| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | KKB | 72.900 | 9.29 | 1.11 | - | - | YY- | QQ | - | 43.11% | - | Zdlrcuff | 1gF | 120 | 120 | 1vJ+117.4 | - | 25.52296 |
| P | WJJ | 32.600 | 3.12 | 8.54 | - | - | XX | QQQ (R) | - | 1.00% | - | Woeqojmr | 1pR | 225 | 225 | 1qH+222.4 | - | 90.61673 |
| N | LQF | 243.900 | 4.68 | 2.17 | - | - | QQQ | CCC | - | 82.60% | - | Kmvtfctw | 1aY | 90 | 90 | 1pS+87.4 | - | 86.21443 |
| Z | PXO | 70.100 | 2.62 | 7.77 | - | - | Z- | D (R) | - | 57.64% | - | Jmxhjako | 1lK | 145 | 145 | 1lI+142.4 | - | 22.68285 |
| Q | WBS | 40.900 | 1.63 | 5.79 | - | - | GGG- | A (A) | - | 52.53% | - | Iefhesxf | 1jS | 185 | 185 | 1dE+182.4 | - | 45.57952 |
| PSS | KFS | 76.200 | 6.63 | 7.68 | - | - | QJ | UU (S) | - | 9.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
N: First Pay: 2021-11-15; Registration: 144J/Byo X;
M: First Pay: 2021-11-15; Registration: 144Z/Ruj A;
Z: First Pay: 2021-11-15; Registration: 144X/Uwu D;
Q: First Pay: 2021-11-15; Registration: 144E/Ven B;
P: First Pay: 2021-11-15; Registration: 144C/Ang M;
PSS: First Pay: 2021-11-15; Registration: 144F/Tlh M;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | BAJ | 73.620 | 2.63 | - | - | BBB | - | - | DD | 6.00% | 16.0% | - | - | - | - | 3.01% | - | - |
| O | FZQ | 59.500 | 7.57 | - | - | Y- | - | - | BB | 6.00% | 34.0% | Alauc | Onwzr | - | 145 | 3.01% | - | - |
| R | TFX | 240.140 | 3.64 | - | - | III | - | - | AAA | 79.90% | 69.0% | Ricfh | Lruyr | - | 85 | 2.96% | - | - |
| E | UOA | 68.970 | 4.10 | - | - | ZZ- | - | - | EE- | 93.10% | 77.0% | Lzcqe | Vfkxl | - | 110 | 3.01% | - | - |
| S-Y | OFE | 985.230 | - | - | - | PP- | - | - | YYY | - | - | - | - | - | - | 0.045% | - | Int. Only |