| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | VJC | 8.000 | 4.80 | - | TTT | AAA | - | - | Mmmmbzrk | 3zHv | - | 50 | 3hMc+50 | - | 356.00000 |
| G-1 | LLD | 989.000 | 7.00 | - | SSS | YYY | 10.00% | - | Gzmxqxyl | 3lYk | - | 145 | 3lIx+145 | - | 920.00000 |
| A | PNH | 67.600 | 4.90 | - | R | Y | 21.70% | - | Trocloeb | 3eJw | - | 255 | 3gJp+255 | - | 656.00000 |
| J | BEU | 28.000 | 10.00 | - | AA- | QQ- | 6.80% | - | Oaukcxca | 3iEq | - | 685 | 3lJn+669 | - | 10.00000 |
| T-2 | FKF | 5.000 | 5.50 | - | CCC | VVV | 22.30% | - | Gvoeokuj | 3mGz | - | 165 | 3wGt+165 | - | 614.00000 |
| L | LSK | 73.400 | 2.70 | - | III- | TTT- | 53.00% | - | Ncehjtio | 3yTt | - | 370 | 3qIi+370 | - | 873.00000 |
| Yir | OYQ | 17.700 | - | - | LP | MK | - | - | - | - | - | - | - | - | Retained |
| E | COV | 63.000 | 7.20 | - | LL | PP | 48.80% | - | Wjowuvaf | 3sNd | - | 210 | 3mSd+210 | - | 910.00000 |
| P | LCH | 78.000 | 25.40 | - | X- | E- | 4.91% | - | - | - | - | - | - | - | - |
Tranche Comments
Y: First Pay: 2024-10-20; Redemption: 2026-01-12; Registration: 144C/Hpi D;
G-1: First Pay: 2024-10-20; Redemption: 2026-01-12; Registration: 144J/Gkp C;
T-2: First Pay: 2024-10-20; Redemption: 2026-01-12; Registration: 144U/Fsg K;
E: First Pay: 2024-10-20; Redemption: 2026-01-12; Registration: 144Q/Yrz C;
A: First Pay: 2024-10-20; Redemption: 2026-01-12; Registration: 144G/Vqw D;
L: First Pay: 2024-10-20; Redemption: 2026-01-12; Registration: 144D/Krz Q;
J: First Pay: 2024-10-20; Redemption: 2026-01-12; Registration: 144X/Fnm L;
P: First Pay: 2024-10-20; Redemption: 2026-01-12; Registration: 144U/Jze M;
Yir: First Pay: 2024-10-20; Redemption: 2026-01-12; Registration: 144W/Zbn A;
Deal Comments
Xfq Mkuu Wwjkfsa 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
May 19, 2021