| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2-PP | IKJ | 878.000 | 5.50 | - | MMM | - | - | MMM | - | - | Ypivj | BRI | 2.60-2.70% | - | 2.49% | 2.500% | 933.00000 |
| D-2-Y | QVX | 831.000 | 1.00 | - | OOO | - | - | GGG | - | - | Ajniu | UWU | 2.10-2.20% | - | 2.05% | 2.050% | 226.00000 |
| Z-2-FFF | GES | 1,039.000 | 2.60 | - | CCC | - | - | PPP | - | - | Bojkl | SFK | 2.90-3.00% | - | 2.79% | 2.800% | 285.00000 |
Tranche Comments
D-2-Y: First Pay: 2022-02-22; Registration: 144M/Nwx P;
C-2-PP: First Pay: 2022-02-22; Registration: 144O/Qko L;
Z-2-FFF: First Pay: 2022-02-22; Registration: 144O/Nkj E;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2-NN | XZL | 366.000 | 1.70 | - | EEE | - | - | - | - | - | Eofun | Nmvet | 165-175 | 155 | 4.02% | 4.040% | 429.00000 |
| J-2-J | NCL | 614.000 | 3.20 | - | YYY | - | - | - | - | - | Lgyae | Hqgha | 145-155 | 135 | 3.79% | 3.804% | 112.00000 |
| B-2-NNN | OXJ | 630.000 | 1.60 | - | JJJ | - | - | - | - | - | Zazas | Sizts | 190-200 | 180 | 4.35% | 4.375% | 212.00000 |
| D-1 GBW | XEN | 363.000 | 6.20 | - | OOO | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J-2-J: Registration: 144F Bgrs;
X-2-NN: Registration: 144F Vsfj;
B-2-NNN: Registration: 144H Sbwh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2-K | JBH | 658.000 | 6.80 | - | CCC | - | - | - | - | - | Ilkbu | - | - | 165 | 3.63% | 3.645% | 813.00000 |
| O-2-PP | XRY | 944.000 | 7.30 | - | SSS | - | - | - | - | - | Egzrw | - | - | 190 | 4.03% | 4.050% | 587.00000 |
| L-1 | LNI | 738.000 | 2.00 | - | BBB | - | - | - | - | - | Hoxzosro | - | - | - | - | - | Retained |
Tranche Comments
L-1: Registration: 144R Uzuv;
D-2-K: Registration: 144H Apje;
O-2-PP: Registration: 144J Pgai;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L2-MM | CYJ | 4,773.000 | 9.60 | - | UUU | - | - | - | - | - | Wgrrz | Ychlk | - | 225 | 3.98% | 4.000% | - |
| W-1 | FNN | 885.000 | 1.00 | - | EEE | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L2-V | PGU | 935.000 | 7.00 | - | PPP | - | - | - | - | - | Wvked | Cmfap | - | 195 | 3.26% | 3.276% | - |
Tranche Comments
W-1: Registration: 144M Nqen;
L2-V: Registration: 144W Dwcz;
L2-MM: Registration: 144Y Cezn;