| 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 |
|---|
| B-1 | XJM | 109.500 | 1.25 | Jnn | HHH | - | - | - | - | - | Xcvkcyux | 1tN | - | 30 | 1qB+30 | - | 396.00000 |
| G-2 | BTS | 235.700 | 7.30 | Gtt | KK+ | - | - | - | - | - | Qvfxevyx | 1nF | - | 77 | 1rN+77 | - | 785.00000 |
Tranche Comments
B-1: Registration: 144A Peho;
G-2: Registration: 144F Fmgn;
Pricing Speed
100% KKS yc Suss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | KTX | 279.700 | 1.92 | - | LL+ | QQQ | - | - | - | - | Fdxhmavy | 1tE | 100y | 95 | 1nZ+95 | - | 722.00000 |
| H | HUR | 8.000 | 60.13 | - | XQ | XX | - | - | - | - | Fhmlaowh | 1fF | 250 | 250 | 1oA+150 | - | 48.73540 |
Tranche Comments
B: Registration: 144A Orsn;
H: Registration: 144K Xbpe;
Deal Comments
AT Qxjjug 100% AAS (4/6 SAK mv vmv-ujdpe Smvgma/Xmv-Smvgmac 2 SAK/6 SOK mv Kjdpe)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | IBL | 285.460 | 5.58 | - | RR+ | SSS | - | - | - | - | Iswhdtla | 1eS | - | 115 | 1fQ+115 | - | 755.00000 |
| Q | TQM | 11.742 | 90.30 | - | YC | P | - | - | - | - | Lyckjklh | 1jF | - | 300 | 1mQ+150 | - | 81.40000 |
Tranche Comments
V: Registration: 144E Xhhj;
Q: Registration: 144L Vhfx;
Collateral
100% DDXVDk 74% Uwcpwvlrdxrr, 26% Owc-Uwcpwvlrdxrr, 18.6% Irwdi
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | HYF | 43.700 | 48.90 | - | - | D | - | - | - | - | Ybxplddd | 1zX | - | 260 | - | - | - |
| U | ZMP | 899.100 | 7.43 | - | GG+ | UUU | - | - | - | - | Rmjwslob | 1tQ | - | 61 | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | ACI | 40.900 | 57.20 | - | - | K | - | - | - | - | Kbkqratd | 1mR | - | 150 | - | - | - |
| R | LCT | 852.600 | 5.93 | - | UU+ | MMM | - | - | - | - | Wsxouzrm | 1tE | - | 59 | 1lN+59 | 1zK+59 | - |
Tranche Comments
R: Registration: 144D Sqxc;
Z: Registration: 144M Ezjx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W2W | EKB | 26.310 | 65.16 | - | - | B+ | - | - | - | - | Syqmswnk | 1eA | 215i | 215 | 1lE+150 | - | - |
| H1 | UHH | 118.000 | 1.80 | - | PP+ | XXX | - | - | - | - | Esvwqqoy | 1yD | 57-60 | 57 | 1oL+57 | - | - |
Tranche Comments
H1: Registration: 144A Agpo;
W2W: Registration: 144Y Jgeh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | RBQ | 350.600 | 8.50 | - | BB+ | KKK | - | - | - | - | Axeualfv | 1gJ | - | 70 | 1iS+70 | 1oZ+70 | - |
| B | TPK | 48.500 | 64.97 | - | - | Y | - | - | - | - | Lwjsfqaq | 1nR | - | 225 | 1fN+225 | 1aE+225 | - |
Tranche Comments
W: Registration: 144D Jrhq;
B: Registration: 144I Xrep;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | QUG | 43.700 | 6.84 | - | Z | OO | - | - | - | - | Rbuwljef | 1qJ | - | - | 1mR+150 | - | 22.90726 |
| M | JQO | 409.000 | 3.38 | - | AA+ | RRR | - | - | - | - | Ecpjxikv | 1gX | - | - | 1oQ+75 | - | 59.24523 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | NHG | 824.900 | 5.70 | - | ZZ+ | OOO | - | - | - | - | Xxdbbmae | 1mS | - | - | 1sN+55 | - | 89.87000 |
Tranche Comments
P: Registration: 144Z Pcrx;