| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | TUV | 795.110 | 7.10 | TP | - | - | XX | - | - | - | Obycd | Rknov | 140-150 | 130 | 2.90% | 2.920% | 66.71859 |
| W-LN | AWU | 538.230 | 8.35 | Hww | - | - | JJJ | - | - | - | Ibfxh | Mlwli | 74-76 | 68 | 1.63% | 1.638% | 51.25165 |
| X-YN | JLF | 869.430 | 4.39 | Qhh | - | - | LLL | - | - | - | Vvqjfkfb | 1nW | 75-77 | 69 | 1pG+69 | - | 206.00000 |
| E | YKL | 89.400 | 7.83 | XZ | - | - | P | - | - | - | Yftnw | Rodpl | 200-210 | 185 | 3.50% | 3.529% | 35.42850 |
| P | KHQ | 82.180 | 8.40 | AH | - | - | YYY | - | - | - | Hyuyb | Ltkfd | 300i | 275 | 4.38% | 4.429% | 13.61180 |
Tranche Comments
X-YN: First Pay: 2021-12-20; Registration: 144C/Yla A;
W-LN: First Pay: 2021-12-20; Registration: 144J/Aeu E;
X: First Pay: 2021-12-20; Registration: 144M/Xvp T;
E: First Pay: 2021-12-20; Registration: 144B/Znp L;
P: First Pay: 2021-12-20; Registration: 144X/Yun D;
Risk Retention
JM - Yajv FJ - Xe
Pricing Speed
10% STI, 10% Surr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | NJW | 82.900 | 84.95 | Sxx | - | - | - | - | - | - | Hfobptxv | 1nY | - | 120 | 1lO+120 | - | 360.00000 |
| U | VWJ | 728.900 | 9.79 | Cww | - | - | - | - | - | - | Kjjxybuw | 1yK | - | 50 | 1hT+50 | - | 329.00000 |
Tranche Comments
U: First Pay: 2021-10-25; Registration: 144K/Csq O;
L: First Pay: 2021-10-25; Registration: 144O/Nzn A;
Pricing Speed
100% VVI du 10% Ipaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-IR | AYJ | 459.798 | 7.25 | Pdd | - | - | JJJ | - | - | - | Lrmch | Pqzhb | 72j | 72 | 1.32% | 1.333% | 65.30855 |
| N | KNX | 86.381 | 9.84 | OB | - | - | NNN | - | - | - | Aigjm | Uedjt | - | 315 | 4.44% | 4.490% | 27.90393 |
| P-MF | UGK | 739.797 | 6.48 | Jmm | - | - | UUU | - | - | - | Fvwymxly | 1hA | 74q | 74 | 1wE+74 | - | 318.00000 |
| P | VPK | 42.500 | 9.91 | XF | - | - | T | - | - | - | Qftgp | Kbjem | - | 205 | 3.36% | 3.390% | 67.88335 |
| X | FMY | 300.813 | 1.41 | KO | - | - | FF | - | - | - | Nwhqk | Pnllx | - | 125 | 2.53% | 2.547% | 70.68144 |
Tranche Comments
P-MF: Registration: 144M/Tvg E;
C-IR: Registration: 144X/Wjn S;
X: Registration: 144Y/Dig K;
P: Registration: 144B/Kfm V;
N: Registration: 144J/Eka U;
Risk Retention
RS Hhqghkxse
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | QWF | 624.000 | 1.52 | Inn | KK+ | - | - | - | - | - | Mqpcdbxd | 1mN | - | 50 | 1vY+50 | - | 123.00000 |
| Y | QKL | 43.000 | 33.19 | Tdd | BB | - | - | - | - | - | Ryseeryv | 1kB | - | 125 | 1dL+125 | - | 824.00000 |
Tranche Comments
O: First Pay: 2021-08-25; Registration: 144N/Kvm N;
Y: First Pay: 2021-08-25; Registration: 144L/Dut H;
Pricing Speed
100% XXF pq 10% Fqnn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-PT | ULK | 740.660 | 6.78 | Fww | - | - | RRR | - | - | - | Tvclrmfp | 1wG | - | 78 | 1uZ+78 | - | 339.00000 |
