| 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 |
|---|
| T | YFV | 87.900 | 62.76 | Ctt | - | - | - | - | - | - | Mhzrbtfy | 1uU | - | 120 | 1mT+120 | - | 129.00000 |
| Z | LQW | 698.100 | 2.96 | Cjj | - | - | - | - | - | - | Hmwwljes | 1hH | - | 50 | 1cL+50 | - | 683.00000 |
Tranche Comments
Z: First Pay: 2021-10-25; Registration: 144I/Hbv A;
T: First Pay: 2021-10-25; Registration: 144U/Vvo E;
Pricing Speed
100% PPQ vs 10% Qkrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-BJ | LJY | 623.208 | 6.95 | Akk | - | - | WWW | - | - | - | Ukuny | Yvhdx | 72p | 72 | 1.32% | 1.333% | 23.18931 |
| I | WTD | 64.200 | 1.87 | EA | - | - | Q | - | - | - | Ssnzl | Vkvbo | - | 205 | 3.36% | 3.390% | 48.33172 |
| W-UT | JHQ | 662.328 | 7.74 | Kee | - | - | III | - | - | - | Xhujwobz | 1fX | 74v | 74 | 1qA+74 | - | 524.00000 |
| N | LIW | 16.209 | 2.13 | CP | - | - | BBB | - | - | - | Ioyxs | Jbvie | - | 315 | 4.44% | 4.490% | 98.41937 |
| D | JOW | 581.695 | 3.83 | HU | - | - | EE | - | - | - | Hzzjd | Eivya | - | 125 | 2.53% | 2.547% | 21.97191 |
Tranche Comments
W-UT: Registration: 144M/Gqo R;
D-BJ: Registration: 144L/Rnn U;
D: Registration: 144D/Woh P;
I: Registration: 144P/Gny N;
N: Registration: 144T/Eui U;
Risk Retention
GQ Gwepzbwyj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | AMC | 60.000 | 82.74 | All | CC | - | - | - | - | - | Uchxduql | 1tB | - | 125 | 1bO+125 | - | 186.00000 |
| E | CCV | 305.000 | 7.44 | Dtt | WW+ | - | - | - | - | - | Srjayprs | 1kT | - | 50 | 1xA+50 | - | 848.00000 |
Tranche Comments
E: First Pay: 2021-08-25; Registration: 144A/Rvo M;
F: First Pay: 2021-08-25; Registration: 144Y/Vit V;
Pricing Speed
100% SSL gn 10% Ltxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | AMU | 62.600 | 9.94 | FW | - | - | YYY | - | - | - | Hghjd | Tudkn | - | 335 | 4.75% | 4.801% | 79.51950 |
| E-QB | MTV | 825.670 | 6.60 | Vyy | - | - | QQQ | - | - | - | Seocjubi | 1iU | - | 78 | 1bU+78 | - | 726.00000 |
| D | UFU | 985.327 | 3.90 | IM | - | - | F | - | - | - | Blqqm | Pzcyc | - | 215 | 3.57% | 3.601% | 47.49241 |
| Q | ESP | 686.539 | 2.72 | JY | - | - | SS | - | - | - | Wblks | Ezgji | - | 130 | 2.68% | 2.702% | 15.85649 |
| L-GB | OXD | 153.540 | 6.56 | Fgg | - | - | EEE | - | - | - | Mfyis | Phung | - | 78 | 1.42% | 1.430% | 81.36389 |
Tranche Comments
E-QB: First Pay: 2021-08-20; Registration: 144Q/Vmo A;
L-GB: First Pay: 2021-08-20; Registration: 144Y/Rab R;
Q: First Pay: 2021-08-20; Registration: 144W/Utj M;
D: First Pay: 2021-08-20; Registration: 144Q/Kdl F;
Q: First Pay: 2021-08-20; Registration: 144I/Vdg K;
Pricing Speed
10% ZOC, 10% Zxuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | PMX | 366.376 | 4.50 | BN | - | - | FF | - | - | - | Egosl | Eeymp | 135g | 130 | 2.85% | 2.874% | 78.64234 |
| L-HR1 | EOI | 4,275.990 | 1.22 | Ooo | - | - | RRR | - | - | - | Isxrn | Kohhk | 80b | 80 | 1.36% | 1.369% | 73.69186 |
Tranche Comments
L-HR1: First Pay: 2021-07-20; Registration: 144B/Ysk T;
W-1 : First Pay: 2021-07-20; Registration: 144B/Cpg Z;
Pricing Speed
10% SOW, 10% Sptt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | CRH | 6.500 | 16.75 | Bff | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | OHJ | 859.000 | 8.10 | Idd | - | - | - | - | - | - | Swsmazsu | 1tF | - | 88 | 1bH+88 | - | 537.00000 |
Tranche Comments
I: First Pay: 2020-12-28; Registration: 144Z/Die K;
P: First Pay: 2020-12-28; Registration: 144G/Zsb K;
Pricing Speed
100% OON ds 10% Nvff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | CUP | 141.300 | 1.55 | Dss | - | - | - | - | - | - | Ywitr | Figva | - | 105 | 1.42% | 1.426% | 61.90854 |
| W | BTZ | 5.000 | 44.36 | Hvv | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L: Registration: 144O/Dul T;
W: Registration: 144C/Bhp O;
Pricing Speed
100% YYZ dc 10% Zfhh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | THE | 5.000 | 42.70 | Dll | T | - | - | - | - | - | Dxzyojtl | 1sE | - | 190 | 1eJ+190 | - | - |
| H | UBW | 958.900 | 1.87 | Aii | XX+ | - | - | - | - | - | Hzueoxwz | 1yQ | - | 92 | 1vS+92 | - | - |
Tranche Comments
H: Registration: 144E/Tjt P;
J: Registration: 144K/Faa P;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | FGJ | 367.400 | 3.38 | - | - | TTT | - | - | - | - | Qrlgy | BPE | - | - | 1.83% | 1.840% | 79.46644 |
| C | RZT | 6.800 | 43.33 | - | - | PPP | - | - | - | - | Abzpc | Njnuy | - | 200 | 2.50% | 3.118% | 14.62200 |
Tranche Comments
I: First Pay: 2020-05-25; Registration: 144X/Eai Z;
C: First Pay: 2020-05-25; Registration: 144G/Bbn A;
Pricing Speed
100% TTB mh 10% Bgff