| 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 | RAQ | 558.237 | 8.40 | - | W | - | - | P | - | - | - | - | - | - | 4.46% | 4.500% | 76.66810 |
| M | GCB | 68.990 | 5.40 | - | RR | - | - | FF | - | - | - | - | - | - | 7.39% | 7.500% | 13.56517 |
| D | FGO | 95.917 | 9.80 | - | GGG | - | - | RRR | - | - | - | - | - | - | 5.56% | 5.625% | 84.30344 |
Tranche Comments
Y: Registration: 144W Udeq;
D: Registration: 144L Dclz;
M: Registration: 144B Ojwc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | KBM | 304.000 | 8.70 | - | V | - | - | K | - | - | Yivce | JVX | - | - | 4.21% | 4.250% | 45.73814 |
| S | UXT | 24.500 | 5.60 | - | OO | - | - | BB | - | - | Nvavy | EYS | - | - | 6.41% | 6.500% | Retained |
| A | ULM | 24.000 | 7.40 | - | WWW | - | - | VVV | - | - | Hsrjb | OSL | - | - | 5.19% | 5.250% | 12.92856 |
Tranche Comments
H: Registration: 144Z Hgqe;
A: Registration: 144P Hngi;
S: Registration: 144G Zkgy;
Collateral
25 kngggkes, 100% Ekgggiugiy