| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | CRU | 22.800 | 8.30 | 7.32 | - | - | E- | E (I) | - | 30.78% | - | Jqoxpyaj | 1sX | 145 | 145 | 1bU+142.4 | - | 72.84429 |
| N | HXZ | 707.400 | 4.35 | 8.65 | - | - | OOO | BBB | - | 71.70% | - | Bwhpmjwq | 1iL | 90 | 90 | 1aV+87.4 | - | 97.76513 |
| E | TYK | 97.500 | 3.28 | 9.64 | - | - | JJ- | QQ | - | 79.36% | - | Grepmodd | 1iN | 120 | 120 | 1qF+117.4 | - | 75.56931 |
| L | JNN | 91.400 | 5.37 | 2.64 | - | - | HD | FFF (C) | - | 2.00% | - | Ocpzyqzk | 1tM | 225 | 225 | 1jP+222.4 | - | 63.11408 |
| MQQ | ZOD | 49.400 | 6.23 | 3.36 | - | - | ZP | CC (K) | - | 8.00% | - | - | - | - | - | - | - | Retained |
| I | IIA | 22.700 | 8.74 | 2.69 | - | - | PPP- | T (Z) | - | 78.17% | - | Vhbpktxo | 1aS | 185 | 185 | 1wB+182.4 | - | 60.20718 |
Tranche Comments
N: First Pay: 2021-11-15; Registration: 144H/Zdq J;
E: First Pay: 2021-11-15; Registration: 144P/Dsq K;
B: First Pay: 2021-11-15; Registration: 144B/Nyk O;
I: First Pay: 2021-11-15; Registration: 144C/Ksz H;
L: First Pay: 2021-11-15; Registration: 144Z/Vcc T;
MQQ: First Pay: 2021-11-15; Registration: 144M/Qvq O;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | OMN | 61.380 | 8.79 | - | - | III | - | - | QU | 5.00% | 50.0% | - | - | - | - | 3.01% | - | - |
| U | ZNU | 37.410 | 6.85 | - | - | E- | - | - | JL | 6.00% | 76.0% | Dvgct | Jritd | - | 145 | 3.01% | - | - |
| C | NCH | 91.870 | 3.26 | - | - | BB- | - | - | VV- | 43.60% | 90.0% | Qzgio | Xkxyh | - | 110 | 3.01% | - | - |
| W-J | YAX | 400.250 | - | - | - | BB- | - | - | DDD | - | - | - | - | - | - | 0.045% | - | Int. Only |
| F | ITA | 528.840 | 4.92 | - | - | KKK | - | - | FFF | 28.40% | 89.0% | Dcfvc | Chzzb | - | 85 | 2.96% | - | - |