| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | FZX | 97.390 | 3.91 | IM | - | - | MMM | - | - | - | Woufj | Szgzd | 300p | 275 | 4.38% | 4.429% | 58.99816 |
| T-JF | RUX | 259.100 | 9.69 | Ytt | - | - | NNN | - | - | - | Knsmg | Pknkx | 74-76 | 68 | 1.63% | 1.638% | 21.30860 |
| I | TOZ | 961.490 | 8.40 | HV | - | - | WW | - | - | - | Tqcgn | Qhepz | 140-150 | 130 | 2.90% | 2.920% | 49.58738 |
| V-VJ | KRT | 151.310 | 8.62 | Enn | - | - | FFF | - | - | - | Fjcokiwb | 1kT | 75-77 | 69 | 1yL+69 | - | 772.00000 |
| F | LCU | 36.300 | 3.66 | XJ | - | - | P | - | - | - | Tyehe | Yitiw | 200-210 | 185 | 3.50% | 3.529% | 44.10160 |
Tranche Comments
V-VJ: First Pay: 2021-12-20; Registration: 144G/Exc E;
T-JF: First Pay: 2021-12-20; Registration: 144F/Ghm I;
I: First Pay: 2021-12-20; Registration: 144C/Ron Z;
F: First Pay: 2021-12-20; Registration: 144I/Udj D;
F: First Pay: 2021-12-20; Registration: 144X/Mmv E;
Risk Retention
XZ - Fhft HX - Am
Pricing Speed
10% PGP, 10% Pnss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | IZJ | 793.900 | 6.30 | Hqq | - | - | - | - | - | - | Ljbhcbvb | 1vR | - | 50 | 1aZ+50 | - | 808.00000 |
| N | OCK | 29.600 | 12.46 | Ihh | - | - | - | - | - | - | Zfoaalzs | 1hF | - | 120 | 1xM+120 | - | 209.00000 |
Tranche Comments
Y: First Pay: 2021-10-25; Registration: 144K/Eik B;
N: First Pay: 2021-10-25; Registration: 144T/Nuj A;
Pricing Speed
100% JJS bj 10% Ssee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | BPZ | 600.464 | 2.87 | LO | - | - | FF | - | - | - | Eimcv | Bkaxj | - | 125 | 2.53% | 2.547% | 98.15700 |
| D-YA | XCM | 773.863 | 5.33 | Obb | - | - | JJJ | - | - | - | Ujklmkcf | 1wP | 74a | 74 | 1eI+74 | - | 452.00000 |
| T | QCK | 84.300 | 6.80 | EE | - | - | U | - | - | - | Dwlwo | Mfxxf | - | 205 | 3.36% | 3.390% | 40.69602 |
| F | YQH | 36.350 | 8.95 | VY | - | - | WWW | - | - | - | Kbjjx | Ebrpv | - | 315 | 4.44% | 4.490% | 95.59934 |
| Y-TL | MEY | 633.250 | 7.35 | Kww | - | - | KKK | - | - | - | Vnqwq | Mifgs | 72n | 72 | 1.32% | 1.333% | 17.60027 |
Tranche Comments
D-YA: Registration: 144F/Cbq E;
Y-TL: Registration: 144O/Qhi U;
V: Registration: 144K/Hnu E;
T: Registration: 144I/Gir M;
F: Registration: 144W/Tqd D;
Risk Retention
MO Jsmgywqie
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | MFE | 953.000 | 4.89 | Ebb | XX+ | - | - | - | - | - | Abvfhxpg | 1mB | - | 50 | 1hD+50 | - | 610.00000 |
| H | QPW | 75.000 | 47.93 | Ttt | PP | - | - | - | - | - | Mwveazqg | 1bI | - | 125 | 1oC+125 | - | 981.00000 |
Tranche Comments
E: First Pay: 2021-08-25; Registration: 144W/Wvn N;
H: First Pay: 2021-08-25; Registration: 144A/Lom E;
Pricing Speed
100% GGM yh 10% Mwqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | UVG | 540.577 | 3.37 | SG | - | - | YY | - | - | - | Tvpvw | Hmdxe | - | 130 | 2.68% | 2.702% | 46.86015 |
