| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 535.038 | 5.27 | - | A | - | - | A | - | - | Fixed | Swaps | 125-135 | 125 | 2.15% | 2.168% | 99.95900 |
| B | USD | 25.392 | 6.01 | - | BBB | - | - | BBB | - | - | Fixed | Swaps | 215-225 | 205 | 3.08% | 3.109% | 99.95042 |
Tranche Comments
A: First Pay: 2021-07-19; Registration: 144A/Reg S;
B: First Pay: 2021-07-19; Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | YYC | 18.000 | 3.60 | - | TTT | - | - | SSS | - | - | Nzcsz | Njfbp | 225-235 | 200 | 3.06% | 3.085% | 36.20901 |
| M | ZHY | 833.000 | 6.34 | - | V | - | - | J | - | - | Hzmga | Jfnhz | 125-135 | 110 | 2.07% | 2.083% | 43.31280 |
Tranche Comments
M: First Pay: 2021-07-19; Registration: 144H/Nhc B;
M: First Pay: 2021-07-19; Registration: 144A/Yjw F;