| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | DFL | 89.365 | 5.60 | Os1 | LL- | - | 6.40% | - | Klmhjpmx | PZVGZ | - | 120 | ZFDTJ+120 | - | 277.00000 |
| I1 | UET | 1.119 | - | Aw3 | BBB | - | 2.00% | - | - | - | - | - | - | - | Retained |
| S | LHB | 602.643 | 4.61 | Frr | QQQ | - | 48.50% | - | Zsrwzijo | EFWEZ | - | 75 | RPTIL+75 | - | 234.00000 |
| P | TAP | 5.824 | 9.70 | Fs1 | A | - | 6.00% | - | Xlcyefqh | BGXVV | - | 155 | EMLKX+155 | - | 104.00000 |
| L | YVR | 68.510 | - | NT | BX | - | - | - | - | - | - | - | - | - | Retained |
| G | RTS | 9.000 | - | BR | QB | - | - | - | - | - | - | - | - | - | Retained |
| I3 | DLE | 5.540 | - | YE | EX | - | - | - | - | - | - | - | - | - | Retained |
| R2 | QVB | 3.658 | - | W1 | JJ+ | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Jvr C Wfbq;
G: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Ckc Q Ukjh;
P: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Wcj L Kmdb;
I1: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Mtb H Autw;
R2: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Ast M Fbxh;
I3: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Nuu P Kfij;
L: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Pwb I Auae;
G: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Juq C Lzht;
Deal Comments
Fvfqzvtbqvtms Pb Sbzvfbvzqvtms VZs 65.5%. GVs 34.5%. Pb Qbwjs VJs 82%. Pzmws 17.5%. WP/HCs 0.5%.