Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y LFD 88.100 9.20 - - - - Y- 29.40% - Ptcci K-Lffjo - 200 5.73% 5.973% 56.24053 I USJ 438.760 5.80 - - - - WW- 64.19% - Dmmyo H-Wsojm - 165 5.38% 5.623% 52.77863 T LKH 87.890 1.60 - - - - FFF- 52.90% - Tcfxj S-Cohjj - 270 6.41% 6.673% 59.53312 O VIX 87.860 2.90 - - - - W 7.70% - Afzzb T-Amiud - 1000 13.41% 13.973% 76.47779 R PET 97.860 7.80 - - - - DD- 61.39% - Bwcsm N-Sfcid - 535 8.98% 9.323% 34.81798
Tranche Comments
I: Registration: 144A/Czc Y;
Y: Registration: 144H/Zip Y;
T: Registration: 144O/Tbm S;
R: Registration: 144S Fexe;
O: Registration: 144G Shut;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K FUL 520.290 4.50 - - - - OO- 30.21% - Bbfuaywd TAPV - - - - - I XUW 65.510 4.40 - - - - O 5.80% - Imtzf H-Sakaq 980-1000 1000 13.15% 13.516% 87.36895 G CQS 46.200 7.40 - - - - M- 98.50% - Uwswl N-Kytgn 220-230 210 5.55% 5.616% 61.48422 E JVZ 42.360 2.30 - - - - KKK- 15.16% - Vvvpw Q-Crlnr 300-310 280 6.23% 6.316% 21.65746 X FMS 28.280 5.60 - - - - UU- 68.90% - Jqsno R-Jlyfq 560-575 545 8.80% 8.966% 52.26082
Tranche Comments
K: Registration: 144Z/Pwu Y; Comments: Ckb-yfyxbe;
G: Registration: 144X/Lbm F;
E: Registration: 144H/Zlp I;
X: Registration: 144A Mcfx;
I: Registration: 144K Iiwg;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE O YUB 38.120 2.30 - - - GGG (K) ZZZ- - - Ngimw Aalra 185-200 160 2.16% 2.177% 48.37436 Z ZMG 17.680 9.50 - - - TT (I) AA- - - Bbyuj Brqfl 400-425 375 4.28% 4.327% 30.65379 K PNT 429.230 8.60 - - - DD (S) CC- - - Kpvpq Ndflq 95-110 80 1.37% 1.377% 39.36230 C NJJ 63.940 5.50 - - - F R- - - Vzrsr Auycf 125-140 105 1.62% 1.627% 49.59811
Tranche Comments
K: First Pay: 2021-11-15; Registration: 144T/Ejq O;
C: First Pay: 2021-11-15; Registration: 144J/Ipi F;
O: First Pay: 2021-11-15; Registration: 144E/Nml U;
Z: First Pay: 2021-11-15; Registration: 144Z Atdj;
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