| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G1 | TBE | 924.000 | 2.00 | - | - | DDD | PPP | 31.30% | - | Yrsztlwk | MDQLY | 80 | 80 | QMMDF+80 | - | 290.00000 |
| O | VYG | 20.810 | 6.00 | - | - | B+ | U (K) | 1.00% | - | Pfwudbrc | MCIJI | - | 455 | ETWFS+455 | - | 521.00000 |
| Y | FXE | 96.710 | 9.00 | - | - | SS | WW | 82.80% | - | Ozvqrttg | FGOHW | 125-135 | 125 | DHRCS+125 | - | 323.00000 |
| S2 | PSA | 694.200 | 5.00 | - | - | TTT | YYY | 88.20% | - | Uxcudqta | CCNB | 95 | 95 | SJFM+95 | - | 412.00000 |
| G | MZE | 52.500 | 5.00 | - | - | VV | AA (T) | 1.90% | - | Yyvmlsxg | KTDXB | 355-365 | 355 | YTJXM+355 | - | 870.00000 |
| G | VBP | 42.140 | 5.00 | - | - | AAA | KKK (H) | 70.60% | - | Dqlvwwyj | SBGDU | 220-230 | 220 | CGSVR+220 | - | 862.00000 |
| I | WZN | 51.800 | 7.00 | - | - | W | J (W) | 50.70% | - | Vwfzoqsy | TMNGC | 165-175 | 165 | MBKZA+165 | - | 933.00000 |
Tranche Comments
G1: First Pay: 2021-08-16; Registration: 144Q/Nbi Y;
S2: First Pay: 2021-08-16; Registration: 144A/Yox Y;
Y: First Pay: 2021-08-16; Registration: 144C/Wob B;
I: First Pay: 2021-08-16; Registration: 144B/Dwh S;
G: First Pay: 2021-08-16; Registration: 144C/Qrw N;
G: First Pay: 2021-08-16; Registration: 144X/Ejl B;
O: First Pay: 2021-08-16; Registration: 144E/Dwt B;