| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | ZMS | 48.450 | 6.76 | A1 | - | V | - | - | - | - | Qonmd | Xecun | - | - | - | - | Retained |
| X-3 | JHR | 618.200 | 1.71 | Vcc | - | OOO | - | - | - | - | Upkts | Ykunt | 18-20 | 13 | 1.34% | 1.347% | 39.39411 |
| M | ETP | 59.310 | 2.41 | Wv2 | - | EE | - | - | - | - | Wcyal | Cxgux | 35-40 | 30 | 1.61% | 1.618% | 67.12971 |
| H-1 | VMK | 485.000 | 4.10 | A-1 | - | W1+ | - | - | - | - | Kosqu | ZjtE | - | - | - | - | Retained |
| E-2 | SHS | 320.000 | 6.19 | Ahh | - | DDD | - | - | - | - | Ffgbl | TIXN | 18-20 | 13 | 0.97% | 0.981% | 11.94194 |
| I | EWB | 53.400 | 9.70 | FC | - | EEE | - | - | - | - | Ajfyf | Jkyek | - | - | - | - | Retained |
| P-4 | OWS | 41.760 | 6.60 | Pss | - | AAA | - | - | - | - | Rifaj | Grzdh | 17-19 | 13 | 1.42% | 1.426% | 13.26668 |
Tranche Comments
H-1: First Pay: 2022-02-22; Registration: 144A/Wvj F;
E-2: First Pay: 2022-02-22; Registration: 144N/Wzb V;
X-3: First Pay: 2022-02-22; Registration: 144Y/Fab A;
P-4: First Pay: 2022-02-22; Registration: 144J/Vam F;
M: First Pay: 2022-02-22; Registration: 144A/Nte O;
V: First Pay: 2022-02-22; Registration: 144K/Qmo P;
I: First Pay: 2022-02-22; Registration: 144Y/Xuf H;