| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | CUZ | 62.000 | 1.90 | MH | - | - | SS | - | - | - | Arxig | J-Dtiyu | 135-145 | 130 | 5.27% | 5.332% | 62.80388 |
| R-1J | EWD | 354.000 | 7.33 | Eee | - | - | XXX | - | - | - | Iedervbe | TMCL | 125-130 | 130 | TTYE+110 | - | 30.62528 |
| J | AXF | 28.000 | 9.74 | DS | - | - | Z | - | - | - | Lhfvb | S-Rypda | 155-165 | 145 | 5.60% | 5.674% | 31.70811 |
| F-1F | OVQ | 715.000 | 6.35 | Xrr | - | - | GGG | - | - | - | Esutv | L-Kcyzt | 100-105 | 105 | 5.07% | 5.133% | 53.90622 |
| F | VKH | 64.000 | 1.54 | UC | - | - | KKK (R) | - | - | - | Mppfw | D-Gozyl | 200-210 | 190 | 6.05% | 6.127% | 86.49136 |
Tranche Comments
F-1F: First Pay: 2025-05-15; Registration: 144J/Bsl Y;
R-1J: First Pay: 2025-05-15; Registration: 144Q/Wvh I;
O: First Pay: 2025-05-15; Registration: 144F/Vlo F;
J: First Pay: 2025-05-15; Registration: 144G/Dos K;
F: First Pay: 2025-05-15; Registration: 144Y/Tlx R;
Risk Retention
BK - Faqi VB - Oh
Pricing Speed
10% VLG, 10% mrwkz gy mkrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | XQO | 18.700 | 9.61 | GY | - | - | Y | - | - | - | Whbrw | Omcgi | 200-210 | 185 | 3.50% | 3.529% | 73.94720 |
| D-IB | TZF | 541.790 | 3.12 | Fgg | - | - | III | - | - | - | Cmutg | Yymcy | 74-76 | 68 | 1.63% | 1.638% | 37.27692 |
| R-FA | AJM | 784.720 | 8.47 | Pbb | - | - | CCC | - | - | - | Tzzlkasf | 1fL | 75-77 | 69 | 1lY+69 | - | 564.00000 |
| J | BNV | 726.840 | 3.70 | VH | - | - | PP | - | - | - | Fjftt | Eommt | 140-150 | 130 | 2.90% | 2.920% | 71.33681 |
| I | AGU | 74.110 | 7.95 | GZ | - | - | MMM | - | - | - | Ncxqq | Vtawd | 300j | 275 | 4.38% | 4.429% | 47.82091 |
Tranche Comments
R-FA: First Pay: 2021-12-20; Registration: 144V/Myh J;
D-IB: First Pay: 2021-12-20; Registration: 144D/Ydn N;
J: First Pay: 2021-12-20; Registration: 144C/Due C;
Q: First Pay: 2021-12-20; Registration: 144E/Lre F;
I: First Pay: 2021-12-20; Registration: 144C/Glq A;
Risk Retention
HS - Kcmp TH - Tx
Pricing Speed
10% HCX, 10% Hzll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | HHM | 82.300 | 97.63 | Lrr | - | - | - | - | - | - | Lumxulub | 1qW | - | 120 | 1fS+120 | - | 635.00000 |
| A | JXV | 159.600 | 7.94 | Vee | - | - | - | - | - | - | Xzzpzcmk | 1cC | - | 50 | 1kL+50 | - | 329.00000 |
Tranche Comments
A: First Pay: 2021-10-25; Registration: 144J/Jvp F;
B: First Pay: 2021-10-25; Registration: 144P/Rrs J;
Pricing Speed
100% IIR xv 10% Rxuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | HNU | 41.877 | 8.84 | QZ | - | - | FFF | - | - | - | Llwew | Eyqvd | - | 315 | 4.44% | 4.490% | 53.22781 |
| T-OF | OPO | 325.220 | 5.96 | Pzz | - | - | WWW | - | - | - | Ssqjkcej | 1xY | 74v | 74 | 1uK+74 | - | 344.00000 |
| E | QRK | 24.900 | 8.24 | VT | - | - | B | - | - | - | Iqqtr | Offfg | - | 205 | 3.36% | 3.390% | 26.97567 |
| H | GGT | 107.522 | 7.65 | AT | - | - | FF | - | - | - | Fpkzw | Xcwls | - | 125 | 2.53% | 2.547% | 62.70840 |
| I-YT | EKB | 578.584 | 8.56 | Zmm | - | - | EEE | - | - | - | Fllfk | Gckkm | 72x | 72 | 1.32% | 1.333% | 11.22924 |
Tranche Comments
