| 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 |
|---|
| X | EYC | 36.950 | 2.20 | - | - | - | - | Z- | 36.30% | - | Egocl | P-Dxslt | 220-230 | 210 | 5.55% | 5.616% | 14.36751 |
| O | UXH | 29.870 | 7.90 | - | - | - | - | SS- | 17.10% | - | Iifep | A-Vzfrs | 560-575 | 545 | 8.80% | 8.966% | 54.82816 |
| X | VGH | 14.850 | 4.90 | - | - | - | - | P | 3.80% | - | Bqhmn | Z-Lqijv | 980-1000 | 1000 | 13.15% | 13.516% | 29.36820 |
| K | PBL | 82.470 | 4.40 | - | - | - | - | WWW- | 18.93% | - | Qicrt | I-Vjnmv | 300-310 | 280 | 6.23% | 6.316% | 42.23701 |
| V | WVO | 546.740 | 4.60 | - | - | - | - | AA- | 68.56% | - | Jlecqbfo | WZFB | - | - | - | - | - |
Tranche Comments
V: Registration: 144X/Jlg G; Comments: Vhv-tbslva;
X: Registration: 144F/Uqf O;
K: Registration: 144P/Bxd B;
O: Registration: 144F Gwcb;
X: Registration: 144Y Ypav;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | PUN | 28.750 | 9.50 | - | - | - | RRR (B) | JJJ- | - | - | Xangd | Sqbgk | 185-200 | 160 | 2.16% | 2.177% | 23.97111 |
| T | YUN | 33.700 | 7.80 | - | - | - | Q | K- | - | - | Jmmqi | Zudzz | 125-140 | 105 | 1.62% | 1.627% | 88.85816 |
| W | QSO | 77.220 | 5.80 | - | - | - | II (F) | NN- | - | - | Jyvmp | Oqvxp | 400-425 | 375 | 4.28% | 4.327% | 69.76262 |
| G | CUN | 371.490 | 3.40 | - | - | - | NN (G) | DD- | - | - | Wabyw | Gzfpy | 95-110 | 80 | 1.37% | 1.377% | 49.32870 |
Tranche Comments
G: First Pay: 2021-11-15; Registration: 144Z/Toa D;
T: First Pay: 2021-11-15; Registration: 144A/Avl T;
O: First Pay: 2021-11-15; Registration: 144N/Roq K;
W: First Pay: 2021-11-15; Registration: 144Z Jamg;