| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2-FFF | AEI | 4,031.000 | 7.60 | - | HHH | - | - | PPP | - | - | Zshad | HWY | 2.90-3.00% | - | 2.79% | 2.800% | 476.00000 |
| N-2-Z | OCQ | 524.000 | 6.00 | - | YYY | - | - | BBB | - | - | Ifohn | AWI | 2.10-2.20% | - | 2.05% | 2.050% | 234.00000 |
| U-2-KK | FSG | 232.000 | 7.70 | - | YYY | - | - | OOO | - | - | Bssub | RZS | 2.60-2.70% | - | 2.49% | 2.500% | 861.00000 |
Tranche Comments
N-2-Z: First Pay: 2022-02-22; Registration: 144C/Esj B;
U-2-KK: First Pay: 2022-02-22; Registration: 144B/Vpi Z;
G-2-FFF: First Pay: 2022-02-22; Registration: 144N/Qoy C;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 RIC | CKE | 945.000 | 8.90 | - | ZZZ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-2-WW | KOL | 570.000 | 6.40 | - | WWW | - | - | - | - | - | Fhics | Ujmzu | 165-175 | 155 | 4.02% | 4.040% | 447.00000 |
| B-2-K | HWU | 664.000 | 5.30 | - | OOO | - | - | - | - | - | Rpzkz | Phgdg | 145-155 | 135 | 3.79% | 3.804% | 458.00000 |
| M-2-FFF | CVM | 260.000 | 8.30 | - | PPP | - | - | - | - | - | Vbbkb | Cnitx | 190-200 | 180 | 4.35% | 4.375% | 438.00000 |
Tranche Comments
B-2-K: Registration: 144D Cotw;
D-2-WW: Registration: 144X Eaps;
M-2-FFF: Registration: 144P Uilm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2-SS | YJH | 122.000 | 8.50 | - | OOO | - | - | - | - | - | Yfmqb | - | - | 190 | 4.03% | 4.050% | 484.00000 |
| I-1 | RYP | 249.000 | 1.00 | - | CCC | - | - | - | - | - | Uyoryosz | - | - | - | - | - | Retained |
| B-2-Z | XIE | 321.000 | 2.90 | - | AAA | - | - | - | - | - | Bymvm | - | - | 165 | 3.63% | 3.645% | 581.00000 |
Tranche Comments
I-1: Registration: 144B Wzpy;
B-2-Z: Registration: 144S Gzrn;
O-2-SS: Registration: 144S Wokm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H2-Z | NJY | 503.000 | 2.00 | - | OOO | - | - | - | - | - | Rapmv | Gqjdx | - | 195 | 3.26% | 3.276% | - |
| C2-AA | FTT | 4,339.000 | 9.30 | - | OOO | - | - | - | - | - | Jvxxx | Bktbs | - | 225 | 3.98% | 4.000% | - |
| X-1 | LLQ | 330.000 | 7.00 | - | MMM | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-1: Registration: 144F Kclp;
H2-Z: Registration: 144K Ihru;
C2-AA: Registration: 144M Uswb;