| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | OTI | 35.900 | 9.36 | - | G3 | - | - | Z (H) | - | 59.88% | - | Huhjh | Jbogj | 140z | 140 | 3.38% | 2.726% | 162.32995 |
| F | BYE | 989.802 | 6.35 | - | Hoo | - | - | YYY | - | 78.29% | - | Cyyma | Ulwab | 85h | 85 | 2.82% | 2.176% | 570.30751 |
| F | JIG | 38.930 | 5.61 | - | ZS | - | - | PP (L) | - | 5.97% | - | - | - | - | - | - | - | Retained |
| NLL | WNR | 11.600 | 1.48 | - | PM | - | - | GG | - | 7.00% | - | - | - | - | - | - | - | Retained |
| R | KTQ | 94.900 | 4.13 | - | Oii3 | - | - | III (X) | - | 13.42% | - | Qlynw | Iwutl | 200t | 200 | 3.90% | 3.326% | 100.60621 |
| M | ZSN | 61.169 | 3.92 | - | Gz3 | - | - | KK | - | 95.50% | - | Vuuyy | Vocoe | 120b | 120 | 3.17% | 2.526% | 486.19734 |
| O | FQS | 46.679 | 1.64 | - | WC | - | - | JJJ (K) | - | 8.45% | - | - | - | - | - | - | - | Retained |
Tranche Comments
F: First Pay: 2022-02-10; Registration: 144W/Gqf J;
M: First Pay: 2022-02-10; Registration: 144K/Hjj W;
D: First Pay: 2022-02-10; Registration: 144F/Cze V;
R: First Pay: 2022-02-10; Registration: 144X/Peb J;
O: First Pay: 2022-02-10; Registration: 144W/Ibg F;
F: First Pay: 2022-02-10; Registration: 144V/Tkp R;
NLL: First Pay: 2022-02-10; Registration: 144E/Kwu P;
Deal Comments
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Collateral
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