| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 183.390 | 2.09 | - | - | - | - | AA- | 40.95% | - | Fixed | I-Curve | - | 165 | 5.38% | 5.623% | 99.64588 |
| B | USD | 24.070 | 2.09 | - | - | - | - | A- | 33.20% | - | Fixed | I-Curve | - | 200 | 5.73% | 5.973% | 99.66302 |
| C | USD | 33.540 | 2.09 | - | - | - | - | BBB- | 22.40% | - | Fixed | I-Curve | - | 270 | 6.41% | 6.673% | 99.66069 |
| D | USD | 32.450 | 2.09 | - | - | - | - | BB- | 11.95% | - | Fixed | I-Curve | - | 535 | 8.98% | 9.323% | 99.67616 |
| E | USD | 26.550 | 2.09 | - | - | - | - | B | 3.40% | - | Fixed | I-Curve | - | 1000 | 13.41% | 13.973% | 99.67162 |
Tranche Comments
A: Registration: 144A/Reg S;
B: Registration: 144A/Reg S;
C: Registration: 144A/Reg S;
D: Registration: 144A Only;
E: Registration: 144A Only;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | BMK | 686.860 | 7.50 | - | - | - | - | XX- | 49.83% | - | Yhobybwr | IOHT | - | - | - | - | - |
| U | KUU | 73.620 | 1.80 | - | - | - | - | Z | 7.50% | - | Xobvj | A-Uffzj | 980-1000 | 1000 | 13.15% | 13.516% | 38.45911 |
| H | MAX | 79.940 | 4.10 | - | - | - | - | CCC- | 99.33% | - | Nuwwh | J-Cadhc | 300-310 | 280 | 6.23% | 6.316% | 73.82865 |
| U | EJU | 34.340 | 9.60 | - | - | - | - | X- | 37.60% | - | Vqiwb | X-Oddti | 220-230 | 210 | 5.55% | 5.616% | 53.39197 |
| S | QOX | 25.260 | 5.80 | - | - | - | - | II- | 68.50% | - | Brcvi | M-Quprr | 560-575 | 545 | 8.80% | 8.966% | 43.92934 |
Tranche Comments
Z: Registration: 144L/Zud W; Comments: Cyz-kyqrzm;
U: Registration: 144I/Cam J;
H: Registration: 144W/Kek O;
S: Registration: 144I Rrcf;
U: Registration: 144W Mclo;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | KLT | 965.730 | 3.40 | - | - | - | JJ (A) | RR- | - | - | Dpbtt | Oirjl | 95-110 | 80 | 1.37% | 1.377% | 38.77620 |
| L | ZWK | 24.910 | 6.60 | - | - | - | Q | V- | - | - | Gpwmx | Xkwbj | 125-140 | 105 | 1.62% | 1.627% | 48.91424 |
| H | MZD | 79.520 | 8.20 | - | - | - | KKK (Z) | WWW- | - | - | Tnabq | Ftgxn | 185-200 | 160 | 2.16% | 2.177% | 63.25329 |
| R | YQE | 60.290 | 1.40 | - | - | - | MM (E) | CC- | - | - | Ymnjh | Jykcb | 400-425 | 375 | 4.28% | 4.327% | 86.94177 |
Tranche Comments
U: First Pay: 2021-11-15; Registration: 144U/Ghq O;
L: First Pay: 2021-11-15; Registration: 144N/Mns L;
H: First Pay: 2021-11-15; Registration: 144Z/Qoa B;
R: First Pay: 2021-11-15; Registration: 144S Jnki;