| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2-C | KBA | 244.000 | 9.00 | - | FFF | - | - | JJJ | - | - | Rsjuw | GBL | 2.10-2.20% | - | 2.05% | 2.050% | 351.00000 |
| Y-2-EE | RZR | 362.000 | 7.30 | - | III | - | - | XXX | - | - | Stwri | WTO | 2.60-2.70% | - | 2.49% | 2.500% | 455.00000 |
| V-2-SSS | RZI | 9,477.000 | 9.50 | - | BBB | - | - | RRR | - | - | Ougah | RZE | 2.90-3.00% | - | 2.79% | 2.800% | 639.00000 |
Tranche Comments
U-2-C: First Pay: 2022-02-22; Registration: 144A/Ayc J;
Y-2-EE: First Pay: 2022-02-22; Registration: 144N/Inm S;
V-2-SSS: First Pay: 2022-02-22; Registration: 144L/Lid J;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2-BBB | IXK | 530.000 | 6.90 | - | AAA | - | - | - | - | - | Carlu | Gexxe | 190-200 | 180 | 4.35% | 4.375% | 536.00000 |
| W-2-M | WJZ | 793.000 | 3.70 | - | SSS | - | - | - | - | - | Krqpa | Envvy | 145-155 | 135 | 3.79% | 3.804% | 844.00000 |
| W-1 WCG | FER | 369.000 | 2.10 | - | KKK | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-2-FF | WGJ | 563.000 | 8.70 | - | PPP | - | - | - | - | - | Uphtz | Txjdt | 165-175 | 155 | 4.02% | 4.040% | 664.00000 |
Tranche Comments
W-2-M: Registration: 144J Kklz;
P-2-FF: Registration: 144Z Hmde;
K-2-BBB: Registration: 144C Rbjg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | AYE | 354.000 | 8.00 | - | PPP | - | - | - | - | - | Ozfmzbom | - | - | - | - | - | Retained |
| N-2-J | TAF | 841.000 | 8.10 | - | HHH | - | - | - | - | - | Ttppk | - | - | 165 | 3.63% | 3.645% | 105.00000 |
| P-2-EE | UTV | 400.000 | 7.90 | - | YYY | - | - | - | - | - | Azywz | - | - | 190 | 4.03% | 4.050% | 371.00000 |
Tranche Comments
W-1: Registration: 144Q Xsls;
N-2-J: Registration: 144Y Oksx;
P-2-EE: Registration: 144R Szmy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z2-L | FFH | 896.000 | 4.00 | - | ZZZ | - | - | - | - | - | Ztsqi | Lmtya | - | 195 | 3.26% | 3.276% | - |
| A2-EE | MFQ | 4,173.000 | 6.70 | - | EEE | - | - | - | - | - | Jwpjr | Tbwua | - | 225 | 3.98% | 4.000% | - |
| Z-1 | UVI | 205.000 | 2.00 | - | HHH | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z-1: Registration: 144E Ezxc;
Z2-L: Registration: 144L Dfej;
A2-EE: Registration: 144D Dpow;