| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2-BB | MKF | 843.000 | 2.30 | - | UUU | - | - | JJJ | - | - | Ocblb | NYT | 2.60-2.70% | - | 2.49% | 2.500% | 263.00000 |
| Q-2-UUU | UOW | 6,038.000 | 3.60 | - | JJJ | - | - | FFF | - | - | Qzkox | ETB | 2.90-3.00% | - | 2.79% | 2.800% | 586.00000 |
| R-2-N | HOZ | 863.000 | 8.00 | - | ZZZ | - | - | JJJ | - | - | Jsrja | UHU | 2.10-2.20% | - | 2.05% | 2.050% | 520.00000 |
Tranche Comments
R-2-N: First Pay: 2022-02-22; Registration: 144X/Qfw X;
H-2-BB: First Pay: 2022-02-22; Registration: 144L/Bda W;
Q-2-UUU: First Pay: 2022-02-22; Registration: 144T/Ysl N;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 SQL | EXI | 481.000 | 6.20 | - | FFF | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-2-MM | GLZ | 175.000 | 6.70 | - | RRR | - | - | - | - | - | Bsxog | Erqyr | 165-175 | 155 | 4.02% | 4.040% | 699.00000 |
| Q-2-AAA | QCL | 437.000 | 9.70 | - | NNN | - | - | - | - | - | Xsfmy | Aexwe | 190-200 | 180 | 4.35% | 4.375% | 791.00000 |
| G-2-S | CMI | 538.000 | 4.50 | - | QQQ | - | - | - | - | - | Mjloc | Myljv | 145-155 | 135 | 3.79% | 3.804% | 885.00000 |
Tranche Comments
G-2-S: Registration: 144P Covq;
J-2-MM: Registration: 144L Qnxw;
Q-2-AAA: Registration: 144H Rzsn;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2-Y | MBJ | 210.000 | 2.10 | - | VVV | - | - | - | - | - | Ovlli | - | - | 165 | 3.63% | 3.645% | 134.00000 |
| E-1 | XAO | 442.000 | 1.00 | - | NNN | - | - | - | - | - | Rauvakjg | - | - | - | - | - | Retained |
| A-2-TT | LBZ | 908.000 | 5.90 | - | HHH | - | - | - | - | - | Vomwi | - | - | 190 | 4.03% | 4.050% | 881.00000 |
Tranche Comments
E-1: Registration: 144F Lwip;
L-2-Y: Registration: 144F Schl;
A-2-TT: Registration: 144F Vjxm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | ZFA | 343.000 | 9.00 | - | KKK | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R2-RR | WEP | 4,350.000 | 8.60 | - | SSS | - | - | - | - | - | Znyzp | Xxvyh | - | 225 | 3.98% | 4.000% | - |
| H2-K | IFU | 210.000 | 5.00 | - | RRR | - | - | - | - | - | Epmak | Pikjh | - | 195 | 3.26% | 3.276% | - |
Tranche Comments
R-1: Registration: 144W Tefv;
H2-K: Registration: 144L Uajd;
R2-RR: Registration: 144R Pvke;