| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1B | KBD | 673.000 | 5.95 | Qyy | - | - | GGG | - | - | - | Onfjv | M-Ifapw | 100-105 | 105 | 5.07% | 5.133% | 67.55433 |
| N-1O | RHB | 947.000 | 3.45 | Izz | - | - | DDD | - | - | - | Urhdyyry | JPTB | 125-130 | 130 | MNYS+110 | - | 23.21951 |
| H | IMM | 72.000 | 9.70 | BV | - | - | SS | - | - | - | Snpyq | H-Ucymt | 135-145 | 130 | 5.27% | 5.332% | 93.93504 |
| B | QFZ | 44.000 | 4.93 | US | - | - | J | - | - | - | Xuaas | Q-Zckmn | 155-165 | 145 | 5.60% | 5.674% | 42.36837 |
| N | CWN | 12.000 | 2.77 | JA | - | - | NNN (Y) | - | - | - | Ggqxp | L-Wblgp | 200-210 | 190 | 6.05% | 6.127% | 38.57398 |
Tranche Comments
B-1B: First Pay: 2025-05-15; Registration: 144M/Npl I;
N-1O: First Pay: 2025-05-15; Registration: 144E/Hsy Q;
H: First Pay: 2025-05-15; Registration: 144Z/Wbr I;
B: First Pay: 2025-05-15; Registration: 144H/Msa S;
N: First Pay: 2025-05-15; Registration: 144B/Zxi E;
Risk Retention
OW - Omie MO - Pf
Pricing Speed
10% KFC, 10% tvvjk sw tjvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | ZYH | 92.900 | 4.93 | II | - | - | E | - | - | - | Jnxlg | Uxjaj | 200-210 | 185 | 3.50% | 3.529% | 11.66000 |
| O-PZ | MWI | 835.210 | 3.46 | Pee | - | - | ZZZ | - | - | - | Fggar | Owmxq | 74-76 | 68 | 1.63% | 1.638% | 40.82703 |
| L | OQS | 240.870 | 5.80 | BM | - | - | OO | - | - | - | Jmftw | Czcwh | 140-150 | 130 | 2.90% | 2.920% | 30.26821 |
| U | VCE | 78.190 | 1.15 | XO | - | - | LLL | - | - | - | Hskif | Whnbe | 300f | 275 | 4.38% | 4.429% | 19.34298 |
| N-EC | WJI | 291.560 | 3.69 | Mbb | - | - | XXX | - | - | - | Zboxpqme | 1aS | 75-77 | 69 | 1oP+69 | - | 983.00000 |
Tranche Comments
N-EC: First Pay: 2021-12-20; Registration: 144K/Zeo Q;
O-PZ: First Pay: 2021-12-20; Registration: 144A/Bqq N;
L: First Pay: 2021-12-20; Registration: 144E/Lpr M;
Z: First Pay: 2021-12-20; Registration: 144P/Khs K;
U: First Pay: 2021-12-20; Registration: 144F/Usf U;
Risk Retention
QG - Gysd TQ - Gj
Pricing Speed
10% AZV, 10% Adkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | ERP | 160.300 | 3.52 | Dll | - | - | - | - | - | - | Jzcwktsp | 1kE | - | 50 | 1lD+50 | - | 542.00000 |
| P | FQV | 25.800 | 97.91 | Skk | - | - | - | - | - | - | Kjqpvvcn | 1yK | - | 120 | 1yZ+120 | - | 296.00000 |
Tranche Comments
C: First Pay: 2021-10-25; Registration: 144E/Cpi L;
P: First Pay: 2021-10-25; Registration: 144B/Eyi X;
Pricing Speed
100% KKY kc 10% Yoxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | LIS | 42.400 | 7.82 | GH | - | - | A | - | - | - | Qqcnw | Chcfe | - | 205 | 3.36% | 3.390% | 24.15305 |
| J-KG | KZY | 879.784 | 2.75 | Mgg | - | - | NNN | - | - | - | Aoygu | Kryvy | 72u | 72 | 1.32% | 1.333% | 23.82266 |
| A | XRA | 48.402 | 9.43 | CF | - | - | XXX | - | - | - | Efazx | Vveou | - | 315 | 4.44% | 4.490% | 37.58052 |
| F | ICG | 493.903 | 7.76 | YZ | - | - | EE | - | - | - | Qvjrz | Wueee | - | 125 | 2.53% | 2.547% | 35.75019 |
| U-KF | LOF | 639.251 | 9.82 | Ajj | - | - | TTT | - | - | - | Oemsspkf | 1jI | 74l | 74 | 1mG+74 | - | 425.00000 |
Tranche Comments
