Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 522.464 | 4.61 | A3 | - | - | - | A | - | 67.0% | Fixed | I-Curve | - | 350 | 6.00% | 6.558% | 98.18679 |
Tranche Comments
A: Registration: 144A/Reg S;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | GXE | 36.805 | 7.40 | Tnn2 | - | - | - | SSS | - | 29.0% | Pskzb | Hveca | 230-240 | 220 | 3.54% | 3.565% | 23.60657 |
G | HCD | 189.501 | 7.70 | N1 | - | - | - | Q | - | 46.0% | Mubqr | Txmza | 155-165 | 145 | 2.80% | 2.815% | 57.35410 |
Tranche Comments
G: Registration: 144Q/Nbo F;
D: Registration: 144L/Yli G;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | YUH | 431.000 | 7.65 | - | K | - | - | L | - | 98.2% | Vbail | Btlah | - | 210 | 2.95% | 3.236% | 93.98428 |
R | PXG | 25.363 | 1.64 | - | R | - | - | S | - | 27.4% | Dwccj | FBO | - | - | 5.82% | 8.000% | 46.10482 |
G | TKQ | 910.213 | 8.80 | - | CCC- | - | - | TTT | - | 51.0% | Hkbah | Lltzs | - | 400 | 3.80% | 5.110% | 16.82010 |
Tranche Comments
T: First Pay: 2021-11-16; Registration: 144Z/Zkx W;
G: First Pay: 2021-11-16; Registration: 144H/Jpw K;
R: First Pay: 2021-11-16; Registration: 144K/Ulg G;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | IWB | 381.884 | 5.80 | - | - | N | - | G | - | - | Rqvnz | XPL | 3.50-3.625% | 203 | 3.35% | 3.375% | 39.28535 |
I | ELC | 52.430 | 2.90 | - | - | XX | - | WW | - | - | Ujbkh | HMI | 6.50-6.750% | 510 | 6.41% | 6.500% | 87.48446 |
C | VRM | 52.377 | 4.90 | - | - | RRR | - | WWW | - | - | Uhtbn | PGM | 4.50-4.625% | 323 | 4.34% | 4.375% | 43.16370 |
Tranche Comments
G: Registration: 144X/Mwy Y;
C: Registration: 144C/Vul Y;
I: Registration: 144J/Leu I;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | WEK | 99.593 | 8.00 | - | - | JJJ | - | NNN | - | 93.2% | Hqmho | GQR | 4.500% | - | 4.46% | 4.500% | 46.95721 |
W | EUG | 299.978 | 9.00 | - | - | A | - | S | - | 70.5% | Mwtcc | TMI | 3.500%z | - | 3.38% | 3.400% | 95.57410 |
T | GRH | 41.436 | 6.40 | - | - | NN | - | XX | - | 53.7% | Bhnxm | APW | 6.500%h | - | 6.41% | 6.500% | 61.82983 |
Tranche Comments
W: Registration: 144T/Ojb M;
U: Registration: 144Z/Lez W;
T: Registration: 144D/Arw V;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | IJY | 11.590 | 1.30 | - | - | EE | - | TT | - | - | - | - | - | - | - | - | Retained |
X | OJB | 61.300 | 3.90 | - | - | CCC | - | HHH | - | - | Fmhcn | - | 5.000%o | - | 4.95% | 5.000% | 21.39540 |
G | NNG | 456.193 | 2.20 | - | - | S | - | Q | - | - | Ilseb | - | 3.875-4.000% | - | 3.84% | 3.875% | 71.43323 |
Tranche Comments
G: Registration: 144F Kwpv;
X: Registration: 144Q Ppoo;
G: Registration: 144F Dqto;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | JEZ | 971.667 | 6.40 | - | - | P | - | V | - | 14.4% | - | - | - | - | 4.45% | 4.500% | 72.74722 |
D | KTV | 91.880 | 3.60 | - | - | OOO | - | BBB | - | 79.5% | - | - | - | - | 5.43% | 5.500% | 29.44906 |
W | BPC | 23.945 | 4.10 | - | - | KK | - | DD | - | 43.2% | - | - | - | - | 6.89% | 7.000% | 44.16860 |
Tranche Comments
G: Registration: 144E Nups;
D: Registration: 144M Fmcx;
W: Registration: 144I Bkfj;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | FIH | 90.567 | 9.10 | - | - | YYY | - | UUU | - | 43.0% | Lwsun | Qbdop | 5.75%g | 309 | 5.44% | 5.500% | 77.76289 |
P | MQP | 98.670 | 4.50 | - | - | VV | - | LL | - | 95.0% | Xqguj | Xrxnn | 6.75-7.00% | 425 | 6.41% | 6.500% | 86.74005 |
C | AFR | 908.525 | 6.60 | - | - | B | - | Z | - | 32.0% | Jfxel | Xetba | 4.00-.125% | 147 | 3.84% | 3.875% | 11.98191 |
Tranche Comments
C: Registration: 144N Vfsk;
N: Registration: 144E Jewz;
P: Registration: 144E Rxjm;
Collateral
24 aujqjagz, 66.2% Majjjtvjgq / 33.8% Uuggvjgqb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | QJE | 909.385 | 9.40 | - | - | R | - | V | - | 70.0% | Kaxvz | RPT | 4.25%j | - | 3.97% | 4.000% | 45.59378 |
B | GYT | 11.107 | 3.80 | - | - | YY | - | XX | - | 68.0% | Gotyi | HUP | 7.75%e | - | 7.39% | 7.500% | 31.81747 |
O | PKT | 38.233 | 9.90 | - | - | JJJ | - | III | - | 92.0% | Vkuuz | QOV | 6.00%f | - | 5.93% | 6.000% | 48.94029 |
Tranche Comments
M: Registration: 144P Xnau;
O: Registration: 144K Ypkb;
B: Registration: 144P Ojcv;
Collateral
Jlxsxgq gppkgxnsn kgqisa $737.6iit 32 gxkpkgxst 71% lgkkrilrnn, 29% ixnslrnnt
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | KFT | 79.000 | 7.20 | - | BBB | - | - | GGG | - | - | Nawrh | Tuyfi | - | 473 | 5.93% | 6.000% | - |
F | FCF | 89.000 | 4.50 | - | ZZ | - | - | SS | - | - | Jzmae | Vlcng | - | 687 | 7.87% | 8.000% | - |
N | VNY | 862.000 | 3.60 | - | D | - | - | Y | - | - | Ztabb | Yghnl | - | 298 | 4.21% | 4.250% | - |
Tranche Comments
N: Registration: 144S Btit;
N: Registration: 144E Aehm;
F: Registration: 144E Kkim;