| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | POD | 659.500 | 1.36 | 8.93 | - | - | III | WWW | - | 42.86% | - | Mmzlewlr | 1mU | 90 | 90 | 1hE+87.4 | - | 82.83027 |
| H | LKO | 29.600 | 3.67 | 5.58 | - | - | VV- | OO | - | 39.27% | - | Yuletcfw | 1iW | 120 | 120 | 1yQ+117.4 | - | 86.28066 |
| I | WNO | 95.400 | 2.27 | 2.86 | - | - | LLL- | T (X) | - | 59.89% | - | Djvutsew | 1jA | 185 | 185 | 1fZ+182.4 | - | 75.45389 |
| I | VLO | 84.400 | 1.40 | 8.39 | - | - | MA | JJJ (E) | - | 5.00% | - | Owcuqehc | 1pP | 225 | 225 | 1vR+222.4 | - | 25.14032 |
| ETT | ROZ | 19.800 | 6.21 | 6.90 | - | - | BV | JJ (H) | - | 9.00% | - | - | - | - | - | - | - | Retained |
| F | JOD | 63.700 | 3.23 | 1.34 | - | - | T- | J (W) | - | 82.27% | - | Rtxupuht | 1wF | 145 | 145 | 1wU+142.4 | - | 21.29579 |
Tranche Comments
A: First Pay: 2021-11-15; Registration: 144M/Nmf J;
H: First Pay: 2021-11-15; Registration: 144K/Hbt N;
F: First Pay: 2021-11-15; Registration: 144I/Jbj F;
I: First Pay: 2021-11-15; Registration: 144Y/Oeg P;
I: First Pay: 2021-11-15; Registration: 144G/Twg Y;
ETT: First Pay: 2021-11-15; Registration: 144I/Fva J;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | BNM | 48.110 | 2.34 | - | - | SSS | - | - | NE | 7.00% | 59.0% | - | - | - | - | 3.01% | - | - |
| L | KKZ | 35.830 | 9.47 | - | - | AA- | - | - | OO- | 82.30% | 42.0% | Zrttm | Yzerw | - | 110 | 3.01% | - | - |
| H | HBI | 69.620 | 5.43 | - | - | B- | - | - | FR | 9.00% | 40.0% | Xpwoo | Fyrpu | - | 145 | 3.01% | - | - |
| B-H | OJW | 287.630 | - | - | - | WW- | - | - | MMM | - | - | - | - | - | - | 0.045% | - | Int. Only |
| B | IGK | 395.780 | 6.92 | - | - | WWW | - | - | WWW | 30.90% | 71.0% | Ppmbo | Hdpcp | - | 85 | 2.96% | - | - |