| 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 |
|---|
| L | ZTA | 62.330 | 1.20 | - | - | - | - | K- | 79.50% | - | Vbjsv | U-Bpqki | 220-230 | 210 | 5.55% | 5.616% | 40.77447 |
| P | CMO | 72.350 | 4.10 | - | - | - | - | KK- | 75.80% | - | Migxp | K-Hnkpo | 560-575 | 545 | 8.80% | 8.966% | 15.81358 |
| Z | MQZ | 76.340 | 3.20 | - | - | - | - | III- | 62.26% | - | Kvwsv | Y-Lqnue | 300-310 | 280 | 6.23% | 6.316% | 45.40161 |
| P | BFB | 401.960 | 5.30 | - | - | - | - | SS- | 43.82% | - | Rhqjzizi | QCBA | - | - | - | - | - |
| O | BQR | 37.350 | 2.70 | - | - | - | - | L | 4.90% | - | Fgxzb | V-Qxogl | 980-1000 | 1000 | 13.15% | 13.516% | 85.42651 |
Tranche Comments
P: Registration: 144Z/Vek S; Comments: Kyn-simsny;
L: Registration: 144E/Uns H;
Z: Registration: 144D/Tsq J;
P: Registration: 144N Qukn;
O: Registration: 144H Cbmc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | JUC | 813.190 | 2.10 | - | - | - | II (M) | NN- | - | - | Zgllf | Ahnlo | 95-110 | 80 | 1.37% | 1.377% | 15.79150 |
| P | LPQ | 66.380 | 1.80 | - | - | - | X | P- | - | - | Efkeo | Meeyj | 125-140 | 105 | 1.62% | 1.627% | 69.12879 |
| D | OTQ | 79.430 | 5.40 | - | - | - | WW (S) | LL- | - | - | Ohpwc | Ofabe | 400-425 | 375 | 4.28% | 4.327% | 92.68648 |
| R | XCO | 70.300 | 9.20 | - | - | - | VVV (C) | HHH- | - | - | Shymy | Ihael | 185-200 | 160 | 2.16% | 2.177% | 74.35331 |
Tranche Comments
D: First Pay: 2021-11-15; Registration: 144H/Pte J;
P: First Pay: 2021-11-15; Registration: 144D/Wuv M;
R: First Pay: 2021-11-15; Registration: 144J/Pll S;
D: First Pay: 2021-11-15; Registration: 144Q Kvpc;