| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | ZWP | 45.708 | 4.60 | - | - | - | - | VV | - | - | Rgfqb | T-Gpsfw | - | 1000 | 8.00% | 14.471% | 38.32410 |
| W | OAW | 58.250 | 1.50 | - | - | - | - | LLL | - | - | Akfxz | O-Btwtb | - | 350 | 7.60% | 7.971% | 83.55781 |
| B | VUK | 53.472 | 6.30 | - | - | - | - | OOO | - | - | Dcoxa | X-Niqxv | - | 725 | 10.97% | 11.721% | 77.22850 |
| N | ERM | 1.283 | 6.10 | - | - | - | - | NN | - | - | Jjhio | X-Tylkt | - | 450 | 8.57% | 8.971% | 78.70247 |
| S | VXT | 25.767 | 5.20 | - | - | - | - | B | - | - | Sfpcd | K-Ngsla | - | 550 | 9.53% | 9.971% | 53.80012 |
| J | YNQ | 9.979 | 1.80 | - | - | - | - | U | - | - | Lwpfi | F-Mtprk | - | 1300 | 10.00% | 17.471% | 14.42884 |
Tranche Comments
W: First Pay: 2022-12-20; Registration: 144P/Xau R;
N: First Pay: 2022-12-20; Registration: 144J/Xeh D;
S: First Pay: 2022-12-20; Registration: 144A/Nyu E;
B: First Pay: 2022-12-20; Registration: 144V/Loa T;
G: First Pay: 2022-12-20; Registration: 144M Uapa;
J: First Pay: 2022-12-20; Registration: 144W Scue;
Risk Retention
VA - Vlw, HV - Sg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | LGR | 77.550 | 1.77 | - | - | - | - | VVV | 57.00% | - | Qxybx | Xwjov | 180-185 | 170 | 2.09% | 2.109% | 26.20891 |
| Y | ASO | 26.360 | 7.11 | - | - | - | - | R | 9.00% | - | Vkyrq | Yczfp | 525-550 | 525 | 5.59% | 5.659% | 59.74096 |
| B | MSD | 99.690 | 2.75 | - | - | - | - | EE | 48.62% | - | Qhcjk | Bmakx | 105-110 | 105 | 1.45% | 1.459% | 69.35334 |
| M | FIO | 83.100 | 2.84 | - | - | - | - | C | 98.34% | - | Vbyjc | Oveop | 130-135 | 125 | 1.65% | 1.659% | 14.86250 |
| X | HHR | 14.400 | 3.18 | - | - | - | - | YYY | 49.40% | - | Lucsq | Lfebt | 85-90 | 80 | 1.20% | 1.209% | 47.53048 |
| E | PUJ | 92.200 | 1.81 | - | - | - | - | FF | 81.66% | - | Kuxln | Djlyi | 340-350 | 340 | 3.77% | 3.809% | 50.24389 |
Tranche Comments
X: First Pay: 2021-07-20; Registration: 144W/Pxr G;
B: First Pay: 2021-07-20; Registration: 144V/Jiz T;
M: First Pay: 2021-07-20; Registration: 144O/Air U;
N: First Pay: 2021-07-20; Registration: 144M/Pkp Z;
E: First Pay: 2021-07-20; Registration: 144Q Pixy;
Y: First Pay: 2021-07-20; Registration: 144A Fmgi;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | VRW | 38.550 | 5.30 | - | - | - | - | DD | 45.30% | - | Lqlhp | Mevng | 160-170 | 140 | 1.65% | 1.660% | 99.64418 |
| G | OIM | 93.900 | 7.70 | - | - | - | - | T- | 8.30% | - | Cfgtb | Dyxhn | 725b | 700 | 7.15% | 7.260% | 95.67652 |
| M | EAJ | 21.300 | 8.70 | - | - | - | - | K- | 75.27% | - | Fgccf | Bboek | 210-220 | 200 | 2.24% | 2.260% | 10.58108 |
| C | WYC | 84.440 | 9.70 | - | - | - | - | AAA- | 90.60% | - | Atxlg | Uuitc | 300o | 275 | 2.99% | 3.010% | 78.20340 |
| E | NPO | 36.300 | 6.30 | - | - | - | - | RR- | 23.30% | - | Kwarl | Xxtvn | 475l | 450 | 4.71% | 4.760% | 96.18610 |
Tranche Comments
H: First Pay: 2021-02-22; Registration: 144C/Rdp H;
M: First Pay: 2021-02-22; Registration: 144W/Ecn M;
C: First Pay: 2021-02-22; Registration: 144C/Dto F;
E: First Pay: 2021-02-22; Registration: 144U Pawq;
G: First Pay: 2021-02-22; Registration: 144U Bsfg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | COS | 98.770 | 8.20 | - | - | - | - | Y | - | - | Zuvhv | Uqvur | 200-225 | 200 | 4.68% | 4.734% | 84.57962 |
| N | EFT | 88.960 | 4.40 | - | - | - | - | A | - | - | Nvrmg | Ayxly | 675-700 | 700 | 9.54% | 9.734% | 88.19670 |
| Q | YPR | 58.780 | 8.10 | - | - | - | - | BBB | - | - | Zwbqk | Dhqjm | 275-300 | 275 | 5.42% | 5.484% | 22.77025 |
| D | LLZ | 38.940 | 5.90 | - | - | - | - | NN | - | - | Yscpr | Qcxon | 425-450 | 425 | 6.88% | 6.984% | 55.30602 |
Tranche Comments
O: Registration: 144Y Fhdt;
Q: Registration: 144M Bnuv;
D: Registration: 144H Kxce;
N: Registration: 144Y Vnbi;