| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | XIK | 59.300 | 6.45 | 3.90 | - | - | BBB- | Q (L) | - | 43.17% | - | Chzvkdpy | 1vY | 185 | 185 | 1vU+182.4 | - | 64.44789 |
| I | FXA | 97.100 | 4.48 | 1.22 | - | - | ET | HHH (G) | - | 4.00% | - | Cwxwblor | 1dQ | 225 | 225 | 1zH+222.4 | - | 31.47571 |
| JEE | GSD | 21.400 | 7.26 | 9.14 | - | - | MU | KK (S) | - | 1.00% | - | - | - | - | - | - | - | Retained |
| K | OKJ | 55.300 | 7.36 | 5.47 | - | - | FF- | EE | - | 50.34% | - | Ahwmydfp | 1wV | 120 | 120 | 1xF+117.4 | - | 21.63706 |
| G | UZL | 14.100 | 3.78 | 1.29 | - | - | G- | U (B) | - | 63.17% | - | Ovzsytxd | 1eE | 145 | 145 | 1wZ+142.4 | - | 24.62617 |
| T | OGR | 383.100 | 6.19 | 8.27 | - | - | CCC | QQQ | - | 24.78% | - | Mprochpy | 1zH | 90 | 90 | 1lR+87.4 | - | 43.23443 |
Tranche Comments
T: First Pay: 2021-11-15; Registration: 144G/Uxk K;
K: First Pay: 2021-11-15; Registration: 144T/Frt M;
G: First Pay: 2021-11-15; Registration: 144H/Wmo P;
C: First Pay: 2021-11-15; Registration: 144W/Qmm N;
I: First Pay: 2021-11-15; Registration: 144B/Bbg Q;
JEE: First Pay: 2021-11-15; Registration: 144K/Heu F;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | TGB | 87.940 | 5.60 | - | - | QQ- | - | - | LL- | 86.10% | 15.0% | Futsi | Gyifb | - | 110 | 3.01% | - | - |
| E | HLW | 829.370 | 8.60 | - | - | AAA | - | - | RRR | 94.80% | 16.0% | Rkfng | Rqfyu | - | 85 | 2.96% | - | - |
| R | OXL | 53.570 | 6.63 | - | - | B- | - | - | JG | 5.00% | 49.0% | Wksmr | Fbfoq | - | 145 | 3.01% | - | - |
| V | YVR | 37.630 | 8.46 | - | - | NNN | - | - | TE | 4.00% | 58.0% | - | - | - | - | 3.01% | - | - |
| D-X | EBI | 295.320 | - | - | - | WW- | - | - | GGG | - | - | - | - | - | - | 0.045% | - | Int. Only |