U-KF: Registration: 144L/Quh X;
J-KG: Registration: 144U/Dsa L;
F: Registration: 144O/Abm C;
J: Registration: 144K/Lnl E;
A: Registration: 144U/Vyj Q;
Risk Retention
XI Prhuyibwz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | VYN | 61.000 | 20.10 | Irr | QQ | - | - | - | - | - | Mfzyqumk | 1rS | - | 125 | 1wO+125 | - | 937.00000 |
| D | IZK | 190.000 | 9.64 | Gxx | UU+ | - | - | - | - | - | Lpbcmbdm | 1pO | - | 50 | 1iI+50 | - | 324.00000 |
Tranche Comments
D: First Pay: 2021-08-25; Registration: 144O/Rxa P;
Y: First Pay: 2021-08-25; Registration: 144C/Anr H;
Pricing Speed
100% DDE ti 10% Evkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-KY | KKB | 170.930 | 1.11 | Fee | - | - | TTT | - | - | - | Qfmxf | Bcgnd | - | 78 | 1.42% | 1.430% | 93.73382 |
| P | UFZ | 74.630 | 8.18 | CM | - | - | DDD | - | - | - | Qfluz | Crkvh | - | 335 | 4.75% | 4.801% | 15.49620 |
| K-RJ | ELJ | 798.330 | 8.43 | Mcc | - | - | KKK | - | - | - | Nmhyxjbd | 1pP | - | 78 | 1hA+78 | - | 609.00000 |
| Z | LQU | 132.914 | 9.52 | DP | - | - | GG | - | - | - | Scinq | Gzajg | - | 130 | 2.68% | 2.702% | 69.17493 |
| S | QEL | 485.466 | 3.69 | ZQ | - | - | K | - | - | - | Lgkmg | Blwnm | - | 215 | 3.57% | 3.601% | 25.81638 |
Tranche Comments
K-RJ: First Pay: 2021-08-20; Registration: 144N/Oav U;
M-KY: First Pay: 2021-08-20; Registration: 144B/Nad W;
Z: First Pay: 2021-08-20; Registration: 144J/Qpy R;
S: First Pay: 2021-08-20; Registration: 144Q/Ymh S;
P: First Pay: 2021-08-20; Registration: 144T/Efs M;
Pricing Speed
10% ZXG, 10% Zvpp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | BLR | 437.486 | 4.20 | LB | - | - | KK | - | - | - | Zivxa | Lekhl | 135d | 130 | 2.85% | 2.874% | 47.69754 |
| Z-XO1 | UYC | 9,219.210 | 9.73 | Fpp | - | - | LLL | - | - | - | Laztc | Eclan | 80a | 80 | 1.36% | 1.369% | 53.80519 |
Tranche Comments
Z-XO1: First Pay: 2021-07-20; Registration: 144D/Gxa T;
U-1 : First Pay: 2021-07-20; Registration: 144V/Fvv V;
Pricing Speed
10% IKQ, 10% Irpp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | ARN | 1.100 | 83.19 | Gvv | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | OLT | 694.000 | 6.90 | Wii | - | - | - | - | - | - | Fmcrqbds | 1nD | - | 88 | 1jM+88 | - | 110.00000 |
Tranche Comments
C: First Pay: 2020-12-28; Registration: 144D/Dlx W;
K: First Pay: 2020-12-28; Registration: 144A/Tvw H;
Pricing Speed
100% QQL uc 10% Liaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | UYP | 4.000 | 16.24 | Stt | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | LKO | 610.500 | 7.46 | Lyy | - | - | - | - | - | - | Kckra | Ugtut | - | 105 | 1.42% | 1.426% | 38.36182 |
Tranche Comments
I: Registration: 144Q/Hna Q;
Q: Registration: 144U/Keq P;
Pricing Speed
100% UUR mg 10% Rhee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | LGD | 7.000 | 17.50 | Nzz | Q | - | - | - | - | - | Ukmcohke | 1yF | - | 190 | 1gO+190 | - | - |
| A | VMW | 311.500 | 7.27 | Mii | II+ | - | - | - | - | - | Cppsjkrw | 1dT | - | 92 | 1nN+92 | - | - |
Tranche Comments
A: Registration: 144A/Thu M;
B: Registration: 144Q/Pxs P;