| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2A | KWF | 48.000 | 3.60 | Yzz | - | - | - | - | 84.00% | - | Yspruxsi | XWFN | 215-225 | 215 | FFXF+215 | - | - |
| O-K | WLI | 14.000 | 1.90 | - | - | ZZ- | - | - | 5.00% | - | Ybjhswjm | JCAF | 800-825 | 850 | EOUD+812 | - | - |
| H-B | LJD | 42.000 | 3.80 | - | - | J | - | - | 59.00% | - | Gqusxqhr | JVWT | 305-315 | 330 | PIJY+330 | - | - |
| Z-O | XCL | 21.000 | 6.00 | - | - | UU | - | - | 94.00% | - | Jlzqabjg | VBIG | 245-255 | 250 | HYBB+250 | - | - |
| C-E | KAU | 3.000 | 2.50 | A3 | - | - | - | - | 2.47% | - | - | - | - | - | - | - | Retained |
| Q-1Y | ULF | 235.000 | 4.40 | Dxx | - | - | - | - | 95.00% | - | Vxmlwsqk | DKVN | - | 185 | TTSL+185 | - | - |
| N-U | GUU | 89.000 | 8.50 | - | - | JJJ- | - | - | 12.10% | - | Bwvppayc | PYZD | 485-500 | 515 | UICV+515 | - | - |
Tranche Comments
Q-1Y: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144A/Ucs L; Comments: Axj-Abhjja;
L-2A: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144E/Cry T;
Z-O: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144X/Zlu G;
H-B: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144U/Hpy I;
N-U: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144W/Adm Y;
O-K: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144D/Ozo G;
C-E: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144A/Ypd C;
Deal Comments
Zznzb. Igf Bwmm Vznggec 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jul 29, 2021