| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | NQW | 341.279 | 2.72 | - | - | - | BBB | - | 52.90% | - | Gssgk | EJEK | 110o | 110 | 2.69% | 2.710% | 97.66904 |
| Z6 | FAZ | 67.839 | 4.76 | - | - | - | IA | - | - | - | Ysvxj | NIO | 10%w | - | 9.32% | 10.000% | 50.99619 |
| O1 | XFT | 28.138 | 2.30 | - | - | - | JJ (W) | - | 51.40% | - | Hrzbc | Zgjxa | 165w | 165 | 3.48% | 3.503% | 89.24476 |
| C5 | QPB | 39.302 | 7.46 | - | - | - | Z | - | 8.55% | - | Cssju | NAS | 8%j | - | 7.87% | 8.000% | 51.98930 |
| D3 | NII | 93.690 | 7.25 | - | - | - | CCC (D) | - | 67.63% | - | Jlmej | Ukvqw | 325u | 325 | 5.08% | 5.138% | 14.96528 |
| L4 | ZXL | 57.220 | 1.70 | - | - | - | QQ (J) | - | 2.70% | - | Lkljv | QRT | 7%b | - | 6.41% | 6.500% | 96.84069 |
| D2 | ALI | 42.651 | 2.52 | - | - | - | Z (E) | - | 99.54% | - | Xhrty | Qdbre | 230g | 230 | 4.13% | 4.170% | 93.40127 |
Tranche Comments
D3: First Pay: 2022-03-25; Registration: 144Q/Jmj Q;
L4: First Pay: 2022-03-25; Registration: 144H/Cri R;
O1: First Pay: 2022-03-25; Registration: 144U/Yws X;
K: First Pay: 2022-03-25; Registration: 144Z/Gnj S;
Z6: First Pay: 2022-03-25; Registration: 144G Baml;
C5: First Pay: 2022-03-25; Registration: 144X Nneq;
D2: First Pay: 2022-03-25; Registration: 144T/Zrb V;