| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C2 | OLM | 403.000 | 8.96 | - | QQQ | - | OOO | - | 61.80% | - | Dtvmc | - | - | 2-08yy Azy QJVF3.5 | 3.50% | - | 58.00000 |
| S2S | YRL | 83.000 | 1.52 | - | TTT | - | WWW | - | 72.50% | - | Mtfmq | - | - | 2-08tx Ecp VZZO3.5 | 3.50% | - | 75.00000 |
| W3 | QNC | 73.848 | 6.53 | - | QQQ | - | MMM | - | 68.30% | - | Razlx | - | - | 2-20el Jec WGPZ3.0 | 3.00% | - | 79.15510 |
| G11 | PMA | 22.656 | 8.22 | - | AAA | - | HHH | - | 92.20% | - | Rlmwpvxc | YATC | - | 115 | IXXQ+115 | - | 56.19650 |
| U5 | WJV | 50.000 | 21.50 | - | PPP | - | QQQ | - | 75.70% | - | Brtwo | - | - | 180 | 3.00% | 3.948% | 78.32502 |
| I15 | CJO | 57.654 | 2.99 | - | YY+ | - | TTT | - | 43.39% | - | Hfitc | - | - | 4-16ag Tjz RCTE3.0 | 3.00% | - | 62.33305 |
| G4 | YJT | 86.167 | 7.70 | - | XXX | - | YYY | - | 60.70% | - | Yktpe | - | - | 2-20ty Myn SF3.0 | 3.00% | - | 22.66420 |
Tranche Comments
C2: First Pay: 2022-04-25; Registration: 144F/Wqu P;
S2S: First Pay: 2022-04-25; Registration: 144X/Dna S;
W3: First Pay: 2022-04-25; Registration: 144U/Hff P;
G4: First Pay: 2022-04-25; Registration: 144U/Cnu J;
U5: First Pay: 2022-04-25; Registration: 144Y/Yfq X;
G11: First Pay: 2022-04-25; Registration: 144L/Mwv T;
I15: First Pay: 2022-04-25; Registration: 144F/Yyt F;
Risk Retention
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