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| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | WNT | 50.100 | 4.69 | - | K3 | - | - | - | - | - | 61.8% | Plrcz | - | - | - | 6.32% | - | - |
| Z | ZLN | 76.400 | 3.22 | - | Mcc2 | - | - | - | - | - | 55.9% | Rzgxx | - | - | - | 6.67% | - | - |
| R | YNM | 22.190 | 3.48 | - | Rl1 | - | - | - | - | - | 60.6% | Znzyr | - | - | - | 7.72% | - | - |
| A | LKR | 982.100 | 5.66 | - | Zjj | - | - | - | - | - | 25.7% | Ivjja | E | - | 145 | 5.37% | 5.299% | 787.00000 |
| IHH | RYS | 57.920 | 2.75 | - | Mm2 | - | - | - | - | - | 17.6% | Yipus | - | - | - | 9.21% | - | - |
| A | XNT | 93.000 | 8.88 | - | Uw3 | - | - | - | - | - | 90.0% | Lgvms | A | - | 180 | 5.72% | 5.649% | 513.00000 |
Tranche Comments
A: Registration: 144B/Auj R;
A: Registration: 144C/Opn J;
Q: Registration: 144N/Ges E; Comments: Oeh-mfwehk;
Z: Registration: 144K/Tde T; Comments: Fgx-ylowxt;
R: Registration: 144O/Dyl G; Comments: Sgk-nrhfke;
IHH: Registration: 144N/Pma V; Comments: Lxb-smbebt;
Collateral
Boj ekxejkro oavj 921 kjheojhreac pherh kahvehv eh hekj xkxe hrpoexh rx 2-ljokxxe caoxprh.
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | IYZ | 90.400 | 4.67 | 7.61 | - | - | I- | L (I) | - | 58.52% | - | Lvulmmnj | 1cA | 145 | 145 | 1zG+142.4 | - | 65.72864 |
| X | PIR | 81.800 | 6.29 | 9.81 | - | - | OO- | ZZ | - | 59.74% | - | Rmdaxfjf | 1vC | 120 | 120 | 1kW+117.4 | - | 17.26530 |
| WVV | MAR | 46.300 | 9.75 | 3.13 | - | - | OV | DD (M) | - | 8.00% | - | - | - | - | - | - | - | Retained |
| Q | BJY | 289.600 | 8.54 | 6.82 | - | - | HHH | OOO | - | 37.95% | - | Xlcckziv | 1pT | 90 | 90 | 1iA+87.4 | - | 65.16793 |
| K | WKY | 91.600 | 7.56 | 7.54 | - | - | FJ | EEE (S) | - | 6.00% | - | Qduvqlhu | 1iV | 225 | 225 | 1vS+222.4 | - | 78.29493 |
| N | MTB | 60.600 | 6.61 | 4.87 | - | - | BBB- | C (N) | - | 15.35% | - | Tlcamyma | 1uU | 185 | 185 | 1kI+182.4 | - | 57.22016 |
Tranche Comments
Q: First Pay: 2021-11-15; Registration: 144F/Xzz S;
X: First Pay: 2021-11-15; Registration: 144X/Gbn T;
X: First Pay: 2021-11-15; Registration: 144M/Utb W;
N: First Pay: 2021-11-15; Registration: 144G/Zvo H;
K: First Pay: 2021-11-15; Registration: 144O/Xvw R;
WVV: First Pay: 2021-11-15; Registration: 144K/Wry S;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-N | OJJ | 291.390 | - | - | - | ZZ- | - | - | TTT | - | - | - | - | - | - | 0.045% | - | Int. Only |
| R | RZE | 53.920 | 9.52 | - | - | I- | - | - | WQ | 6.00% | 34.0% | Mvceo | Hbutl | - | 145 | 3.01% | - | - |
| W | MYQ | 666.670 | 5.49 | - | - | KKK | - | - | LLL | 85.70% | 72.0% | Kblxb | Bynxn | - | 85 | 2.96% | - | - |
| T | BIN | 87.600 | 1.31 | - | - | RR- | - | - | VV- | 84.10% | 74.0% | Loghu | Oztmr | - | 110 | 3.01% | - | - |
| F | WAB | 92.780 | 3.65 | - | - | BBB | - | - | GO | 4.00% | 31.0% | - | - | - | - | 3.01% | - | - |
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | WCM | 191.790 | 1.11 | - | O3 | - | AAA | - | - | 31.00% | 32.0% | Xinaf | Rmrfm | - | 310 | 4.08% | - | - |
| Q | FKL | 35.160 | 9.26 | - | Gll1 | - | TTT- | - | - | 6.00% | 6.0% | Wuwzn | Wbeuk | - | 425 | 5.97% | - | - |