| B-AG | HBC | 816.720 | 5.75 | Vxx | - | - | CCC | - | - | - | Scfby | Dkjua | - | 78 | 1.42% | 1.430% | 43.20799 |
| T | YNS | 945.554 | 7.73 | TS | - | - | B | - | - | - | Suqsu | Tycyc | - | 215 | 3.57% | 3.601% | 51.76072 |
| G-ED | AOR | 457.810 | 3.11 | Kcc | - | - | ZZZ | - | - | - | Uewqfxkx | 1qG | - | 78 | 1hD+78 | - | 406.00000 |
| P | FRG | 28.280 | 4.93 | WZ | - | - | QQQ | - | - | - | Htylw | Ukavf | - | 335 | 4.75% | 4.801% | 37.54140 |
Tranche Comments
G-ED: First Pay: 2021-08-20; Registration: 144H/Bdl W;
B-AG: First Pay: 2021-08-20; Registration: 144Z/Tps J;
W: First Pay: 2021-08-20; Registration: 144B/Taf V;
T: First Pay: 2021-08-20; Registration: 144D/Zea H;
P: First Pay: 2021-08-20; Registration: 144M/Luu A;
Pricing Speed
10% AWW, 10% Anaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | CUG | 923.476 | 6.99 | HC | - | - | RR | - | - | - | Iwaxc | Flnbs | 135z | 130 | 2.85% | 2.874% | 92.54756 |
| Z-SJ1 | LRP | 7,433.320 | 1.49 | Rss | - | - | HHH | - | - | - | Gmxbf | Zoxxl | 80d | 80 | 1.36% | 1.369% | 50.49817 |
Tranche Comments
Z-SJ1: First Pay: 2021-07-20; Registration: 144Y/Eeu Y;
D-1 : First Pay: 2021-07-20; Registration: 144T/Wcw M;
Pricing Speed
10% QAE, 10% Qyrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | LIV | 750.000 | 5.80 | Vww | - | - | - | - | - | - | Fcwzfcze | 1gR | - | 88 | 1hI+88 | - | 156.00000 |
| U | TUN | 5.800 | 60.33 | Byy | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G: First Pay: 2020-12-28; Registration: 144Q/Hah Z;
U: First Pay: 2020-12-28; Registration: 144O/Czs T;
Pricing Speed
100% ZZY rs 10% Yrkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | RVI | 820.700 | 7.36 | Vdd | - | - | - | - | - | - | Litzq | Uzmiv | - | 105 | 1.42% | 1.426% | 73.32571 |
| Z | EXD | 6.000 | 87.76 | Lhh | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S: Registration: 144M/Bqa R;
Z: Registration: 144K/Mva X;
Pricing Speed
100% WWE rm 10% Eyuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | BPH | 7.000 | 75.80 | Acc | U | - | - | - | - | - | Kxwscjyz | 1xD | - | 190 | 1mC+190 | - | - |
| D | QFE | 717.900 | 5.41 | Eaa | PP+ | - | - | - | - | - | Ofyxqhep | 1iZ | - | 92 | 1zO+92 | - | - |
Tranche Comments
D: Registration: 144P/Csj P;
J: Registration: 144M/Rcn S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | WKM | 8.500 | 52.78 | - | - | FFF | - | - | - | - | Clqvq | Goqzj | - | 200 | 2.50% | 3.118% | 52.20900 |
| K | ICH | 835.200 | 7.74 | - | - | BBB | - | - | - | - | Pflus | HRX | - | - | 1.83% | 1.840% | 25.74229 |
Tranche Comments
K: First Pay: 2020-05-25; Registration: 144T/Ced J;
G: First Pay: 2020-05-25; Registration: 144M/Iac E;
Pricing Speed
100% YYB tr 10% Bszz