| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | IGC | 63.900 | 24.16 | Xgg | I | - | - | - | - | - | Rhmbkqnv | 1tE | - | 123 | 1xK+115 | - | 82.54720 |
| Z-1E | KZR | 205.300 | 2.95 | Yii | TT+ | - | - | - | - | - | Uxbqtmik | 1wL | 55d | 53 | 1mS+53 | - | 966.00000 |
Tranche Comments
Z-1E: First Pay: 2021-10-25; Registration: 144K Zpun;
E: First Pay: 2021-10-25; Registration: 144N Ajsc; Comments: Hwi-Hvktig;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2 | LKY | 682.600 | 8.10 | Saa | NN+ | - | - | - | - | - | Eesjsfoz | 1bE | - | 77 | 1mK+77 | - | 840.00000 |
| O-1 | MPZ | 117.800 | 5.67 | Qww | III | - | - | - | - | - | Dfofmkiz | 1iR | - | 30 | 1bM+30 | - | 646.00000 |
Tranche Comments
O-1: Registration: 144Y Azrq;
U-2: Registration: 144L Eznw;
Pricing Speed
100% VVM pb Mogg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | FJD | 5.000 | 28.18 | - | CV | HH | - | - | - | - | Eflfvjvj | 1zI | 250 | 250 | 1sV+150 | - | 50.32470 |
| G | CBL | 340.800 | 5.36 | - | MM+ | CCC | - | - | - | - | Zzfeewsf | 1rS | 100y | 95 | 1rW+95 | - | 810.00000 |
Tranche Comments
G: Registration: 144M Quvj;
P: Registration: 144M Kvkb;
Deal Comments
IA Apkkfy 100% IIF (4/6 FIT to oto-dktqb Ftontg/Yto-Ftontgx 2 FIT/6 FQT to Tktqb)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | YRD | 853.970 | 3.35 | - | MM+ | GGG | - | - | - | - | Yrecahez | 1kO | - | 115 | 1aE+115 | - | 960.00000 |
| X | LZL | 26.689 | 51.60 | - | TR | H | - | - | - | - | Bfkppmhe | 1wS | - | 300 | 1pV+150 | - | 48.38000 |
Tranche Comments
J: Registration: 144D Wpva;
X: Registration: 144W Ezot;
Collateral
100% SSUTBu 74% Omnzmfyqpxkq, 26% Dmn-Omnzmfyqpxkq, 18.6% Wkzpt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | MFK | 935.700 | 2.33 | - | TT+ | OOO | - | - | - | - | Axszxkjd | 1tJ | - | 61 | - | - | - |
| D | JFI | 69.200 | 46.40 | - | - | X | - | - | - | - | Ebpmzhep | 1rB | - | 260 | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | XJE | 74.500 | 25.90 | - | - | F | - | - | - | - | Eeqalcou | 1jZ | - | 150 | - | - | - |
| X | KLI | 733.100 | 3.95 | - | RR+ | ZZZ | - | - | - | - | Odwyoand | 1vW | - | 59 | 1dP+59 | 1wV+59 | - |
Tranche Comments
X: Registration: 144C Dmcs;
D: Registration: 144U Sthd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O1 | CVX | 187.000 | 6.24 | - | ZZ+ | YYY | - | - | - | - | Qehjcvvu | 1qU | 57-60 | 57 | 1tD+57 | - | - |
| W2W | NAX | 55.830 | 33.76 | - | - | A+ | - | - | - | - | Jxbfxcmx | 1eZ | 215l | 215 | 1pU+150 | - | - |
Tranche Comments
O1: Registration: 144H Djrq;
W2W: Registration: 144Q Eeet;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | XJF | 318.400 | 7.60 | - | HH+ | XXX | - | - | - | - | Japvdeba | 1tS | - | 70 | 1aG+70 | 1tA+70 | - |
| J | WEE | 50.100 | 96.41 | - | - | R | - | - | - | - | Ojvvmyyc | 1mX | - | 225 | 1sD+225 | 1oH+225 | - |
Tranche Comments
B: Registration: 144K Ktjf;
J: Registration: 144Y Rqfn;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | QKG | 10.850 | 6.72 | - | I | MM | - | - | - | - | Tmfxmlpu | 1cY | - | - | 1tW+150 | - | 24.97898 |
| J | QVG | 283.000 | 9.65 | - | YY+ | YYY | - | - | - | - | Tbvvhujh | 1sE | - | - | 1bQ+75 | - | 36.88258 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | VJQ | 704.200 | 4.90 | - | NN+ | KKK | - | - | - | - | Xqdxbvjy | 1eX | - | - | 1oN+55 | - | 71.90000 |
Tranche Comments
U: Registration: 144Y Tcif;