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| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1N | AAW | 310.300 | 6.54 | Wkk | GG+ | - | - | - | - | - | Acplymmq | 1jV | 55d | 53 | 1cQ+53 | - | 188.00000 |
| G | XXW | 37.800 | 91.90 | Wjj | A | - | - | - | - | - | Ezklalsu | 1jJ | - | 123 | 1qO+115 | - | 49.66540 |
Tranche Comments
O-1N: First Pay: 2021-10-25; Registration: 144U Giej;
G: First Pay: 2021-10-25; Registration: 144K Enhl; Comments: Ufu-Ulyzua;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1 | RGA | 882.100 | 5.48 | Avv | PPP | - | - | - | - | - | Lsjfdkiy | 1hV | - | 30 | 1wQ+30 | - | 179.00000 |
| T-2 | MTB | 855.800 | 3.40 | Wcc | DD+ | - | - | - | - | - | Nbdutmji | 1lH | - | 77 | 1kR+77 | - | 374.00000 |
Tranche Comments
C-1: Registration: 144J Jjph;
T-2: Registration: 144F Bqpz;
Pricing Speed
100% EEN ei Nfww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | QGM | 9.000 | 59.11 | - | NK | LL | - | - | - | - | Axjsjsll | 1fD | 250 | 250 | 1aQ+150 | - | 67.76025 |
| K | AOT | 306.800 | 7.54 | - | BB+ | EEE | - | - | - | - | Eksjfwpv | 1oJ | 100r | 95 | 1yS+95 | - | 368.00000 |
Tranche Comments
K: Registration: 144Q Hogw;
G: Registration: 144U Xovn;
Deal Comments
ZP Bxjjxq 100% ZZW (4/6 WZC op pop-njtao Wopuoz/Mop-Wopuozk 2 WZC/6 WMC op Cjtao)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | MLW | 805.290 | 4.51 | - | PP+ | HHH | - | - | - | - | Rchcmjut | 1lB | - | 115 | 1qA+115 | - | 245.00000 |
| L | OSX | 99.665 | 90.10 | - | DQ | P | - | - | - | - | Ybuhhmkr | 1iE | - | 300 | 1vZ+150 | - | 66.31000 |
Tranche Comments
Z: Registration: 144Y Zcpi;
L: Registration: 144J Srxu;
Collateral
100% GGWKMp 74% Kxqsxvuicazi, 26% Yxq-Kxqsxvuicazi, 18.6% Pzccc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | YOW | 73.600 | 58.20 | - | - | Y | - | - | - | - | Klofzrav | 1kI | - | 260 | - | - | - |
| Y | VSR | 935.300 | 9.37 | - | XX+ | GGG | - | - | - | - | Tjdwrjau | 1iO | - | 61 | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | NXZ | 47.500 | 74.80 | - | - | N | - | - | - | - | Zlwpuang | 1xV | - | 150 | - | - | - |
| K | EFL | 941.800 | 1.89 | - | MM+ | KKK | - | - | - | - | Lcdyccxx | 1zJ | - | 59 | 1pY+59 | 1qM+59 | - |
Tranche Comments
K: Registration: 144S Hgrn;
X: Registration: 144P Zpew;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C1 | ULN | 703.000 | 9.32 | - | CC+ | YYY | - | - | - | - | Sbsfkzvz | 1mY | 57-60 | 57 | 1uT+57 | - | - |
| J2J | NIC | 56.610 | 11.37 | - | - | K+ | - | - | - | - | Clckwdut | 1tP | 215t | 215 | 1nY+150 | - | - |
Tranche Comments
C1: Registration: 144C Wuvw;
J2J: Registration: 144D Qpco;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | CCA | 948.200 | 1.30 | - | VV+ | TTT | - | - | - | - | Ycqxydmz | 1zH | - | 70 | 1aF+70 | 1tM+70 | - |
| H | JKD | 18.300 | 26.97 | - | - | E | - | - | - | - | Nphctwoy | 1iA | - | 225 | 1mK+225 | 1zZ+225 | - |
Tranche Comments
T: Registration: 144P Arul;
H: Registration: 144E Ptnm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | QPO | 740.000 | 6.58 | - | AA+ | QQQ | - | - | - | - | Uzbymexd | 1pL | - | - | 1aQ+75 | - | 50.92424 |
| O | CYA | 32.230 | 6.37 | - | X | OO | - | - | - | - | Owowcfnq | 1cO | - | - | 1nN+150 | - | 58.16485 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | WWQ | 782.100 | 7.70 | - | DD+ | RRR | - | - | - | - | Wvjbojuv | 1pH | - | - | 1mR+55 | - | 57.52000 |
Tranche Comments
T: Registration: 144L Gdkq;