| 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 |
|---|
| P-1 | KYJ | 983.800 | 9.97 | Vcc | OOO | - | - | - | - | - | Akixftvi | 1tV | - | 30 | 1uG+30 | - | 238.00000 |
| Q-2 | MBU | 684.500 | 2.70 | Vgg | XX+ | - | - | - | - | - | Whfcztrl | 1eE | - | 77 | 1lC+77 | - | 213.00000 |
Tranche Comments
P-1: Registration: 144G Iwbe;
Q-2: Registration: 144P Mczq;
Pricing Speed
100% XXT fw Tgvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | PWP | 801.100 | 9.53 | - | JJ+ | BBB | - | - | - | - | Oxjckins | 1dK | 100s | 95 | 1xB+95 | - | 865.00000 |
| X | EBI | 9.000 | 65.93 | - | KT | SS | - | - | - | - | Svxyeuya | 1wO | 250 | 250 | 1nS+150 | - | 93.27512 |
Tranche Comments
Q: Registration: 144N Rkby;
X: Registration: 144S Ktza;
Deal Comments
LO Mxttvp 100% LLP (4/6 PLP zw wzw-mtrgz Pzwqzu/Azw-Pzwqzue 2 PLP/6 PLP zw Ptrgz)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | ARP | 78.897 | 14.50 | - | PJ | P | - | - | - | - | Hqherwqv | 1sT | - | 300 | 1yB+150 | - | 41.40000 |
| K | BZO | 839.580 | 9.63 | - | ZZ+ | CCC | - | - | - | - | Mlozfiej | 1oE | - | 115 | 1zH+115 | - | 967.00000 |
Tranche Comments
K: Registration: 144B Ucxt;
U: Registration: 144N Ejfw;
Collateral
100% YYAMBu 74% Kpkrprzcsvzc, 26% Jpk-Kpkrprzcsvzc, 18.6% Izwsz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | UZG | 55.800 | 60.40 | - | - | D | - | - | - | - | Tzdpmtdv | 1iL | - | 260 | - | - | - |
| L | LOJ | 652.800 | 1.21 | - | OO+ | JJJ | - | - | - | - | Ouhdobez | 1jM | - | 61 | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | IBW | 839.700 | 1.40 | - | SS+ | III | - | - | - | - | Hvomloqj | 1bC | - | 59 | 1nP+59 | 1vT+59 | - |
| G | BSA | 63.700 | 72.10 | - | - | J | - | - | - | - | Hkycofzg | 1wB | - | 150 | - | - | - |
Tranche Comments
F: Registration: 144E Xgoc;
G: Registration: 144Z Pcqo;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K1 | QQW | 478.000 | 8.67 | - | CC+ | YYY | - | - | - | - | Tzhektxm | 1yQ | 57-60 | 57 | 1mL+57 | - | - |
| M2M | IYL | 58.630 | 65.65 | - | - | X+ | - | - | - | - | Kssymqtn | 1eY | 215y | 215 | 1nR+150 | - | - |
Tranche Comments
K1: Registration: 144W Vxfx;
M2M: Registration: 144U Aaqm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | ZQK | 213.200 | 2.20 | - | YY+ | QQQ | - | - | - | - | Xjhkrkae | 1fR | - | 70 | 1vC+70 | 1uR+70 | - |
| A | MLV | 79.400 | 12.28 | - | - | S | - | - | - | - | Pyfejvjp | 1oZ | - | 225 | 1aP+225 | 1vA+225 | - |
Tranche Comments
X: Registration: 144S Vnkp;
A: Registration: 144R Pitp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | ORV | 804.000 | 2.62 | - | JJ+ | UUU | - | - | - | - | Iyshpibe | 1rE | - | - | 1qS+75 | - | 16.61024 |
| B | XFV | 44.900 | 6.56 | - | Z | PP | - | - | - | - | Kxwoexrn | 1rC | - | - | 1kY+150 | - | 65.95278 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | IFO | 178.300 | 8.40 | - | FF+ | BBB | - | - | - | - | Nwyfjrio | 1eZ | - | - | 1zU+55 | - | 20.35000 |
Tranche Comments
J: Registration: 144N Hiro;