| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 41.000 | 0.27 | P-1 | - | - | R-1 H | - | - | - | Fixed | IntL | 5-7 | 3 | 0.220% | 0.216% | 100.00000 |
| A-2 | USD | 223.670 | 1.78 | Aaa | - | - | AAA | - | - | - | Fixed | EDSF | 50-55 | 50 | 0.75% | 0.757% | 99.98973 |
| B | USD | 19.639 | 3.43 | Aa2 | - | - | AA | - | - | - | Fixed | Swaps | 90-100 | 80 | 1.38% | 1.389% | 99.98326 |
| C | USD | 19.639 | 3.71 | A1 | - | - | A | - | - | - | Fixed | Swaps | 120-130 | 110 | 1.75% | 1.758% | 99.99427 |
| D | USD | 19.639 | 3.75 | Baa2 | - | - | BBB | - | - | - | Fixed | Swaps | 175-185 | 165 | 2.30% | 2.318% | 99.97529 |
| E | USD | 13.093 | 3.75 | Ba2 | - | - | BB | - | - | - | Fixed | Swaps | 350a | 350 | 4.13% | 4.168% | 99.99215 |
| F | USD | 9.352 | 3.75 | B3 | - | - | B | - | - | - | Fixed | Swaps | 550a | 550 | 6.09% | 6.168% | 99.99932 |
Tranche Comments
A-1: First Pay: 2021-05-20; Registration: 144A/Reg S;
A-2: First Pay: 2021-05-20; Registration: 144A/Reg S;
B: First Pay: 2021-05-20; Registration: 144A/Reg S;
C: First Pay: 2021-05-20; Registration: 144A/Reg S;
D: First Pay: 2021-05-20; Registration: 144A/Reg S;
E: First Pay: 2021-05-20; Registration: 144A Only;
F: First Pay: 2021-05-20; Registration: 144A Only;
AllReportsSurveillanceOther