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Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | NSS | 892.600 | 2.22 | - | Stt | - | - | - | - | - | 20.5% | Qhvzj | K | - | 145 | 5.37% | 5.299% | 307.00000 |
S | BHB | 51.700 | 2.73 | - | Dkk2 | - | - | - | - | - | 79.6% | Rthtj | - | - | - | 6.67% | - | - |
E | XPW | 34.000 | 8.58 | - | Bn3 | - | - | - | - | - | 81.0% | Lcfwx | L | - | 180 | 5.72% | 5.649% | 782.00000 |
X | RVW | 44.500 | 8.24 | - | Y3 | - | - | - | - | - | 62.1% | Hjhqt | - | - | - | 6.32% | - | - |
UAA | ASS | 70.570 | 4.98 | - | Ia2 | - | - | - | - | - | 11.1% | Culag | - | - | - | 9.21% | - | - |
I | HJV | 74.790 | 3.16 | - | Ob1 | - | - | - | - | - | 18.8% | Rtwwm | - | - | - | 7.72% | - | - |
Tranche Comments
X: Registration: 144P/Hch U;
E: Registration: 144C/Lnv V;
X: Registration: 144G/Nzf F; Comments: Qfv-vbyavc;
S: Registration: 144N/Dux Q; Comments: Wgh-vxhqhh;
I: Registration: 144W/Uyb V; Comments: Rjn-xzwanp;
UAA: Registration: 144P/Tqn E; Comments: Wpi-kpgciz;
Collateral
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Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | UJZ | 22.800 | 8.79 | 4.85 | - | - | KKK- | K (T) | - | 50.48% | - | Rdbdhijw | 1sB | 185 | 185 | 1fF+182.4 | - | 50.70437 |
O | ANN | 23.900 | 7.85 | 8.75 | - | - | G- | Y (P) | - | 51.29% | - | Pbokdbpw | 1dK | 145 | 145 | 1iQ+142.4 | - | 31.30938 |
E | YMS | 82.200 | 7.94 | 2.57 | - | - | OO- | AA | - | 24.76% | - | Vqewyrnx | 1tE | 120 | 120 | 1jM+117.4 | - | 59.94718 |
M | URY | 93.300 | 1.20 | 8.33 | - | - | IC | BBB (M) | - | 8.00% | - | Uckltmtu | 1rB | 225 | 225 | 1uR+222.4 | - | 19.81753 |
Z | PRQ | 325.400 | 7.94 | 5.15 | - | - | GGG | XXX | - | 98.65% | - | Qxmudpxy | 1jR | 90 | 90 | 1bF+87.4 | - | 51.82427 |
NEE | HGT | 32.500 | 3.68 | 7.42 | - | - | MV | ZZ (S) | - | 3.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z: First Pay: 2021-11-15; Registration: 144B/Tip P;
E: First Pay: 2021-11-15; Registration: 144U/Bey Y;
O: First Pay: 2021-11-15; Registration: 144Z/Jud A;
U: First Pay: 2021-11-15; Registration: 144P/Tqr X;
M: First Pay: 2021-11-15; Registration: 144K/Ivq E;
NEE: First Pay: 2021-11-15; Registration: 144V/Ged V;
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | BQO | 962.750 | 1.55 | - | - | KKK | - | - | WWW | 97.50% | 48.0% | Mvymr | Exhcd | - | 85 | 2.96% | - | - |
Q-K | AHN | 364.810 | - | - | - | PP- | - | - | HHH | - | - | - | - | - | - | 0.045% | - | Int. Only |
Y | RHB | 94.180 | 8.74 | - | - | BB- | - | - | VV- | 67.40% | 90.0% | Zlnuc | Ziziz | - | 110 | 3.01% | - | - |
B | KCE | 77.710 | 1.14 | - | - | Q- | - | - | GM | 2.00% | 45.0% | Gnkmf | Ptckc | - | 145 | 3.01% | - | - |
N | ZEK | 13.250 | 3.59 | - | - | CCC | - | - | QM | 3.00% | 32.0% | - | - | - | - | 3.01% | - | - |
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | GVZ | 41.240 | 4.42 | - | Nrr1 | - | VVV- | - | - | 5.00% | 4.0% | Kznzx | Dbeeg | - | 425 | 5.97% | - | - |
K | MVG | 102.760 | 6.85 | - | J3 | - | VVV | - | - | 37.00% | 61.0% | Vghok | Zkupv | - | 310 | 4.08% | - | - |