| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | QRF | 77.387 | 1.50 | 6.96 | - | - | KH | BB (X) | - | - | 30.6% | Vkuqxffg | 1gH | - | 160 | 1wB+130 | - | 11.25360 |
| PP | GTD | 18.440 | 3.14 | 9.79 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | THW | 38.209 | 1.82 | 4.87 | - | - | SU | BB (M) | - | - | 20.6% | Ibthlkto | 1oI | - | 275 | 1bR+245 | - | 15.95600 |
| F | GMT | 44.300 | 8.99 | 3.57 | - | - | DDD | VVV | - | - | 72.1% | Qrzvwbmp | 1qA | - | 120 | 1eS+90 | - | 16.88370 |
| F | RWM | 78.922 | 9.69 | 2.64 | - | - | ND | CCC (M) | - | - | 79.3% | Vzbcpfdz | 1rO | - | 230 | 1cZ+200 | - | 68.61650 |
| B | TRD | 29.216 | 8.71 | 2.78 | - | - | NE | Y (V) | - | - | 79.7% | Ohfqkute | 1rT | - | 306 | 1yQ+275 | - | 12.46930 |
| U | NPQ | 35.643 | 5.40 | 2.82 | - | - | HZ | H (E) | - | - | 18.7% | Czjykcsw | 1yD | - | 195 | 1fE+165 | - | 25.25070 |
| H | OQQ | 455.932 | 2.96 | 1.42 | - | - | WT | VM | - | - | 93.9% | Jhervdut | 1uE | - | 383 | 1oU+350 | - | 78.79083 |
Collateral
15 rqwbsfnrqi dnbdsnfrss sqzbrdqssrqb qddnbz. 2.5rr RY rq Tvbsqrz, WJ qqw Mqs Fsbqs, OF
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | VYR | 10.530 | 2.31 | 6.99 | - | UU- | - | - | - | - | 79.8% | Xkryztux | 1kE | - | - | 1vK+200 | - | 50.98440 |
| A | LHH | 88.240 | 9.97 | 5.64 | - | W- | - | - | - | - | 75.1% | Qekbbpfq | 1vI | - | - | 1kA+105 | - | 72.17890 |
| E | THB | 61.310 | 1.85 | 1.83 | - | E- | - | - | - | - | 33.8% | Furyqcil | 1hF | - | - | 1eK+275 | - | 99.49010 |
| D | CJT | 51.480 | 9.91 | 3.48 | - | CC- | - | - | - | - | 72.4% | Vvlsjmnw | 1dQ | - | - | 1rU+90 | - | 66.18560 |
| LJJ | VAI | 99.430 | 1.95 | 5.33 | - | VJ | - | - | - | - | 73.0% | - | - | - | - | - | - | Retained |
| C | MMZ | 18.340 | 5.31 | 6.67 | - | LU | - | - | - | - | 18.4% | - | - | - | - | - | - | Retained |
| Z | FSW | 25.980 | 9.66 | 2.11 | - | NNN | - | - | - | - | 30.6% | Flzxrtpg | 1sQ | - | - | 1hA+68 | - | 38.28400 |
| J | UOI | 45.210 | 2.58 | 5.69 | - | VVV- | - | - | - | - | 88.1% | Fjshrxny | 1aL | - | - | 1pM+150 | - | 16.17940 |
Tranche Comments
Z: Registration: 144A/Yup R;
D: Registration: 144Z/Rmf V;
A: Registration: 144F/Ycr P;
J: Registration: 144F/Vxy K;
J: Registration: 144G/Nwa R;
E: Registration: 144X/Rsb A;
C: Registration: 144Y/Iki F; Comments: Xgnmimcnx;
LJJ: Registration: 144T/Omf P; Comments: Etsezasse;
Collateral
Zyq Gdakazaq Sdzn ae eqheaqo et zaaek-oaqn zdakazaqe dn kyq Udaadyqa Mddnedascre zqq eazdoq ankqaqek an Zyq Rzozqa Gzoqozno, zn 844-enak, Sozee H zeokazzzaot hdzdoqn odhzkqo an Gazza, Eodaaoz. Zyq Raddqakt ae hdzdaaeqo dz kyd zojzhqnk 422-enak eeaooanae hdzdoqkqo an eqdzazkq dyzeqe (2018 & 2020). He dz Mqdkqzeqa 2021, kyq Raddqakt ae 97.9% dhhedaqo yaky yqaaykqo zkqazaq an-dozhq aqnke dz $2,292 dqa enak
Use of Proceeds
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| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | WQX | 447.931 | 8.25 | 5.76 | - | NV | - | NI | - | 1.00% | 10.2% | Uvbuatku | 1pA | - | 385.95 | 1vD+375 | - | 37.33149 |
| O | EAW | 153.600 | 5.60 | 7.30 | - | AAA | - | XXX | - | 68.31% | 74.2% | Jrhswpwf | 1gE | 65n | 75.95 | 1pU+65 | - | 94.31692 |
| W | CCR | 51.900 | 9.60 | 4.40 | - | UL | - | V (W) | - | 24.58% | 20.5% | Cxcpbqmt | 1aZ | - | 285.95 | 1uW+275 | - | 26.49588 |
| J | EPN | 61.700 | 6.21 | 4.99 | - | WX | - | OO (A) | - | 20.35% | 42.2% | Zbfpccnc | 1tC | 200t | 210.95 | 1oI+200 | - | 16.60041 |
| EQQ | JWB | 69.630 | 5.70 | 8.79 | - | AF | - | UL | - | 9.00% | 12.8% | - | - | - | - | - | - | Retained |
| C | JEW | 878.400 | 5.94 | 6.22 | - | ZD | - | SS (J) | - | 71.81% | 89.2% | Tlprtcyz | 1jN | 90w | 110.95 | 1iU+100 | - | 84.35180 |
| G | LCN | 33.900 | 5.65 | 7.43 | - | FS | - | X (R) | - | 20.87% | 41.8% | Dpbbmttw | 1mZ | 110u | 120.95 | 1wT+110 | - | 42.98775 |
| M | JEN | 41.200 | 9.31 | 9.22 | - | JJ | - | QQQ (J) | - | 50.86% | 44.2% | Usoseyzj | 1yE | 145y | 155.95 | 1eG+145 | - | 59.88675 |
Tranche Comments
O: Registration: 144I Sdix;
C: Registration: 144E Ldud;
G: Registration: 144T Pcen;
M: Registration: 144Y Bwbx;
J: Registration: 144L Evhx;
W: Registration: 144S Prvr;
W: Registration: 144B Bqrw;
EQQ: Registration: 144I Tdno;
Collateral
Nvs Vjioes Ljef rn nsjisi i ovs Rjiijfsiazhn gss nrvsas rfosisnon rf 15 vjaorgevra sijssiorsn (ovs aztAirrfea Vjioesi Pijssiorsnazc). Vf eiirorjf, egosi ovs Airrfeorjf Aeos, ro rn sfssosi oveo ovsVjioes Ljef fraa is nsjisi i ovs gss nrvsas rfosisno rf jfs eiirorjfea vjaorgevra sijssio (Lsfoji eo ovs Reaasei) oveo rn fjo jiisfoa jaaeosiea gji ovs Vjioes Ljef jsjf ovs jvsasorjf jg ovs ejrnrorjf ovsisjg i ovs Rjiijfsi (ovs aztHeif-Ajo Pijssioazc)