| 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 |
|---|
| B2-S | ZIJ | 14.000 | - | Tg2 | - | - | - | - | 34.16% | - | Vmsmtbuo | 3fX | - | 165 | 3aU+165 | - | - |
| X-A | HRW | 49.000 | - | A2 | - | - | - | - | 47.41% | - | Zymkcskc | 3kL | - | 225 | 3iV+225 | - | - |
| A1A-P | BHC | 835.223 | - | Hnn | - | - | - | - | 67.39% | - | Hreoxpbo | 3bL | - | 104 | 3mG+104 | - | - |
| Z1M-Q | LTY | 90.864 | - | Iaa | - | - | - | - | 17.93% | - | Kqbowpqh | 3xW | - | 104 | 3zI+104 | - | - |
Tranche Comments
A1A-P: Redemption: 2021-10-25; Registration: 144J/Ptu B;
Z1M-Q: Redemption: 2021-10-25; Registration: 144U/Xyp T;
B2-S: Redemption: 2021-10-25; Registration: 144A/Hom B;
X-A: Redemption: 2021-10-25; Registration: 144E/Ubu F;
Deal Comments
Guzmiwifmiu. Dwi Owpp Luvmwkb 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 |
|---|
| B | APM | 92.400 | - | - | V | - | - | - | 90.60% | - | Npsqqqde | 3rK | - | 235 | 3nT+235 | - | 185.00000 |
| B | TPA | 36.500 | - | - | YYY- | - | - | - | 19.20% | - | Juyfhpne | 3sB | - | 340 | 3gX+340 | - | 367.00000 |
| U-1V1 | NMW | 58.100 | - | Uzz | - | - | - | - | 62.00% | - | Zfyppdkz | 3gL | - | 150 | 3yB+150 | - | 174.00000 |
| G | ATP | 7.970 | - | Y3 | - | - | - | - | 2.84% | - | Nqbucaed | 3aG | - | - | 3iA+810 | - | Retained |
| J-1J | JMB | 323.000 | - | Tkk | NNN | - | - | - | 36.53% | - | Qmfofjly | 3rC | - | 122 | 3iI+122 | - | 469.00000 |
| A-1J2 | JMO | 90.000 | - | Rll | - | - | - | - | 59.00% | - | Brfkq | - | - | - | 4.564% | 4.564% | 791.00000 |
| X | XJK | 26.900 | - | Dd3 | - | - | - | - | 7.00% | - | Huhlpank | 3aV | - | - | 3fZ+690 | - | - |
| Q-2Q | IJB | 62.100 | - | - | EE | - | - | - | 50.00% | - | Pdkvfkfh | 3xO | - | 195 | 3bG+195 | - | 996.00000 |
| R2V2 | MBG | 55.100 | - | - | PP | - | - | - | 62.00% | - | Mcwkuyqa | 3tX | - | 200 | 3xC+200 | - | 594.00000 |
| I2M1 | FUH | 69.500 | - | - | GG+ | - | - | - | 30.70% | - | Bwuuuwwk | 3eZ | - | 190 | 3gC+190 | - | 754.00000 |
| Cmt | KWV | 33.650 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J-1J: Registration: 144K/Kui X;
U-1V1: Registration: 144F/Rju Z;
A-1J2: Registration: 144Z/Bkm Y;
Q-2Q: Registration: 144X/Udc J;
I2M1: Registration: 144H/Psl U;
R2V2: Registration: 144G/Fay H;
B: Registration: 144X/Wrb W;
B: Registration: 144D/Pbf Y;
X: Registration: 144W/Lzr T;
G: Registration: 144W/Ecg A;
Cmt: Registration: 144D/Kqp U;
Deal Comments
Vmk Mykk Nsyimcn 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 |
|---|
| D-D | XCJ | 14.000 | 7.33 | Xt1 | - | - | - | - | - | - | Sardammf | 3uC | - | - | 3hT+165 | - | - |
| B-1K | EGO | 20.300 | 9.13 | Css3 | - | - | - | - | - | - | Tdkxrmmd | 3cN | - | - | 3sD+310 | - | - |
| D-V | TFP | 154.400 | 8.95 | Zxx | - | - | - | - | - | - | Fswkszvz | 3lY | - | - | 3aO+108 | - | - |
| J-Y | BYY | 72.800 | 6.65 | P1 | - | - | - | - | - | - | Afvmvzvy | 3nZ | - | - | 3uY+215 | - | - |
| N-2E | BQN | 18.700 | 2.99 | Yll3 | - | - | - | - | - | - | Jhmmxvdu | 3gW | - | - | 3hV+310 | - | - |
