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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 | KST | 40.950 | 9.46 | - | JE | - | - | MM (Y) | - | 9.74% | - | - | - | - | - | - | - | Retained |
| F | RXK | 95.860 | 4.47 | - | Pr3 | - | - | WW | - | 43.48% | - | Asqeu | Ixgix | 120e | 120 | 3.17% | 2.526% | 677.71546 |
| H | JQM | 59.100 | 1.95 | - | R3 | - | - | V (T) | - | 53.49% | - | Imqsq | Vrera | 140a | 140 | 3.38% | 2.726% | 158.69101 |
| K | WHP | 45.324 | 5.63 | - | IL | - | - | HHH (U) | - | 2.62% | - | - | - | - | - | - | - | Retained |
| T | HMH | 153.939 | 9.37 | - | Dkk | - | - | PPP | - | 14.37% | - | Ypied | Zlfkm | 85n | 85 | 2.82% | 2.176% | 842.20329 |
| E | COJ | 65.800 | 1.31 | - | Kaa3 | - | - | TTT (L) | - | 49.92% | - | Vtgqe | Vkclw | 200f | 200 | 3.90% | 3.326% | 555.63349 |
| WOO | KJK | 57.800 | 6.79 | - | JW | - | - | RR | - | 8.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
T: First Pay: 2022-02-10; Registration: 144K/Rwl E;
F: First Pay: 2022-02-10; Registration: 144F/Azu S;
H: First Pay: 2022-02-10; Registration: 144J/Qnq M;
E: First Pay: 2022-02-10; Registration: 144X/Bxl W;
K: First Pay: 2022-02-10; Registration: 144W/Ftm U;
A: First Pay: 2022-02-10; Registration: 144Z/Moz E;
WOO: First Pay: 2022-02-10; Registration: 144M/Vvl M;
Deal Comments
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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 |
|---|
| Q | WYR | 92.630 | 2.49 | - | - | R- | - | - | G | 77.90% | 56.5% | Xikuj | Njhpb | - | 228 | 3.83% | - | - |
| I | EGB | 335.580 | 9.97 | - | - | AA | - | - | CCC- | 2.00% | 74.9% | Pyjbd | Tbxgt | - | 350 | 3.83% | - | - |
| V-K | JHR | 707.200 | - | - | - | TTT | - | - | GGG | - | - | - | - | - | - | 0.287% | - | Int. Only |
| U | NFZ | 756.990 | 2.82 | - | - | GGG | - | - | HHH | 54.30% | 76.5% | Dfuvu | Rvrxr | - | 160 | 3.55% | - | - |
| C | BQD | 39.100 | 5.15 | - | - | JJ- | - | - | AA | 79.90% | 35.6% | Thyil | Khnhu | - | 195 | 3.83% | - | - |