| 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 |
|---|
| D | FPT | 909.400 | 4.32 | Mhh | - | - | - | - | - | - | Qbspkuen | 1vJ | - | 50 | 1zZ+50 | - | 154.00000 |
| W | XIY | 31.300 | 94.69 | Gll | - | - | - | - | - | - | Cxodmjoq | 1lT | - | 120 | 1rO+120 | - | 818.00000 |
Tranche Comments
D: First Pay: 2021-10-25; Registration: 144Q/Xcj Y;
W: First Pay: 2021-10-25; Registration: 144O/Qcl O;
Pricing Speed
100% UUJ ro 10% Jguu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | HNY | 503.858 | 6.43 | KJ | - | - | EE | - | - | - | Ilban | Drtmt | - | 125 | 2.53% | 2.547% | 48.43403 |
| F | AKQ | 49.159 | 8.72 | QP | - | - | AAA | - | - | - | Vjmhi | Ctzmk | - | 315 | 4.44% | 4.490% | 51.29984 |
| S-TG | AID | 887.244 | 6.36 | Oll | - | - | XXX | - | - | - | Oqisb | Jrifn | 72z | 72 | 1.32% | 1.333% | 90.58353 |
| B-CQ | IER | 680.361 | 4.12 | Ott | - | - | UUU | - | - | - | Kzpptcyh | 1mT | 74s | 74 | 1yJ+74 | - | 503.00000 |
| S | WBJ | 56.900 | 7.36 | FC | - | - | P | - | - | - | Qbjuh | Huucg | - | 205 | 3.36% | 3.390% | 59.49437 |
Tranche Comments
B-CQ: Registration: 144D/Hbu D;
S-TG: Registration: 144Z/Jcw E;
P: Registration: 144W/Tjp Y;
S: Registration: 144K/Dug Y;
F: Registration: 144N/Mpp N;
Risk Retention
VE Yscxogsie
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | IHQ | 51.000 | 41.94 | Zgg | KK | - | - | - | - | - | Bvxeejae | 1oN | - | 125 | 1eK+125 | - | 243.00000 |
| J | PPL | 764.000 | 4.61 | Nqq | BB+ | - | - | - | - | - | Luenmxkn | 1uZ | - | 50 | 1eA+50 | - | 404.00000 |
Tranche Comments
J: First Pay: 2021-08-25; Registration: 144C/Gys P;
I: First Pay: 2021-08-25; Registration: 144C/Yui U;
Pricing Speed
100% JJJ cy 10% Joww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | MTM | 424.904 | 8.66 | QE | - | - | E | - | - | - | Kqpxm | Aervh | - | 215 | 3.57% | 3.601% | 59.55146 |
| D | ZCG | 49.340 | 7.75 | KO | - | - | LLL | - | - | - | Pgiod | Wlmua | - | 335 | 4.75% | 4.801% | 74.87070 |
| O-SV | GQJ | 620.570 | 2.47 | Xzz | - | - | NNN | - | - | - | Xgqhp | Kqtgt | - | 78 | 1.42% | 1.430% | 12.56546 |
| A | FYS | 438.113 | 1.41 | IR | - | - | UU | - | - | - | Kutql | Pyneb | - | 130 | 2.68% | 2.702% | 29.97678 |
| K-DG | ZZH | 198.570 | 1.67 | Tmm | - | - | JJJ | - | - | - | Xstcotzo | 1oS | - | 78 | 1yP+78 | - | 598.00000 |
Tranche Comments
K-DG: First Pay: 2021-08-20; Registration: 144J/Wap F;
O-SV: First Pay: 2021-08-20; Registration: 144P/Vtp X;
A: First Pay: 2021-08-20; Registration: 144A/Ztw X;
G: First Pay: 2021-08-20; Registration: 144E/Ptb R;
D: First Pay: 2021-08-20; Registration: 144T/Xvz L;
Pricing Speed
10% UIO, 10% Uzjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | RLF | 503.566 | 3.91 | FP | - | - | AA | - | - | - | Ltqya | Frovd | 135l | 130 | 2.85% | 2.874% | 53.22610 |
| E-WI1 | ZNS | 9,131.760 | 8.13 | Zoo | - | - | YYY | - | - | - | Lpmms | Fzizt | 80n | 80 | 1.36% | 1.369% | 14.66339 |
Tranche Comments
E-WI1: First Pay: 2021-07-20; Registration: 144M/Ltd C;
M-1 : First Pay: 2021-07-20; Registration: 144C/Fas N;
Pricing Speed
10% UDW, 10% Uuyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | BNC | 470.000 | 9.90 | Jvv | - | - | - | - | - | - | Zrdkyzwi | 1kX | - | 88 | 1fI+88 | - | 194.00000 |
| C | KTR | 2.400 | 55.23 | Xjj | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R: First Pay: 2020-12-28; Registration: 144P/Uyu I;
C: First Pay: 2020-12-28; Registration: 144M/Noj S;
Pricing Speed
100% SSV uh 10% Vdll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | PYR | 222.300 | 6.52 | Qnn | - | - | - | - | - | - | Plugw | Iutgc | - | 105 | 1.42% | 1.426% | 91.11356 |
| T | EXY | 5.000 | 92.11 | Ycc | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C: Registration: 144L/Hxv D;
T: Registration: 144Q/Xel C;
Pricing Speed
100% TTG zc 10% Gkvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | VCI | 195.700 | 4.98 | Zrr | KK+ | - | - | - | - | - | Texytvjj | 1xR | - | 92 | 1pY+92 | - | - |
| O | FKV | 6.000 | 41.90 | Eee | V | - | - | - | - | - | Vrjufbdp | 1bW | - | 190 | 1bG+190 | - | - |
Tranche Comments
V: Registration: 144C/Kkz K;
O: Registration: 144Z/Wxm V;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | PGC | 924.100 | 5.46 | - | - | YYY | - | - | - | - | Cmfux | ELB | - | - | 1.83% | 1.840% | 90.48799 |
| K | XWB | 8.700 | 81.28 | - | - | RRR | - | - | - | - | Pazyh | Qtonr | - | 200 | 2.50% | 3.118% | 10.27900 |
Tranche Comments
N: First Pay: 2020-05-25; Registration: 144X/Aph J;
K: First Pay: 2020-05-25; Registration: 144L/Neu O;
Pricing Speed
100% XXK xg 10% Krcc