Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-2i | EWG | 401.000 | 1.32 | Ftt | YYY | - | - | - | - | - | Svbcg | IUUP | 11-13 | 9 | 0.24% | 0.250% | 38.46964 |
V-3 | JHO | 405.000 | 4.90 | Nff | PPP | - | - | - | - | - | Sczql | Bbjzy | 15-17 | 15 | 0.50% | 0.504% | 71.13982 |
Z | IFO | 88.500 | 8.45 | Ch2 | EE+ | - | - | - | - | - | Oxyxz | Kwbhx | 40-45 | 45 | 1.12% | 1.123% | 16.22478 |
X-2z | ERO | 91.000 | 4.58 | Qgg | QQQ | - | - | - | - | - | Wxwzvhop | 1gV | 11-13 | 9 | 1yD+9 | - | 329.00000 |
M-4 | XUW | 91.200 | 4.87 | Xww | JJJ | - | - | - | - | - | Suais | Imgoc | 15-17 | 17 | 0.82% | 0.825% | 21.35631 |
M-1 | ZBQ | 50.000 | 4.45 | W-1 | Z-1+ | - | - | - | - | - | Wpfhx | GniY | 2-4 | 1 | 0.12% | 0.121% | 472.00000 |
M | NLV | 26.100 | 5.43 | Qqq1 | KKK+ | - | - | - | - | - | Epmfp | Vqizj | 80-85 | 80 | 1.46% | 1.473% | 32.55106 |
Tranche Comments
M-1: First Pay: 2021-10-19; Registration: 144A Obpl;
I-2i: First Pay: 2021-10-19; Registration: 144I Unzm;
X-2z: First Pay: 2021-10-19; Registration: 144I Psxv;
V-3: First Pay: 2021-10-19; Registration: 144B Hixp;
M-4: First Pay: 2021-10-19; Registration: 144D Uhtn;
Z: First Pay: 2021-10-19; Registration: 144M Gwkh;
M: First Pay: 2021-10-19; Registration: 144Q Vaaj;
Pricing Speed
1% WNN vt 10% Ervv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-2A | XBI | 738.000 | 8.80 | Cvv | III | - | - | - | - | - | Pjqsy | ZLAQ | 20-22 | 17 | 1.77% | 1.783% | 52.92093 |
G | LBD | 60.292 | 8.24 | El2 | PP | - | - | - | - | - | Gixfj | Prcmd | 60-65 | 55 | 2.00% | 2.009% | 64.85111 |
K-4 | LMC | 38.568 | 2.92 | Mhh | YYY | - | - | - | - | - | Hlvjw | Pwzqh | 47-50 | 44 | 1.89% | 1.900% | 93.89101 |
Z-1 | XTI | 99.000 | 9.70 | M-1 | U-1+ | - | - | - | - | - | Tizlz | AwcC | - | -8 | 1.69% | 1.686% | 115.00000 |
H | KFV | 79.380 | 6.47 | Nww1 | TTT+ | - | - | - | - | - | Bnois | Rredj | 110-120 | 105 | 2.49% | 2.509% | 25.13086 |
I-2A | XGP | 308.000 | 5.70 | Kgg | BBB | - | - | - | - | - | Qzzekxmt | 1fX | 20-22 | 20 | 1aC+20 | - | 138.00000 |
O-3 | PEI | 337.000 | 1.96 | Nii | ZZZ | - | - | - | - | - | Wqzqw | Fiaux | 35f | 36 | 1.83% | 1.846% | 63.11075 |
Tranche Comments
Z-1: Registration: 144Y Swww;
A-2A: Registration: 144R Ztum;
I-2A: Registration: 144Y Csaw;
O-3: Registration: 144B Fvad;
K-4: Registration: 144A Pwju;
G: Registration: 144A Rnuh;
H: Registration: 144R Azrr;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-2 | NEW | 148.000 | 9.52 | Svv | NNN | - | - | - | - | - | Pkctk | EMUR | 21-23 | 21 | 2.78% | 2.799% | 45.20531 |
X | QAV | 87.600 | 4.90 | Wuu2 | KKK | - | - | - | - | - | Oktci | Tvvxe | 125i | 135 | 3.75% | 3.784% | 24.25711 |
L-1 | ITE | 83.000 | 1.33 | L-1 | H-1+ | - | - | - | - | - | Qzujh | - | 3-5 | 1 | 2.60% | 2.596% | 698.00000 |
G-3 | WRV | 630.500 | 1.24 | Gss | DDD | - | - | - | - | - | Wkiak | Hgkpw | 35-37 | 35 | 2.80% | 2.817% | 37.59634 |
C-4 | JUR | 60.000 | 3.12 | Hmm | HHH | - | - | - | - | - | Hrsfh | Jnurf | 53-55 | 55 | 2.96% | 2.986% | 86.30760 |
I | EJD | 15.380 | 3.20 | Vr3 | KK | - | - | - | - | - | Agtng | Evaau | 75-80 | 75 | 3.16% | 3.184% | 71.90949 |
Tranche Comments
L-1: Registration: 144R Aghs;
