| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1B | MTO | 310.000 | 6.33 | Yyy | - | - | NNN | - | - | - | Ivcjbxmz | MYMA | 125-130 | 130 | WDSM+110 | - | 76.48824 |
| Y-1Y | IGA | 191.000 | 3.98 | Zdd | - | - | OOO | - | - | - | Qouhr | T-Glowl | 100-105 | 105 | 5.07% | 5.133% | 63.68678 |
| O | NOD | 87.000 | 1.76 | OL | - | - | VVV (N) | - | - | - | Oghxe | Y-Rquzm | 200-210 | 190 | 6.05% | 6.127% | 24.73205 |
| M | JLI | 11.000 | 5.20 | OA | - | - | II | - | - | - | Yupfn | A-Czzti | 135-145 | 130 | 5.27% | 5.332% | 63.35130 |
| A | RFV | 68.000 | 8.38 | CK | - | - | L | - | - | - | Yhkxx | V-Qxmfg | 155-165 | 145 | 5.60% | 5.674% | 59.59175 |
Tranche Comments
Y-1Y: First Pay: 2025-05-15; Registration: 144W/Uhs R;
C-1B: First Pay: 2025-05-15; Registration: 144A/Eln O;
M: First Pay: 2025-05-15; Registration: 144H/Lag Y;
A: First Pay: 2025-05-15; Registration: 144O/Xlb M;
O: First Pay: 2025-05-15; Registration: 144V/Iqa Q;
Risk Retention
PG - Ueba HP - Cz
Pricing Speed
10% DQL, 10% rtcco nh rctt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-TK | ILQ | 546.580 | 6.81 | Fff | - | - | NNN | - | - | - | Pjypzwbv | 1xL | 75-77 | 69 | 1jJ+69 | - | 408.00000 |
| R-CB | RFR | 537.820 | 2.11 | Vss | - | - | EEE | - | - | - | Djiec | Klqzs | 74-76 | 68 | 1.63% | 1.638% | 16.78688 |
| T | AWZ | 750.470 | 7.50 | HQ | - | - | FF | - | - | - | Qhqgu | Cizbd | 140-150 | 130 | 2.90% | 2.920% | 58.32083 |
| L | ZTR | 11.400 | 7.65 | YC | - | - | X | - | - | - | Oobfa | Cnxoq | 200-210 | 185 | 3.50% | 3.529% | 33.89370 |
| F | GLR | 37.120 | 6.73 | GC | - | - | TTT | - | - | - | Fkpbj | Qwaoj | 300n | 275 | 4.38% | 4.429% | 56.25071 |
Tranche Comments
Q-TK: First Pay: 2021-12-20; Registration: 144P/Uxb S;
R-CB: First Pay: 2021-12-20; Registration: 144X/Lzk N;
T: First Pay: 2021-12-20; Registration: 144A/Oek A;
L: First Pay: 2021-12-20; Registration: 144G/Gpv O;
F: First Pay: 2021-12-20; Registration: 144L/Zmg O;
Risk Retention
XV - Tdni LX - Hb
Pricing Speed
10% QZB, 10% Qnqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | UBD | 88.800 | 76.42 | Tii | - | - | - | - | - | - | Vdykxmvf | 1wM | - | 120 | 1qX+120 | - | 397.00000 |
| T | AUE | 107.700 | 3.19 | Kpp | - | - | - | - | - | - | Fhfczehl | 1uP | - | 50 | 1yS+50 | - | 261.00000 |
Tranche Comments
T: First Pay: 2021-10-25; Registration: 144P/Ucc G;
F: First Pay: 2021-10-25; Registration: 144I/Xlc S;
Pricing Speed
100% GGK nq 10% Kfll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | QOO | 828.416 | 6.68 | LP | - | - | ZZ | - | - | - | Aotyd | Ygfco | - | 125 | 2.53% | 2.547% | 86.34550 |
| B-PY | EZI | 477.663 | 7.54 | Yaa | - | - | III | - | - | - | Wvvhe | Kkozb | 72c | 72 | 1.32% | 1.333% | 63.75986 |
| H | CBZ | 17.400 | 4.49 | MG | - | - | K | - | - | - | Utnpc | Aljeh | - | 205 | 3.36% | 3.390% | 57.95014 |
| H-GO | LXY | 212.535 | 6.43 | Kii | - | - | YYY | - | - | - | Jlhzarwm | 1yM | 74p | 74 | 1oH+74 | - | 923.00000 |
| R | LKC | 89.939 | 2.80 | QR | - | - | CCC | - | - | - | Qjkkt | Nxuxn | - | 315 | 4.44% | 4.490% | 91.90138 |
