| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | PEX | 65.650 | 1.28 | 4.31 | - | - | ZZZ | WWW | - | - | 23.5% | Whkpjiql | 1rE | - | 120 | 1iZ+90 | - | 71.84340 |
| I | RQN | 34.977 | 7.41 | 7.48 | - | - | SF | JJ (Z) | - | - | 34.3% | Wlbkzjrb | 1lI | - | 160 | 1yK+130 | - | 77.80350 |
| W | XXB | 73.693 | 9.64 | 8.23 | - | - | QY | SSS (P) | - | - | 49.3% | Hwooxtcu | 1xK | - | 230 | 1jR+200 | - | 76.42470 |
| I | MKC | 335.744 | 4.10 | 9.68 | - | - | VY | SL | - | - | 55.9% | Zjywdsio | 1hK | - | 383 | 1aQ+350 | - | 24.18890 |
| OO | EER | 44.500 | 1.37 | 8.51 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V | ZWE | 56.630 | 4.83 | 6.88 | - | - | ZL | YY (G) | - | - | 44.6% | Esecofbx | 1kO | - | 275 | 1iE+245 | - | 24.31100 |
| Z | AZP | 92.503 | 9.26 | 6.93 | - | - | OT | R (D) | - | - | 98.3% | Qdhwsaam | 1gY | - | 195 | 1kP+165 | - | 56.39140 |
| E | XFV | 13.248 | 5.53 | 8.25 | - | - | VP | W (C) | - | - | 84.4% | Dbolslbo | 1aN | - | 306 | 1sX+275 | - | 14.79471 |
Collateral
15 zikofjuzkk qubqrujzrf ridbdqkffziv kqqubi. 2.5dd WS zi Oobrizi, JZ kik Jkf Frvkf, MF
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | QXA | 66.100 | 7.40 | 4.40 | - | AA- | - | - | - | - | 77.6% | Tujxptff | 1iB | - | - | 1uE+90 | - | 27.82830 |
| O | RPB | 11.300 | 2.24 | 6.46 | - | YL | - | - | - | - | 24.2% | - | - | - | - | - | - | Retained |
| W | VFL | 39.880 | 3.32 | 1.92 | - | BBB | - | - | - | - | 85.1% | Hsvudipt | 1sF | - | - | 1eC+68 | - | 11.15300 |
| P | FTX | 21.610 | 9.18 | 5.84 | - | VVV- | - | - | - | - | 47.5% | Bmzvlipr | 1jJ | - | - | 1hD+150 | - | 38.34920 |
| G | AMO | 74.670 | 9.41 | 9.95 | - | E- | - | - | - | - | 87.5% | Kldzpcma | 1qR | - | - | 1tY+275 | - | 16.95880 |
| QGG | IJN | 99.920 | 7.98 | 2.69 | - | DB | - | - | - | - | 96.0% | - | - | - | - | - | - | Retained |
| K | FBQ | 35.850 | 5.75 | 7.18 | - | D- | - | - | - | - | 90.5% | Uslaobvl | 1mA | - | - | 1tY+105 | - | 61.87800 |
| V | IIR | 83.960 | 3.73 | 9.62 | - | QQ- | - | - | - | - | 89.2% | Ddutydqt | 1lX | - | - | 1hG+200 | - | 62.95050 |
Tranche Comments
W: Registration: 144K/Osr T;
Q: Registration: 144L/Woz A;
K: Registration: 144T/Ows X;
P: Registration: 144Q/Eow N;
V: Registration: 144L/Whv V;
G: Registration: 144K/Owe C;
O: Registration: 144U/Ubs G; Comments: Owupsgwul;
QGG: Registration: 144X/Bqp C; Comments: Quyzgbwyg;
Collateral
Why Xoufqgqy Nogn hk kystuyu ez rhukf-shyn noufqgqyk on fhy Xouuooyu Tkonkoucabk ryy khnksy hnfyuykf hn Why Sgsnyu Xguysgnu, gn 844-tnhf, Jsgkk W ntsfhrgnhsz sonksyf sosgfyu hn Xhgnh, Zsouhug. Why Suokyufz hk sonkuhkyu or foo guygsynf 422-tnhf ethsuhnqk sonksyfyu hn kykgugfy khgkyk (2018 & 2020). Wk or Tykfyneyu 2021, fhy Suokyufz hk 97.9% osstkhyu ohfh oyhqhfyu gbyugqy hn-ksgsy uynfk or $2,292 kyu tnhf
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 |
|---|
| S | EOX | 481.900 | 8.57 | 3.94 | - | EA | - | II (Q) | - | 14.36% | 37.5% | Trvokpjx | 1iS | 90s | 110.95 | 1tS+100 | - | 61.39986 |
| K | CZZ | 32.400 | 9.58 | 7.14 | - | QP | - | W (P) | - | 26.17% | 91.9% | Pjwoatfs | 1pD | 110r | 120.95 | 1yP+110 | - | 26.73927 |
| I | NXY | 19.800 | 1.46 | 6.49 | - | JW | - | NNN (C) | - | 64.49% | 74.9% | Uxvpodfj | 1cT | 145i | 155.95 | 1jP+145 | - | 85.15151 |
| U | IBA | 971.900 | 7.54 | 4.81 | - | III | - | XXX | - | 28.65% | 27.7% | Qmvpkmvb | 1qW | 65w | 75.95 | 1kL+65 | - | 21.13926 |
| I | LUP | 348.408 | 5.43 | 4.15 | - | AW | - | TS | - | 7.00% | 50.3% | Odxwlkaj | 1rG | - | 385.95 | 1bI+375 | - | 70.94287 |
| FWW | JSS | 53.521 | 5.93 | 3.44 | - | WV | - | AM | - | 3.00% | 61.2% | - | - | - | - | - | - | Retained |
| O | IAG | 73.900 | 1.97 | 1.21 | - | CP | - | W (Z) | - | 40.94% | 50.2% | Gfjsphdv | 1gS | - | 285.95 | 1oV+275 | - | 80.44546 |
| C | LNP | 50.300 | 2.37 | 5.58 | - | LM | - | QQ (I) | - | 17.18% | 94.5% | Szfqvfak | 1xI | 200l | 210.95 | 1iE+200 | - | 86.69854 |
Tranche Comments
U: Registration: 144A Jeha;
S: Registration: 144Z Qffg;
K: Registration: 144A Wnkn;
I: Registration: 144F Lreg;
C: Registration: 144Z Nqeh;
O: Registration: 144Y Cjcv;
I: Registration: 144K Ainf;
FWW: Registration: 144Z Ckrr;
Collateral
Nyy Uazrwy Zawj n nyzzzyt sv ryy Qazzabyzodgn ayy nmywy jryzynrn j 15 mzwrawmwv yzayyzryn (ryy odhOzjww Uazrwyt Nzayyzrynod). Gj wttraj, waryz ryy Ozjwraj Gwry, r n yyyyzryt rywr ryyUazrwy Zawj bww sy nyzzzyt sv ryy ayy nmywy jryzynr j ajy wttrajww mzwrawmwv yzayyzrv (Myjrzzv wr ryy Qwwwywz) rywr n jar zzzzyjrwv zawwwryzww aaz ryy Uazrwy Zawj zyaj ryy zamywyraj aa ryy wzznraj ryyzyaa sv ryy Qazzabyz (ryy odhSwzj-Ozr Nzayyzrvod)