| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 134.737 | 2.10 | Aaa | - | - | AAA | - | - | - | Fixed | Swaps | 70-75 | - | 1.05% | - | 99.99000 |
| A2 | USD | 343.489 | 2.10 | Aaa | - | - | AAA | - | - | - | Floating | 1mL | 70-75 | - | 1mL+80 | - | - |
| B | USD | 54.707 | 5.92 | NR | - | - | AA | - | - | - | Floating | 1mL | 105-110 | - | 1mL+115 | - | - |
| C | USD | 25.202 | 7.05 | NR | - | - | A | - | - | - | Floating | 1mL | - | - | 1mL+150 | - | - |
| D | USD | 19.670 | 7.92 | NR | - | - | BBB (L) | - | - | - | Floating | 1mL | - | - | 1mL+180 | - | - |
| E | USD | 14.753 | 8.76 | NR | - | - | BB (L) | - | - | - | Floating | 1mL | - | - | 1mL+225 | - | - |
| F | USD | 3.073 | 9.41 | NR | - | - | B | - | - | - | Floating | 1mL | - | - | 1mL+260 | - | - |
| G | USD | 19.055 | 10.92 | NR | - | - | - | - | - | - | - | - | - | - | - | - | - |
| XA | USD | 30.000 | 1.14 | NR | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
A1: First Pay: 2021-08-20; Registration: 144A/Reg S;
A2: First Pay: 2021-08-20; Registration: 144A/Reg S;
B: First Pay: 2021-08-20; Registration: 144A/Reg S;
C: First Pay: 2021-08-20; Registration: 144A/Reg S;
D: First Pay: 2021-08-20; Registration: 144A/Reg S;
E: First Pay: 2021-08-20; Registration: 144A Only;
F: First Pay: 2021-08-20; Registration: 144A Only;
G: First Pay: 2021-08-20; Registration: 144A Only;
XA: First Pay: 2021-08-20; Registration: 144A Only;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | CYJ | 698.762 | 1.92 | Drr | - | - | HHH | - | - | - | - | - | - | - | - | - | 86.94406 |
Tranche Comments
K: Registration: 144W Xosx;