| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1W | XFY | 192.000 | 7.32 | Vjj | - | - | TTT | - | - | - | Vaqmq | M-Zqxpf | 100-105 | 105 | 5.07% | 5.133% | 14.14945 |
| U | VXB | 23.000 | 5.50 | GB | - | - | PP | - | - | - | Qcrxo | X-Echyn | 135-145 | 130 | 5.27% | 5.332% | 93.38966 |
| J | GBS | 65.000 | 6.46 | AS | - | - | ZZZ (G) | - | - | - | Iavze | P-Txyyp | 200-210 | 190 | 6.05% | 6.127% | 70.20407 |
| G-1S | PJC | 800.000 | 5.59 | Rjj | - | - | WWW | - | - | - | Uzbwmipx | AGEQ | 125-130 | 130 | GEUP+110 | - | 66.52805 |
| B | KFZ | 96.000 | 6.59 | SU | - | - | W | - | - | - | Pogcx | Q-Soxiy | 155-165 | 145 | 5.60% | 5.674% | 61.57154 |
Tranche Comments
W-1W: First Pay: 2025-05-15; Registration: 144W/Gve R;
G-1S: First Pay: 2025-05-15; Registration: 144Z/Iie U;
U: First Pay: 2025-05-15; Registration: 144X/Qxr N;
B: First Pay: 2025-05-15; Registration: 144Q/Uup P;
J: First Pay: 2025-05-15; Registration: 144Q/Ujg C;
Risk Retention
DD - Kcwt GD - Mg
Pricing Speed
10% HPN, 10% ofele jt olff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-AR | YCT | 199.910 | 5.54 | Quu | - | - | ZZZ | - | - | - | Snrpe | Exqek | 74-76 | 68 | 1.63% | 1.638% | 77.11172 |
| O-QY | QEC | 127.240 | 3.44 | Jrr | - | - | FFF | - | - | - | Vqbxsvih | 1lO | 75-77 | 69 | 1pI+69 | - | 803.00000 |
| A | ZKR | 117.590 | 1.60 | CK | - | - | II | - | - | - | Qlbta | Zbkpi | 140-150 | 130 | 2.90% | 2.920% | 82.75330 |
| W | SNS | 61.100 | 1.46 | KA | - | - | Z | - | - | - | Mnslj | Ubeqx | 200-210 | 185 | 3.50% | 3.529% | 57.29250 |
| D | KND | 92.710 | 4.59 | OJ | - | - | WWW | - | - | - | Bvbtu | Ecexe | 300v | 275 | 4.38% | 4.429% | 40.25411 |
Tranche Comments
O-QY: First Pay: 2021-12-20; Registration: 144G/Tes S;
U-AR: First Pay: 2021-12-20; Registration: 144K/Fbg E;
A: First Pay: 2021-12-20; Registration: 144Z/Kej G;
W: First Pay: 2021-12-20; Registration: 144Z/Drz X;
D: First Pay: 2021-12-20; Registration: 144W/Cos Y;
Risk Retention
LB - Zfsh KL - Az
Pricing Speed
10% BGV, 10% Beuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | LZG | 103.300 | 6.24 | Pll | - | - | - | - | - | - | Vfrbqplb | 1vX | - | 50 | 1jY+50 | - | 746.00000 |
| Y | UWV | 84.600 | 95.15 | Wll | - | - | - | - | - | - | Cowsffot | 1kG | - | 120 | 1jL+120 | - | 521.00000 |
Tranche Comments
G: First Pay: 2021-10-25; Registration: 144Q/Dha G;
Y: First Pay: 2021-10-25; Registration: 144Y/Zrc W;
Pricing Speed
100% QQP bp 10% Phff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | WPO | 727.839 | 5.13 | FK | - | - | HH | - | - | - | Vicsq | Lzojv | - | 125 | 2.53% | 2.547% | 48.94867 |
| W-DD | YAU | 451.630 | 1.61 | Bjj | - | - | UUU | - | - | - | Hwbdjqsn | 1iZ | 74y | 74 | 1tW+74 | - | 297.00000 |
| C-JO | GNI | 682.372 | 3.56 | Lss | - | - | EEE | - | - | - | Zkphs | Pniks | 72l | 72 | 1.32% | 1.333% | 43.76515 |
| S | BIN | 86.684 | 7.80 | BG | - | - | FFF | - | - | - | Atztf | Jlwkm | - | 315 | 4.44% | 4.490% | 76.31690 |
| K | PYL | 60.900 | 3.97 | XQ | - | - | P | - | - | - | Ugrkw | Bxviy | - | 205 | 3.36% | 3.390% | 84.65460 |
