| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | WZH | 448.995 | 5.70 | 5.11 | - | EEE | - | - | DDD | 30.92% | - | Tududmxj | 1nX | 90x | 90 | 1uH+75.5 | - | 57.38418 |
| U | ZWG | 75.820 | 8.74 | 3.13 | - | NN- | - | - | YY+ | 56.13% | - | Oqousupd | 1wA | 125r | 125 | 1zS+110.0 | - | 10.65009 |
| S | TUZ | 99.822 | 4.78 | 4.18 | - | OR | - | - | BB- | 72.15% | - | Vuzmhvqy | 1gA | 285g | 285 | 1uK+270.0 | - | 63.79074 |
| XGG | IQX | 68.609 | 4.47 | 1.31 | - | IL | - | - | PS | 2.00% | - | - | - | - | - | - | - | Retained |
| M | PEM | 86.767 | 9.42 | 9.75 | - | XXX | - | - | TTT+ | 99.68% | - | Sddrrves | 1lM | 180b | 180 | 1uR+165.0 | - | 33.83005 |
| J | SZS | 713.737 | 6.88 | 8.90 | - | EV | - | - | CP | 9.00% | - | - | - | - | - | - | - | Retained |
| M | JPA | 23.200 | 9.53 | 3.98 | - | NJ | - | - | UUU- | 69.36% | - | Wpbydzkm | 1gM | 245d | 245 | 1lT+230.0 | - | 34.66303 |
| T | RPT | 32.256 | 5.52 | 8.52 | - | Q- | - | - | Q+ | 38.52% | - | Vbpyaden | 1nE | 150c | 150 | 1uK+135.0 | - | 86.37583 |
| Y | XOS | 247.000 | 8.39 | 6.57 | - | IP | - | - | Z- | 32.65% | - | Qlexocej | 1bH | 310k | 310 | 1lJ+295.0 | - | 11.43880 |
Tranche Comments
A: First Pay: 2021-11-15; Registration: 144K/Zia G;
U: First Pay: 2021-11-15; Registration: 144C/Lmd G;
T: First Pay: 2021-11-15; Registration: 144Q/Ftj K;
M: First Pay: 2021-11-15; Registration: 144T/Ico D;
M: First Pay: 2021-11-15; Registration: 144D/Lss H;
S: First Pay: 2021-11-15; Registration: 144J/Dcz C;
Y: First Pay: 2021-11-15; Registration: 144X/Txp L;
J: First Pay: 2021-11-15; Registration: 144P/Zam S;
XGG: First Pay: 2021-11-15; Registration: 144Y/Wqg O;