| 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 |
|---|
| X-2 | CWH | 283.200 | 1.10 | Zii | JJ+ | - | - | - | - | - | Xvfuspxg | 1nO | - | 77 | 1nB+77 | - | 275.00000 |
| Y-1 | OFN | 913.900 | 7.76 | Jdd | TTT | - | - | - | - | - | Zqxeudhh | 1zC | - | 30 | 1gB+30 | - | 379.00000 |
Tranche Comments
Y-1: Registration: 144C Vspt;
X-2: Registration: 144X Brqm;
Pricing Speed
100% EEZ gr Zmuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | ZLK | 3.000 | 64.31 | - | FR | RR | - | - | - | - | Oruxfrzg | 1oI | 250 | 250 | 1lX+150 | - | 34.89976 |
| T | HPO | 728.300 | 3.89 | - | QQ+ | KKK | - | - | - | - | Xmpkcppk | 1mG | 100h | 95 | 1sI+95 | - | 731.00000 |
Tranche Comments
T: Registration: 144G Pgij;
H: Registration: 144U Amqd;
Deal Comments
MP Iqvvuy 100% MMH (4/6 HMS ju uju-vvwwb Hjuejf/Xju-Hjuejfm 2 HMS/6 HXS ju Svwwb)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | UKR | 595.110 | 7.67 | - | GG+ | SSS | - | - | - | - | Abryyjmh | 1yI | - | 115 | 1xE+115 | - | 937.00000 |
| N | FFL | 86.870 | 84.30 | - | NP | N | - | - | - | - | Tlpxxxvf | 1tT | - | 300 | 1hM+150 | - | 84.98000 |
Tranche Comments
I: Registration: 144B Baxf;
N: Registration: 144A Gggr;
Collateral
100% TTQDIv 74% Qmommjjxccwx, 26% Dmo-Qmommjjxccwx, 18.6% Pwqcg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | REL | 976.200 | 2.77 | - | VV+ | BBB | - | - | - | - | Chsuehba | 1gD | - | 61 | - | - | - |
| E | YTY | 68.800 | 83.80 | - | - | A | - | - | - | - | Gkfhkscn | 1yV | - | 260 | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | KCF | 624.500 | 8.85 | - | ZZ+ | ZZZ | - | - | - | - | Vrhlesno | 1yA | - | 59 | 1lA+59 | 1jU+59 | - |
| B | GOR | 46.600 | 49.10 | - | - | K | - | - | - | - | Jzhjrhjw | 1lA | - | 150 | - | - | - |
Tranche Comments
G: Registration: 144I Ipln;
B: Registration: 144Y Uuuk;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V1 | EZZ | 571.000 | 5.50 | - | QQ+ | TTT | - | - | - | - | Uhxkoldg | 1rJ | 57-60 | 57 | 1aL+57 | - | - |
| E2E | MAG | 99.730 | 86.78 | - | - | D+ | - | - | - | - | Yyrvffzz | 1dY | 215h | 215 | 1vX+150 | - | - |
Tranche Comments
V1: Registration: 144Z Ezpy;
E2E: Registration: 144C Bnwd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | MPV | 28.200 | 99.26 | - | - | P | - | - | - | - | Okdyfuuo | 1jL | - | 225 | 1vS+225 | 1mI+225 | - |
| K | YLA | 265.100 | 5.90 | - | ZZ+ | AAA | - | - | - | - | Dkdrytvq | 1dR | - | 70 | 1kB+70 | 1qW+70 | - |
Tranche Comments
K: Registration: 144V Xatf;
S: Registration: 144Y Dkop;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | TRD | 219.000 | 2.82 | - | HH+ | LLL | - | - | - | - | Wzochljn | 1hW | - | - | 1eU+75 | - | 91.27926 |
| P | FPX | 94.730 | 9.95 | - | I | XX | - | - | - | - | Sedyqdkg | 1aG | - | - | 1xM+150 | - | 79.68481 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | ZJE | 577.200 | 2.60 | - | EE+ | CCC | - | - | - | - | Fkmachav | 1jX | - | - | 1sI+55 | - | 83.27000 |
Tranche Comments
R: Registration: 144F Suda;