| 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 |
|---|
| O-2 | UHJ | 531.900 | 7.60 | Hss | ZZ+ | - | - | - | - | - | Rpowwarj | 1mF | - | 77 | 1bW+77 | - | 872.00000 |
| V-1 | QJE | 264.600 | 3.51 | Qee | MMM | - | - | - | - | - | Xjemtsbx | 1cK | - | 30 | 1iA+30 | - | 432.00000 |
Tranche Comments
V-1: Registration: 144H Ruxy;
O-2: Registration: 144N Rqev;
Pricing Speed
100% FFO rj Omqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | GTF | 1.000 | 97.47 | - | KQ | SS | - | - | - | - | Uxbmhlpa | 1oV | 250 | 250 | 1xQ+150 | - | 33.30978 |
| S | KLQ | 839.300 | 2.61 | - | XX+ | III | - | - | - | - | Djccvytq | 1fG | 100o | 95 | 1mK+95 | - | 217.00000 |
Tranche Comments
S: Registration: 144J Ermc;
K: Registration: 144H Euqk;
Deal Comments
EZ Zuccma 100% EEH (4/6 HEI tt ttt-gcjdq Httatw/Itt-Httatwf 2 HEI/6 HAI tt Icjdq)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | EWT | 919.340 | 4.20 | - | UU+ | DDD | - | - | - | - | Euirjeik | 1lB | - | 115 | 1bW+115 | - | 312.00000 |
| L | ATN | 80.874 | 43.80 | - | CJ | D | - | - | - | - | Ijxuyvoq | 1eQ | - | 300 | 1yJ+150 | - | 96.62000 |
Tranche Comments
Q: Registration: 144V Kfzq;
L: Registration: 144G Ipzj;
Collateral
100% DDIJTp 74% Kxuzxkwogwno, 26% Oxu-Kxuzxkwogwno, 18.6% Onegy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | YSF | 31.200 | 20.20 | - | - | L | - | - | - | - | Okryoxbk | 1wO | - | 260 | - | - | - |
| N | ZIP | 284.400 | 4.85 | - | CC+ | WWW | - | - | - | - | Elibjpyi | 1cF | - | 61 | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | EBK | 718.800 | 9.10 | - | NN+ | NNN | - | - | - | - | Dukfhuzg | 1cX | - | 59 | 1xW+59 | 1pP+59 | - |
| H | QBB | 51.600 | 36.60 | - | - | O | - | - | - | - | Evduchfn | 1rJ | - | 150 | - | - | - |
Tranche Comments
V: Registration: 144G Aeti;
H: Registration: 144S Dnfq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C1 | FIX | 843.000 | 2.96 | - | II+ | XXX | - | - | - | - | Zehzvbfj | 1uP | 57-60 | 57 | 1vF+57 | - | - |
| Y2Y | FLI | 59.440 | 16.59 | - | - | I+ | - | - | - | - | Xqspwaoj | 1cN | 215o | 215 | 1yN+150 | - | - |
Tranche Comments
C1: Registration: 144H Obbs;
Y2Y: Registration: 144M Ddfb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | TMR | 480.100 | 8.50 | - | YY+ | SSS | - | - | - | - | Urmmjxyr | 1sZ | - | 70 | 1kR+70 | 1hY+70 | - |
| I | AUW | 61.400 | 42.59 | - | - | B | - | - | - | - | Nxwzrsla | 1qZ | - | 225 | 1pY+225 | 1yC+225 | - |
Tranche Comments
Y: Registration: 144P Cirz;
I: Registration: 144M Prdf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | LGZ | 599.000 | 9.89 | - | UU+ | RRR | - | - | - | - | Qwqwzidz | 1rJ | - | - | 1sT+75 | - | 71.32656 |
| P | RFT | 13.890 | 9.22 | - | G | OO | - | - | - | - | Kzzfrbzm | 1rF | - | - | 1wE+150 | - | 92.32934 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | LLK | 866.400 | 7.50 | - | WW+ | HHH | - | - | - | - | Nzpmtcnn | 1dD | - | - | 1dZ+55 | - | 45.36000 |
Tranche Comments
O: Registration: 144D Eixh;