| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1M | ABQ | 729.800 | 7.83 | Ypp | YY+ | - | - | - | - | - | Dfpbsopp | 1hC | 55u | 53 | 1dX+53 | - | 248.00000 |
| P | IKM | 62.800 | 22.66 | Auu | Q | - | - | - | - | - | Jqqvrfri | 1sT | - | 123 | 1sQ+115 | - | 60.90990 |
Tranche Comments
W-1M: First Pay: 2021-10-25; Registration: 144D Lcem;
P: First Pay: 2021-10-25; Registration: 144V Vqhj; Comments: Zps-Znkbsh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2 | ANI | 391.200 | 2.70 | Yaa | BB+ | - | - | - | - | - | Iprkyozu | 1lC | - | 77 | 1uR+77 | - | 486.00000 |
| B-1 | ZTM | 863.900 | 6.51 | Frr | TTT | - | - | - | - | - | Gvqhrahi | 1lN | - | 30 | 1jQ+30 | - | 500.00000 |
Tranche Comments
B-1: Registration: 144A Ahld;
C-2: Registration: 144A Iewp;
Pricing Speed
100% ZZJ rc Jnww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | BKU | 112.600 | 8.82 | - | QQ+ | HHH | - | - | - | - | Jfcvjini | 1xW | 100x | 95 | 1iG+95 | - | 816.00000 |
| Z | AWI | 9.000 | 77.94 | - | WV | OO | - | - | - | - | Dbjexbyw | 1iB | 250 | 250 | 1aD+150 | - | 68.56979 |
Tranche Comments
V: Registration: 144U Wvto;
Z: Registration: 144C Mezk;
Deal Comments
EV Mnmmde 100% EEJ (4/6 JEZ zu uzu-gmnnk Jzuxzl/Ozu-Jzuxzlv 2 JEZ/6 JWZ zu Zmnnk)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | WCA | 82.309 | 32.10 | - | CZ | G | - | - | - | - | Imhusvqh | 1oG | - | 300 | 1oH+150 | - | 70.12000 |
| C | YMH | 208.760 | 8.40 | - | OO+ | ZZZ | - | - | - | - | Felfheoc | 1bP | - | 115 | 1qT+115 | - | 690.00000 |
Tranche Comments
C: Registration: 144Y Kxfq;
G: Registration: 144X Vamu;
Collateral
100% VVWXUj 74% Tcwmczqfxnaf, 26% Fcw-Tcwmczqfxnaf, 18.6% Laqxn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | UKX | 232.300 | 4.22 | - | AA+ | LLL | - | - | - | - | Hxuhtiyd | 1dT | - | 61 | - | - | - |
| X | LME | 11.800 | 24.80 | - | - | D | - | - | - | - | Dxkcwjbq | 1hJ | - | 260 | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | KRJ | 787.200 | 2.37 | - | QQ+ | PPP | - | - | - | - | Kuecowmm | 1hA | - | 59 | 1fY+59 | 1rN+59 | - |
| W | WFF | 39.400 | 41.40 | - | - | S | - | - | - | - | Mrlecruj | 1qC | - | 150 | - | - | - |
Tranche Comments
B: Registration: 144I Vrgq;
W: Registration: 144J Sbeq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T1 | GTJ | 670.000 | 9.44 | - | RR+ | BBB | - | - | - | - | Cerqvvxn | 1oF | 57-60 | 57 | 1cB+57 | - | - |
| U2U | UHK | 31.910 | 51.95 | - | - | P+ | - | - | - | - | Zddsxywz | 1pT | 215c | 215 | 1bA+150 | - | - |
Tranche Comments
T1: Registration: 144D Qoxn;
U2U: Registration: 144B Kjpy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | NUA | 84.700 | 83.50 | - | - | F | - | - | - | - | Mdpmvypa | 1oY | - | 225 | 1hB+225 | 1pJ+225 | - |
| J | TLP | 136.600 | 5.20 | - | MM+ | YYY | - | - | - | - | Puhehlcu | 1pE | - | 70 | 1iP+70 | 1yU+70 | - |
Tranche Comments
J: Registration: 144W Qumn;
O: Registration: 144S Fkqb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | CFP | 78.760 | 6.50 | - | V | EE | - | - | - | - | Lodkzfbo | 1vR | - | - | 1vR+150 | - | 90.47608 |
| B | RMZ | 238.000 | 2.88 | - | XX+ | VVV | - | - | - | - | Dkcykvdy | 1aF | - | - | 1aE+75 | - | 13.82056 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | IFT | 442.700 | 1.50 | - | TT+ | OOO | - | - | - | - | Vrejhwvx | 1aH | - | - | 1oI+55 | - | 47.72000 |
Tranche Comments
X: Registration: 144N Tgxa;