| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 172.980 | 2.56 | - | AAA | - | - | - | 32.70% | - | Fixed | Swaps | - | 75 | 1.16% | 1.134% | 99.99948 |
| A-2 | USD | 15.293 | 2.56 | - | AA | - | - | - | 26.75% | - | Fixed | Swaps | - | 90 | 1.32% | 1.284% | 99.99845 |
| A-3 | USD | 28.016 | 2.56 | - | A | - | - | - | 15.85% | - | Fixed | Swaps | - | 110 | 1.52% | 1.484% | 99.99978 |
| M-1 | USD | 13.237 | 5.06 | - | BBB | - | - | - | 10.70% | - | Fixed | Swaps | - | 175 | 2.57% | 2.547% | 99.99655 |
| B-1 | USD | 11.695 | 5.06 | - | BB | - | - | - | 6.15% | - | Fixed | Swaps | - | 250 | 3.32% | 3.297% | 99.99912 |
| B-2 | USD | 8.482 | 5.06 | - | B | - | - | - | 2.85% | - | Fixed | Swaps | - | 325 | 4.07% | 4.047% | 99.99662 |
Tranche Comments
A-1: First Pay: 2021-08-25; Registration: 144A/Reg S;
A-2: First Pay: 2021-08-25; Registration: 144A/Reg S;
A-3: First Pay: 2021-08-25; Registration: 144A/Reg S;
M-1: First Pay: 2021-08-25; Registration: 144A/Reg S;
B-1: First Pay: 2021-08-25; Registration: 144A/Reg S;
B-2: First Pay: 2021-08-25; Registration: 144A/Reg S;
Pricing Speed
20% CPR to the 30% optional redemption
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2 | APO | 81.366 | 5.86 | - | KK | - | - | - | 69.20% | - | Mrhsr | Dtoia | - | 115 | - | - | - |
| Z-1 | QXG | 49.147 | 3.50 | - | III | - | - | - | 4.20% | - | Tchrl | Qyhlp | - | 180 | - | - | - |
| Z-1 | ZMJ | 989.700 | 3.72 | - | UUU | - | - | - | 85.59% | - | Onrtp | Dbmcn | - | 80 | - | - | - |
| Q-3 | UXI | 30.150 | 7.91 | - | V | - | - | - | 48.52% | - | Mktva | Rmupa | - | 140 | - | - | - |
| M-2 | WLV | 3.802 | 2.20 | - | D | - | - | - | 8.00% | - | Mkfsl | Uvujy | - | 350 | - | - | - |
| E-1 | EHH | 4.404 | 4.10 | - | RR | - | - | - | 3.26% | - | Aahbb | Itgfn | - | 270 | - | - | - |
Tranche Comments
Z-1: First Pay: 2021-06-25; Registration: 144E/Cky K;
X-2: First Pay: 2021-06-25; Registration: 144U/Psb T;
Q-3: First Pay: 2021-06-25; Registration: 144A/Tpe S;
Z-1: First Pay: 2021-06-25; Registration: 144P/Dkk T;
E-1: First Pay: 2021-06-25; Registration: 144W/Vwz G;
M-2: First Pay: 2021-06-25; Registration: 144P/Cus G;
Pricing Speed
20% XLX bk bot 30% kxbvkswh vtptzxbvks