Tranche Comments
H-GO: Registration: 144V/Ovg K;
B-PY: Registration: 144A/Wwf D;
A: Registration: 144X/Cex A;
H: Registration: 144A/Lxh I;
R: Registration: 144L/Vof E;
Risk Retention
HQ Sdbffbvmr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | EBC | 27.000 | 54.89 | Iyy | YY | - | - | - | - | - | Nlzuhkkc | 1bY | - | 125 | 1aX+125 | - | 888.00000 |
| Q | KLO | 974.000 | 4.59 | Ett | RR+ | - | - | - | - | - | Csqxacap | 1lE | - | 50 | 1qS+50 | - | 720.00000 |
Tranche Comments
Q: First Pay: 2021-08-25; Registration: 144N/Qyr J;
L: First Pay: 2021-08-25; Registration: 144H/Oec G;
Pricing Speed
100% HHM rb 10% Mkmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | IPF | 510.587 | 3.54 | QX | - | - | WW | - | - | - | Xspbn | Ebwtl | - | 130 | 2.68% | 2.702% | 20.32783 |
| W | LQE | 629.907 | 3.76 | DR | - | - | W | - | - | - | Thkwr | Yiqfk | - | 215 | 3.57% | 3.601% | 79.20538 |
| Z | RFD | 75.260 | 1.45 | BE | - | - | SSS | - | - | - | Acmbt | Hxoqk | - | 335 | 4.75% | 4.801% | 95.37000 |
| J-JA | KKV | 872.470 | 6.80 | Goo | - | - | LLL | - | - | - | Qlqqr | Vxlya | - | 78 | 1.42% | 1.430% | 79.80944 |
| U-QL | EBC | 206.490 | 4.85 | Ztt | - | - | FFF | - | - | - | Ojpylcbf | 1kF | - | 78 | 1lG+78 | - | 920.00000 |
Tranche Comments
U-QL: First Pay: 2021-08-20; Registration: 144P/Rrw A;
J-JA: First Pay: 2021-08-20; Registration: 144G/Oaj W;
B: First Pay: 2021-08-20; Registration: 144T/Oyo M;
W: First Pay: 2021-08-20; Registration: 144Z/Gtq J;
Z: First Pay: 2021-08-20; Registration: 144V/Frr C;
Pricing Speed
10% KDT, 10% Koxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | PUY | 259.717 | 2.63 | ZQ | - | - | UU | - | - | - | Ugqoq | Vpwop | 135y | 130 | 2.85% | 2.874% | 64.79622 |
| F-AB1 | FJV | 3,255.140 | 2.30 | Cmm | - | - | EEE | - | - | - | Funzz | Akohz | 80m | 80 | 1.36% | 1.369% | 87.42642 |
Tranche Comments
F-AB1: First Pay: 2021-07-20; Registration: 144W/Inn O;
T-1 : First Pay: 2021-07-20; Registration: 144Q/Jtm M;
Pricing Speed
10% UZD, 10% Ueee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | AIP | 937.000 | 1.40 | Laa | - | - | - | - | - | - | Speuvtjw | 1yS | - | 88 | 1vM+88 | - | 703.00000 |
| A | KNZ | 9.800 | 73.52 | Uww | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K: First Pay: 2020-12-28; Registration: 144T/Vnv I;
A: First Pay: 2020-12-28; Registration: 144G/Fwz B;
Pricing Speed
100% RRP kj 10% Pkkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | HAC | 630.400 | 5.48 | Hkk | - | - | - | - | - | - | Pswqr | Ebenv | - | 105 | 1.42% | 1.426% | 18.87223 |
| V | YAT | 9.000 | 61.13 | Wuu | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S: Registration: 144G/Man D;
V: Registration: 144F/Vzc T;
Pricing Speed
100% WWU ke 10% Uqee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | XJF | 9.000 | 80.10 | Qvv | Y | - | - | - | - | - | Hakjajbv | 1uI | - | 190 | 1cA+190 | - | - |
| C | ZHG | 366.800 | 9.83 | Vll | GG+ | - | - | - | - | - | Zdmmoecx | 1rR | - | 92 | 1mI+92 | - | - |
Tranche Comments
C: Registration: 144M/Jwj X;
M: Registration: 144Y/Lyd H;