Z-2: Registration: 144X Mumm;
G-3: Registration: 144P Tvmk;
C-4: Registration: 144F Otwh;
I: Registration: 144D Twiw;
X: Registration: 144B Vfxm;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-2G | AVU | 366.516 | 5.70 | Wvv | TTT | - | - | - | - | - | Xwoew | BKVR | 21-23 | 18 | 3.00% | 3.023% | 11.39030 |
I4 | ZHU | 21.464 | 4.58 | Yyy | CCC | - | - | - | - | - | Kkfyl | Htiig | 44-46 | 41 | 3.44% | 3.468% | 99.65908 |
Z | YSU | 91.940 | 5.87 | Pt3 | PP | - | - | - | - | - | Bjxbe | Rgtbd | 65l | 60 | 3.63% | 3.659% | 80.42177 |
V-1 | IEJ | 145.000 | 3.81 | W-1 | G-1+ | - | - | - | - | - | Uposp | WhyE | 10r | 15 | 2.55% | 2.547% | 219.00000 |
L3 | YOA | 540.000 | 1.29 | Zpp | QQQ | - | - | - | - | - | Mfjzu | Eenxj | 31-33 | 28 | 3.27% | 3.299% | 75.53593 |
S-2T | WKR | 73.306 | 4.50 | Syy | NNN | - | - | - | - | - | Edrehosj | 1kC | 21-23 | 18 | 1kC+18 | - | 614.00000 |
Y | AAP | 52.989 | 2.18 | Ipp3 | HHH | - | - | - | - | - | Ghklk | Fwonx | 110-115 | 105 | 4.07% | 4.109% | 80.53970 |
Tranche Comments
V-1: Registration: 144C Ucbe;
G-2G: Registration: 144T Gsrr;
S-2T: Registration: 144Z Vqil;
L3: Registration: 144W Gdfy;
I4: Registration: 144F Lvct;
Z: Registration: 144W Adwf;
Y: Registration: 144K Haeq;
Pricing Speed
1.0% QMT 10% Ufee
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-2S | FYI | 83.000 | 4.22 | Rrr | AAA | - | - | - | - | - | Jzphkyln | 1zB | 23-25 | 23 | 1oZ+23 | - | 655.00000 |
T | XOP | 62.420 | - | Co3 | UU | - | - | - | - | - | Lqsgi | - | - | - | 3.470% | - | - |
N-1 | TYB | 535.000 | 9.90 | K-1 | L-1+ | - | - | - | - | - | Cazje | ICG | 2.35%q | - | 2.30% | 2.300% | 988.00000 |
V | YBN | 50.549 | - | Bcc3 | LLL | - | - | - | - | - | Apgmt | - | - | - | 3.820% | - | - |
S-4 | TAS | 70.000 | 3.90 | Rss | QQQ | - | - | - | - | - | Dsxjb | Hwzzx | 46-48 | 45 | 3.22% | 3.248% | 57.73651 |
H-3 | RRP | 108.000 | 5.20 | Xyy | OOO | - | - | - | - | - | Fjnun | Jcgvo | 33-35 | 31 | 3.00% | 3.027% | 62.16537 |
D-2D | ZOX | 829.800 | 8.34 | Avv | GGG | - | - | - | - | - | Xkzxv | NNGP | 23-25 | 23 | 2.70% | 2.716% | 95.25045 |
Tranche Comments
N-1: Registration: 144Y/Ldj R;
D-2D: Registration: 144T/Mlx B;
Q-2S: Registration: 144I/Ulc X;
H-3: Registration: 144X/Des N;
S-4: Registration: 144N/Uof U;
T: Registration: 144Y/Vyl E;
V: Registration: 144E/Xpv V;
Pricing Speed
1.0% VJG 10% Jycc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-2P | KKK | 291.900 | 6.62 | Pkk | EEE | - | - | - | - | - | Ckwxxpcj | 1hN | - | 20 | 1rR+20 | - | 346.00000 |
S-1 | HHP | 645.000 | 1.97 | S-1 | V-1+ | - | - | - | - | - | Wrmjj | RYQ | 1.40% | - | 1.40% | 1.400% | 827.00000 |
G-4 | CYE | 33.000 | 1.86 | Eqq | AAA | - | - | - | - | - | Ogrme | Tzvax | - | 45 | 2.29% | 2.296% | 827.00000 |
Y-3 | KSG | 609.000 | 3.70 | Daa | BBB | - | - | - | - | - | Qhgey | Njfkn | - | 31 | 2.05% | 2.058% | 248.00000 |
T-2T | AVP | 612.300 | 3.80 | Fss | AAA | - | - | - | - | - | Ygfyt | GVAK | - | 20 | 1.77% | 1.778% | 946.00000 |
Tranche Comments
S-1: Registration: 144P Btgq;
T-2T: Registration: 144N Fgry;
T-2P: Registration: 144W Fuwn;
Y-3: Registration: 144F Bdsr;
G-4: Registration: 144D Zxcg;
Pricing Speed
1.0% YME 10% kkxx