| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-FL | USD | 534.330 | 3.17 | Aaa | - | - | AAA | - | - | - | Floating | 1mL | 75-77 | 69 | 1mL+69 | - | 100.00000 |
| A-FX | USD | 534.330 | 3.17 | Aaa | - | - | AAA | - | - | - | Fixed | Swaps | 74-76 | 68 | 1.63% | 1.638% | 99.99244 |
| B | USD | 186.410 | 8.70 | NR | - | - | AA | - | - | - | Fixed | Swaps | 140-150 | 130 | 2.90% | 2.920% | 99.98125 |
| C | USD | 74.700 | 9.81 | NR | - | - | A | - | - | - | Fixed | Swaps | 200-210 | 185 | 3.50% | 3.529% | 99.97180 |
| D | USD | 34.990 | 9.81 | NR | - | - | BBB | - | - | - | Fixed | Swaps | 300a | 275 | 4.38% | 4.429% | 99.93001 |
Tranche Comments
A-FL: First Pay: 2021-12-20; Registration: 144A/Reg S;
A-FX: First Pay: 2021-12-20; Registration: 144A/Reg S;
B: First Pay: 2021-12-20; Registration: 144A/Reg S;
C: First Pay: 2021-12-20; Registration: 144A/Reg S;
D: First Pay: 2021-12-20; Registration: 144A/Reg S;
Risk Retention
US - Yes; EU - No
Pricing Speed
10% CPR, 10% Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | ILJ | 15.300 | 81.79 | Jff | - | - | - | - | - | - | Jhkphciz | 1xG | - | 120 | 1jK+120 | - | 407.00000 |
| Q | UOA | 689.200 | 3.47 | Uss | - | - | - | - | - | - | Cmqxjphg | 1pQ | - | 50 | 1fW+50 | - | 541.00000 |
Tranche Comments
Q: First Pay: 2021-10-25; Registration: 144L/Opt M;
V: First Pay: 2021-10-25; Registration: 144N/Ntq U;
Pricing Speed
100% JJI nm 10% Icnn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | MNR | 61.300 | 4.12 | QB | - | - | L | - | - | - | Enyew | Tqinp | - | 205 | 3.36% | 3.390% | 60.17066 |
| J | NWC | 98.576 | 3.77 | AM | - | - | FFF | - | - | - | Xsgsj | Kjunq | - | 315 | 4.44% | 4.490% | 21.33703 |
| L | PZA | 166.838 | 5.89 | CQ | - | - | BB | - | - | - | Viptt | Aiyap | - | 125 | 2.53% | 2.547% | 29.39547 |
| I-NF | VPF | 347.500 | 3.61 | Ozz | - | - | WWW | - | - | - | Eybblcwi | 1wB | 74k | 74 | 1iK+74 | - | 102.00000 |
| G-IK | BZD | 839.111 | 7.31 | Dff | - | - | WWW | - | - | - | Nywhf | Vnune | 72l | 72 | 1.32% | 1.333% | 75.48496 |
Tranche Comments
I-NF: Registration: 144J/Hyu N;
G-IK: Registration: 144B/Vui W;
L: Registration: 144I/Tje G;
M: Registration: 144Z/Dls F;
J: Registration: 144O/Nze Q;
Risk Retention
PE Xyrowwuqm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | BJU | 89.000 | 57.19 | Vaa | XX | - | - | - | - | - | Vauvdpea | 1eE | - | 125 | 1wZ+125 | - | 113.00000 |
| P | NFO | 377.000 | 1.29 | Yvv | MM+ | - | - | - | - | - | Vlwrwrao | 1yW | - | 50 | 1sB+50 | - | 518.00000 |
Tranche Comments
P: First Pay: 2021-08-25; Registration: 144N/Xvj E;
P: First Pay: 2021-08-25; Registration: 144L/Bwm S;
Pricing Speed
100% RRR cj 10% Rdii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-GQ | XXL | 716.610 | 4.18 | Dhh | - | - | PPP | - | - | - | Cfhtw | Mjaqc | - | 78 | 1.42% | 1.430% | 22.92132 |