| R | VUW | 847.178 | 9.80 | TL | - | - | JJ | - | - | - | Oynvy | Iwuqf | - | 130 | 2.68% | 2.702% | 61.40853 |
| E | KAP | 626.106 | 6.42 | XE | - | - | Q | - | - | - | Qzsoq | Nlzoo | - | 215 | 3.57% | 3.601% | 46.34074 |
| W-TF | HHO | 320.960 | 6.28 | Wpp | - | - | FFF | - | - | - | Cjkfg | Utiga | - | 78 | 1.42% | 1.430% | 69.98053 |
| P | MIA | 40.220 | 9.44 | OH | - | - | WWW | - | - | - | Mmrew | Emfdq | - | 335 | 4.75% | 4.801% | 43.91410 |
Tranche Comments
M-PT: First Pay: 2021-08-20; Registration: 144Z/Mql N;
W-TF: First Pay: 2021-08-20; Registration: 144K/Lrz Q;
R: First Pay: 2021-08-20; Registration: 144G/Aus C;
E: First Pay: 2021-08-20; Registration: 144X/Ntq A;
P: First Pay: 2021-08-20; Registration: 144L/Ytg V;
Pricing Speed
10% HEF, 10% Hbzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | CNA | 961.964 | 1.55 | ME | - | - | CC | - | - | - | Ftwnt | Wzoqm | 135d | 130 | 2.85% | 2.874% | 40.77505 |
| V-KH1 | YBU | 8,905.750 | 9.40 | Vtt | - | - | AAA | - | - | - | Cfqok | Fhvdm | 80v | 80 | 1.36% | 1.369% | 44.76151 |
Tranche Comments
V-KH1: First Pay: 2021-07-20; Registration: 144P/Jxz T;
H-1 : First Pay: 2021-07-20; Registration: 144F/Pop N;
Pricing Speed
10% YQT, 10% Ycss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | KRD | 974.000 | 4.70 | Pxx | - | - | - | - | - | - | Blmzdpnr | 1rB | - | 88 | 1oC+88 | - | 654.00000 |
| I | NSM | 3.100 | 32.95 | Fuu | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J: First Pay: 2020-12-28; Registration: 144Y/Yxi J;
I: First Pay: 2020-12-28; Registration: 144T/Xjd T;
Pricing Speed
100% VVN bb 10% Nwff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | LCV | 121.800 | 2.52 | Ipp | - | - | - | - | - | - | Ruyco | Nlxem | - | 105 | 1.42% | 1.426% | 50.11175 |
| T | KMM | 3.000 | 17.61 | Qgg | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y: Registration: 144P/Ajo O;
T: Registration: 144H/Djz W;
Pricing Speed
100% SSN ks 10% Ntcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | HOB | 614.200 | 5.37 | Lkk | DD+ | - | - | - | - | - | Jbrbkouk | 1dK | - | 92 | 1bS+92 | - | - |
| K | MGE | 6.000 | 84.90 | Ykk | Y | - | - | - | - | - | Qbjblnzn | 1oB | - | 190 | 1fH+190 | - | - |
Tranche Comments
M: Registration: 144E/Wtm H;
K: Registration: 144N/Ohk I;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | HMI | 144.500 | 5.56 | - | - | GGG | - | - | - | - | Njnjf | YJM | - | - | 1.83% | 1.840% | 46.31880 |
| M | EJU | 9.200 | 23.24 | - | - | AAA | - | - | - | - | Fnurk | Wcjlh | - | 200 | 2.50% | 3.118% | 12.82100 |
Tranche Comments
X: First Pay: 2020-05-25; Registration: 144D/Ukx G;
M: First Pay: 2020-05-25; Registration: 144K/Fzh J;
Pricing Speed
100% EED cp 10% Dbvv