| 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 |
|---|
| X | FHF | 381.439 | 4.10 | - | O | - | - | Y | - | - | - | - | - | - | 4.46% | 4.500% | 31.99590 |
| D | VHR | 26.660 | 2.70 | - | DD | - | - | UU | - | - | - | - | - | - | 7.39% | 7.500% | 59.49371 |
| X | JEI | 93.878 | 7.90 | - | XXX | - | - | QQQ | - | - | - | - | - | - | 5.56% | 5.625% | 81.15595 |
Tranche Comments
X: Registration: 144Y Hvcu;
X: Registration: 144L Qovi;
D: Registration: 144R Trsk;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | GXS | 96.200 | 2.40 | - | JJ | - | - | MM | - | - | Pffcq | GFE | - | - | 6.41% | 6.500% | Retained |
| W | MVT | 43.000 | 8.30 | - | III | - | - | AAA | - | - | Asqjt | ONX | - | - | 5.19% | 5.250% | 44.63076 |
| S | LVO | 888.000 | 9.70 | - | D | - | - | J | - | - | Jiwlx | KBZ | - | - | 4.21% | 4.250% | 37.66355 |
Tranche Comments
S: Registration: 144H Opby;
W: Registration: 144A Dnfz;
L: Registration: 144H Bgmf;
Collateral
25 skfrfsjq, 100% Ksfffabfvz