Zip Master Trust (ZIP) 2021-2

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AAUD422.500--AAA-35.00%-FloatingBBSW--1mBBSW+90--
BAUD110.500--AA-18.00%-FloatingBBSW130-140a-1mBBSW+120--
CAUD19.500--A-15.00%-FloatingBBSW160-170a-1mBBSW+150--
DAUD26.000--BBB-11.00%-FloatingBBSW250-260a-1mBBSW+240--
EAUD19.500--BB-8.00%-FloatingBBSW450-460a-1mBBSW+440--
FAUD19.500--BB-5.00%-FloatingBBSW640a-1mBBSW+630--
GAUD32.500-------------