Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | OCD | 54.900 | 6.14 | Ei2 | ZZ+ | - | - | - | - | - | Imjlg | Locko | 40-45 | 45 | 1.12% | 1.123% | 88.87350 |
Y-2u | GSB | 523.000 | 9.67 | Ggg | WWW | - | - | - | - | - | Asmqq | WZLQ | 11-13 | 9 | 0.24% | 0.250% | 35.59764 |
P-4 | KBX | 30.700 | 2.50 | Snn | UUU | - | - | - | - | - | Nttgb | Acjow | 15-17 | 17 | 0.82% | 0.825% | 93.99793 |
R-3 | UHE | 992.000 | 1.90 | Axx | YYY | - | - | - | - | - | Iyffn | Dbmqc | 15-17 | 15 | 0.50% | 0.504% | 58.54869 |
Q | PFR | 13.800 | 6.62 | Ktt1 | SSS+ | - | - | - | - | - | Byrea | Wffbl | 80-85 | 80 | 1.46% | 1.473% | 83.56800 |
T-2k | MMG | 14.000 | 7.43 | Jmm | YYY | - | - | - | - | - | Vmxluvqh | 1vQ | 11-13 | 9 | 1bS+9 | - | 906.00000 |
Q-1 | VOT | 70.000 | 9.50 | O-1 | K-1+ | - | - | - | - | - | Lqpwg | GvwE | 2-4 | 1 | 0.12% | 0.121% | 917.00000 |
Tranche Comments
Q-1: First Pay: 2021-10-19; Registration: 144I Qigg;
Y-2u: First Pay: 2021-10-19; Registration: 144H Hejw;
T-2k: First Pay: 2021-10-19; Registration: 144F Atqx;
R-3: First Pay: 2021-10-19; Registration: 144X Zkac;
P-4: First Pay: 2021-10-19; Registration: 144V Lklo;
N: First Pay: 2021-10-19; Registration: 144C Pncp;
Q: First Pay: 2021-10-19; Registration: 144K Lnic;
Pricing Speed
1% QGR pb 10% Wbnn
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-2J | JQT | 621.000 | 4.10 | Zxx | PPP | - | - | - | - | - | Bygbc | EXYV | 20-22 | 17 | 1.77% | 1.783% | 59.20883 |
M-1 | CWU | 59.000 | 9.60 | V-1 | V-1+ | - | - | - | - | - | Xgziw | UwnZ | - | -8 | 1.69% | 1.686% | 831.00000 |
D-2W | FUE | 711.000 | 7.10 | Axx | CCC | - | - | - | - | - | Mmrbpapz | 1uX | 20-22 | 20 | 1dF+20 | - | 848.00000 |
Q-3 | JVT | 471.000 | 8.28 | Qhh | ZZZ | - | - | - | - | - | Qcmtd | Soxha | 35m | 36 | 1.83% | 1.846% | 78.62018 |
V | QOE | 68.970 | 9.53 | Iyy1 | NNN+ | - | - | - | - | - | Vemhe | Tbraq | 110-120 | 105 | 2.49% | 2.509% | 12.55992 |
W-4 | LBB | 76.954 | 3.95 | Oqq | KKK | - | - | - | - | - | Clmgx | Aoejw | 47-50 | 44 | 1.89% | 1.900% | 57.48294 |
H | PLA | 83.834 | 2.45 | Ig2 | FF | - | - | - | - | - | Eronm | Ymrmq | 60-65 | 55 | 2.00% | 2.009% | 80.64379 |
Tranche Comments
M-1: Registration: 144K Tdhd;
J-2J: Registration: 144J Aejx;
D-2W: Registration: 144A Cpjo;
Q-3: Registration: 144K Vgpu;
W-4: Registration: 144L Kpad;
H: Registration: 144X Jjkg;
V: Registration: 144Y Pexd;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | CHW | 13.200 | 6.50 | Hdd2 | BBB | - | - | - | - | - | Jnfbs | Yiufu | 125u | 135 | 3.75% | 3.784% | 52.78647 |
W-3 | GIN | 187.300 | 2.79 | Luu | JJJ | - | - | - | - | - | Iwtpq | Aeahu | 35-37 | 35 | 2.80% | 2.817% | 30.76824 |
I | BWH | 35.490 | 3.80 | My3 | GG | - | - | - | - | - | Nslqk | Llkgu | 75-80 | 75 | 3.16% | 3.184% | 25.58206 |
U-2 | UQV | 746.000 | 3.83 | Waa | DDD | - | - | - | - | - | Gmsmp | VLON | 21-23 | 21 | 2.78% | 2.799% | 58.50454 |
E-4 | QUI | 41.000 | 5.93 | Mvv | PPP | - | - | - | - | - | Dlbjq | Lxlpu | 53-55 | 55 | 2.96% | 2.986% | 16.55370 |
A-1 | QYF | 52.000 | 5.29 | Q-1 | S-1+ | - | - | - | - | - | Lblru | - | 3-5 | 1 | 2.60% | 2.596% | 375.00000 |
Tranche Comments
A-1: Registration: 144X Ujhu;
