ndqxkyvj | 3tUw | 350f | 370 | 3gHf+370 | - | 320.00000 |
| Ohi | KFB | 89.800 | - | DC | - | AU | - | - | - | - | - | - | - | - | Retained |
| Add Llt | PZI | 7.500 | - | YO | - | ML | - | - | - | - | - | - | - | - | 17.50000 |
| H-1 | ZVS | 286.000 | - | Qdd | - | PPP | - | - | Wszdtubq | 3pBd | 92-94 | 94 | 3qEg+94 | - | 659.00000 |
| Y | OLY | 42.900 | - | Nk3 | - | BB- | - | - | Jhczkmsr | 3sUv | 650-675 | 700 | 3qDr+665 | - | 69.20000 |
Tranche Comments
H-1: First Pay: 2022-08-10; Redemption: 2023-08-22;
Z-2Z: First Pay: 2022-08-10; Redemption: 2023-08-22;
U-2A: First Pay: 2022-08-10; Redemption: 2023-08-22;
O: First Pay: 2022-08-10; Redemption: 2023-08-22;
O: First Pay: 2022-08-10; Redemption: 2023-08-22;
Y: First Pay: 2022-08-10; Redemption: 2023-08-22;
F: First Pay: 2022-08-10; Redemption: 2023-08-22;
Add Llt: First Pay: 2022-08-10; Redemption: 2023-08-22;
Ohi: First Pay: 2022-08-10; Redemption: 2023-08-22;
Deal Comments
Owewp. Jtw Coaa Hwfutlr 1.00
Risk Retention
AOu Xqhyhtxb
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 28, 2022
WAL Test Period End Date
Feb 12, 2021