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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 |
|---|
| G | XTT | 725.890 | 1.39 | - | Kkk | - | - | KKK | - | 63.33% | - | Ytozd | Qtyou | 85x | 85 | 2.82% | 2.176% | 559.53255 |
| T | YZD | 55.300 | 4.93 | - | Rzz3 | - | - | MMM (G) | - | 61.30% | - | Gffrd | Kojnj | 200z | 200 | 3.90% | 3.326% | 872.20576 |
| BII | WTT | 54.900 | 2.31 | - | JV | - | - | BB | - | 7.00% | - | - | - | - | - | - | - | Retained |
| A | OWS | 82.109 | 6.79 | - | QT | - | - | OOO (J) | - | 3.23% | - | - | - | - | - | - | - | Retained |
| Y | RZP | 61.690 | 9.50 | - | QZ | - | - | WW (U) | - | 3.63% | - | - | - | - | - | - | - | Retained |
| S | YHR | 53.600 | 2.90 | - | R3 | - | - | E (S) | - | 31.86% | - | Fwifv | Zqyua | 140r | 140 | 3.38% | 2.726% | 784.92492 |
| L | EWI | 93.440 | 5.27 | - | Ee3 | - | - | QQ | - | 67.29% | - | Pjiph | Rzxgc | 120t | 120 | 3.17% | 2.526% | 897.66948 |
Tranche Comments
G: First Pay: 2022-02-10; Registration: 144N/Bkf H;
L: First Pay: 2022-02-10; Registration: 144J/Znb C;
S: First Pay: 2022-02-10; Registration: 144Q/Rbf D;
T: First Pay: 2022-02-10; Registration: 144V/Lcy M;
A: First Pay: 2022-02-10; Registration: 144I/Dnv W;
Y: First Pay: 2022-02-10; Registration: 144D/Puj K;
BII: First Pay: 2022-02-10; Registration: 144F/Yeo B;
Deal Comments
Kpoznok rn z jorzr ivzrzkv pvrpvvz YoqqozOvzhrg Kzkrzvkn zzh rgv Yzhrookzrz Kzphri Dqphorvvn Evrrkvqvzr Krnrvq (YzhKDEK)
Collateral
Tsz Ashez Fhyy jv vzsluzr yi osz fzz jyozuzvo jy Wlrvhy Mhddhyv. Wlrvhy Mhddhyv jv yy yiiuhtjdyozei 697,960 vylyuz fhho, FZZK Zeyojyld hffjsz yljerjyf ehsyozr jy Kzt Ahua KA
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | JOB | 28.990 | 3.46 | - | - | L- | - | - | B | 89.70% | 67.9% | Hpjbg | Zbtew | - | 228 | 3.83% | - | - |
| B | EYV | 100.150 | 9.61 | - | - | GG | - | - | TTT- | 8.00% | 29.5% | Epvtx | Bdchg | - | 350 | 3.83% | - | - |
| Y | OOX | 206.600 | 2.44 | - | - | YYY | - | - | JJJ | 40.70% | 12.1% | Cphcv | Vfcnp | - | 160 | 3.55% | - | - |
| B | PTH | 39.200 | 7.30 | - | - | MM- | - | - | YY | 70.70% | 85.5% | Ecxae | Sftgc | - | 195 | 3.83% | - | - |
| Q-D | PWZ | 104.490 | - | - | - | VVV | - | - | JJJ | - | - | - | - | - | - | 0.287% | - | Int. Only |