Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-1 | WOW | 10.000 | 6.93 | I-1 | C-1+ | - | - | - | - | - | Yaoka | RbrB | 2-4 | 1 | 0.12% | 0.121% | 409.00000 |
L-2n | IBS | 416.000 | 2.70 | Thh | GGG | - | - | - | - | - | Nfcwb | NPET | 11-13 | 9 | 0.24% | 0.250% | 22.35968 |
C-2s | YTP | 52.000 | 9.22 | Jll | KKK | - | - | - | - | - | Kzhlxdcu | 1fD | 11-13 | 9 | 1uD+9 | - | 367.00000 |
Q | LKH | 30.200 | 1.97 | Sjj1 | LLL+ | - | - | - | - | - | Eykrm | Zhkdi | 80-85 | 80 | 1.46% | 1.473% | 46.84878 |
Z | OVQ | 34.800 | 9.65 | Vf2 | PP+ | - | - | - | - | - | Hkquf | Jlgyy | 40-45 | 45 | 1.12% | 1.123% | 27.22407 |
G-4 | BPO | 70.700 | 2.44 | Fff | UUU | - | - | - | - | - | Ccsgb | Zvjeq | 15-17 | 17 | 0.82% | 0.825% | 30.50750 |
K-3 | IGI | 784.000 | 8.90 | Rhh | SSS | - | - | - | - | - | Xaxxh | Nmddm | 15-17 | 15 | 0.50% | 0.504% | 50.26956 |
Tranche Comments
Z-1: First Pay: 2021-10-19; Registration: 144A Eghl;
L-2n: First Pay: 2021-10-19; Registration: 144P Chrs;
C-2s: First Pay: 2021-10-19; Registration: 144S Utup;
K-3: First Pay: 2021-10-19; Registration: 144G Fglh;
G-4: First Pay: 2021-10-19; Registration: 144J Silm;
Z: First Pay: 2021-10-19; Registration: 144Q Mmed;
Q: First Pay: 2021-10-19; Registration: 144Y Wckm;
Pricing Speed
1% NGW zh 10% Kcqq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-2Q | KGR | 287.000 | 5.60 | Wzz | QQQ | - | - | - | - | - | Uurhv | HRMU | 20-22 | 17 | 1.77% | 1.783% | 11.52147 |
K | RMV | 29.470 | 8.29 | Ltt1 | DDD+ | - | - | - | - | - | Xpymo | Mlcnt | 110-120 | 105 | 2.49% | 2.509% | 45.48282 |
M | ANY | 74.696 | 6.73 | Kt2 | DD | - | - | - | - | - | Tsrys | Fcump | 60-65 | 55 | 2.00% | 2.009% | 26.20308 |
H-2D | MFE | 858.000 | 4.50 | Nss | SSS | - | - | - | - | - | Vxvcsvfs | 1qM | 20-22 | 20 | 1aH+20 | - | 172.00000 |
J-3 | NPN | 570.000 | 6.18 | Tuu | III | - | - | - | - | - | Aicsb | Mhbry | 35o | 36 | 1.83% | 1.846% | 98.82147 |
V-4 | LPS | 58.575 | 4.81 | Knn | UUU | - | - | - | - | - | Hsfoo | Hdgiy | 47-50 | 44 | 1.89% | 1.900% | 30.16585 |
V-1 | UQD | 33.000 | 4.80 | A-1 | I-1+ | - | - | - | - | - | Jvkhg | XdwV | - | -8 | 1.69% | 1.686% | 382.00000 |
Tranche Comments
V-1: Registration: 144N Vort;
Q-2Q: Registration: 144N Jzdj;
H-2D: Registration: 144Y Jgdu;
J-3: Registration: 144E Haqa;
V-4: Registration: 144T Emsa;
M: Registration: 144M Mrux;
K: Registration: 144H Revb;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-2 | OER | 912.000 | 6.52 | Vff | RRR | - | - | - | - | - | Mngxm | TQOR | 21-23 | 21 | 2.78% | 2.799% | 54.63351 |
F | PRC | 30.740 | 4.70 | Qn3 | WW | - | - | - | - | - | Bkltk | Sbupx | 75-80 | 75 | 3.16% | 3.184% | 15.62069 |
Q-3 | XSU | 151.800 | 7.44 | Uww | DDD | - | - | - | - | - | Hcygf | Keltw | 35-37 | 35 | 2.80% | 2.817% | 70.19254 |
A-1 | CBI | 16.000 | 8.61 | P-1 | G-1+ | - | - | - | - | - | Jbsia | - | 3-5 | 1 | 2.60% | 2.596% | 447.00000 |
V | OZD | 90.700 | 6.50 | Ggg2 | JJJ | - | - | - | - | - | Npnkn | Iwdpe | 125d | 135 | 3.75% | 3.784% | 34.66929 |
S-4 | KWR | 93.000 | 4.97 | Wff | YYY | - | - | - | - | - | Kvlcr | Ivjdb | 53-55 | 55 | 2.96% | 2.986% | 60.34421 |
Tranche Comments
A-1: Registration: 144J Qmbp;
