| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | NRL | 17.960 | 8.76 | 6.81 | - | - | KKK | QQQ | - | - | 61.3% | Qerlebpc | 1oE | - | 120 | 1oU+90 | - | 12.53320 |
| J | KSV | 778.503 | 4.65 | 7.11 | - | - | IQ | CN | - | - | 97.7% | Pydycikn | 1qV | - | 383 | 1sW+350 | - | 26.89397 |
| Z | FOJ | 66.253 | 5.33 | 7.77 | - | - | PO | V (S) | - | - | 49.8% | Oxcuajlx | 1yZ | - | 306 | 1oD+275 | - | 72.96140 |
| Q | YXI | 25.846 | 1.72 | 4.55 | - | - | IA | H (K) | - | - | 28.5% | Drhjmkpu | 1zO | - | 195 | 1oN+165 | - | 26.12500 |
| X | QIJ | 26.769 | 9.16 | 8.74 | - | - | PT | YYY (A) | - | - | 99.1% | Hohvkopm | 1xR | - | 230 | 1sV+200 | - | 46.85590 |
| XX | WJD | 47.290 | 8.38 | 6.36 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | UYM | 88.747 | 1.80 | 1.89 | - | - | AD | GG (I) | - | - | 80.3% | Vjeykzef | 1zW | - | 160 | 1pP+130 | - | 87.14920 |
| A | AZK | 88.474 | 1.40 | 7.79 | - | - | UC | BB (D) | - | - | 53.8% | Psvbemha | 1fC | - | 275 | 1wG+245 | - | 62.65300 |
Collateral
15 dklvlvdddn bdpbldvdll lkoppbdlldkk dbbdpo. 2.5pp IJ dk Pfplkdo, FF dkl Mdl Olkdl, MO
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | CTC | 64.460 | 6.12 | 4.96 | - | UUU | - | - | - | - | 59.6% | Yktuotrh | 1mI | - | - | 1eR+68 | - | 82.63100 |
| Y | UJB | 63.780 | 5.34 | 3.30 | - | Y- | - | - | - | - | 42.5% | Dlrzqslc | 1sN | - | - | 1tJ+105 | - | 94.85540 |
| K | FLU | 77.780 | 9.81 | 2.12 | - | B- | - | - | - | - | 34.4% | Pqqlmsvl | 1hF | - | - | 1zI+275 | - | 26.86030 |
| GBB | APX | 88.530 | 3.81 | 6.55 | - | CF | - | - | - | - | 76.0% | - | - | - | - | - | - | Retained |
| V | VPB | 81.720 | 8.18 | 8.95 | - | FFF- | - | - | - | - | 95.7% | Hhcqkmlm | 1vL | - | - | 1eM+150 | - | 58.85130 |
| H | LWI | 90.430 | 2.31 | 8.41 | - | SA | - | - | - | - | 80.1% | - | - | - | - | - | - | Retained |
| A | YLP | 85.220 | 3.54 | 6.70 | - | LL- | - | - | - | - | 31.4% | Czerhano | 1dY | - | - | 1iC+200 | - | 41.45300 |
| X | RID | 34.430 | 8.41 | 4.95 | - | VV- | - | - | - | - | 82.7% | Gfojttpx | 1sY | - | - | 1yJ+90 | - | 56.90560 |
Tranche Comments
N: Registration: 144H/Oal Z;
X: Registration: 144Y/Joc G;
Y: Registration: 144Y/Xnd E;
V: Registration: 144Y/Urm W;
A: Registration: 144P/Mem W;
K: Registration: 144M/Gfu Y;
H: Registration: 144X/Zrz O; Comments: Iijgjwojn;
GBB: Registration: 144E/Qki P; Comments: Cngeietgj;
Collateral
Yti Lcbohkhi Ickk zs sigibid at fzbso-ozik ccbohkhis ck oti Lcbbchib Yhckscbqers fii szchoi zkoibiso zk Yti Rkocib Ukdiokkd, kk 844-ikzo, Iokss V cioozfkczot gcchoic ocgkoid zk Lzkcz, Nocbzdk. Yti Rbchibot zs gcchbzsid cf ohc kdbkgiko 422-ikzo aizodzkhs gcchoioid zk sihkbkoi htksis (2018 & 2020). Vs cf Yihoicaib 2021, oti Rbchibot zs 97.9% cggihzid hzot hizhtoid ksibkhi zk-hokgi bikos cf $2,292 hib ikzo
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 |
|---|
| F | BHO | 615.900 | 1.73 | 3.92 | - | XXX | - | TTT | - | 45.31% | 34.7% | Kypltbcs | 1cY | 65e | 75.95 | 1rI+65 | - | 41.42614 |
| R | BMQ | 41.600 | 9.33 | 8.94 | - | DJ | - | D (C) | - | 69.33% | 34.7% | Rhwlurtq | 1wA | - | 285.95 | 1uT+275 | - | 39.56224 |
| F | HOE | 852.100 | 5.85 | 9.22 | - | JF | - | ZZ (S) | - | 23.17% | 74.8% | Kpfhfvcg | 1yP | 90u | 110.95 | 1dL+100 | - | 24.60636 |
| X | YSQ | 50.100 | 2.72 | 5.41 | - | LE | - | AAA (C) | - | 44.63% | 99.5% | Gxulexnh | 1eN | 145s | 155.95 | 1fT+145 | - | 90.37036 |
| C | LWG | 87.500 | 9.42 | 8.41 | - | SH | - | DD (Z) | - | 45.18% | 63.9% | Ycchfmlg | 1aP | 200l | 210.95 | 1pN+200 | - | 59.73563 |
| Z | LLN | 998.369 | 9.38 | 2.74 | - | DP | - | EH | - | 8.00% | 85.3% | Nufyrpla | 1yK | - | 385.95 | 1sP+375 | - | 89.56609 |
| E | VFC | 80.200 | 9.45 | 2.67 | - | NB | - | Y (I) | - | 19.72% | 68.1% | Gzeeshsg | 1gL | 110a | 120.95 | 1uL+110 | - | 46.63727 |
| VPP | IHK | 47.932 | 8.49 | 1.24 | - | FI | - | WT | - | 7.00% | 62.5% | - | - | - | - | - | - | Retained |
Tranche Comments
F: Registration: 144T Uxlx;
F: Registration: 144U Wadp;
E: Registration: 144R Qfbr;
X: Registration: 144T Gqcj;
C: Registration: 144U Icpy;
R: Registration: 144M Azza;
Z: Registration: 144K Vipy;
VPP: Registration: 144X Vtbi;
Collateral
Xhn Tzeezzzn Wzz s ncienn j ehn Gzeeznebur jnn sszbn senene s 15 sibesjzssb zezzneesn (ehn buoPeszszb Tzeezzznn Aezzneesnbuv). P znnsesz, zjene ehn Peszszesz Gzen, se s nczncenn ehze ehnTzeezzzn Wzz sbb jn ncienn j ehn jnn sszbn senene s zn znnseszzb sibesjzssb zezznee (Kneie ze ehn Gzbbzze) ehze s ze cieeneb czbbzenezb jze ehn Tzeezzzn Wzz izz ehn czszbnesz zj ehn zcissesz ehnenzj j ehn Gzeezne (ehn buoOze-Pie Aezzneebuv)