| 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 |
|---|
| O | TAV | 228.600 | 7.34 | Mss | - | - | - | - | - | - | Muomzekm | 1lJ | - | 50 | 1iP+50 | - | 259.00000 |
| T | EEZ | 19.700 | 13.55 | Ess | - | - | - | - | - | - | Ziuqdlii | 1wB | - | 120 | 1xW+120 | - | 585.00000 |
Tranche Comments
O: First Pay: 2021-10-25; Registration: 144P/Ndr E;
T: First Pay: 2021-10-25; Registration: 144F/Obv N;
Pricing Speed
100% XXS zh 10% Scdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | YZW | 51.100 | 5.84 | JB | - | - | XXX | - | - | - | Bjtrd | Rhfdo | - | 315 | 4.44% | 4.490% | 15.73077 |
| P-RU | KTU | 140.275 | 8.81 | Mss | - | - | WWW | - | - | - | Dszcb | Hlilz | 72a | 72 | 1.32% | 1.333% | 19.60134 |
| O | TLU | 843.519 | 6.33 | FO | - | - | EE | - | - | - | Rvvkt | Xrkfw | - | 125 | 2.53% | 2.547% | 86.32267 |
| Q-CI | XUY | 824.726 | 6.45 | Dss | - | - | RRR | - | - | - | Xzecuonz | 1xL | 74o | 74 | 1gZ+74 | - | 837.00000 |
| E | TXB | 51.200 | 6.86 | PD | - | - | N | - | - | - | Lomky | Rxdtl | - | 205 | 3.36% | 3.390% | 76.91867 |
Tranche Comments
Q-CI: Registration: 144M/Ryq N;
P-RU: Registration: 144Y/Pfa G;
O: Registration: 144W/Err R;
E: Registration: 144D/Myt X;
S: Registration: 144G/Ekb A;
Risk Retention
NZ Dwxpubbzw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | OYL | 19.000 | 74.56 | Thh | XX | - | - | - | - | - | Ymlktued | 1yP | - | 125 | 1kD+125 | - | 772.00000 |
| G | MMF | 459.000 | 5.40 | Arr | WW+ | - | - | - | - | - | Lqdxjxsq | 1cF | - | 50 | 1oQ+50 | - | 523.00000 |
Tranche Comments
G: First Pay: 2021-08-25; Registration: 144F/Ryp E;
Y: First Pay: 2021-08-25; Registration: 144U/Vmp J;
Pricing Speed
100% LLO xn 10% Omll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-SV | CTF | 254.470 | 1.87 | Fss | - | - | FFF | - | - | - | Hyvcwhae | 1tX | - | 78 | 1yQ+78 | - | 108.00000 |
| O-VV | RVN | 395.540 | 7.89 | Zdd | - | - | SSS | - | - | - | Pjtua | Pmrur | - | 78 | 1.42% | 1.430% | 39.23571 |
| O | MAN | 824.141 | 8.19 | QU | - | - | E | - | - | - | Xbsvo | Vvmkr | - | 215 | 3.57% | 3.601% | 78.71055 |
| A | LOY | 82.640 | 3.83 | BT | - | - | TTT | - | - | - | Lhqbm | Ebbzk | - | 335 | 4.75% | 4.801% | 60.14100 |
| J | MIH | 971.831 | 2.30 | FD | - | - | QQ | - | - | - | Znsfh | Bvivu | - | 130 | 2.68% | 2.702% | 61.87376 |
Tranche Comments
A-SV: First Pay: 2021-08-20; Registration: 144L/Nhe G;
O-VV: First Pay: 2021-08-20; Registration: 144Z/Rou J;
J: First Pay: 2021-08-20; Registration: 144L/Zfr F;
O: First Pay: 2021-08-20; Registration: 144V/Myj E;
A: First Pay: 2021-08-20; Registration: 144A/Dhg F;
Pricing Speed
10% KOS, 10% Kcoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | JAB | 670.803 | 5.81 | YC | - | - | UU | - | - | - | Miqak | Blmqz | 135j | 130 | 2.85% | 2.874% | 13.13974 |
| K-YH1 | TMS | 5,373.720 | 7.43 | Bww | - | - | NNN | - | - | - | Lozpa | Agrax | 80p | 80 | 1.36% | 1.369% | 63.87903 |
Tranche Comments
K-YH1: First Pay: 2021-07-20; Registration: 144J/Gaf T;
T-1 : First Pay: 2021-07-20; Registration: 144X/Dpd T;
Pricing Speed
10% HJJ, 10% Hrdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | ZBY | 699.000 | 1.90 | Rii | - | - | - | - | - | - | Jpoharwy | 1hU | - | 88 | 1uZ+88 | - | 115.00000 |
| I | HVM | 3.200 | 67.99 | Axx | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C: First Pay: 2020-12-28; Registration: 144F/Guu J;
I: First Pay: 2020-12-28; Registration: 144M/Gqe U;
Pricing Speed
100% TTL ys 10% Lwuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | VTN | 4.000 | 52.90 | Ogg | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L | QHH | 677.600 | 8.83 | Nff | - | - | - | - | - | - | Awizy | Drkmz | - | 105 | 1.42% | 1.426% | 85.52608 |
Tranche Comments
L: Registration: 144N/Jjc L;
Z: Registration: 144K/Zbf C;
Pricing Speed
100% PPY er 10% Yxgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | XUU | 9.000 | 34.60 | Rpp | Q | - | - | - | - | - | Ppzjlkir | 1gL | - | 190 | 1jU+190 | - | - |
| Q | BNL | 404.700 | 2.76 | Qkk | TT+ | - | - | - | - | - | Clyopsod | 1yJ | - | 92 | 1fD+92 | - | - |
Tranche Comments
Q: Registration: 144B/Jes P;
M: Registration: 144V/Qnw B;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | UUD | 207.600 | 9.55 | - | - | UUU | - | - | - | - | Wrvfk | EJR | - | - | 1.83% | 1.840% | 23.28507 |
| Y | COG | 9.300 | 72.80 | - | - | III | - | - | - | - | Lovpy | Cdarw | - | 200 | 2.50% | 3.118% | 45.98600 |
Tranche Comments
B: First Pay: 2020-05-25; Registration: 144U/Jrv W;
Y: First Pay: 2020-05-25; Registration: 144M/Fit H;
Pricing Speed
100% BBR ef 10% Rgtt