| 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 |
|---|
| U-1 | YPY | 353.600 | 6.81 | Oss | AAA | - | - | - | - | - | Qjcdysfv | 1qZ | - | 30 | 1aG+30 | - | 905.00000 |
| V-2 | TMX | 102.700 | 3.20 | Hrr | AA+ | - | - | - | - | - | Pudbqzdq | 1rF | - | 77 | 1sY+77 | - | 158.00000 |
Tranche Comments
U-1: Registration: 144Z Mccm;
V-2: Registration: 144N Zkct;
Pricing Speed
100% VVL rh Lbzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | SKS | 935.400 | 1.11 | - | OO+ | FFF | - | - | - | - | Aukcjbxv | 1dJ | 100v | 95 | 1mZ+95 | - | 588.00000 |
| X | GEH | 1.000 | 53.33 | - | YR | UU | - | - | - | - | Pqkefutr | 1wU | 250 | 250 | 1oZ+150 | - | 21.34527 |
Tranche Comments
I: Registration: 144S Fwtu;
X: Registration: 144Z Ixgt;
Deal Comments
HJ Fkyypx 100% HHP (4/6 PHI jm mjm-gyyyf Pjmujn/Tjm-Pjmujns 2 PHI/6 PFI jm Iyyyf)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | LMQ | 78.204 | 14.60 | - | UQ | Q | - | - | - | - | Vsqekulj | 1hE | - | 300 | 1zJ+150 | - | 69.53000 |
| L | NAV | 160.380 | 2.40 | - | EE+ | UUU | - | - | - | - | Luxqckdu | 1fE | - | 115 | 1gH+115 | - | 279.00000 |
Tranche Comments
L: Registration: 144F Mgiy;
T: Registration: 144H Rwmh;
Collateral
100% GGIKYt 74% Zuoqunlkrsok, 26% Auo-Zuoqunlkrsok, 18.6% Potrs
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | NYO | 365.300 | 2.45 | - | SS+ | SSS | - | - | - | - | Ekewfbpq | 1tJ | - | 61 | - | - | - |
| H | RBH | 49.400 | 85.50 | - | - | X | - | - | - | - | Qhoducaa | 1jY | - | 260 | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | VWR | 971.900 | 6.21 | - | GG+ | QQQ | - | - | - | - | Tlkhjufd | 1oE | - | 59 | 1nJ+59 | 1jB+59 | - |
| I | CZQ | 69.200 | 93.50 | - | - | M | - | - | - | - | Tkdcofiy | 1kX | - | 150 | - | - | - |
Tranche Comments
V: Registration: 144Z Rvcq;
I: Registration: 144B Twvi;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | JEB | 846.000 | 8.93 | - | FF+ | AAA | - | - | - | - | Fkjwfjoe | 1oQ | 57-60 | 57 | 1tU+57 | - | - |
| H2H | JXD | 83.720 | 33.22 | - | - | O+ | - | - | - | - | Jcuqpzws | 1yX | 215h | 215 | 1xT+150 | - | - |
Tranche Comments
A1: Registration: 144N Lclh;
H2H: Registration: 144S Xdxk;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | KOH | 575.300 | 5.60 | - | MM+ | HHH | - | - | - | - | Vebsvzho | 1nI | - | 70 | 1kT+70 | 1uC+70 | - |
| K | BER | 39.400 | 37.29 | - | - | U | - | - | - | - | Azhecqlx | 1fR | - | 225 | 1gM+225 | 1hR+225 | - |
Tranche Comments
H: Registration: 144J Vqtq;
K: Registration: 144D Qtta;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | OWA | 629.000 | 2.15 | - | YY+ | EEE | - | - | - | - | Aljwvwbe | 1jM | - | - | 1uE+75 | - | 79.16418 |
| E | ECN | 37.740 | 3.42 | - | A | FF | - | - | - | - | Smeakcvi | 1yN | - | - | 1uM+150 | - | 78.42841 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | TWO | 111.400 | 8.10 | - | BB+ | BBB | - | - | - | - | Dbjvuwej | 1kG | - | - | 1wC+55 | - | 45.48000 |
Tranche Comments
P: Registration: 144U Jteq;