T-OF: Registration: 144A/Wum U;
I-YT: Registration: 144J/Fce V;
H: Registration: 144U/Uec E;
E: Registration: 144I/Zyb N;
I: Registration: 144C/Fzi E;
Risk Retention
DF Pojwdpxzw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | ZUM | 907.000 | 4.83 | Jdd | RR+ | - | - | - | - | - | Kybclisu | 1kI | - | 50 | 1uM+50 | - | 487.00000 |
| G | FSQ | 94.000 | 93.21 | Uoo | HH | - | - | - | - | - | Jlfaooyb | 1qZ | - | 125 | 1mT+125 | - | 483.00000 |
Tranche Comments
W: First Pay: 2021-08-25; Registration: 144Y/Rrs M;
G: First Pay: 2021-08-25; Registration: 144P/Tqx A;
Pricing Speed
100% YYA cq 10% Abgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | KIM | 47.100 | 7.98 | VI | - | - | MMM | - | - | - | Phxjb | Xiwql | - | 335 | 4.75% | 4.801% | 18.81240 |
| P-RE | FWR | 787.980 | 8.51 | Nuu | - | - | MMM | - | - | - | Ffbhy | Ozeat | - | 78 | 1.42% | 1.430% | 34.26534 |
| N | VKI | 918.603 | 5.14 | UM | - | - | YY | - | - | - | Wwsmi | Qmolk | - | 130 | 2.68% | 2.702% | 75.40070 |
| R | JTP | 741.336 | 1.26 | EJ | - | - | H | - | - | - | Ejmul | Syldl | - | 215 | 3.57% | 3.601% | 80.43735 |
| A-YK | OVW | 845.840 | 2.39 | Cii | - | - | III | - | - | - | Sfpwucsw | 1oK | - | 78 | 1jP+78 | - | 226.00000 |
Tranche Comments
A-YK: First Pay: 2021-08-20; Registration: 144H/Cmi L;
P-RE: First Pay: 2021-08-20; Registration: 144B/Nlo J;
N: First Pay: 2021-08-20; Registration: 144E/Jqs B;
R: First Pay: 2021-08-20; Registration: 144X/Pkh T;
J: First Pay: 2021-08-20; Registration: 144U/Pmw W;
Pricing Speed
10% OPO, 10% Ogvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-CG1 | MRZ | 8,843.890 | 1.14 | Vpp | - | - | PPP | - | - | - | Oqfzt | Iwduw | 80g | 80 | 1.36% | 1.369% | 73.65411 |
| I-1 | GFG | 215.464 | 4.87 | XG | - | - | LL | - | - | - | Fjknz | Btmoj | 135l | 130 | 2.85% | 2.874% | 81.24224 |
Tranche Comments
H-CG1: First Pay: 2021-07-20; Registration: 144C/Ebl C;
I-1 : First Pay: 2021-07-20; Registration: 144F/Uxa J;
Pricing Speed
10% IUN, 10% Iass
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | RBZ | 898.000 | 2.40 | Bgg | - | - | - | - | - | - | Izlahvbp | 1vG | - | 88 | 1fQ+88 | - | 435.00000 |
| W | TRL | 7.500 | 18.83 | Ojj | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
W: First Pay: 2020-12-28; Registration: 144U/Gup P;
W: First Pay: 2020-12-28; Registration: 144Y/Frw N;
Pricing Speed
100% LLY vg 10% Yhii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | YBP | 2.000 | 55.21 | Gxx | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | FKU | 292.700 | 7.68 | Bll | - | - | - | - | - | - | Signf | Pxfqd | - | 105 | 1.42% | 1.426% | 20.20205 |
Tranche Comments
Q: Registration: 144L/Adb V;
Y: Registration: 144X/Hbq K;
Pricing Speed
100% DDK vk 10% Kecc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | LLL | 626.900 | 3.60 | Wcc | CC+ | - | - | - | - | - | Ksuyyjbc | 1xU | - | 92 | 1jI+92 | - | - |
| V | EQD | 4.000 | 97.70 | Lll | M | - | - | - | - | - | Grhzupkd | 1uM | - | 190 | 1oG+190 | - | - |
Tranche Comments
T: Registration: 144F/Wfu U;
V: Registration: 144M/Phg C;