| Class | CCY | SZE(M) | WAL | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | CIG | 2.900 | 5.00 | Oww2 | JJJ+ | - | NNN+ | - | - | Sqfepbce | BVEUS | 280-290 | 280 | WVBUV+280 | - | 446.00000 |
| Z2 | LHV | 8.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | HNM | 685.700 | 2.00 | Aaa | HHH | - | TTT | - | - | Uqlqfhpf | WSKMQ | 110-120 | 120 | BPZOX+120 | - | 358.00000 |
| W | NMQ | 13.400 | 3.00 | O3 | U- | - | X- | - | - | Jdsathyt | WMXPC | 190-200 | 190 | VUOJR+190 | - | 967.00000 |
| J | GTU | 39.000 | 8.00 | La3 | YY- | - | YY- | - | - | Qqzqopcj | FUYBF | 155-165 | 155 | EJZGK+155 | - | 957.00000 |
| X1 | KIB | 6.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C: First Pay: 2021-10-22; Registration: 144K/Bdz C;
J: First Pay: 2021-10-22; Registration: 144A/Rcd X;
W: First Pay: 2021-10-22; Registration: 144L/Izf I;
Y: First Pay: 2021-10-22; Registration: 144U/Kvz T;
X1: First Pay: 2021-10-22; Registration: 144O/Gcc U;
Z2: First Pay: 2021-10-22; Registration: 144I/Yjf Z;