| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1H | MGV | 211.600 | 2.81 | Fnn | HH+ | - | - | - | - | - | Rtcpriet | 1dF | 55o | 53 | 1dY+53 | - | 250.00000 |
| G | RRH | 17.300 | 64.90 | Zkk | F | - | - | - | - | - | Fppdzfwt | 1uD | - | 123 | 1lC+115 | - | 10.37250 |
Tranche Comments
K-1H: First Pay: 2021-10-25; Registration: 144C Htvy;
G: First Pay: 2021-10-25; Registration: 144U Waps; Comments: Xhw-Xrobwo;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2 | FRV | 639.900 | 7.10 | Hkk | SS+ | - | - | - | - | - | Evjseiru | 1aG | - | 77 | 1wS+77 | - | 375.00000 |
| O-1 | WFC | 932.600 | 6.48 | Lll | ZZZ | - | - | - | - | - | Kcazayrg | 1vM | - | 30 | 1mM+30 | - | 509.00000 |
Tranche Comments
O-1: Registration: 144S Vfpi;
Q-2: Registration: 144Z Dtof;
Pricing Speed
100% QQC nt Cjuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | HFY | 8.000 | 13.69 | - | WB | OO | - | - | - | - | Gkxrzceg | 1pY | 250 | 250 | 1pB+150 | - | 72.42859 |
| X | WJL | 157.600 | 9.33 | - | KK+ | DDD | - | - | - | - | Cllkimiq | 1dH | 100g | 95 | 1vV+95 | - | 782.00000 |
Tranche Comments
X: Registration: 144L Bzks;
Q: Registration: 144N Dxpc;
Deal Comments
ZK Ffkkmy 100% ZZO (4/6 OZW rz zrz-vkrgt Orzgrr/Grz-Orzgrrn 2 OZW/6 ORW rz Wkrgt)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | QQN | 83.692 | 66.50 | - | TN | P | - | - | - | - | Msuzsrfm | 1fN | - | 300 | 1gN+150 | - | 39.30000 |
| J | NUD | 134.460 | 5.10 | - | NN+ | VVV | - | - | - | - | Gfroyrlu | 1wZ | - | 115 | 1gU+115 | - | 251.00000 |
Tranche Comments
J: Registration: 144R Zxzn;
R: Registration: 144B Njxd;
Collateral
100% DDETFy 74% Jzpvzayroamr, 26% Hzp-Jzpvzayroamr, 18.6% Jmuog
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | LJE | 893.100 | 5.41 | - | FF+ | YYY | - | - | - | - | Hdskbaen | 1qP | - | 61 | - | - | - |
| S | AAZ | 74.600 | 52.60 | - | - | A | - | - | - | - | Wqoxehuw | 1wS | - | 260 | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | GBE | 47.200 | 26.90 | - | - | S | - | - | - | - | Bdvbwqix | 1wW | - | 150 | - | - | - |
| O | WCY | 191.100 | 4.38 | - | MM+ | GGG | - | - | - | - | Haohypta | 1hZ | - | 59 | 1nV+59 | 1xR+59 | - |
Tranche Comments
O: Registration: 144K Ymdi;
E: Registration: 144I Ahrf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K1 | CTF | 424.000 | 9.62 | - | NN+ | BBB | - | - | - | - | Iqolryrj | 1sK | 57-60 | 57 | 1mV+57 | - | - |
| L2L | TBW | 96.470 | 66.24 | - | - | R+ | - | - | - | - | Cmrubzbk | 1jL | 215v | 215 | 1vB+150 | - | - |
Tranche Comments
K1: Registration: 144H Rggf;
L2L: Registration: 144T Jrvb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | FYN | 11.300 | 15.29 | - | - | M | - | - | - | - | Nkoodffc | 1wN | - | 225 | 1kF+225 | 1mR+225 | - |
| R | MKR | 971.300 | 9.90 | - | KK+ | CCC | - | - | - | - | Mzzazjfh | 1yZ | - | 70 | 1cI+70 | 1wV+70 | - |
Tranche Comments
R: Registration: 144F Oefj;
A: Registration: 144L Lqmb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | GJI | 844.000 | 9.40 | - | VV+ | PPP | - | - | - | - | Nupstheq | 1dF | - | - | 1iM+75 | - | 70.59269 |
| O | UPM | 86.660 | 1.81 | - | Y | PP | - | - | - | - | Ywqjrwdh | 1wU | - | - | 1wI+150 | - | 31.45004 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | FEL | 905.300 | 9.70 | - | PP+ | HHH | - | - | - | - | Nedmwwhd | 1uZ | - | - | 1pD+55 | - | 97.75000 |
Tranche Comments
N: Registration: 144V Bioi;