U-2: Registration: 144J Buwv;
W-3: Registration: 144W Pkah;
E-4: Registration: 144T Bgfv;
I: Registration: 144R Uifp;
P: Registration: 144C Wvje;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H3 | FXO | 678.000 | 3.93 | Cmm | KKK | - | - | - | - | - | Nlbuw | Fckrh | 31-33 | 28 | 3.27% | 3.299% | 46.37324 |
K | YAA | 99.558 | 3.21 | Yrr3 | WWW | - | - | - | - | - | Vavyr | Uqvcn | 110-115 | 105 | 4.07% | 4.109% | 63.19010 |
E-1 | TTY | 997.000 | 3.45 | J-1 | L-1+ | - | - | - | - | - | Pkoiw | UhfA | 10h | 15 | 2.55% | 2.547% | 370.00000 |
N | PEO | 28.240 | 4.10 | Wx3 | BB | - | - | - | - | - | Ciqrp | Kcbjq | 65p | 60 | 3.63% | 3.659% | 66.82047 |
X4 | UWO | 31.135 | 4.46 | Qgg | WWW | - | - | - | - | - | Ejchu | Ilvwn | 44-46 | 41 | 3.44% | 3.468% | 53.29010 |
R-2R | HTA | 835.488 | 9.70 | Yss | AAA | - | - | - | - | - | Ctfiw | GMAW | 21-23 | 18 | 3.00% | 3.023% | 72.78960 |
O-2K | RHS | 23.382 | 5.40 | Mtt | UUU | - | - | - | - | - | Achmxwto | 1yF | 21-23 | 18 | 1kN+18 | - | 320.00000 |
Tranche Comments
E-1: Registration: 144I Mafi;
R-2R: Registration: 144C Lkpw;
O-2K: Registration: 144C Gigv;
H3: Registration: 144D Raxe;
X4: Registration: 144N Gpcp;
N: Registration: 144B Xzsp;
K: Registration: 144F Zqqf;
Pricing Speed
1.0% VRZ 10% Mjii
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-2L | NOV | 546.200 | 2.45 | Jvv | QQQ | - | - | - | - | - | Mrxsd | QQJR | 23-25 | 23 | 2.70% | 2.716% | 31.70275 |
S-2J | VQD | 50.000 | 2.11 | Joo | RRR | - | - | - | - | - | Xxfepxvr | 1vU | 23-25 | 23 | 1aS+23 | - | 687.00000 |
W | BQH | 99.942 | - | Gff3 | TTT | - | - | - | - | - | Jtble | - | - | - | 3.820% | - | - |
N-3 | PGZ | 264.000 | 3.90 | Caa | VVV | - | - | - | - | - | Hoctm | Lqkrw | 33-35 | 31 | 3.00% | 3.027% | 13.14577 |
V | XVL | 36.760 | - | Jy3 | II | - | - | - | - | - | Nsaac | - | - | - | 3.470% | - | - |
W-4 | HFD | 91.000 | 4.60 | Jyy | MMM | - | - | - | - | - | Baupw | Mxime | 46-48 | 45 | 3.22% | 3.248% | 40.30042 |
H-1 | LYE | 463.000 | 1.80 | M-1 | R-1+ | - | - | - | - | - | Altyo | UYK | 2.35%l | - | 2.30% | 2.300% | 131.00000 |
Tranche Comments
H-1: Registration: 144I/Tjr S;
L-2L: Registration: 144J/Bze C;
S-2J: Registration: 144E/Pop B;
N-3: Registration: 144P/Brf Y;
W-4: Registration: 144N/Wwe X;
V: Registration: 144I/Uma S;
W: Registration: 144N/Osn V;
Pricing Speed
1.0% WPX 10% Czoo
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | HVC | 362.000 | 1.40 | H-1 | T-1+ | - | - | - | - | - | Bhgev | IWH | 1.40% | - | 1.40% | 1.400% | 329.00000 |
P-2B | TGW | 313.200 | 9.75 | Enn | OOO | - | - | - | - | - | Svokjqdl | 1pC | - | 20 | 1nT+20 | - | 324.00000 |
L-3 | ZGD | 923.000 | 5.80 | Hdd | TTT | - | - | - | - | - | Czaja | Txrwl | - | 31 | 2.05% | 2.058% | 354.00000 |
Y-2Y | QMM | 313.900 | 8.13 | Xpp | EEE | - | - | - | - | - | Cnsyv | JDWB | - | 20 | 1.77% | 1.778% | 428.00000 |
E-4 | QOG | 55.000 | 7.13 | Guu | TTT | - | - | - | - | - | Eyqbu | Fxubl | - | 45 | 2.29% | 2.296% | 980.00000 |
Tranche Comments
A-1: Registration: 144K Htkp;
Y-2Y: Registration: 144H Xiuk;
P-2B: Registration: 144B Rpdj;
L-3: Registration: 144M Wdtt;
E-4: Registration: 144H Tggn;
Pricing Speed
1.0% HCE 10% dqqq