| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U3 | ZVS | 39.344 | 9.17 | - | III | - | PPP | - | 12.10% | - | Trimi | - | - | 2-20wa Kqx UYWV3.0 | 3.00% | - | 12.56084 |
| M4 | YVQ | 98.795 | 5.13 | - | XXX | - | CCC | - | 12.20% | - | Upwhn | - | - | 2-20xq Nun QS3.0 | 3.00% | - | 66.18010 |
| D2 | WXC | 645.000 | 1.67 | - | MMM | - | OOO | - | 49.30% | - | Zcxmy | - | - | 2-08zx Ixy VGEC3.5 | 3.50% | - | 12.00000 |
| L5 | CNK | 69.000 | 32.70 | - | TTT | - | III | - | 39.80% | - | Vscyz | - | - | 180 | 3.00% | 3.948% | 51.46536 |
| Y11 | CGC | 84.798 | 9.80 | - | FFF | - | KKK | - | 45.20% | - | Gimilzli | UUBV | - | 115 | ICER+115 | - | 88.81690 |
| U2U | FNC | 24.000 | 4.82 | - | FFF | - | HHH | - | 83.10% | - | Ymuok | - | - | 2-08tz Wwh DKXU3.5 | 3.50% | - | 85.00000 |
| L15 | WAQ | 17.228 | 5.53 | - | HH+ | - | QQQ | - | 18.90% | - | Kyzsc | - | - | 4-16ue Qgd CCUI3.0 | 3.00% | - | 24.61054 |
Tranche Comments
D2: First Pay: 2022-04-25; Registration: 144L/Kkq D;
U2U: First Pay: 2022-04-25; Registration: 144C/Tei E;
U3: First Pay: 2022-04-25; Registration: 144F/Uiy J;
M4: First Pay: 2022-04-25; Registration: 144L/Ijp K;
L5: First Pay: 2022-04-25; Registration: 144M/Nrz M;
Y11: First Pay: 2022-04-25; Registration: 144J/Kvb A;
L15: First Pay: 2022-04-25; Registration: 144C/Pkr L;
Risk Retention
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