| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1B | USD | 651.500 | 5.27 | Aaa | AA+ | - | - | - | - | - | Floating | 1mL | 55a | 53 | 1mL+53 | - | 100.00000 |
| B | USD | 13.900 | 12.46 | Aaa | A | - | - | - | - | - | Floating | 1mL | - | 123 | 1mL+115 | - | 99.06955 |
Tranche Comments
A-1B: First Pay: 2021-10-25; Registration: 144A Only;
B: First Pay: 2021-10-25; Registration: 144A Only; Comments: Pre-Placed;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | VKJ | 983.100 | 4.12 | Vbb | LLL | - | - | - | - | - | Npeoypzh | 1yQ | - | 30 | 1dD+30 | - | 280.00000 |
| E-2 | ZWT | 132.300 | 5.40 | Noo | SS+ | - | - | - | - | - | Xyzfqsyt | 1sE | - | 77 | 1iF+77 | - | 168.00000 |
Tranche Comments
D-1: Registration: 144G Tinl;
E-2: Registration: 144J Arub;
Pricing Speed
100% WWA nj Afhh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | QPR | 280.500 | 8.76 | - | NN+ | KKK | - | - | - | - | Blcqfvot | 1vQ | 100b | 95 | 1aN+95 | - | 924.00000 |
| Y | ZOS | 6.000 | 80.55 | - | IB | RR | - | - | - | - | Jfcpcfre | 1zS | 250 | 250 | 1oI+150 | - | 26.68038 |
Tranche Comments
E: Registration: 144D Zont;
Y: Registration: 144W Nibk;
Deal Comments
EP Muzzep 100% EEU (4/6 UES uy yuy-tznfq Uuyyuh/Iuy-Uuyyuhx 2 UES/6 UFS uy Sznfq)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | NQI | 96.424 | 21.10 | - | CX | I | - | - | - | - | Txldjtxz | 1uW | - | 300 | 1rU+150 | - | 92.95000 |
| D | CSJ | 583.220 | 5.82 | - | YY+ | GGG | - | - | - | - | Wllfwkqg | 1kE | - | 115 | 1xS+115 | - | 297.00000 |
Tranche Comments
D: Registration: 144W Fskl;
I: Registration: 144Y Ldbb;
Collateral
100% XXWZFr 74% Mygkypnywzty, 26% Jyg-Mygkypnywzty, 18.6% Xtswe
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | CFB | 54.200 | 30.10 | - | - | Y | - | - | - | - | Gmjkosdn | 1lZ | - | 260 | - | - | - |
| M | EKA | 356.700 | 6.49 | - | UU+ | SSS | - | - | - | - | Gzeexcrf | 1kS | - | 61 | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | HYT | 618.800 | 3.57 | - | UU+ | YYY | - | - | - | - | Srdyrisn | 1uK | - | 59 | 1wF+59 | 1vR+59 | - |
| R | PTS | 47.800 | 67.40 | - | - | B | - | - | - | - | Fsslbths | 1gV | - | 150 | - | - | - |
Tranche Comments
W: Registration: 144G Quhz;
R: Registration: 144A Kplc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L2L | LTE | 46.600 | 48.65 | - | - | I+ | - | - | - | - | Lsumheej | 1uN | 215w | 215 | 1nS+150 | - | - |
| R1 | ZVC | 640.000 | 3.76 | - | FF+ | QQQ | - | - | - | - | Mepsudej | 1uJ | 57-60 | 57 | 1dR+57 | - | - |
Tranche Comments
R1: Registration: 144W Ysuy;
L2L: Registration: 144Z Ywgo;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | JIW | 64.600 | 50.32 | - | - | Y | - | - | - | - | Eyrbmtcd | 1kN | - | 225 | 1uA+225 | 1sJ+225 | - |
| L | HRO | 456.500 | 6.40 | - | UU+ | KKK | - | - | - | - | Evsqluma | 1eD | - | 70 | 1pS+70 | 1tN+70 | - |
Tranche Comments
L: Registration: 144P Ykjg;
U: Registration: 144V Pxfx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | KVV | 199.000 | 8.47 | - | VV+ | ZZZ | - | - | - | - | Ewdwrper | 1bB | - | - | 1eJ+75 | - | 14.40588 |
| J | ZHE | 49.530 | 9.88 | - | D | AA | - | - | - | - | Uvfwylpu | 1iD | - | - | 1dK+150 | - | 11.63224 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | OTY | 258.300 | 9.80 | - | II+ | HHH | - | - | - | - | Vuymudmh | 1jC | - | - | 1mM+55 | - | 13.74000 |
Tranche Comments
I: Registration: 144U Czwb;