| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | TWD | 54.473 | 8.00 | 3.00 | - | - | - | M (J) | - | 43.85% | - | - | - | - | - | - | - | - |
| W | YAY | 49.672 | 2.00 | 8.00 | - | - | - | A (M) | - | 83.93% | - | - | - | - | - | - | - | - |
| JRR | MZE | 24.960 | 3.00 | 6.00 | - | - | - | PO | - | 1.00% | - | - | - | - | - | - | - | - |
| Y | NBW | 16.222 | 6.00 | 5.00 | - | - | - | HH (J) | - | 33.22% | - | - | - | - | - | - | - | - |
| O | MVK | 93.414 | 9.00 | 1.00 | - | - | - | YYY (X) | - | 98.51% | - | - | - | - | - | - | - | - |
| S | WFT | 36.575 | 7.00 | 6.00 | - | - | - | GG (P) | - | 10.80% | - | - | - | - | - | - | - | - |
| L | CYM | 60.636 | 2.00 | 6.00 | - | - | - | NNN | - | 53.87% | - | Memrzdap | 1lW | - | 430 | 1vO+430 | - | - |
| Y | AFP | 65.777 | 3.00 | 4.00 | - | - | - | BK | - | 6.14% | - | - | - | - | - | - | - | - |
Tranche Comments
L: First Pay: 2022-01-15; Registration: 144M/Hpf E;
Y: First Pay: 2022-01-15; Registration: 144C/Byy H;
X: First Pay: 2022-01-15; Registration: 144E/Yig L;
O: First Pay: 2022-01-15; Registration: 144M/Jny X;
S: First Pay: 2022-01-15; Registration: 144D/Fsu F;
W: First Pay: 2022-01-15; Registration: 144B/Occ Q;
Y: First Pay: 2022-01-15; Registration: 144H/Hww K;
JRR: First Pay: 2022-01-15; Registration: 144C/Ltd P;
Collateral
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Use of Proceeds
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