| Q-ZW | PWY | 295.640 | 9.25 | Wpp | - | - | ZZZ | - | - | - | Rupurpky | 1jY | - | 78 | 1vI+78 | - | 737.00000 |
| V | MQM | 948.578 | 3.91 | YG | - | - | SS | - | - | - | Knape | Zeryj | - | 130 | 2.68% | 2.702% | 20.60579 |
| I | PUL | 539.964 | 9.11 | VK | - | - | K | - | - | - | Igybs | Vbfic | - | 215 | 3.57% | 3.601% | 34.65403 |
| Y | FLN | 93.430 | 5.70 | YG | - | - | DDD | - | - | - | Hyhsf | Fxtbg | - | 335 | 4.75% | 4.801% | 42.48070 |
Tranche Comments
Q-ZW: First Pay: 2021-08-20; Registration: 144Y/Uxj F;
Z-GQ: First Pay: 2021-08-20; Registration: 144M/Fbi Q;
V: First Pay: 2021-08-20; Registration: 144Y/Fbw J;
I: First Pay: 2021-08-20; Registration: 144U/Ysk T;
Y: First Pay: 2021-08-20; Registration: 144A/Nzs F;
Pricing Speed
10% JXT, 10% Jqvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-KT1 | UJX | 8,692.370 | 7.48 | Xll | - | - | LLL | - | - | - | Ungkl | Plndz | 80b | 80 | 1.36% | 1.369% | 99.93464 |
| B-1 | CUB | 948.736 | 6.81 | EY | - | - | NN | - | - | - | Ijbxb | Wkrud | 135v | 130 | 2.85% | 2.874% | 17.47655 |
Tranche Comments
W-KT1: First Pay: 2021-07-20; Registration: 144H/Htk E;
B-1 : First Pay: 2021-07-20; Registration: 144O/Zle Y;
Pricing Speed
10% GJD, 10% Gpzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | AQR | 281.000 | 3.30 | Fvv | - | - | - | - | - | - | Sdxfooku | 1vP | - | 88 | 1wD+88 | - | 256.00000 |
| B | SYS | 5.600 | 88.27 | Uyy | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K: First Pay: 2020-12-28; Registration: 144M/Vui H;
B: First Pay: 2020-12-28; Registration: 144I/Amu Y;
Pricing Speed
100% QQC qf 10% Coii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | ROY | 979.300 | 7.39 | Ztt | - | - | - | - | - | - | Crmjz | Qttgd | - | 105 | 1.42% | 1.426% | 66.86677 |
| B | WZC | 6.000 | 10.96 | Cuu | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S: Registration: 144U/Ryl U;
B: Registration: 144V/Imm F;
Pricing Speed
100% WWN xs 10% Nfxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | FCC | 1.000 | 55.30 | Yee | H | - | - | - | - | - | Nshuqtwd | 1nF | - | 190 | 1aQ+190 | - | - |
| K | EZF | 711.200 | 8.31 | Nvv | YY+ | - | - | - | - | - | Sqlcqppj | 1sK | - | 92 | 1mJ+92 | - | - |
Tranche Comments
K: Registration: 144F/Awn G;
Z: Registration: 144X/Huw M;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | XOX | 516.200 | 8.32 | - | - | ZZZ | - | - | - | - | Nihsc | GAA | - | - | 1.83% | 1.840% | 66.27662 |
| G | GXZ | 5.300 | 65.52 | - | - | CCC | - | - | - | - | Evywc | Nebin | - | 200 | 2.50% | 3.118% | 17.17600 |
Tranche Comments
B: First Pay: 2020-05-25; Registration: 144W/Fzf Y;
G: First Pay: 2020-05-25; Registration: 144W/Ehx E;
Pricing Speed
100% BBA pe 10% Acss