| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | WVL | 6.335 | 2.90 | - | - | - | - | VV | - | - | Wqjor | I-Vclpg | - | 450 | 8.57% | 8.971% | 28.83988 |
| P | GYR | 67.478 | 2.60 | - | - | - | - | DDD | - | - | Rtfce | G-Dqttg | - | 725 | 10.97% | 11.721% | 71.82594 |
| W | UIZ | 9.972 | 8.10 | - | - | - | - | O | - | - | Oiyzl | X-Mylyn | - | 1300 | 10.00% | 17.471% | 64.24968 |
| Z | WAC | 80.987 | 6.50 | - | - | - | - | KKK | - | - | Azmhi | A-Inggy | - | 350 | 7.60% | 7.971% | 24.26894 |
| X | OMC | 23.515 | 5.90 | - | - | - | - | DD | - | - | Ifvcu | B-Mokdv | - | 1000 | 8.00% | 14.471% | 53.41910 |
| A | YSB | 16.313 | 7.20 | - | - | - | - | G | - | - | Jtwco | D-Zbowc | - | 550 | 9.53% | 9.971% | 59.81181 |
Tranche Comments
Z: First Pay: 2022-12-20; Registration: 144O/Vbl J;
H: First Pay: 2022-12-20; Registration: 144A/Rpj P;
A: First Pay: 2022-12-20; Registration: 144Z/Bay Q;
P: First Pay: 2022-12-20; Registration: 144P/Eus Y;
X: First Pay: 2022-12-20; Registration: 144Y Avjw;
W: First Pay: 2022-12-20; Registration: 144E Pvgu;
Risk Retention
HR - Ala, XH - Zi
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | RSO | 95.700 | 9.32 | - | - | - | - | ZZ | 38.58% | - | Xhxlb | Knznz | 340-350 | 340 | 3.77% | 3.809% | 37.87352 |
| G | KJB | 62.600 | 8.79 | - | - | - | - | NNN | 94.70% | - | Mrazh | Emcqz | 85-90 | 80 | 1.20% | 1.209% | 28.55244 |
| E | KWG | 84.300 | 8.34 | - | - | - | - | RRR | 45.00% | - | Vokgq | Kdmux | 180-185 | 170 | 2.09% | 2.109% | 13.27982 |
| R | ZOR | 57.130 | 4.76 | - | - | - | - | YY | 45.69% | - | Szsbp | Aukyj | 105-110 | 105 | 1.45% | 1.459% | 31.99947 |
| Q | CFK | 60.730 | 9.21 | - | - | - | - | L | 4.00% | - | Ycozu | Ljgyj | 525-550 | 525 | 5.59% | 5.659% | 31.45100 |
| V | LII | 39.860 | 4.72 | - | - | - | - | L | 83.96% | - | Ywrok | Uuziy | 130-135 | 125 | 1.65% | 1.659% | 52.17220 |
Tranche Comments
G: First Pay: 2021-07-20; Registration: 144K/Upt L;
R: First Pay: 2021-07-20; Registration: 144Q/Boj Q;
V: First Pay: 2021-07-20; Registration: 144H/Uqy V;
E: First Pay: 2021-07-20; Registration: 144P/Ufq O;
O: First Pay: 2021-07-20; Registration: 144L Nrqg;
Q: First Pay: 2021-07-20; Registration: 144C Hfzz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | IUB | 90.800 | 9.70 | - | - | - | - | HH- | 52.90% | - | Ciswv | Mrvcv | 475u | 450 | 4.71% | 4.760% | 13.84820 |
| K | GBQ | 11.800 | 5.30 | - | - | - | - | X- | 4.90% | - | Pybiv | Tqntn | 725h | 700 | 7.15% | 7.260% | 89.26225 |
| F | MOY | 43.800 | 3.20 | - | - | - | - | F- | 74.38% | - | Mwncy | Ulowo | 210-220 | 200 | 2.24% | 2.260% | 32.19221 |
| C | IQV | 43.390 | 4.50 | - | - | - | - | GGG- | 11.50% | - | Qangs | Brrqp | 300l | 275 | 2.99% | 3.010% | 17.66110 |
| K | VTZ | 66.370 | 5.50 | - | - | - | - | MM | 99.10% | - | Ebweo | Jifxg | 160-170 | 140 | 1.65% | 1.660% | 52.43147 |
Tranche Comments
K: First Pay: 2021-02-22; Registration: 144F/Rmz V;
F: First Pay: 2021-02-22; Registration: 144M/Tjt O;
C: First Pay: 2021-02-22; Registration: 144J/Qbx M;
T: First Pay: 2021-02-22; Registration: 144N Ntnp;
K: First Pay: 2021-02-22; Registration: 144M Rnis;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | TJJ | 75.440 | 1.40 | - | - | - | - | RR | - | - | Vbeme | Euciv | 425-450 | 425 | 6.88% | 6.984% | 67.19615 |
| N | FSQ | 24.560 | 7.60 | - | - | - | - | L | - | - | Tllnw | Peluz | 200-225 | 200 | 4.68% | 4.734% | 15.11963 |
| D | YVO | 10.370 | 6.30 | - | - | - | - | XXX | - | - | Nikaq | Rcfcr | 275-300 | 275 | 5.42% | 5.484% | 54.64923 |
| T | GQV | 46.900 | 7.90 | - | - | - | - | D | - | - | Bvurq | Uwdgh | 675-700 | 700 | 9.54% | 9.734% | 66.93320 |
Tranche Comments
N: Registration: 144T Todc;
D: Registration: 144P Odad;
I: Registration: 144X Cviz;
T: Registration: 144D Tkat;