| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-PB | HEH | 517.180 | 2.32 | Qhh | - | - | VVV | - | - | - | Leoqvuac | 1bQ | 75-77 | 69 | 1kD+69 | - | 931.00000 |
| Q | LXT | 55.460 | 8.38 | EI | - | - | MMM | - | - | - | Jqygw | Omdkk | 300p | 275 | 4.38% | 4.429% | 95.39935 |
| P | TKL | 651.350 | 9.50 | TK | - | - | JJ | - | - | - | Mholh | Jtggn | 140-150 | 130 | 2.90% | 2.920% | 78.50258 |
| Q | ZHQ | 12.600 | 9.47 | ZH | - | - | Q | - | - | - | Mfgaw | Dnfvc | 200-210 | 185 | 3.50% | 3.529% | 83.35420 |
| E-PB | FNH | 327.150 | 6.45 | Qxx | - | - | OOO | - | - | - | Kyygt | Mwekw | 74-76 | 68 | 1.63% | 1.638% | 71.51046 |
Tranche Comments
I-PB: First Pay: 2021-12-20; Registration: 144C/Lzx N;
E-PB: First Pay: 2021-12-20; Registration: 144L/Xvt L;
P: First Pay: 2021-12-20; Registration: 144W/Qma S;
Q: First Pay: 2021-12-20; Registration: 144D/Und B;
Q: First Pay: 2021-12-20; Registration: 144Y/Hqb L;
Risk Retention
LS - Ozlg DL - Bj
Pricing Speed
10% SYD, 10% Szbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | BMN | 81.100 | 70.36 | Yyy | - | - | - | - | - | - | Kxxytmyl | 1mY | - | 120 | 1vA+120 | - | 126.00000 |
| I | ZVA | 716.700 | 2.98 | Woo | - | - | - | - | - | - | Nlokyuly | 1qV | - | 50 | 1jL+50 | - | 790.00000 |
Tranche Comments
I: First Pay: 2021-10-25; Registration: 144T/Jxy V;
K: First Pay: 2021-10-25; Registration: 144W/Gwg H;
Pricing Speed
100% LLI yy 10% Inyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-DM | CWJ | 137.301 | 2.64 | Ivv | - | - | EEE | - | - | - | Nkoxdbxj | 1rY | 74i | 74 | 1qP+74 | - | 448.00000 |
| U | MIL | 890.739 | 8.59 | AQ | - | - | XX | - | - | - | Nlhmh | Sqbka | - | 125 | 2.53% | 2.547% | 52.83496 |
| H | EBX | 86.300 | 4.99 | ET | - | - | C | - | - | - | Pfzvs | Vhjhg | - | 205 | 3.36% | 3.390% | 69.90569 |
| E | KFD | 74.598 | 9.70 | SO | - | - | UUU | - | - | - | Esogm | Qtdtq | - | 315 | 4.44% | 4.490% | 86.22359 |
| Q-RC | XYA | 309.467 | 6.44 | Uzz | - | - | RRR | - | - | - | Xwtff | Lfiyg | 72j | 72 | 1.32% | 1.333% | 51.81505 |
Tranche Comments
B-DM: Registration: 144A/Clc L;
Q-RC: Registration: 144W/Vif U;
U: Registration: 144N/Ukz Q;
H: Registration: 144L/Rrm F;
E: Registration: 144F/Krd W;
Risk Retention
FA Wykrkdhee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | FUT | 57.000 | 71.74 | Evv | JJ | - | - | - | - | - | Uxtrstuc | 1rW | - | 125 | 1sO+125 | - | 494.00000 |
| M | UYM | 261.000 | 9.18 | Krr | PP+ | - | - | - | - | - | Ufvhujrj | 1zO | - | 50 | 1lD+50 | - | 231.00000 |
Tranche Comments
M: First Pay: 2021-08-25; Registration: 144V/Vck L;
T: First Pay: 2021-08-25; Registration: 144U/Kml W;
Pricing Speed
100% IIL xz 10% Lpxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | GBO | 364.960 | 3.30 | BK | - | - | F | - | - | - | Mzutw | Zyxfy | - | 215 | 3.57% | 3.601% | 72.87978 |
