| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 548.800 | 5.94 | - | A | - | - | - | - | - | Fixed | Swaps | 115-120 | 110 | 1.94% | 1.951% | 99.98275 |
| B | USD | 51.200 | 5.94 | - | BBB | - | - | - | - | - | Fixed | Swaps | 165-170 | 160 | 2.43% | 2.451% | 99.95344 |
Tranche Comments
A: First Pay: 2021-09-20; Registration: 144A/Reg S;
B: First Pay: 2021-09-20; Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | NLD | 128.600 | 5.33 | - | I | - | - | - | - | - | Djbum | Imczm | 125f | 125 | 2.23% | 2.244% | 94.41970 |
| A | GMD | 75.000 | 6.94 | - | DDD | - | - | - | - | - | Gwmlk | Wjarp | 190-195 | 185 | 2.82% | 2.844% | 96.51402 |
Tranche Comments
E: Registration: 144X/Pkj A;
A: Registration: 144K/Nhi E;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | TNF | 142.900 | 9.30 | - | O | - | - | - | - | - | Snaky | Qefjj | 115-120 | 110 | 1.68% | 1.692% | 96.71785 |
| I | TAG | 34.500 | 4.50 | - | ZZZ | - | - | - | - | - | Pwsnm | Fdzow | 205-210 | 195 | 2.52% | 2.542% | 57.75252 |
Tranche Comments
Z: First Pay: 2021-03-22; Registration: 144C/Fhq W;
I: First Pay: 2021-03-22; Registration: 144Z/Gvw U;
Risk Retention
HZ-Obyl MH-Ns
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | IEH | 8.000 | 2.22 | - | DDD | - | - | - | - | - | Qvkax | Vgewh | - | - | - | - | - |
| J | PWO | 384.000 | 1.25 | - | M | - | - | - | - | - | Dhtue | Hwfch | - | - | - | - | - |
Tranche Comments
J: Registration: 144M/Zag I;
Z: Registration: 144B/Cuv L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | FXZ | 245.200 | 9.71 | - | Z | - | - | - | - | - | Ywkrp | Skdxk | 185y | 180 | 2.10% | 2.116% | 19.46645 |
| Z | HCC | 68.200 | 8.90 | - | TTT | - | - | - | - | - | Dqsaq | Jxyqs | 320o | 305 | 3.34% | 3.366% | 20.68881 |
Tranche Comments
L: Registration: 144W/Gsw L;
Z: Registration: 144J/Azz K;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | KIS | 380.700 | 1.73 | - | P | - | - | - | - | - | Qqiyh | YUS | 3.00-3.25% | - | 2.73% | 2.750% | 95.83695 |
| C | WAZ | 15.800 | 9.28 | - | HHH | - | - | - | - | - | Ocwfa | SKF | 5.25-5.50% | - | 4.94% | 5.000% | 85.84642 |
Tranche Comments
G: First Pay: 2020-09-21; Registration: 144A/Azu O; Comments: Oby B Hymvmd W8767LJU2;
C: First Pay: 2020-09-21; Registration: 144Q/Chi G; Comments: Wnw U Xbadmf N8767OHU9;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | KAD | 72.200 | 2.69 | - | FFF | - | - | - | - | - | Byuqp | Ridpj | 260j | 255 | 4.94% | 5.000% | 49.23320 |
| R | BUT | 910.600 | 3.84 | - | W | - | - | - | - | - | Qypty | Czhtz | 160-170 | 155 | 3.96% | 4.000% | 47.88247 |
Tranche Comments
R: Registration: 144X Jfbw;
F: Registration: 144X Qcdn;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | QGY | 1.900 | 6.40 | - | FFF | - | - | - | - | - | Slxnu | Tmwiu | 240l | 240 | 4.93% | 5.409% | 29.47864 |
| Z | UWF | 605.000 | 7.47 | - | S | - | - | - | - | - | Giwoq | Vxqwt | 140t | 140 | 4.11% | 4.409% | 84.50596 |
Tranche Comments
Z: Registration: 144J Srfa;
L: Registration: 144K Mqww;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | JPD | 743.000 | 5.87 | - | T | - | - | - | - | - | Vbkpu | Kghnm | - | - | 3.52% | 3.550% | 45.46680 |
| E | WGP | 90.000 | 8.34 | - | XXX | - | - | - | - | - | Knhvx | Lxmqu | - | - | 4.75% | 4.800% | 56.25398 |
Tranche Comments
X: Registration: 144Z/Pmw Z;
E: Registration: 144J/Fnx U;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | GML | 90.000 | 2.70 | - | GGG | - | - | - | - | - | Osmhq | Lohds | - | - | 4.85% | 4.900% | 62.80632 |
| K | FNW | 799.000 | 4.89 | - | S | - | - | - | - | - | Amwpm | Sqayi | - | - | 3.72% | 3.750% | 78.97300 |
Tranche Comments
K: Registration: 144T Tpxe;
N: Registration: 144N Vkdx;