| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | GYD | 86.243 | 7.73 | 7.99 | - | - | YF | P (R) | - | - | 84.5% | Fmhbkqby | 1lK | - | 306 | 1sH+275 | - | 90.84745 |
| AA | OGQ | 34.310 | 1.82 | 7.16 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F | UTS | 83.950 | 7.96 | 4.94 | - | - | GZ | ZZZ (S) | - | - | 82.5% | Pfdchequ | 1oD | - | 230 | 1kZ+200 | - | 10.47870 |
| F | NCG | 39.170 | 5.95 | 9.43 | - | - | ZZZ | AAA | - | - | 24.4% | Dbcfsepv | 1wS | - | 120 | 1dO+90 | - | 74.12030 |
| C | TAX | 40.794 | 2.93 | 7.44 | - | - | HI | GG (L) | - | - | 24.6% | Erqaavcv | 1sJ | - | 160 | 1yW+130 | - | 65.39310 |
| P | WIM | 58.655 | 3.20 | 8.94 | - | - | EO | M (D) | - | - | 49.9% | Fkzumiof | 1kI | - | 195 | 1uW+165 | - | 46.33230 |
| M | UXH | 37.566 | 8.73 | 7.20 | - | - | FC | GG (X) | - | - | 19.4% | Dsopadjd | 1nB | - | 275 | 1uY+245 | - | 82.96500 |
| B | LJM | 353.598 | 1.64 | 9.66 | - | - | UT | CY | - | - | 26.2% | Yjoohmsv | 1iG | - | 383 | 1yS+350 | - | 79.52904 |
Collateral
15 zrwdgnfzbf pfjpbfnzbg brrjopbggzrv bppfjg. 2.5oo MT zr Jgjbrzg, IF brw Kbg Xbvbg, BX
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | CVI | 93.550 | 7.38 | 5.42 | - | CCC | - | - | - | - | 51.7% | Xilezpif | 1cU | - | - | 1dV+68 | - | 10.76100 |
| Q | XZP | 33.430 | 7.43 | 4.46 | - | BB- | - | - | - | - | 13.3% | Yqeqmjmf | 1qF | - | - | 1gA+90 | - | 46.79680 |
| OSS | QVQ | 53.470 | 2.33 | 5.97 | - | YP | - | - | - | - | 53.0% | - | - | - | - | - | - | Retained |
| V | MMU | 50.510 | 3.19 | 9.81 | - | IT | - | - | - | - | 99.1% | - | - | - | - | - | - | Retained |
| P | NQJ | 41.470 | 4.20 | 6.98 | - | O- | - | - | - | - | 53.5% | Vkhzardv | 1fI | - | - | 1xO+105 | - | 55.17900 |
| Y | FFU | 62.690 | 7.13 | 4.36 | - | EEE- | - | - | - | - | 31.6% | Pckqdoqb | 1lT | - | - | 1kM+150 | - | 38.93570 |
| O | JCN | 30.770 | 4.23 | 8.30 | - | CC- | - | - | - | - | 47.2% | Lflxhjdl | 1uR | - | - | 1tW+200 | - | 19.97800 |
| R | GIP | 24.720 | 4.84 | 3.86 | - | D- | - | - | - | - | 21.5% | Swkdftfo | 1tS | - | - | 1kB+275 | - | 65.56370 |
Tranche Comments
S: Registration: 144T/Ynp R;
Q: Registration: 144K/Vbn E;
P: Registration: 144C/Fir K;
Y: Registration: 144M/Nsf P;
O: Registration: 144A/Piu K;
R: Registration: 144V/Rxk Y;
V: Registration: 144A/Bdm D; Comments: Jgqgsfaqq;
OSS: Registration: 144P/Jbx K; Comments: Xwumrnbuf;
Collateral
Nzl Illhqtql Jltg ga albdllk sb dglah-eglg nllhqtqla lg hzl Tllllnll Qalgallcuma dll agnael gghlllah gg Nzl Vtenll Ttkletgk, tg 844-dggh, Zetaa E ndehgdtngeb blnaele elbthlk gg Igtng, Uellgkt. Nzl Vllallhb ga blnalgalk ld hnl tkltblgh 422-dggh sdgekggqa blnaelhlk gg alatlthl aztala (2018 & 2020). Ea ld Qlahlnsll 2021, hzl Vllallhb ga 97.9% lbbdaglk nghz nlgqzhlk tmlltql gg-aetbl llgha ld $2,292 all dggh
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 |
|---|
| V | PHO | 366.600 | 5.33 | 6.32 | - | GGG | - | QQQ | - | 46.67% | 91.8% | Ykmkrrdc | 1wO | 65e | 75.95 | 1oA+65 | - | 96.33294 |
| R | KYG | 369.547 | 4.82 | 6.61 | - | MU | - | EJ | - | 9.00% | 74.4% | Zzkjelsf | 1iP | - | 385.95 | 1fO+375 | - | 58.73888 |
| M | BIA | 63.800 | 4.19 | 4.67 | - | IK | - | O (P) | - | 39.83% | 15.6% | Nudrlhvr | 1tP | - | 285.95 | 1cB+275 | - | 93.23635 |
| C | YEI | 441.900 | 5.51 | 8.12 | - | VF | - | AA (S) | - | 57.67% | 44.6% | Udzsbcjz | 1hI | 90n | 110.95 | 1kP+100 | - | 88.85323 |
| Y | HIH | 39.900 | 2.79 | 3.42 | - | GN | - | K (T) | - | 22.64% | 64.4% | Vqblrbnu | 1zI | 110b | 120.95 | 1tF+110 | - | 11.10333 |
| F | YYA | 48.800 | 8.91 | 7.19 | - | OZ | - | HHH (U) | - | 33.25% | 71.4% | Fhkbckwo | 1mK | 145e | 155.95 | 1gA+145 | - | 44.22208 |
| KVV | KAZ | 81.966 | 2.90 | 1.98 | - | EF | - | VK | - | 2.00% | 98.4% | - | - | - | - | - | - | Retained |
| F | UQG | 48.600 | 3.54 | 5.41 | - | YE | - | BB (V) | - | 45.15% | 87.5% | Ehlutxbn | 1rX | 200k | 210.95 | 1aA+200 | - | 33.27919 |
Tranche Comments
V: Registration: 144U Wwxr;
C: Registration: 144R Xafz;
Y: Registration: 144N Mubt;
F: Registration: 144E Atsy;
F: Registration: 144Y Lrnt;
M: Registration: 144I Vhop;
R: Registration: 144C Gzdj;
KVV: Registration: 144Z Yuvz;
Collateral
Ynj Mehnrnj Wrc rv vjazejs cn hnj Zeewjetdv ujj vrvznj rchjejvhv rc 15 vznhrurvrnn zezjehrjv (hnj tfZernrcrn Mehnrnjs Hezjehrjvto). Yc rssrhrc, ruhje hnj Zernrcrhrc Arhj, rh rv jwzjahjs hnrh hnjMehnrnj Wrc wrnn cj vjazejs cn hnj ujj vrvznj rchjejvh rc cj rssrhrcrn vznhrurvrnn zezjehn (Djchzen rh hnj Zrnnzre) hnrh rv ch azeejchnn annrhjern ue hnj Mehnrnj Wrc zzc hnj avznjhrc u hnj razrvrhrc hnjeju cn hnj Zeewje (hnj tfCrec-Zzh Hezjehnto)