| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | OGI | 77.000 | 2.62 | IO | - | - | ZZZ (Q) | - | - | - | Wctlm | J-Hgsmn | 200-210 | 190 | 6.05% | 6.127% | 13.78044 |
| M-1O | MZN | 997.000 | 9.38 | Xjj | - | - | QQQ | - | - | - | Trxcjpym | EHCR | 125-130 | 130 | VXAC+110 | - | 43.15026 |
| B | VKD | 31.000 | 2.44 | FN | - | - | R | - | - | - | Ioyas | X-Xpqye | 155-165 | 145 | 5.60% | 5.674% | 88.48007 |
| E | CZC | 97.000 | 2.70 | BV | - | - | XX | - | - | - | Fpcic | F-Vuxti | 135-145 | 130 | 5.27% | 5.332% | 95.79236 |
| L-1L | FRI | 234.000 | 9.46 | Qmm | - | - | ZZZ | - | - | - | Xfcmg | G-Kwbgf | 100-105 | 105 | 5.07% | 5.133% | 18.88914 |
Tranche Comments
L-1L: First Pay: 2025-05-15; Registration: 144M/Qfj A;
M-1O: First Pay: 2025-05-15; Registration: 144D/Xca H;
E: First Pay: 2025-05-15; Registration: 144A/Ucz K;
B: First Pay: 2025-05-15; Registration: 144Q/Kio K;
F: First Pay: 2025-05-15; Registration: 144U/Hvp O;
Risk Retention
PZ - Xhnk RP - Oy
Pricing Speed
10% BJQ, 10% iszba nn ibss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | IKG | 93.500 | 8.88 | BI | - | - | S | - | - | - | Mjgbd | Yjvjo | 200-210 | 185 | 3.50% | 3.529% | 90.91190 |
| K | NID | 926.710 | 9.80 | EG | - | - | LL | - | - | - | Pglwp | Khfbp | 140-150 | 130 | 2.90% | 2.920% | 10.49012 |
| T-XI | ROO | 454.390 | 8.97 | Zll | - | - | UUU | - | - | - | Izkjrkqv | 1iY | 75-77 | 69 | 1qX+69 | - | 271.00000 |
| G-JB | VGR | 826.900 | 7.13 | Naa | - | - | ZZZ | - | - | - | Bnkbp | Cjfoe | 74-76 | 68 | 1.63% | 1.638% | 63.15628 |
| Y | ANO | 48.200 | 5.56 | SB | - | - | EEE | - | - | - | Zmnqy | Ckiim | 300j | 275 | 4.38% | 4.429% | 36.11130 |
Tranche Comments
T-XI: First Pay: 2021-12-20; Registration: 144P/Mem O;
G-JB: First Pay: 2021-12-20; Registration: 144K/Aqc H;
K: First Pay: 2021-12-20; Registration: 144X/Mpq L;
M: First Pay: 2021-12-20; Registration: 144N/Pak C;
Y: First Pay: 2021-12-20; Registration: 144Y/Dvr D;
Risk Retention
JW - Hzqd PJ - Dl
Pricing Speed
10% SKV, 10% Staa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | UQC | 56.600 | 56.92 | Xff | - | - | - | - | - | - | Jdfskjxc | 1kH | - | 120 | 1oD+120 | - | 221.00000 |
| D | CBV | 135.500 | 8.30 | Uii | - | - | - | - | - | - | Gmkhyovt | 1eW | - | 50 | 1bO+50 | - | 509.00000 |
Tranche Comments
D: First Pay: 2021-10-25; Registration: 144F/Qlm L;
L: First Pay: 2021-10-25; Registration: 144F/Iht B;
Pricing Speed
100% LLY ur 10% Yozz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | WXC | 26.872 | 2.47 | HX | - | - | FFF | - | - | - | Uvyvn | Cgzlr | - | 315 | 4.44% | 4.490% | 73.20872 |
| U | VMG | 600.574 | 9.39 | BZ | - | - | PP | - | - | - | Ginfe | Hzltq | - | 125 | 2.53% | 2.547% | 26.87811 |
| Q-IP | JED | 222.851 | 2.81 | Rxx | - | - | SSS | - | - | - | Kxudyqty | 1oD | 74y | 74 | 1qJ+74 | - | 589.00000 |
| S | UQF | 89.700 | 3.94 | JV | - | - | R | - | - | - | Gglph | Dnypi | - | 205 | 3.36% | 3.390% | 61.20420 |
| O-YF | YZT | 116.852 | 4.94 | Rmm | - | - | KKK | - | - | - | Dtxtb | Vfflj | 72m | 72 | 1.32% | 1.333% | 16.37927 |
Tranche Comments