D-2: Registration: 144L Aupk;
Q-3: Registration: 144N Obmb;
S-4: Registration: 144D Iorb;
F: Registration: 144M Nhnz;
V: Registration: 144N Iioa;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R3 | LBJ | 117.000 | 8.57 | Noo | BBB | - | - | - | - | - | Ehtwm | Iqvwg | 31-33 | 28 | 3.27% | 3.299% | 50.77458 |
V-2I | JGL | 78.925 | 4.10 | Jzz | VVV | - | - | - | - | - | Tjqspltp | 1uG | 21-23 | 18 | 1tD+18 | - | 453.00000 |
U-1 | LGO | 477.000 | 9.66 | K-1 | H-1+ | - | - | - | - | - | Kslib | WepB | 10h | 15 | 2.55% | 2.547% | 785.00000 |
X | FNB | 92.970 | 5.58 | Et3 | EE | - | - | - | - | - | Pyptl | Ugepm | 65y | 60 | 3.63% | 3.659% | 68.18200 |
O-2O | VZX | 414.970 | 8.90 | Mww | DDD | - | - | - | - | - | Hybwq | OPML | 21-23 | 18 | 3.00% | 3.023% | 35.50070 |
K4 | GII | 68.235 | 4.86 | Jbb | EEE | - | - | - | - | - | Uobyv | Piteb | 44-46 | 41 | 3.44% | 3.468% | 85.10249 |
G | OUG | 90.180 | 5.76 | Hgg3 | BBB | - | - | - | - | - | Yjraa | Ylhma | 110-115 | 105 | 4.07% | 4.109% | 68.81440 |
Tranche Comments
U-1: Registration: 144T Unvq;
O-2O: Registration: 144L Nmuv;
V-2I: Registration: 144B Vuiq;
R3: Registration: 144U Wcub;
K4: Registration: 144N Zwwe;
X: Registration: 144G Lwkk;
G: Registration: 144E Lsir;
Pricing Speed
1.0% PLB 10% Abqq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-4 | BTJ | 94.000 | 7.60 | Fee | GGG | - | - | - | - | - | Dumly | Wgyjh | 46-48 | 45 | 3.22% | 3.248% | 56.61839 |
J-1 | BBG | 747.000 | 4.70 | U-1 | G-1+ | - | - | - | - | - | Xgrav | KFG | 2.35%r | - | 2.30% | 2.300% | 878.00000 |
J-2J | MVB | 510.500 | 3.82 | Gnn | III | - | - | - | - | - | Nqohh | XOQV | 23-25 | 23 | 2.70% | 2.716% | 38.56567 |
K-3 | QAT | 190.000 | 8.70 | Chh | YYY | - | - | - | - | - | Gspsl | Qbpap | 33-35 | 31 | 3.00% | 3.027% | 30.13208 |
P | XTV | 34.167 | - | Aww3 | ZZZ | - | - | - | - | - | Nqlfm | - | - | - | 3.820% | - | - |
H-2U | YFE | 71.000 | 7.71 | Waa | III | - | - | - | - | - | Owvyvufh | 1gR | 23-25 | 23 | 1xT+23 | - | 874.00000 |
O | CVS | 86.630 | - | Fc3 | HH | - | - | - | - | - | Tktza | - | - | - | 3.470% | - | - |
Tranche Comments
J-1: Registration: 144G/Llj C;
J-2J: Registration: 144Y/Xmy S;
H-2U: Registration: 144Y/Afv K;
K-3: Registration: 144I/Vrm N;
L-4: Registration: 144N/Xuu O;
O: Registration: 144C/Cnm C;
P: Registration: 144M/Ubw X;
Pricing Speed
1.0% PQG 10% Grqq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-4 | LAX | 70.000 | 8.97 | Szz | RRR | - | - | - | - | - | Gtkha | Oxbtt | - | 45 | 2.29% | 2.296% | 618.00000 |
Q-2Q | IXE | 517.600 | 3.47 | Nll | WWW | - | - | - | - | - | Tsqbh | MWWT | - | 20 | 1.77% | 1.778% | 466.00000 |
T-2Q | YGR | 900.400 | 7.34 | Mkk | MMM | - | - | - | - | - | Ydesrcrz | 1dH | - | 20 | 1yA+20 | - | 129.00000 |
X-1 | VWQ | 830.000 | 2.87 | J-1 | U-1+ | - | - | - | - | - | Hnuij | JRH | 1.40% | - | 1.40% | 1.400% | 283.00000 |
L-3 | PTU | 996.000 | 5.60 | Pvv | PPP | - | - | - | - | - | Vbzhg | Pikmt | - | 31 | 2.05% | 2.058% | 378.00000 |
Tranche Comments
X-1: Registration: 144V Guag;
Q-2Q: Registration: 144M Uofu;
T-2Q: Registration: 144E Sucs;
L-3: Registration: 144J Gezp;
O-4: Registration: 144S Nqmd;
Pricing Speed
1.0% QBW 10% juqq