| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 261.500 | 1.95 | 4.95 | - | - | AAA | AAA | - | 41.89% | - | Floating | 1mL | 90 | 90 | 1mL+87.4 | - | 99.87476 |
| B | USD | 37.900 | 1.95 | 4.95 | - | - | AA- | AA | - | 33.47% | - | Floating | 1mL | 120 | 120 | 1mL+117.4 | - | 99.87474 |
| C | USD | 29.300 | 1.95 | 4.95 | - | - | A- | A (H) | - | 26.96% | - | Floating | 1mL | 145 | 145 | 1mL+142.4 | - | 99.87456 |
| D | USD | 46.400 | 1.95 | 4.95 | - | - | BBB- | A (L) | - | 16.64% | - | Floating | 1mL | 185 | 185 | 1mL+182.4 | - | 99.87486 |
| E | USD | 52.400 | 1.95 | 4.95 | - | - | NR | BBB (L) | - | 5.00% | - | Floating | 1mL | 225 | 225 | 1mL+222.4 | - | 99.87468 |
| HRR | USD | 22.500 | 1.95 | 4.95 | - | - | NR | BB (H) | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2021-11-15; Registration: 144A/Reg S;
B: First Pay: 2021-11-15; Registration: 144A/Reg S;
C: First Pay: 2021-11-15; Registration: 144A/Reg S;
D: First Pay: 2021-11-15; Registration: 144A/Reg S;
E: First Pay: 2021-11-15; Registration: 144A/Reg S;
HRR: First Pay: 2021-11-15; Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | IQH | 41.350 | 8.52 | - | - | EE- | - | - | UU- | 88.90% | 66.0% | Mlmfg | Vyqts | - | 110 | 3.01% | - | - |
| B | XTI | 56.290 | 2.58 | - | - | Y- | - | - | BI | 2.00% | 83.0% | Jhpel | Gddoo | - | 145 | 3.01% | - | - |
| F | TFY | 75.760 | 2.83 | - | - | BBB | - | - | TL | 4.00% | 35.0% | - | - | - | - | 3.01% | - | - |
| M-N | QNP | 114.290 | - | - | - | YY- | - | - | OOO | - | - | - | - | - | - | 0.045% | - | Int. Only |
| I | ZGT | 376.220 | 7.59 | - | - | QQQ | - | - | FFF | 92.10% | 60.0% | Dhwqu | Ywguz | - | 85 | 2.96% | - | - |