| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2-PPP | TBA | 295.000 | 6.40 | - | OOO | - | - | QQQ | - | - | Wuwyn | MSA | - | - | 4.35% | 4.375% | 333.00000 |
| V-2-LL | FBG | 371.000 | 5.40 | - | JJJ | - | - | III | - | - | Hzvhs | OOE | - | - | 4.10% | 4.125% | 619.00000 |
| C-2-D | IQF | 297.000 | 9.00 | - | III | - | - | GGG | - | - | Yireo | Jxarl | - | 215 | 4.08% | 4.098% | 786.00000 |
Tranche Comments
C-2-D: First Pay: 2022-04-30; Registration: 144W/Bxg Q;
V-2-LL: First Pay: 2022-04-30; Registration: 144Y/Hks S;
C-2-PPP: First Pay: 2022-04-30; Registration: 144I/Raq R;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2-GG | LBB | 497.000 | 6.80 | - | AAA | - | - | XXX | - | - | Nccqs | OLI | 5.00%x | - | 4.85% | 4.875% | 840.00000 |
| A-2-D | KAD | 266.000 | 2.00 | - | CCC | - | - | UUU | - | - | Tgpcp | PCA | 3.75%i | - | 3.61% | 3.625% | 881.00000 |
Tranche Comments
A-2-D: Registration: 144Z Jhli;
L-2-GG: Registration: 144H Vzbm;