Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | VWK | 205.260 | 2.70 | - | OO | - | WW | - | - | - | Lvohr | Smgfk | 80k | 77 | 2.00% | 2.009% | 80.38480 |
X | NNM | 80.000 | 3.28 | - | AAA- | - | FFF (N) | - | - | - | Wstmv | Fkgzp | 185-190 | 175 | 3.09% | 3.113% | 21.38512 |
D | FAF | 10.410 | 6.43 | - | Q- | - | T (T) | - | - | - | Msntb | Zwwkm | 105-110 | 105 | 2.37% | 2.384% | 22.52922 |
O | AQU | 27.200 | 2.11 | - | RR- | - | FF (Y) | - | - | - | Nhgli | Morqb | 325-335 | 310 | 4.46% | 4.505% | 80.72290 |
Tranche Comments
L: First Pay: 2021-11-22; Registration: 144B/Fqx G;
D: First Pay: 2021-11-22; Registration: 144K/Zkc O;
X: First Pay: 2021-11-22; Registration: 144T/Abt D;
O: First Pay: 2021-11-22; Registration: 144E Wcjf;
Risk Retention
KC - Mkxb YK - Jh
Pricing Speed
30% GKP nq Hfnozlny