| D-F | TWE | 4.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | EIG | 31.500 | - | Zxx3 | - | - | - | - | - | - | Jfcbdcjy | 3cP | - | 320 | 3aM+320 | - | 658.00000 |
| K-2 | IUS | 16.300 | - | Pm2 | - | - | - | - | - | - | Iwcvrevj | 3uO | - | 180 | 3nY+180 | - | 988.00000 |
| U | BPJ | 30.000 | - | Ji3 | - | - | - | - | - | - | Vqjuldxh | 3gH | - | 630 | 3wR+600 | - | - |
| Twh | VCC | 70.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| H-1 | WMT | 584.000 | - | Doo | - | PPP | - | - | - | - | Ibzmorik | 3dR | - | 107 | 3xA+107 | - | 369.00000 |
| X | LNE | 57.000 | - | M2 | - | - | - | - | - | - | Iwbdtzvb | 3dI | - | 215 | 3yM+215 | - | 206.00000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1J | RSX | 195.700 | - | Ryy | - | UUU | - | - | - | - | Mzmlbefy | 3lN | - | - | 3kE+90 | - | - |
| O-P | IOP | 45.400 | - | T2 | - | - | - | - | - | - | Jywrdtpn | 3nR | - | - | 3lW+180 | - | - |
| H2V | AVP | 77.000 | - | Ca2 | - | - | - | - | - | - | Sqpkjwxz | 3sW | - | - | 3xE+135 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1V | ZMA | 18.000 | - | Yh2 | - | - | - | - | - | - | Zfoobmcw | 3wS | - | - | 3bE+155 | - | - |
| V-S | LBI | 93.000 | - | F2 | - | - | - | - | - | - | Idcxdzmm | 3hM | - | - | 3rZ+200 | - | - |
| S-2K | UWR | 13.000 | - | Am2 | - | - | - | - | - | - | Juyvxtsv | 3pK | - | - | 3hA+155 | - | - |
| E-Z | VQD | 960.000 | - | Rcc | UUU | - | - | - | - | - | Wrzewikt | 3mB | - | - | 3pY+92 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1 | EAZ | 693.450 | - | Kbb | WWW | - | - | - | - | - | Jelkjmvy | 3iR | - | - | 3tU+125 | - | - |
| I | FYT | 89.000 | - | Htt3 | - | - | - | - | - | - | Urpauauf | 3pJ | - | - | 3qE+310 | - | - |
| I-2 | PTL | 79.860 | - | Bt2 | - | - | - | - | - | - | Eulddxnd | 3jM | - | - | 3hG+170 | - | - |
| Q | KUS | 72.000 | - | Em3 | - | - | - | - | - | - | Gjzoodyb | 3kI | - | - | 3kL+680 | - | - |
| Xjocvm | XSF | 78.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Y | ETK | 12.200 | - | J2 | - | - | - | - | - | - | Avdcuaqx | 3mJ | - | - | 3xS+210 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2Y | UFW | 74.000 | - | Bt2 | - | - | - | - | - | - | Pfuak | - | - | - | 0.036% | - | - |
| H-1C | AQK | 97.860 | - | Pw2 | - | - | - | - | - | - | Mqldqiyi | 3qO | - | - | 3aB+170 | - | - |
| V-1M | UAI | 34.110 | - | Y2 | - | - | - | - | - | - | Csrkbtbz | 3gY | - | - | 3qA+265 | - | - |
| L-2K | MAR | 83.000 | - | C2 | - | - | - | - | - | - | Lkxlb | - | - | - | 0.046% | - | - |
| Q-I | WAW | 931.000 | - | Vii | TTT | - | - | - | - | - | Txwusfqy | 3uB | - | - | 3rQ+110 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-D | HUK | 52.200 | - | F2 | - | - | - | - | - | - | Yudjlodd | 3pW | - | - | 3hG+270 | - | - |
| P-1X | KUV | 445.000 | - | Gff | YYY | - | - | - | - | - | Ycwhmpuh | 3jA | - | - | 3mT+113 | - | - |
| N-PG | WLA | 62.000 | - | Yhh | OOO | - | - | - | - | - | Mrzfwprh | 3eV | - | - | 3xT+113 | - | - |
| P-1L | MVX | 46.000 | - | Tx2 | - | - | - | - | - | - | Lpkoodwd | 3rN | - | - | 3jC+175 | - | - |
| Q-2K | GVC | 62.000 | - | Tt2 | - | - | - | - | - | - | Kooqk | - | - | - | 0.034% | - | - |