Tranche Comments
W-DD: Registration: 144O/Zbc K;
C-JO: Registration: 144A/Kkn H;
Q: Registration: 144A/Rcx F;
K: Registration: 144O/Pql S;
S: Registration: 144F/Plg A;
Risk Retention
PX Gycpgikmi
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | JQL | 85.000 | 40.73 | Rjj | QQ | - | - | - | - | - | Iqceyzcv | 1nN | - | 125 | 1rO+125 | - | 884.00000 |
| E | IQM | 890.000 | 4.24 | Xnn | SS+ | - | - | - | - | - | Opveqlna | 1mD | - | 50 | 1cC+50 | - | 499.00000 |
Tranche Comments
E: First Pay: 2021-08-25; Registration: 144G/Bzv K;
F: First Pay: 2021-08-25; Registration: 144T/Qns U;
Pricing Speed
100% SSZ dm 10% Zkcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | WQU | 856.603 | 5.89 | UV | - | - | KK | - | - | - | Vbryz | Ivghz | - | 130 | 2.68% | 2.702% | 90.30242 |
| Y-ED | UEJ | 430.640 | 2.90 | Njj | - | - | MMM | - | - | - | Zvlgj | Oonbp | - | 78 | 1.42% | 1.430% | 50.25606 |
| M | XOB | 970.580 | 6.40 | TZ | - | - | G | - | - | - | Alyus | Xcixq | - | 215 | 3.57% | 3.601% | 12.85323 |
| L | WJU | 36.190 | 2.43 | IH | - | - | VVV | - | - | - | Juata | Febkl | - | 335 | 4.75% | 4.801% | 57.12090 |
| D-TB | IVV | 503.840 | 8.67 | Zxx | - | - | OOO | - | - | - | Wjrjvhjb | 1nE | - | 78 | 1jA+78 | - | 937.00000 |
Tranche Comments
D-TB: First Pay: 2021-08-20; Registration: 144H/Cvu O;
Y-ED: First Pay: 2021-08-20; Registration: 144A/Edr C;
L: First Pay: 2021-08-20; Registration: 144V/Lfc A;
M: First Pay: 2021-08-20; Registration: 144N/Kak B;
L: First Pay: 2021-08-20; Registration: 144C/Mrn Q;
Pricing Speed
10% ANJ, 10% Adzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-MY1 | ETQ | 9,367.520 | 4.14 | Ddd | - | - | AAA | - | - | - | Yqjej | Kefbn | 80f | 80 | 1.36% | 1.369% | 80.84771 |
| X-1 | OBO | 801.492 | 1.12 | CT | - | - | UU | - | - | - | Oqnci | Fkggz | 135w | 130 | 2.85% | 2.874% | 93.52225 |
Tranche Comments
A-MY1: First Pay: 2021-07-20; Registration: 144U/Vms S;
X-1 : First Pay: 2021-07-20; Registration: 144E/Vvr K;
Pricing Speed
10% KGZ, 10% Kyww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | XMQ | 937.000 | 4.80 | Nmm | - | - | - | - | - | - | Kdlbtjxe | 1dX | - | 88 | 1yB+88 | - | 629.00000 |
| F | AMZ | 1.100 | 11.81 | Acc | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M: First Pay: 2020-12-28; Registration: 144A/Vsl L;
F: First Pay: 2020-12-28; Registration: 144I/Qbx T;
Pricing Speed
100% DDO th 10% Ouxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | CCA | 883.100 | 5.17 | Fpp | - | - | - | - | - | - | Qohqx | Wivfi | - | 105 | 1.42% | 1.426% | 14.65044 |
| W | ZFA | 8.000 | 10.63 | Lbb | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T: Registration: 144A/Mbw X;
W: Registration: 144V/Cph Y;
Pricing Speed
100% HHQ es 10% Qgzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | HIY | 950.500 | 9.34 | See | OO+ | - | - | - | - | - | Xpwlxylw | 1gR | - | 92 | 1xF+92 | - | - |
| P | RPZ | 5.000 | 38.40 | Mpp | G | - | - | - | - | - | Aqmslebe | 1vG | - | 190 | 1zK+190 | - | - |
Tranche Comments
D: Registration: 144Z/Zcd B;
P: Registration: 144U/Pla S;