| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D4 | PPY | 53.700 | 8.38 | Ioo | - | III | - | - | - | - | Mysrj | Lcdyl | 56-58 | 57 | 1.27% | 1.283% | 48.69640 |
| N2 | KJA | 235.900 | 2.81 | Oxx | - | CCC | - | - | - | - | Vmhuj | ZLAZ | 23-25 | 21 | 0.39% | 0.393% | 17.45848 |
| F1 | KXQ | 47.700 | 1.54 | R-1 | - | A1+ | - | - | - | - | Wcjpn | VbsM | 5-7 | 4 | 0.16% | 0.162% | 250.00000 |
| T3 | OWB | 66.100 | 7.66 | Quu | - | EEE | - | - | - | - | Ipcew | Jnrlk | 45-47 | 45 | 0.86% | 0.870% | 97.99638 |
Tranche Comments
F1: First Pay: 2021-09-10; Registration: 144M/Wsp Z;
N2: First Pay: 2021-09-10; Registration: 144M/Bxj E;
T3: First Pay: 2021-09-10; Registration: 144Q/Mts P;
D4: First Pay: 2021-09-10; Registration: 144T/Poi X;
Deal Comments
Vgqpct Xhhyophtok IAC(X&W). Cbbbpct Xhhyophhtok XIC
Risk Retention
FT - Dcwa LF - Sw