| W | VEA | 91.510 | 5.43 | YW | - | - | YYY | - | - | - | Gkjju | Vdila | - | 335 | 4.75% | 4.801% | 99.95150 |
| A-AS | BPL | 428.650 | 4.82 | Vee | - | - | EEE | - | - | - | Mezjftsy | 1oR | - | 78 | 1oY+78 | - | 764.00000 |
| U | BIG | 636.476 | 5.31 | XR | - | - | JJ | - | - | - | Balmp | Txics | - | 130 | 2.68% | 2.702% | 78.31799 |
| Q-RC | OXY | 323.280 | 2.63 | Cgg | - | - | III | - | - | - | Ibmyf | Lcxzk | - | 78 | 1.42% | 1.430% | 77.99963 |
Tranche Comments
A-AS: First Pay: 2021-08-20; Registration: 144G/Cak A;
Q-RC: First Pay: 2021-08-20; Registration: 144V/Ipv S;
U: First Pay: 2021-08-20; Registration: 144J/Tdc F;
G: First Pay: 2021-08-20; Registration: 144B/Mpi F;
W: First Pay: 2021-08-20; Registration: 144O/Rau B;
Pricing Speed
10% QBE, 10% Qfaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1 | NGW | 153.697 | 9.91 | LJ | - | - | NN | - | - | - | Ksruq | Wdxeq | 135s | 130 | 2.85% | 2.874% | 82.58492 |
| J-KG1 | GHG | 3,401.460 | 6.82 | Qww | - | - | PPP | - | - | - | Vjzpr | Hbfdb | 80a | 80 | 1.36% | 1.369% | 36.52827 |
Tranche Comments
J-KG1: First Pay: 2021-07-20; Registration: 144I/Tec N;
C-1 : First Pay: 2021-07-20; Registration: 144F/Maw L;
Pricing Speed
10% VLB, 10% Vrhh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | FLG | 516.000 | 6.90 | Hmm | - | - | - | - | - | - | Lemozrwu | 1dI | - | 88 | 1iN+88 | - | 863.00000 |
| G | PUO | 7.400 | 67.31 | Ymm | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C: First Pay: 2020-12-28; Registration: 144E/Ipf K;
G: First Pay: 2020-12-28; Registration: 144T/Lar X;
Pricing Speed
100% EEA mk 10% Axmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | BIF | 936.500 | 5.33 | Ttt | - | - | - | - | - | - | Hcvyn | Qhmuf | - | 105 | 1.42% | 1.426% | 81.37463 |
| H | ZOM | 9.000 | 90.53 | Ikk | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R: Registration: 144H/Nsc R;
H: Registration: 144A/Knn W;
Pricing Speed
100% YYR pb 10% Rbgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | EAK | 8.000 | 92.40 | Rww | H | - | - | - | - | - | Phqlathy | 1gX | - | 190 | 1qA+190 | - | - |
| E | LPI | 819.800 | 9.36 | Uxx | UU+ | - | - | - | - | - | Zssujvnq | 1yB | - | 92 | 1nQ+92 | - | - |
Tranche Comments
E: Registration: 144G/Yfg B;
W: Registration: 144E/Zvv T;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | WBK | 1.100 | 46.88 | - | - | WWW | - | - | - | - | Kfwmr | Cvcbm | - | 200 | 2.50% | 3.118% | 22.51000 |
| Q | YZF | 315.800 | 3.39 | - | - | MMM | - | - | - | - | Kfkcg | EWE | - | - | 1.83% | 1.840% | 60.30994 |
Tranche Comments
Q: First Pay: 2020-05-25; Registration: 144U/Cct X;
V: First Pay: 2020-05-25; Registration: 144N/Kmq V;
Pricing Speed
100% SSJ su 10% Jvgg