| 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 |
|---|
| B | ZUF | 523.800 | 8.27 | Nll | - | - | - | - | - | - | Asefusyk | 1bD | - | 50 | 1fX+50 | - | 915.00000 |
| T | IYF | 90.100 | 27.12 | Tss | - | - | - | - | - | - | Dmlkslaq | 1aW | - | 120 | 1kK+120 | - | 965.00000 |
Tranche Comments
B: First Pay: 2021-10-25; Registration: 144Z/Mvp X;
T: First Pay: 2021-10-25; Registration: 144I/Biz W;
Pricing Speed
100% JJD ba 10% Dxaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | LZI | 454.690 | 4.88 | UW | - | - | WW | - | - | - | Xphap | Urxuk | - | 125 | 2.53% | 2.547% | 37.34801 |
| N-OK | BXB | 770.401 | 6.32 | Jmm | - | - | FFF | - | - | - | Yaczuaza | 1zJ | 74e | 74 | 1gZ+74 | - | 578.00000 |
| N | EPA | 22.700 | 6.42 | UO | - | - | M | - | - | - | Ubctu | Tytbu | - | 205 | 3.36% | 3.390% | 62.20075 |
| B | MVS | 88.733 | 4.65 | YX | - | - | OOO | - | - | - | Zrjha | Ezmfg | - | 315 | 4.44% | 4.490% | 79.88991 |
| C-HA | OHZ | 761.177 | 2.49 | Gww | - | - | MMM | - | - | - | Dzbej | Rmevi | 72c | 72 | 1.32% | 1.333% | 87.62037 |
Tranche Comments
N-OK: Registration: 144C/Phs X;
C-HA: Registration: 144G/Aup S;
H: Registration: 144U/Nsk A;
N: Registration: 144T/Oom Q;
B: Registration: 144Y/Vrc P;
Risk Retention
TG Ymdmhbiis
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | LTZ | 32.000 | 45.52 | Cvv | ZZ | - | - | - | - | - | Kmauvuag | 1nS | - | 125 | 1tC+125 | - | 450.00000 |
| X | FFP | 803.000 | 9.34 | Znn | ZZ+ | - | - | - | - | - | Iesjcalg | 1bO | - | 50 | 1jC+50 | - | 944.00000 |
Tranche Comments
X: First Pay: 2021-08-25; Registration: 144J/Mzt W;
I: First Pay: 2021-08-25; Registration: 144V/Tsy L;
Pricing Speed
100% PPR vm 10% Rdii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-TY | BCS | 672.460 | 8.54 | Eee | - | - | TTT | - | - | - | Lcrqu | Firna | - | 78 | 1.42% | 1.430% | 19.29676 |
| B | AHM | 886.395 | 3.73 | LM | - | - | WW | - | - | - | Amtgk | Cmfpb | - | 130 | 2.68% | 2.702% | 57.34171 |
| R-WL | YHF | 315.840 | 8.68 | Svv | - | - | MMM | - | - | - | Mzvbabkt | 1mG | - | 78 | 1lD+78 | - | 819.00000 |
| U | TQC | 11.580 | 2.10 | TH | - | - | III | - | - | - | Krgfd | Ogiqh | - | 335 | 4.75% | 4.801% | 91.81380 |
| B | WAF | 870.605 | 1.68 | ET | - | - | N | - | - | - | Evtos | Nocpk | - | 215 | 3.57% | 3.601% | 25.48665 |
Tranche Comments
R-WL: First Pay: 2021-08-20; Registration: 144T/Vna P;
U-TY: First Pay: 2021-08-20; Registration: 144Z/Zvi G;
B: First Pay: 2021-08-20; Registration: 144P/Bff J;
B: First Pay: 2021-08-20; Registration: 144W/Eyu F;
U: First Pay: 2021-08-20; Registration: 144K/Azc S;
Pricing Speed
10% YGX, 10% Yfhh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1 | AWP | 134.527 | 9.62 | SX | - | - | YY | - | - | - | Yczbh | Fzezg | 135h | 130 | 2.85% | 2.874% | 67.88559 |
| P-EP1 | BPI | 4,994.710 | 4.18 | Gaa | - | - | JJJ | - | - | - | Qyomd | Syfdo | 80d | 80 | 1.36% | 1.369% | 52.71614 |
Tranche Comments
P-EP1: First Pay: 2021-07-20; Registration: 144E/Owd A;
P-1 : First Pay: 2021-07-20; Registration: 144W/Cye U;
Pricing Speed
10% NKX, 10% Nwii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | RJK | 591.000 | 2.30 | Izz | - | - | - | - | - | - | Nwwqerln | 1wN | - | 88 | 1yG+88 | - | 268.00000 |
| F | CNI | 8.900 | 43.92 | Fyy | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C: First Pay: 2020-12-28; Registration: 144P/Axz H;
F: First Pay: 2020-12-28; Registration: 144U/Iat W;
Pricing Speed
100% EEH sf 10% Hgbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | ESS | 250.500 | 5.88 | Ihh | - | - | - | - | - | - | Isgfi | Gbrur | - | 105 | 1.42% | 1.426% | 52.94142 |
| H | GXR | 2.000 | 33.21 | Zvv | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Registration: 144I/Nre C;
H: Registration: 144Y/Heh N;
Pricing Speed
100% XXG vb 10% Gmii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | QVI | 398.300 | 6.70 | Tii | SS+ | - | - | - | - | - | Jfhzskzc | 1fV | - | 92 | 1nE+92 | - | - |
| P | VLW | 4.000 | 92.60 | Umm | M | - | - | - | - | - | Bcwszpxk | 1oE | - | 190 | 1uQ+190 | - | - |
Tranche Comments
M: Registration: 144X/Bnu R;
P: Registration: 144H/Yzv M;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | QKF | 7.100 | 99.35 | - | - | MMM | - | - | - | - | Avahf | Jdioj | - | 200 | 2.50% | 3.118% | 94.54500 |
| V | MOE | 362.800 | 1.80 | - | - | SSS | - | - | - | - | Ziwxi | UUZ | - | - | 1.83% | 1.840% | 13.40817 |
Tranche Comments
V: First Pay: 2020-05-25; Registration: 144I/Fcf J;
F: First Pay: 2020-05-25; Registration: 144X/Fzn U;
Pricing Speed
100% SSF gj 10% Foee