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| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | RWZ | 88.730 | 1.35 | 3.59 | - | PR | - | - | - | - | 45.0% | Ekxvaaza | CTEA | - | 783 | 1eDUBA+769 | - | 42.14000 |
| K | PVV | 69.470 | 3.64 | 6.10 | - | XXX | - | - | - | - | 61.5% | Ldssseqb | IDYM | - | 189 | 1mPBZQ+182 | - | 78.58500 |
| V | QYX | 38.770 | 6.47 | 2.66 | - | TTT- | - | - | - | - | 33.7% | Mbzfchwm | TWCD | - | 408 | 1jZWTP+394 | - | 77.80000 |
| D | YJP | 24.410 | 9.46 | 1.59 | - | U- | - | - | - | - | 45.6% | Ireamokk | VWFE | - | 608 | 1eGLCT+594 | - | 65.57000 |
| Q | ARE | 56.800 | 8.87 | 1.46 | - | W- | - | - | - | - | 50.3% | Rlkxrlec | PNFA | - | 323 | 1fJHNO+310 | - | 41.37000 |
| H | XEB | 76.990 | 1.39 | 4.18 | - | AA- | - | - | - | - | 76.6% | Pmpyeacy | TNBT | - | 258 | 1vVSSH+245 | - | 68.16000 |
| I | UGF | 41.600 | 1.38 | 6.55 | - | AA- | - | - | - | - | 44.6% | Ajfulbcf | YPKN | - | 533 | 1lSEKJ+519 | - | 71.13000 |
Tranche Comments
K: First Pay: 2022-05-16; Registration: 144E/Mwm S;
H: First Pay: 2022-05-16; Registration: 144G/Axz C;
Q: First Pay: 2022-05-16; Registration: 144O/Ire Q;
V: First Pay: 2022-05-16; Registration: 144E/Rkk A;
I: First Pay: 2022-05-16; Registration: 144T/Ryj T;
D: First Pay: 2022-05-16; Registration: 144C/Ofl F;
S: First Pay: 2022-05-16; Registration: 144A/Mjm P;
Collateral
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| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUU | 620.200 | 9.98 | 2.26 | - | CCC | - | III | - | - | 59.2% | Gfvcfoqv | 1dU | - | 70 | 1hB+70 | - | 718.00000 |
| T | FTS | 71.700 | 6.33 | 1.61 | - | NV | - | AJ | - | - | 83.1% | - | - | - | - | - | - | Retained |
| X | WLP | 98.600 | 3.81 | 6.58 | - | HH- | - | DDD | - | - | 96.7% | Hrwcmqjm | 1uK | - | 105 | 1mF+105 | - | 217.00000 |
| T | IPX | 51.700 | 7.73 | 4.53 | - | X- | - | A | - | - | 57.0% | - | - | - | - | - | - | Retained |
| MKK | VCU | 59.800 | 4.63 | 2.18 | - | EN | - | SK | - | - | 69.6% | - | - | - | - | - | - | Retained |
| V | NHG | 31.200 | 6.88 | 1.33 | - | TTT- | - | G (W) | - | - | 27.4% | Cecmocyw | 1aN | - | 205 | 1lE+205 | - | 605.00000 |
| R | FMU | 81.100 | 4.15 | 9.75 | - | PP- | - | YY (K) | - | - | 30.3% | Hpkjrvqu | 1eK | - | 310 | 1mD+310 | - | 943.00000 |
| S | XNK | 38.600 | 6.48 | 9.84 | - | E- | - | PP (B) | - | - | 69.5% | Guwkcyut | 1aX | - | 125 | 1rZ+125 | - | 959.00000 |
Tranche Comments
A: Registration: 144H/Pkf R;
X: Registration: 144I/Vtc L;
S: Registration: 144B/Vfk Y;
V: Registration: 144Y/Gav X;
R: Registration: 144W/Bhs B;
T: Registration: 144M/Lsn Y;
T: Registration: 144P/Mvy J;
MKK: Registration: 144U/Jle V;
Collateral
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Risk Retention
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Use of Proceeds
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| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | ZKM | 77.300 | 3.96 | - | - | FFF- | - | - | U- | 97.70% | 16.0% | Dblxv | Ncjix | - | 300 | 4.56% | - | - |
| T | GOE | 94.000 | 9.50 | - | - | H- | - | - | EE- | 95.40% | 54.0% | Sccyh | Vtgyc | - | 215 | 3.53% | - | - |
| V | ASH | 69.200 | 1.86 | - | - | F- | - | - | U+ | - | 61.0% | - | - | - | - | 5.93% | - | - |
| P | YWP | 400.700 | 5.40 | - | - | RRR | - | - | BBB | 64.60% | 29.0% | Rozue | Hoctp | - | 125 | 2.73% | - | - |
| C | CFA | 10.300 | 7.80 | - | - | TT- | - | - | BB+ | 43.30% | 39.0% | Zspsc | Wwqff | - | 170 | 3.08% | - | - |
| S | KNV | 78.600 | 3.91 | - | - | OO- | - | - | GG+ | 59.10% | 33.0% | - | - | - | - | 5.08% | - | - |