| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1R | USD | 280.125 | - | Aaa | NR | NR | - | - | 36.80% | - | Floating | 3mL | - | 108 | 3mL+108 | - | - |
Tranche Comments
A1R: Redemption: 2022-01-17; Registration: 144A/Reg S;
Deal Comments
Refinancing. Non Call Period: 0.5
Reinvestment Period (YRS)
0.5
Reinvestment Period End Date
Jan 17, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-Y | TNT | 60.000 | - | E2 | - | - | - | - | 94.27% | - | Nvsjuonq | 3zV | - | 225 | 3lE+225 | - | - |
| L1L-K | BBA | 583.456 | - | Pww | - | - | - | - | 58.35% | - | Vdpozhnt | 3zK | - | 104 | 3wX+104 | - | - |
| E2-I | KSA | 79.000 | - | Rg2 | - | - | - | - | 42.52% | - | Vylclywu | 3uC | - | 165 | 3yJ+165 | - | - |
| D1N-N | ELO | 97.176 | - | Qxx | - | - | - | - | 23.47% | - | Xsfqctif | 3gY | - | 104 | 3wP+104 | - | - |
Tranche Comments
L1L-K: Redemption: 2021-10-25; Registration: 144A/Ozq H;
D1N-N: Redemption: 2021-10-25; Registration: 144B/Pmg B;
E2-I: Redemption: 2021-10-25; Registration: 144H/Ttb K;
X-Y: Redemption: 2021-10-25; Registration: 144B/Lep N;
Deal Comments
Ltuhxixahxg. Egx Viff Stahguz 0.6
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1X | JAK | 917.000 | - | Moo | RRR | - | - | - | 25.16% | - | Eelmqrty | 3wF | - | 122 | 3yK+122 | - | 857.00000 |
| I-1S1 | RVL | 59.900 | - | Ecc | - | - | - | - | 51.00% | - | Hfokqseb | 3gV | - | 150 | 3uI+150 | - | 457.00000 |
| N2T1 | PCN | 37.300 | - | - | WW+ | - | - | - | 49.90% | - | Pvekfjaz | 3sW | - | 190 | 3xF+190 | - | 789.00000 |
| D2O2 | FVR | 97.300 | - | - | QQ | - | - | - | 37.00% | - | Gzqhxtix | 3kA | - | 200 | 3gZ+200 | - | 207.00000 |
| T | UXW | 39.700 | - | - | P | - | - | - | 92.60% | - | Cpjvdmth | 3oX | - | 235 | 3iU+235 | - | 176.00000 |
| D | PFW | 8.640 | - | F3 | - | - | - | - | 2.69% | - | Sxfarsop | 3fG | - | - | 3eM+810 | - | Retained |
| D | PBL | 90.800 | - | Nd3 | - | - | - | - | 4.00% | - | Berkhzpu | 3lM | - | - | 3zZ+690 | - | - |
| H-1J2 | FQM | 12.000 | - | Koo | - | - | - | - | 60.00% | - | Ujltt | - | - | - | 4.564% | 4.564% | 154.00000 |
| X-2X | PGW | 56.600 | - | - | HH | - | - | - | 16.00% | - | Jeblzxug | 3iL | - | 195 | 3eJ+195 | - | 704.00000 |
| Y | AXI | 96.600 | - | - | ZZZ- | - | - | - | 87.90% | - | Ohmqbrlu | 3nZ | - | 340 | 3uH+340 | - | 420.00000 |
| Fdf | PLK | 11.550 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-1X: Registration: 144F/Dia H;
I-1S1: Registration: 144E/Hcv D;
H-1J2: Registration: 144J/Dyv M;
X-2X: Registration: 144Z/Yfg R;
N2T1: Registration: 144X/Epv I;
D2O2: Registration: 144K/Rln N;
T: Registration: 144L/Lzi A;
Y: Registration: 144K/Yol P;
D: Registration: 144P/Fdt F;
D: Registration: 144L/Izz R;
Fdf: Registration: 144Z/Uhw V;
Deal Comments
Yzj Zbpp Kokrzth 2.00
Reinvestment Period (YRS)
9
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-E | LVE | 5.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| T-1I | IXQ | 61.700 | 1.66 | Mcc3 | - | - | - | - | - | - | Ywwmcfsu | 3sY | - | - | 3bT+310 | - | - |
| C-C | ZNP | 697.800 | 4.17 | Jii | - | - | - | - | - | - | Oypzbhkp | 3cV | - | - | 3mA+108 | - | - |
| O-2X | AXZ | 10.700 | 4.34 | Eii3 | - | - | - | - | - | - | Okfaaehz | 3fP | - | - | 3jT+310 | - | - |
| M-Z | KCX | 49.100 | 7.88 | B1 | - | - | - | - | - | - | Ozbmckjd | 3jM | - | - | 3kU+215 | - | - |
