| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 417.650 | 4.99 | A1 | A | - | - | - | - | 66.5% | Fixed | Swaps | 170-180 | 170 | 2.52% | 2.535% | 99.99671 |
| B | USD | 72.230 | 4.99 | Baa1 | BBB | - | - | - | - | 78.0% | Fixed | YLD | - | - | 3.43% | 3.450% | 99.99795 |
| C | USD | 50.240 | 3.46 | Ba1 | BB | - | - | - | - | 86.0% | Fixed | YLD | 5.75% a | - | 5.44% | 5.500% | 99.99695 |
Tranche Comments
A: First Pay: 2021-07-15; Registration: 144A/Reg S;
B: First Pay: 2021-07-15; Registration: 144A/Reg S; Comments: Preplaced;
C: First Pay: 2021-07-15; Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | LHE | 95.740 | 7.40 | - | SS | - | - | DD | - | - | - | - | - | - | 7.39% | 7.500% | 72.47776 |
| O | VFA | 44.274 | 7.30 | - | FFF | - | - | DDD | - | - | - | - | - | - | 5.56% | 5.625% | 67.55497 |
| Y | QOW | 405.160 | 5.70 | - | V | - | - | X | - | - | - | - | - | - | 4.46% | 4.500% | 79.61370 |
Tranche Comments
Y: Registration: 144X Cdio;
O: Registration: 144L Yavp;
Y: Registration: 144Y Smmg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | EQS | 84.000 | 8.20 | - | DDD | - | - | HHH | - | - | Byqut | OXR | - | - | 5.19% | 5.250% | 75.60469 |
| Q | FHN | 197.000 | 3.70 | - | G | - | - | K | - | - | Iifyj | POQ | - | - | 4.21% | 4.250% | 59.17067 |
| X | GMO | 10.600 | 2.60 | - | AA | - | - | XX | - | - | Fkcko | RIV | - | - | 6.41% | 6.500% | Retained |
Tranche Comments
Q: Registration: 144A Etkd;
K: Registration: 144Z Mizy;
X: Registration: 144Y Knll;
Collateral
25 telsltmn, 100% Itllhoehtg