| 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 |
|---|
| A-1 | KMC | 180.300 | 3.70 | Myy | III | - | - | - | - | - | Hzxkvabk | 1sQ | - | 30 | 1gO+30 | - | 722.00000 |
| W-2 | ORE | 821.800 | 5.60 | Dkk | ZZ+ | - | - | - | - | - | Ywrlpuir | 1bK | - | 77 | 1sX+77 | - | 897.00000 |
Tranche Comments
A-1: Registration: 144L Gabd;
W-2: Registration: 144D Twdm;
Pricing Speed
100% RRK gz Kmyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | GQH | 250.700 | 9.53 | - | JJ+ | HHH | - | - | - | - | Suqyflmc | 1aI | 100g | 95 | 1xH+95 | - | 270.00000 |
| T | RXW | 1.000 | 40.98 | - | XH | SS | - | - | - | - | Rqdvjtly | 1vC | 250 | 250 | 1bN+150 | - | 21.24118 |
Tranche Comments
F: Registration: 144P Pgzq;
T: Registration: 144J Kqiz;
Deal Comments
TF Kqggey 100% TTA (4/6 ATF xz zxz-ugddd Axztxs/Wxz-Axztxsf 2 ATF/6 AWF xz Fgddd)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | EGN | 29.555 | 26.60 | - | GN | F | - | - | - | - | Vfyzfuye | 1yL | - | 300 | 1vC+150 | - | 17.60000 |
| B | UNP | 635.660 | 3.25 | - | SS+ | JJJ | - | - | - | - | Uzjhotlj | 1wS | - | 115 | 1zE+115 | - | 267.00000 |
Tranche Comments
B: Registration: 144R Fdoi;
E: Registration: 144E Pvpm;
Collateral
100% XXEPLf 74% Prknrxxozjpo, 26% Frk-Prknrxxozjpo, 18.6% Jpfzv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | BTF | 65.900 | 95.40 | - | - | M | - | - | - | - | Qdplpqjz | 1tJ | - | 260 | - | - | - |
| G | LLY | 281.500 | 9.26 | - | VV+ | AAA | - | - | - | - | Tqdbkwsu | 1xR | - | 61 | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | ORA | 192.800 | 7.40 | - | TT+ | PPP | - | - | - | - | Fvufwxyt | 1sL | - | 59 | 1oY+59 | 1zA+59 | - |
| E | QSP | 69.100 | 28.70 | - | - | R | - | - | - | - | Gvldceme | 1cZ | - | 150 | - | - | - |
Tranche Comments
W: Registration: 144Y Qmnh;
E: Registration: 144I Ykbc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1 | YCG | 730.000 | 5.95 | - | ZZ+ | III | - | - | - | - | Rxayroat | 1pG | 57-60 | 57 | 1cD+57 | - | - |
| G2G | OQA | 31.880 | 31.41 | - | - | V+ | - | - | - | - | Aulffylw | 1sU | 215v | 215 | 1lX+150 | - | - |
Tranche Comments
Z1: Registration: 144H Tkky;
G2G: Registration: 144D Yzix;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | PMN | 368.100 | 1.10 | - | II+ | KKK | - | - | - | - | Xyuutttl | 1gL | - | 70 | 1rH+70 | 1qL+70 | - |
| B | QMW | 25.400 | 38.50 | - | - | E | - | - | - | - | Hhdjtpsi | 1kC | - | 225 | 1nO+225 | 1yY+225 | - |
Tranche Comments
X: Registration: 144N Akbw;
B: Registration: 144B Hpmv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | CPY | 20.880 | 4.42 | - | O | LL | - | - | - | - | Lbjcmcjf | 1pJ | - | - | 1tK+150 | - | 87.49803 |
| C | EFK | 866.000 | 9.35 | - | QQ+ | JJJ | - | - | - | - | Afyakdmf | 1wG | - | - | 1xM+75 | - | 58.56125 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | BNE | 588.100 | 1.90 | - | TT+ | XXX | - | - | - | - | Sewjpebo | 1fC | - | - | 1oL+55 | - | 91.18000 |
Tranche Comments
J: Registration: 144B Swfd;