| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | AJF | 12.000 | 5.50 | - | GG | - | - | - | 40.00% | - | Lvvyxyms | 3uJ | - | 175 | 3sG+175 | - | - |
| Z | PZL | 62.000 | 68.50 | - | VV- | - | - | - | 4.00% | - | Gwkppvbk | 3oH | - | 675 | 3bZ+633 | - | - |
| H | MPY | 19.000 | 2.30 | - | JJJ- | - | - | - | 37.00% | - | Dkcqwoep | 3yM | - | 340 | 3mF+340 | - | - |
| P-1 | GCP | 861.000 | 7.90 | - | CCC | - | - | - | 31.00% | - | Tckekuoa | 3bM | - | 127 | 3lY+127 | - | - |
| Z | LYO | 27.000 | 7.80 | - | A | - | - | - | 85.00% | - | Hxbyybdo | 3qJ | - | 220 | 3jZ+220 | - | - |
| W-2 | HKR | 53.000 | 5.50 | - | YYY | - | - | - | 96.00% | - | Qromthwd | 3gN | - | 155 | 3oR+155 | - | - |
| Rbbjwe | ZQR | 15.850 | - | - | NL | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P-1: First Pay: 2021-07-17; Redemption: 2023-04-17; Registration: 144Z/Yzr J;
W-2: First Pay: 2021-07-17; Redemption: 2023-04-17; Registration: 144X/Xfc J;
H: First Pay: 2021-07-17; Redemption: 2023-04-17; Registration: 144T/Civ X;
Z: First Pay: 2021-07-17; Redemption: 2023-04-17; Registration: 144W/Drm W;
H: First Pay: 2021-07-17; Redemption: 2023-04-17; Registration: 144J/Xdt M;
Z: First Pay: 2021-07-17; Redemption: 2023-04-17; Registration: 144G/Oqa S;
Rbbjwe: First Pay: 2021-07-17; Redemption: 2023-04-17; Registration: 144W/Hxy C;
Deal Comments
Jjm Nbx Mvbxjth 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jan 23, 2022