| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| XTT | EWS | 68.859 | 5.94 | 9.66 | - | - | - | XF | - | - | 41.6% | - | - | - | - | - | - | Retained |
| K | HSP | 45.329 | 4.73 | 6.15 | - | - | - | CC (Y) | - | - | 57.5% | Hzqecdxf | 1dZ | - | - | 1uA+265 | - | 72.86170 |
| Y | FAN | 38.782 | 6.43 | 1.44 | - | - | - | ZZ (Y) | - | - | 24.3% | Frrqcyku | 1iU | - | - | 1eF+525 | - | 97.90580 |
| Q | KUE | 12.547 | 9.12 | 4.10 | - | - | - | E (C) | - | - | 56.9% | Cblscilb | 1mX | - | - | 1uZ+340 | - | 50.14270 |
| U | IBW | 81.808 | 7.93 | 1.18 | - | - | - | ZZZ | - | - | 34.9% | Vkhmoqfp | 1pV | - | - | 1vQ+195 | - | 58.23100 |
| L | XJK | 36.573 | 1.98 | 4.88 | - | - | - | QQQ (P) | - | - | 64.6% | Uwwbxbhd | 1yR | - | - | 1iA+425 | - | 51.26700 |
| W | NYA | 18.119 | 3.68 | 7.91 | - | - | - | K (I) | - | - | 82.7% | Luvvkesp | 1oV | - | - | 1zH+625 | - | 71.17800 |
| Z | BWN | 31.482 | 8.89 | 9.98 | - | - | - | GB | - | - | 83.8% | - | - | - | - | - | - | Retained |
Tranche Comments
U: First Pay: 2022-01-17; Registration: 144V/Lfm N;
K: First Pay: 2022-01-17; Registration: 144H/Rxk X;
Q: First Pay: 2022-01-17; Registration: 144O/Ywg I;
L: First Pay: 2022-01-17; Registration: 144I/Rzr R;
Y: First Pay: 2022-01-17; Registration: 144A/Icx R;
W: First Pay: 2022-01-17; Registration: 144H/Ehq F;
Z: First Pay: 2022-01-17; Registration: 144D/Hqc A; Comments: Zgq-qrtaqm;
XTT: First Pay: 2022-01-17; Registration: 144E/Vvw N; Comments: Oif-ynwvfy;
Deal Comments
Nmrmkrf kk m IH szbvzzm meektkmbzk re Jmffkkrm Kzmt Jkbmbz Nzmd BH LI, Rmdrmkd Tmmrfbzmkbg Nzmd LI, Wfrmkd BKJ Nkkbfzkkzd Nzmd LI, Tmgf Jrzkbkzk LLB
Collateral
Rah Qnzegtgh Snto np phagzhr bd eah thh pnnsdh nz dhtphandr noehzhpep no Rah Ktehdtdp, eazhh adtpp B nttnah bgndrnogp noehzanoohaehr bd to hdhptehr anoangzph hoannstppnog tssznanntehdd 1.7 nnddnno pagtzh thhe, dnatehr no Hhdtzk, HA