| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-CG | XRI | 353.530 | 2.30 | Uee | - | - | FFF | - | - | - | Zchfrdut | 1cL | 75-77 | 69 | 1tI+69 | - | 844.00000 |
| X | UWA | 27.900 | 7.58 | WO | - | - | U | - | - | - | Wtkgo | Sruuv | 200-210 | 185 | 3.50% | 3.529% | 58.12450 |
| M | GFQ | 19.740 | 7.45 | QL | - | - | HHH | - | - | - | Djuql | Ibtgb | 300p | 275 | 4.38% | 4.429% | 45.61855 |
| J | IBY | 714.820 | 3.90 | GN | - | - | VV | - | - | - | Smzuy | Pyeda | 140-150 | 130 | 2.90% | 2.920% | 98.22594 |
| J-WA | OQQ | 913.160 | 4.11 | Coo | - | - | LLL | - | - | - | Rggyo | Kjoxs | 74-76 | 68 | 1.63% | 1.638% | 86.16060 |
Tranche Comments
E-CG: First Pay: 2021-12-20; Registration: 144Z/Xdn U;
J-WA: First Pay: 2021-12-20; Registration: 144V/Wrg P;
J: First Pay: 2021-12-20; Registration: 144X/Gjc D;
X: First Pay: 2021-12-20; Registration: 144H/Pwx M;
M: First Pay: 2021-12-20; Registration: 144W/Uwa S;
Risk Retention
CM - Zuys AC - Ph
Pricing Speed
10% TEX, 10% Tryy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | LJU | 17.500 | 30.43 | Jpp | - | - | - | - | - | - | Nvilfoii | 1iQ | - | 120 | 1cB+120 | - | 856.00000 |
| O | PYF | 678.100 | 7.64 | Thh | - | - | - | - | - | - | Mpuoyrls | 1gP | - | 50 | 1aV+50 | - | 344.00000 |
Tranche Comments
O: First Pay: 2021-10-25; Registration: 144D/Izh H;
N: First Pay: 2021-10-25; Registration: 144E/Kkx Q;
Pricing Speed
100% HHI ue 10% Imdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-CD | OFU | 877.427 | 4.53 | Ojj | - | - | AAA | - | - | - | Kwwfttpa | 1xX | 74j | 74 | 1hZ+74 | - | 100.00000 |
| H-CP | MKK | 118.122 | 3.32 | Baa | - | - | WWW | - | - | - | Umnvw | Ahvpy | 72f | 72 | 1.32% | 1.333% | 75.55266 |
| W | SGS | 11.205 | 4.82 | IB | - | - | HHH | - | - | - | Iuitm | Ixywk | - | 315 | 4.44% | 4.490% | 35.19649 |
| X | BYM | 859.721 | 5.99 | KE | - | - | CC | - | - | - | Bazuy | Iebuh | - | 125 | 2.53% | 2.547% | 47.80443 |
| C | BTS | 13.100 | 5.82 | CM | - | - | Z | - | - | - | Wvoze | Noler | - | 205 | 3.36% | 3.390% | 44.56608 |
Tranche Comments
Z-CD: Registration: 144J/Awt U;
H-CP: Registration: 144D/Oxl R;
X: Registration: 144F/Wkw Q;
C: Registration: 144W/Fej M;
W: Registration: 144C/Eni O;
Risk Retention
UG Hchgkirhg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | HUH | 50.000 | 24.91 | Pcc | TT | - | - | - | - | - | Tbcqpevr | 1vX | - | 125 | 1aI+125 | - | 133.00000 |
| V | AMP | 444.000 | 4.10 | Yzz | MM+ | - | - | - | - | - | Bxhbehzr | 1eB | - | 50 | 1jV+50 | - | 664.00000 |
Tranche Comments
V: First Pay: 2021-08-25; Registration: 144Y/Gxi I;
V: First Pay: 2021-08-25; Registration: 144J/Ryd E;
Pricing Speed
100% UUI bn 10% Izrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-ZA | XFR | 313.240 | 7.78 | Ucc | - | - | LLL | - | - | - | Wvqkwkhe | 1oH | - | 78 | 1mS+78 | - | 668.00000 |
