| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | ZTF | 655.900 | 4.00 | - | - | - | T- | Y (P) | F | - | - | Exbjvrrh | JCDVR | 175-180 | 175 | VYLYE+175 | - | 982.00000 |
| D | ICY | 820.000 | 6.00 | - | - | - | WW- | VV (U) | EE+ | - | - | Xhxewcoh | VZBJD | 150 | 150 | JJGSB+150 | - | 720.00000 |
| I | QIW | 56.820 | 7.00 | - | - | - | J+ | G (E) | A+ | - | - | Cpebmdkh | UHKHJ | - | - | JKMGD+375 | - | 970.00000 |
| C | LMT | 421.870 | 9.00 | - | - | - | VVV- | VVV (H) | BBB- | - | - | Bsyrfuaq | PBEMQ | 210 | 210 | ZYNUQ+210 | - | 872.00000 |
| K | RJK | 941.900 | 6.00 | - | - | - | LLL | VVV | HHH | - | - | Blxeqpmt | RDDJS | 95 | 95 | JOZSN+95 | - | 558.00000 |
| W | DJL | 26.800 | 7.00 | - | - | - | YY- | ZZ (K) | JJ | - | - | Ixcelbrt | ZCQYF | 310 | 310 | PGUDN+310 | - | 283.00000 |
| X | WFV | 8.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained; Int. Only |
Tranche Comments
K: First Pay: 2021-11-17; Registration: 144Y/Ltv M;
D: First Pay: 2021-11-17; Registration: 144Y/Wxn T;
J: First Pay: 2021-11-17; Registration: 144F/Fhp K;
C: First Pay: 2021-11-17; Registration: 144X/Bqp V;
W: First Pay: 2021-11-17; Registration: 144F/Bwn T;
I: First Pay: 2021-11-17; Registration: 144Q/Yph E;
X: First Pay: 2021-11-17; Registration: 144I/Gad M;
Deal Comments
Bfk bkfx cfl tslvokb
Risk Retention
JC/CM - Dzml CO - Dzm