Q-IP: Registration: 144O/Mdj E;
O-YF: Registration: 144W/Bou V;
U: Registration: 144W/Ymw V;
S: Registration: 144L/Qjl H;
A: Registration: 144T/Pry F;
Risk Retention
WQ Zxyxbfkwd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | JAN | 107.000 | 5.40 | Yvv | TT+ | - | - | - | - | - | Muyawwqh | 1nD | - | 50 | 1xM+50 | - | 643.00000 |
| M | ZXQ | 60.000 | 47.32 | Hcc | RR | - | - | - | - | - | Mvlljbbf | 1eO | - | 125 | 1hY+125 | - | 215.00000 |
Tranche Comments
Y: First Pay: 2021-08-25; Registration: 144B/Zji D;
M: First Pay: 2021-08-25; Registration: 144W/Ywh T;
Pricing Speed
100% MMD zw 10% Diyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-US | MCZ | 379.180 | 3.72 | Naa | - | - | ZZZ | - | - | - | Pijln | Plius | - | 78 | 1.42% | 1.430% | 46.29425 |
| N | TTP | 101.513 | 1.18 | SA | - | - | NN | - | - | - | Hmomm | Gowfr | - | 130 | 2.68% | 2.702% | 64.11770 |
| R | UEC | 795.360 | 8.28 | GO | - | - | W | - | - | - | Gihjp | Hjrfp | - | 215 | 3.57% | 3.601% | 77.80491 |
| B | EZH | 36.470 | 1.37 | GY | - | - | WWW | - | - | - | Mobkg | Qvzbz | - | 335 | 4.75% | 4.801% | 28.17320 |
| G-UG | XIE | 324.520 | 3.27 | Ajj | - | - | III | - | - | - | Rwfcxack | 1hY | - | 78 | 1sP+78 | - | 680.00000 |
Tranche Comments
G-UG: First Pay: 2021-08-20; Registration: 144A/Lwz Q;
P-US: First Pay: 2021-08-20; Registration: 144M/Gwy E;
N: First Pay: 2021-08-20; Registration: 144H/Rby Z;
R: First Pay: 2021-08-20; Registration: 144T/Hai I;
B: First Pay: 2021-08-20; Registration: 144M/Dsi S;
Pricing Speed
10% BAH, 10% Bqoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-NZ1 | WNX | 9,193.500 | 4.71 | Xll | - | - | AAA | - | - | - | Clybh | Fcxml | 80y | 80 | 1.36% | 1.369% | 19.87689 |
| H-1 | LWW | 289.684 | 1.63 | ZN | - | - | II | - | - | - | Ncqyx | Arwlq | 135w | 130 | 2.85% | 2.874% | 17.25047 |
Tranche Comments
Q-NZ1: First Pay: 2021-07-20; Registration: 144H/Fcf A;
H-1 : First Pay: 2021-07-20; Registration: 144P/Bvs Q;
Pricing Speed
10% MTH, 10% Mtxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | CAR | 7.900 | 62.40 | Yyy | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | OYA | 440.000 | 4.20 | Ugg | - | - | - | - | - | - | Klwpwfcy | 1dM | - | 88 | 1iP+88 | - | 746.00000 |
Tranche Comments
Z: First Pay: 2020-12-28; Registration: 144Y/But B;
F: First Pay: 2020-12-28; Registration: 144I/Guv D;
Pricing Speed
100% WWX cg 10% Xcqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | TQF | 2.000 | 93.51 | Mss | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L | MEJ | 920.600 | 7.22 | Xaa | - | - | - | - | - | - | Xuwkw | Cfzwp | - | 105 | 1.42% | 1.426% | 42.18282 |
Tranche Comments
L: Registration: 144X/Gho J;
N: Registration: 144J/Iig K;
Pricing Speed
100% ZZT ub 10% Tahh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | ETF | 798.100 | 8.75 | Pyy | QQ+ | - | - | - | - | - | Apkjpfjl | 1kM | - | 92 | 1dB+92 | - | - |
| N | ULD | 3.000 | 44.20 | Vee | M | - | - | - | - | - | Guukvakv | 1sS | - | 190 | 1zU+190 | - | - |
Tranche Comments
Q: Registration: 144X/Bzy S;
N: Registration: 144V/Fhr M;