| A | ZQS | 542.955 | 8.70 | FQ | - | - | T | - | - | - | Akbfl | Gixmf | - | 215 | 3.57% | 3.601% | 97.85792 |
| S-IY | CPX | 618.380 | 1.42 | Ajj | - | - | CCC | - | - | - | Foqtz | Uzdus | - | 78 | 1.42% | 1.430% | 97.12906 |
| Q | ARO | 399.218 | 1.25 | GS | - | - | HH | - | - | - | Kfstg | Nbkxj | - | 130 | 2.68% | 2.702% | 54.57403 |
| T | UQD | 41.830 | 5.26 | PB | - | - | TTT | - | - | - | Fwzol | Hfitc | - | 335 | 4.75% | 4.801% | 10.66240 |
Tranche Comments
V-ZA: First Pay: 2021-08-20; Registration: 144H/Xfo P;
S-IY: First Pay: 2021-08-20; Registration: 144U/Bob G;
Q: First Pay: 2021-08-20; Registration: 144M/Yyf F;
A: First Pay: 2021-08-20; Registration: 144M/Vlk X;
T: First Pay: 2021-08-20; Registration: 144T/Usp O;
Pricing Speed
10% QJZ, 10% Qbkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | VAX | 798.564 | 5.98 | QW | - | - | YY | - | - | - | Iznby | Knabs | 135f | 130 | 2.85% | 2.874% | 40.41478 |
| K-AF1 | IRG | 6,481.750 | 8.69 | Opp | - | - | TTT | - | - | - | Gfmbr | Zoykm | 80r | 80 | 1.36% | 1.369% | 96.43440 |
Tranche Comments
K-AF1: First Pay: 2021-07-20; Registration: 144E/Jfy K;
S-1 : First Pay: 2021-07-20; Registration: 144V/Wql L;
Pricing Speed
10% ZTC, 10% Ztmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | WYW | 5.500 | 98.68 | Jjj | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | CQA | 103.000 | 9.40 | Czz | - | - | - | - | - | - | Nymhowfx | 1eV | - | 88 | 1cY+88 | - | 776.00000 |
Tranche Comments
D: First Pay: 2020-12-28; Registration: 144I/Ffh P;
J: First Pay: 2020-12-28; Registration: 144G/Xlj U;
Pricing Speed
100% BBR kw 10% Rtjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | WIG | 442.600 | 5.46 | Lii | - | - | - | - | - | - | Crvpd | Odocw | - | 105 | 1.42% | 1.426% | 80.25080 |
| T | HOV | 7.000 | 80.85 | Tyy | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J: Registration: 144J/Nvn X;
T: Registration: 144B/Zqa T;
Pricing Speed
100% DDX mn 10% Xjss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | YZF | 3.000 | 11.90 | Vkk | D | - | - | - | - | - | Vwvdyqjw | 1vH | - | 190 | 1wS+190 | - | - |
| Z | XTY | 927.200 | 5.40 | Gll | LL+ | - | - | - | - | - | Mqokczug | 1lF | - | 92 | 1nG+92 | - | - |
Tranche Comments
Z: Registration: 144P/Ipu N;
X: Registration: 144H/Tnf X;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | JTZ | 9.500 | 17.59 | - | - | UUU | - | - | - | - | Vqboy | Gbtxq | - | 200 | 2.50% | 3.118% | 66.53300 |
| S | VYV | 638.100 | 3.57 | - | - | NNN | - | - | - | - | Faavr | ACD | - | - | 1.83% | 1.840% | 24.61884 |
Tranche Comments
S: First Pay: 2020-05-25; Registration: 144M/Guh V;
V: First Pay: 2020-05-25; Registration: 144T/Ycv E;
Pricing Speed
100% JJV rv 10% Vwxx