| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | PQW | 96.793 | 46.00 | - | - | JK | QQQ- | - | JJJ- | 2.00% | - | Dljqr | Gzkif | 330m | 330 | 2.00% | 4.871% | 97.52707 |
| P-2 | WSQ | 8.871 | 4.24 | - | - | III | XXX | - | MMM | 26.00% | - | Lwnrt | Nhoaw | 55i | 55 | 1.80% | 1.795% | 27.64359 |
| X-4 | FKG | 450.000 | 6.95 | - | - | UUU | FFF | - | XXX | 43.00% | - | Bhqxl | Srghh | QXQ-2 | 65 | 2.33% | 2.217% | 957.65222 |
| C-AA | FQZ | 43.622 | 5.27 | - | - | NNN | III | - | LLL | 64.00% | - | Qvfvx | Tneom | 54y | 54 | 2.43% | 1.992% | 592.26453 |
| I-5 | ZNX | 291.630 | 7.63 | - | - | AAA | YYY | - | DDD | 29.00% | - | Usbww | Relpe | 67m | 67 | 2.58% | 2.239% | 875.73611 |
| A | JGZ | 12.600 | 68.00 | - | - | XT | QQQ | - | CCC | 5.81% | - | Gzsqg | Ejqkn | 225g | 225 | 2.00% | 3.821% | 33.36273 |
| I-1 | POB | 28.750 | 4.46 | - | - | PPP | DDD | - | EEE | 64.00% | - | Zguuk | Ouonk | 22n | 22 | 1.19% | 1.177% | 66.11678 |
| S | JEL | 99.840 | 84.00 | - | - | ME | SS- | - | UU- | 93.86% | - | UEO | Uhrcz | 100w | 100 | - | 2.571% | 77.34459 |
| X | JKS | 13.561 | 80.00 | - | - | WX | Y- | - | S- | 39.31% | - | WOB | Gmcrd | 135s | 135 | - | 2.921% | 45.20278 |
| P-Y | FVB | 65.490 | 97.00 | - | - | HH | LLL | - | EEE | 53.96% | - | Rmvof | Ajdhm | 87x | 87 | 2.78% | 2.441% | 180.39045 |
| O-V | TII | 138.749 | 3.82 | - | - | QQ | JJJ | - | MMM | - | - | Wnhcq | - | - | 105 | - | 2.565% | Int. Only |
Tranche Comments
I-1: First Pay: 2021-12-17; Registration: Vbegqjbcbi;
P-2: First Pay: 2021-12-17; Registration: Vlgngnlflq;
C-AA: First Pay: 2021-12-17; Registration: Nquoykqyqy;
X-4: First Pay: 2021-12-17; Registration: Yvwcxhvgvc;
I-5: First Pay: 2021-12-17; Registration: Nybqufymyo;
P-Y: First Pay: 2021-12-17; Registration: Dqnuosqmqh;
S: First Pay: 2021-12-17; Registration: Wollvjotoh;
X: First Pay: 2021-12-17; Registration: Zmfwxkmmms;
A: First Pay: 2021-12-17; Registration: 144T/Akk W;
J: First Pay: 2021-12-17; Registration: 144N/Mcl N;
O-V: First Pay: 2021-12-17; Registration: Mvcyxxvzvn;