| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 55.000 | 6.77 | - | AAA | - | - | - | - | - | Fixed | Swaps | 110-120 | 105 | 2.21% | 2.226% | 99.96399 |
| A-2 | USD | 95.000 | 9.68 | - | AAA | - | - | - | - | - | Fixed | Swaps | 140-150 | 130 | 2.79% | 2.808% | 99.98561 |
| A-3 | USD | 35.000 | 6.96 | - | A | - | - | - | - | - | Fixed | Swaps | 200-210 | 185 | 3.03% | 3.057% | 99.95174 |
| A-4 | USD | 55.000 | 9.96 | - | A | - | - | - | - | - | Fixed | Swaps | 230-240 | 210 | 3.60% | 3.632% | 99.95982 |
| B | USD | 30.000 | 6.96 | - | BBB | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | USD | 48.000 | 9.96 | - | BBB | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2021-06-21; Registration: 144A/Reg S;
A-2: First Pay: 2021-06-21; Registration: 144A/Reg S;
A-3 : First Pay: 2021-06-21; Registration: 144A/Reg S;
A-4: First Pay: 2021-06-21; Registration: 144A/Reg S;
B: First Pay: 2021-06-21; Registration: 144A/Reg S;
B: First Pay: 2021-06-21; Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2 | XLV | 902.000 | 1.21 | - | E | - | - | - | - | - | Xboab | Dhnvp | - | 225 | 4.46% | 4.509% | 29.67090 |
| M-1 | NLE | 234.000 | 6.43 | - | QQQ | - | - | - | - | - | Cjicc | Okexy | - | 165 | 3.78% | 3.810% | 41.28139 |
Tranche Comments
M-1: First Pay: 2019-06-20; Registration: 144J Yopp;
A-2: First Pay: 2019-06-20; Registration: 144F Phcf;