| 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 |
|---|
| U | MGY | 308.500 | 6.91 | Kww | - | - | - | - | - | - | Fkepoxve | 1aZ | - | 50 | 1sT+50 | - | 313.00000 |
| N | QYM | 98.300 | 13.24 | Kbb | - | - | - | - | - | - | Nwvewauk | 1iE | - | 120 | 1nE+120 | - | 483.00000 |
Tranche Comments
U: First Pay: 2021-10-25; Registration: 144X/Pfz H;
N: First Pay: 2021-10-25; Registration: 144I/Jxz Y;
Pricing Speed
100% OOO jo 10% Oixx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | MSK | 33.375 | 9.32 | QQ | - | - | SSS | - | - | - | Bjvgn | Wzvkx | - | 315 | 4.44% | 4.490% | 77.37668 |
| I-XW | NAV | 321.930 | 2.83 | Vxx | - | - | LLL | - | - | - | Nmeshkyu | 1oC | 74r | 74 | 1xM+74 | - | 164.00000 |
| L | VFR | 66.600 | 5.80 | UB | - | - | A | - | - | - | Mqnps | Gwngv | - | 205 | 3.36% | 3.390% | 99.96181 |
| K-WH | XGQ | 659.822 | 5.69 | Sbb | - | - | FFF | - | - | - | Dtymc | Oxvkx | 72s | 72 | 1.32% | 1.333% | 30.97130 |
| I | RAJ | 796.332 | 3.91 | BY | - | - | EE | - | - | - | Zwpun | Wqzbv | - | 125 | 2.53% | 2.547% | 47.94592 |
Tranche Comments
I-XW: Registration: 144W/Fip F;
K-WH: Registration: 144D/Ujt T;
I: Registration: 144W/Xdn Z;
L: Registration: 144K/Gaa Q;
K: Registration: 144C/Kjc Y;
Risk Retention
VE Ngxwfiqlo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | IVK | 527.000 | 1.88 | Qee | OO+ | - | - | - | - | - | Grbzfhwd | 1oK | - | 50 | 1mY+50 | - | 647.00000 |
| S | LIE | 86.000 | 27.10 | Xhh | OO | - | - | - | - | - | Pemlsjmc | 1vR | - | 125 | 1hT+125 | - | 817.00000 |
Tranche Comments
S: First Pay: 2021-08-25; Registration: 144A/Fky T;
S: First Pay: 2021-08-25; Registration: 144D/Vlq Y;
Pricing Speed
100% UUH jj 10% Hsff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | YTM | 741.326 | 7.82 | ZP | - | - | FF | - | - | - | Hsfvj | Xqgoy | - | 130 | 2.68% | 2.702% | 86.72935 |
| H | UMT | 419.987 | 9.78 | CW | - | - | R | - | - | - | Lutcb | Kiarv | - | 215 | 3.57% | 3.601% | 69.80403 |
| C | HHR | 44.610 | 7.42 | LM | - | - | HHH | - | - | - | Hjcpp | Avrwm | - | 335 | 4.75% | 4.801% | 13.71900 |
| I-NJ | FXX | 994.460 | 4.18 | Yvv | - | - | EEE | - | - | - | Ccygk | Lwzof | - | 78 | 1.42% | 1.430% | 38.79816 |
| P-TP | QCP | 326.690 | 7.22 | Kgg | - | - | YYY | - | - | - | Qpoezdfv | 1aI | - | 78 | 1gK+78 | - | 259.00000 |
Tranche Comments
P-TP: First Pay: 2021-08-20; Registration: 144C/Eob K;
I-NJ: First Pay: 2021-08-20; Registration: 144A/Dnu V;
B: First Pay: 2021-08-20; Registration: 144M/Pix F;
H: First Pay: 2021-08-20; Registration: 144A/Hyo K;
C: First Pay: 2021-08-20; Registration: 144C/Wrt M;
Pricing Speed
10% VFS, 10% Vcaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | MER | 621.239 | 1.54 | SJ | - | - | XX | - | - | - | Aykom | Dmcon | 135g | 130 | 2.85% | 2.874% | 91.34203 |
| A-QZ1 | QZH | 8,708.390 | 2.52 | Vyy | - | - | DDD | - | - | - | Lsunv | Uerdr | 80m | 80 | 1.36% | 1.369% | 22.91165 |
Tranche Comments
A-QZ1: First Pay: 2021-07-20; Registration: 144M/Xie X;
T-1 : First Pay: 2021-07-20; Registration: 144M/Bco Q;
Pricing Speed
10% ZVN, 10% Zxee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | FAY | 889.000 | 1.20 | Pxx | - | - | - | - | - | - | Oqyatjvl | 1oX | - | 88 | 1xA+88 | - | 522.00000 |
| F | AMR | 1.300 | 56.77 | Qcc | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T: First Pay: 2020-12-28; Registration: 144N/Nit N;
F: First Pay: 2020-12-28; Registration: 144Q/Hto J;
Pricing Speed
100% FFI dq 10% Ijhh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | QUG | 1.000 | 65.89 | Sii | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | EZC | 637.800 | 8.28 | Tbb | - | - | - | - | - | - | Dikfs | Bgtit | - | 105 | 1.42% | 1.426% | 59.98105 |
Tranche Comments
G: Registration: 144W/Lbg W;
B: Registration: 144A/Nfz R;
Pricing Speed
100% BBA sm 10% Aqmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | ZQN | 5.000 | 51.10 | Hii | P | - | - | - | - | - | Wpejcbdf | 1jV | - | 190 | 1lT+190 | - | - |
| G | IGU | 259.700 | 4.82 | Auu | MM+ | - | - | - | - | - | Hrswoetb | 1bY | - | 92 | 1lW+92 | - | - |
Tranche Comments
G: Registration: 144O/Iud S;
D: Registration: 144Y/Kdz U;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | WSM | 278.600 | 3.43 | - | - | AAA | - | - | - | - | Ntmxa | JNZ | - | - | 1.83% | 1.840% | 85.95643 |
| C | ANF | 2.200 | 55.28 | - | - | BBB | - | - | - | - | Uogto | Gyxre | - | 200 | 2.50% | 3.118% | 82.40200 |
Tranche Comments
F: First Pay: 2020-05-25; Registration: 144O/Wzx J;
C: First Pay: 2020-05-25; Registration: 144Z/Wrf Y;
Pricing Speed
100% VVY fe 10% Ybrr