Warrington Residential DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	KR	SC	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J1	CQA	844.800	-	P2	-	-	S	K-	34.30%	-	Fskaaijx	1wOr	-	270	1gVh+200	-	70.90000
T	USU	8.300	-	-	-	-	M	H	53.30%	-	Lxqlvafy	1zEa	-	850	1qYv+400	-	85.44000
W	IHE	4.000	-	-	-	-	AJ	EE	-	-	-	-	-	-	-	-	Retained
A2	BSR	478.200	-	-	-	-	UH	VE	-	-	Kwwyz	-	-	-	10%	-	-
E2	QGC	70.660	-	-	-	-	YYY	NNN-	53.30%	-	Sdyyxdyk	1eWs	-	420	1iZt+200	-	36.30000
I	XEX	95.300	-	-	-	-	VV	VV	64.90%	-	Hjxvjcwg	1vQg	-	475	1pOp+275	-	89.60000
Q1	ZIL	69.000	-	-	-	-	UB	WI	-	-	Dzbkg	-	-	-	8%	-	-

Tranche Comments

J1: First Pay: 2022-03-24; Redemption: 2026-02-24; Registration: Nac K Ndfv; Comments: Ito-Ivygoi; E2: First Pay: 2022-03-24; Redemption: 2026-02-24; Registration: Yww M Jwpk; Comments: Kof-Kljafk; I: First Pay: 2022-03-24; Redemption: 2026-02-24; Registration: Niv M Zgqq; T: First Pay: 2022-03-24; Redemption: 2026-02-24; Registration: Akt H Fdal; Q1: First Pay: 2022-03-24; Redemption: 2026-02-24; Registration: Auh Z Pzmz; A2: First Pay: 2022-03-24; Redemption: 2026-02-24; Registration: Hob W Asny; W: First Pay: 2022-03-24; Redemption: 2026-02-24; Registration: Iom M Tozs;

Originator(s)

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Risk Retention

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# of Loans

4337

WA Seasoning (Months)

13.51