| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | ELW | 86.300 | 7.34 | 3.79 | - | WC | - | - | HHH- | 66.41% | - | Ijhjymck | 1rQ | 245t | 245 | 1iY+230.0 | - | 87.76570 |
| Q | QRE | 21.730 | 8.82 | 1.78 | - | FT | - | - | QQ- | 18.99% | - | Wbmadocs | 1lT | 285c | 285 | 1hC+270.0 | - | 14.96202 |
| DZZ | KTE | 97.708 | 8.38 | 1.86 | - | LW | - | - | PW | 9.00% | - | - | - | - | - | - | - | Retained |
| J | GQS | 39.567 | 7.12 | 2.77 | - | Q- | - | - | Y+ | 51.10% | - | Llhaoaov | 1yW | 150x | 150 | 1cI+135.0 | - | 29.31581 |
| X | UFC | 527.847 | 8.59 | 9.26 | - | BBB | - | - | III | 13.38% | - | Kxpldiip | 1xN | 90f | 90 | 1mK+75.5 | - | 35.50515 |
| D | TKH | 95.550 | 9.53 | 5.75 | - | TT- | - | - | DD+ | 66.57% | - | Lxrslocc | 1rO | 125x | 125 | 1vV+110.0 | - | 76.66794 |
| M | YEW | 712.000 | 9.28 | 9.63 | - | BG | - | - | G- | 74.25% | - | Ilejamnd | 1nU | 310h | 310 | 1rV+295.0 | - | 29.18806 |
| U | ZRH | 171.630 | 8.56 | 9.61 | - | QK | - | - | BU | 6.00% | - | - | - | - | - | - | - | Retained |
| N | NED | 45.668 | 6.59 | 1.89 | - | JJJ | - | - | TTT+ | 25.76% | - | Bihqhlid | 1wM | 180d | 180 | 1mJ+165.0 | - | 72.26459 |
Tranche Comments
X: First Pay: 2021-11-15; Registration: 144D/Qkd K;
D: First Pay: 2021-11-15; Registration: 144U/Gie U;
J: First Pay: 2021-11-15; Registration: 144D/Wvp T;
N: First Pay: 2021-11-15; Registration: 144U/Tis C;
C: First Pay: 2021-11-15; Registration: 144L/Fcg B;
Q: First Pay: 2021-11-15; Registration: 144I/Xje X;
M: First Pay: 2021-11-15; Registration: 144M/Xjv N;
U: First Pay: 2021-11-15; Registration: 144O/Pkm Y;
DZZ: First Pay: 2021-11-15; Registration: 144Q/Jbl M;