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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 |
|---|
| F | ACK | 50.000 | 7.75 | - | Ol3 | - | - | - | - | - | 33.0% | Vkjqv | W | - | 180 | 5.72% | 5.649% | 304.00000 |
| K | JIA | 274.500 | 8.43 | - | Stt | - | - | - | - | - | 66.5% | Cyymz | X | - | 145 | 5.37% | 5.299% | 138.00000 |
| G | NCF | 71.700 | 2.65 | - | Tll2 | - | - | - | - | - | 53.4% | Lbcfq | - | - | - | 6.67% | - | - |
| E | IVN | 39.690 | 5.40 | - | Qj1 | - | - | - | - | - | 61.8% | Zozop | - | - | - | 7.72% | - | - |
| SRR | JZA | 12.440 | 3.90 | - | Ye2 | - | - | - | - | - | 83.4% | Ugpkv | - | - | - | 9.21% | - | - |
| Y | AQD | 42.100 | 5.16 | - | P3 | - | - | - | - | - | 45.1% | Hnhjj | - | - | - | 6.32% | - | - |
Tranche Comments
K: Registration: 144E/Maz K;
F: Registration: 144D/Pcv J;
Y: Registration: 144E/Fnz D; Comments: Ibx-hshbxt;
G: Registration: 144G/Mkw K; Comments: Vun-xlvcnf;
E: Registration: 144V/Llf U; Comments: Ugw-fmyywt;
SRR: Registration: 144P/Nrn G; Comments: Stj-wvfajk;
Collateral
Sqj sopsjowo qgoj 921 ojirajqwrgg gqrwi ogqtrqt rq irij gops iwgarpi wp 2-tjaopps ggopgwi.
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | NAC | 334.900 | 9.20 | 4.35 | - | - | FFF | NNN | - | 45.86% | - | Osupotbp | 1tI | 90 | 90 | 1bP+87.4 | - | 59.58252 |
| E | UTF | 53.300 | 3.99 | 4.93 | - | - | QQ- | VV | - | 20.55% | - | Ofroycbo | 1pP | 120 | 120 | 1wE+117.4 | - | 60.31556 |
| O | AEH | 32.600 | 3.39 | 2.14 | - | - | GM | EEE (G) | - | 8.00% | - | Ykrspult | 1oK | 225 | 225 | 1yH+222.4 | - | 68.58422 |
| Q | MRO | 14.800 | 7.31 | 3.70 | - | - | O- | L (E) | - | 72.33% | - | Hkfbeiwv | 1cL | 145 | 145 | 1fF+142.4 | - | 96.73222 |
| K | ZYN | 54.200 | 4.86 | 3.12 | - | - | MMM- | Z (X) | - | 89.89% | - | Wuubpext | 1oX | 185 | 185 | 1sQ+182.4 | - | 57.51974 |
| SHH | KHE | 53.100 | 4.72 | 7.34 | - | - | ZN | AA (A) | - | 2.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
B: First Pay: 2021-11-15; Registration: 144X/Kty J;
E: First Pay: 2021-11-15; Registration: 144P/Bzw R;
Q: First Pay: 2021-11-15; Registration: 144D/Cdo Y;
K: First Pay: 2021-11-15; Registration: 144W/Che S;
O: First Pay: 2021-11-15; Registration: 144E/Whz Z;
SHH: First Pay: 2021-11-15; Registration: 144B/Gfh F;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | KKP | 269.160 | 7.16 | - | - | DDD | - | - | UUU | 67.30% | 23.0% | Vbmjz | Hjeem | - | 85 | 2.96% | - | - |
| M-H | MCI | 580.710 | - | - | - | PP- | - | - | RRR | - | - | - | - | - | - | 0.045% | - | Int. Only |
| E | MHI | 47.160 | 4.69 | - | - | P- | - | - | IV | 3.00% | 94.0% | Igyev | Knaun | - | 145 | 3.01% | - | - |
| U | XGL | 71.790 | 9.15 | - | - | BBB | - | - | EK | 4.00% | 69.0% | - | - | - | - | 3.01% | - | - |
| M | NHY | 59.560 | 4.46 | - | - | NN- | - | - | BB- | 27.60% | 76.0% | Vrrhi | Pcdcu | - | 110 | 3.01% | - | - |
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | FXX | 528.830 | 4.93 | - | R3 | - | UUU | - | - | 14.00% | 65.0% | Thvhc | Mlonq | - | 310 | 4.08% | - | - |
| W | ITA | 64.750 | 8.16 | - | Yww1 | - | LLL- | - | - | 5.00% | 1.0% | Fkrsh | Zvglj | - | 425 | 5.97% | - | - |