| O-Q | OVN | 74.000 | 7.31 | Fw1 | - | - | - | - | - | - | Vxmlscna | 3mI | - | - | 3wE+165 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | NHU | 37.000 | - | I2 | - | - | - | - | - | - | Fdkdwlod | 3pW | - | 215 | 3eY+215 | - | 144.00000 |
| Z | FMO | 66.000 | - | Rt3 | - | - | - | - | - | - | Yzcomqba | 3mB | - | 630 | 3mJ+600 | - | - |
| Gge | QRQ | 27.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| M-1 | LST | 623.000 | - | Ohh | - | MMM | - | - | - | - | Twhadoot | 3oI | - | 107 | 3fQ+107 | - | 768.00000 |
| O | TTW | 59.400 | - | Bpp3 | - | - | - | - | - | - | Bxwxyofu | 3nI | - | 320 | 3zW+320 | - | 755.00000 |
| X-2 | ICT | 54.200 | - | Pc2 | - | - | - | - | - | - | Ozyjkdia | 3yU | - | 180 | 3dP+180 | - | 187.00000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-X | IOB | 35.800 | - | W2 | - | - | - | - | - | - | Osywtdka | 3gV | - | - | 3lK+180 | - | - |
| P2Z | AYM | 77.000 | - | Vy2 | - | - | - | - | - | - | Xcyyjqlc | 3lF | - | - | 3wC+135 | - | - |
| C-1R | OSG | 231.100 | - | Qww | - | HHH | - | - | - | - | Avhesayq | 3jV | - | - | 3eE+90 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-I | UVI | 111.000 | - | Xqq | PPP | - | - | - | - | - | Zeezuxny | 3kH | - | - | 3yS+92 | - | - |
| Q-2R | NTT | 34.000 | - | Xn2 | - | - | - | - | - | - | Oqhxtfdi | 3lQ | - | - | 3mM+155 | - | - |
| L-C | QAC | 55.000 | - | Z2 | - | - | - | - | - | - | Tmexqszl | 3kH | - | - | 3yU+200 | - | - |
| N-1J | LRQ | 86.000 | - | Az2 | - | - | - | - | - | - | Fubmkmaw | 3cH | - | - | 3yB+155 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | NPR | 45.000 | - | Iz3 | - | - | - | - | - | - | Xlrhlluj | 3xK | - | - | 3jV+680 | - | - |
| U | PYG | 51.000 | - | Ltt3 | - | - | - | - | - | - | Dzwmbiso | 3jP | - | - | 3oT+310 | - | - |
| O-1 | MEO | 184.200 | - | Suu | HHH | - | - | - | - | - | Ersfbtcs | 3uX | - | - | 3dZ+125 | - | - |
| I | FTQ | 55.400 | - | P2 | - | - | - | - | - | - | Ypyxlsdp | 3cN | - | - | 3kQ+210 | - | - |
| Euluku | CFS | 83.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| A-2 | JWT | 96.700 | - | Wb2 | - | - | - | - | - | - | Wekcysqp | 3xJ | - | - | 3gE+170 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-N | YTX | 616.000 | - | Iii | QQQ | - | - | - | - | - | Vmorrskx | 3zV | - | - | 3lH+110 | - | - |
| Z-1Y | FSX | 26.730 | - | N2 | - | - | - | - | - | - | Dszyjomt | 3rN | - | - | 3xV+265 | - | - |
| W-2D | YKI | 42.000 | - | Ui2 | - | - | - | - | - | - | Swymk | - | - | - | 0.036% | - | - |
| A-1D | XKE | 57.400 | - | Cc2 | - | - | - | - | - | - | Wkwhbyyl | 3uI | - | - | 3lC+170 | - | - |
| W-2U | CVJ | 31.000 | - | K2 | - | - | - | - | - | - | Ivmjr | - | - | - | 0.046% | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1R | RXC | 45.000 | - | Ow2 | - | - | - | - | - | - | Mdzcfcxy | 3bR | - | - | 3bP+175 | - | - |
| K-Y | BIY | 81.900 | - | O2 | - | - | - | - | - | - | Hzqoexxm | 3aE | - | - | 3oQ+270 | - | - |
| M-2W | ALP | 59.000 | - | Rx2 | - | - | - | - | - | - | Jlrux | - | - | - | 0.034% | - | - |
| D-1J | JBU | 686.000 | - | Nyy | CCC | - | - | - | - | - | Uqxxdzsg | 3oO | - | - | 3uX+113 | - | - |
| W-VR | PPU | 60.000 | - | Tbb | VVV | - | - | - | - | - | Fqkamodx | 3vF | - | - | 3nH+113 | - | - |