| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-5 | RBL | 52.724 | 8.30 | Add | - | - | - | LLL | 79.00% | - | Oaozl | - | <2-20> zh <2-24> xb VYA WNAZ 2.5 | 3-00jk HWR NGRO 2.5 | 2.50% | - | 62.58240 |
| S-7 | TNW | 11.525 | 1.78 | Azz | - | - | - | YYY | 15.00% | - | Zjqub | - | <2-08> ux <2-12> me OPW HWWU 3.0 | 2-16it TCL KDLA 3.0 | 3.00% | - | 86.77380 |
| Y-7-Y | HHB | 92.000 | 1.23 | Hhh | - | - | - | OOO | 30.00% | - | Popol | - | - | - | 3.00% | - | - |
| S-9 | MUZ | 668.300 | 3.90 | Jxx | - | - | - | SSS | 36.00% | - | Tznwv | - | <3-12> xd VRT GC 2.5q | 3-16dj CXN YZ 2.5 | 2.50% | - | 14.88139 |
| N-13 | NSD | 20.800 | 56.20 | Lmm | - | - | - | YYY | 90.00% | - | Nzakf | Uxuwd | 130c | 142 | 2.50% | 3.302% | 90.42922 |
| I-17 | BQA | 16.612 | 2.86 | Ig1 | - | - | - | AAA | 9.12% | - | Tommg | - | - | 4-00le ZRX YYXN 2.5 | 2.50% | - | 89.27290 |
| J-19 | XHR | 24.733 | 3.61 | Mc1 | - | - | - | ZZZ | 8.34% | - | Wbrrm | - | - | 3-16fp GPB JWBD 3.0 | 3.00% | - | 99.49690 |
Tranche Comments
Z-5: First Pay: 2022-02-25; Registration: 144U/Osv Q;
S-7: First Pay: 2022-02-25; Registration: 144J/Tqo S;
Y-7-Y: First Pay: 2022-02-25; Registration: 144B/Cmb D;
S-9: First Pay: 2022-02-25; Registration: 144P/Mcn R;
N-13: First Pay: 2022-02-25; Registration: 144K/Azr M;
I-17: First Pay: 2022-02-25; Registration: 144H/Wfb J;
J-19: First Pay: 2022-02-25; Registration: 144Z/Fnw Z;