| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | FJE | 247.477 | 8.20 | Xaa | - | - | - | QQQ | 19.74% | - | Wbotl | Zlcxi | 50-55 | 47 | 1.38% | 1.368% | 88.71020 |
| M1 | VPO | 35.584 | 8.20 | MG | - | - | - | GG+ | 20.82% | - | Nrwgn | Hvmgt | 210d | 200 | 2.91% | 2.898% | 15.64540 |
| O | XRR | 76.143 | 6.80 | J2 | - | - | - | K- | 72.95% | - | Syoqn | Qdngv | 85-90 | 80 | 1.71% | 1.698% | 42.11573 |
| S | CNM | 89.540 | 8.30 | Tn2 | - | - | - | JJ- | 17.99% | - | Sgfnw | Wootx | 80-85 | 70 | 1.61% | 1.598% | 45.13042 |
| O1 | RTB | 33.580 | 5.20 | YU | - | - | - | FFF | 81.26% | - | Vmjhh | Zhvox | 140-145 | 135 | 2.26% | 2.248% | 13.42330 |
| N | JLW | 94.990 | 5.80 | Zgg2 | - | - | - | RRR+ | 98.80% | - | Gzhhn | Hhbci | 120-125 | 115 | 2.06% | 2.048% | 87.15178 |
| C2 | CES | 56.500 | 9.90 | ZT | - | - | - | III- | 74.37% | - | Irvsv | Bebzz | 150-155 | 145 | 2.36% | 2.348% | 74.48212 |
Tranche Comments
O: First Pay: 2021-10-17; Registration: 144X/Tsp S;
S: First Pay: 2021-10-17; Registration: 144J/Rye H;
O: First Pay: 2021-10-17; Registration: 144H/Zow Q;
N: First Pay: 2021-10-17; Registration: 144C/Nkm U;
O1: First Pay: 2021-10-17; Registration: 144W/Pve Y;
C2: First Pay: 2021-10-17; Registration: 144D/Ius G;
M1: First Pay: 2021-10-17; Registration: 144D/Cno R;
Risk Retention
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