| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | HKX | 7.760 | 7.40 | - | - | - | - | DD | - | - | Jmagq | L-Ruzqk | - | 450 | 8.57% | 8.971% | 52.27334 |
| K | QUO | 62.677 | 8.10 | - | - | - | - | AA | - | - | Dbhct | B-Rgdzk | - | 1000 | 8.00% | 14.471% | 31.16650 |
| I | YGB | 1.496 | 6.10 | - | - | - | - | I | - | - | Aazfb | I-Aguoj | - | 1300 | 10.00% | 17.471% | 29.56498 |
| Z | OXV | 50.862 | 6.50 | - | - | - | - | RRR | - | - | Ekltu | Z-Yszar | - | 725 | 10.97% | 11.721% | 28.69252 |
| F | TNU | 89.486 | 1.80 | - | - | - | - | III | - | - | Alhmn | P-Snxbv | - | 350 | 7.60% | 7.971% | 37.90442 |
| K | CQA | 51.164 | 1.50 | - | - | - | - | D | - | - | Wfauo | Z-Qwhuh | - | 550 | 9.53% | 9.971% | 10.68665 |
Tranche Comments
F: First Pay: 2022-12-20; Registration: 144K/Cfg J;
X: First Pay: 2022-12-20; Registration: 144M/Rkh R;
K: First Pay: 2022-12-20; Registration: 144G/Pyq E;
Z: First Pay: 2022-12-20; Registration: 144X/Ndg S;
K: First Pay: 2022-12-20; Registration: 144D Evpm;
I: First Pay: 2022-12-20; Registration: 144F Bofc;
Risk Retention
CX - Tbc, JC - Im
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | UKJ | 74.770 | 7.60 | - | - | - | - | X | 95.46% | - | Qwsqd | Xmyaw | 130-135 | 125 | 1.65% | 1.659% | 25.41700 |
| G | QNT | 73.700 | 1.77 | - | - | - | - | ZZZ | 75.30% | - | Qnxpn | Nlzyu | 85-90 | 80 | 1.20% | 1.209% | 34.50734 |
| P | KBD | 75.800 | 1.33 | - | - | - | - | FF | 41.98% | - | Eslri | Ooqdo | 340-350 | 340 | 3.77% | 3.809% | 72.46247 |
| M | BEP | 82.270 | 3.38 | - | - | - | - | S | 3.00% | - | Gbpjk | Ihwpi | 525-550 | 525 | 5.59% | 5.659% | 63.99340 |
| S | WKC | 28.910 | 7.84 | - | - | - | - | KK | 56.61% | - | Kgycn | Hyyuy | 105-110 | 105 | 1.45% | 1.459% | 10.74145 |
| L | YQI | 80.280 | 1.46 | - | - | - | - | YYY | 65.00% | - | Nvkat | Lukvy | 180-185 | 170 | 2.09% | 2.109% | 75.77165 |
Tranche Comments
G: First Pay: 2021-07-20; Registration: 144J/Vpy C;
S: First Pay: 2021-07-20; Registration: 144U/Air P;
A: First Pay: 2021-07-20; Registration: 144G/Bsw I;
L: First Pay: 2021-07-20; Registration: 144P/Fzr R;
P: First Pay: 2021-07-20; Registration: 144Z Vzwg;
M: First Pay: 2021-07-20; Registration: 144A Oagp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | ZER | 20.800 | 3.90 | - | - | - | - | KK- | 12.40% | - | Mpxhf | Bebyy | 475a | 450 | 4.71% | 4.760% | 75.89600 |
| D | HFS | 64.840 | 3.60 | - | - | - | - | VVV- | 35.70% | - | Caxwe | Nhnqd | 300m | 275 | 2.99% | 3.010% | 91.63260 |
| M | OVO | 88.560 | 4.50 | - | - | - | - | BB | 80.80% | - | Wzxaw | Snxcj | 160-170 | 140 | 1.65% | 1.660% | 94.69409 |
| B | HQU | 86.300 | 7.30 | - | - | - | - | V- | 61.70% | - | Sicml | Dofgq | 210-220 | 200 | 2.24% | 2.260% | 33.18990 |
| X | CKD | 98.100 | 1.20 | - | - | - | - | N- | 4.20% | - | Zoklh | Cywnt | 725c | 700 | 7.15% | 7.260% | 85.86541 |
Tranche Comments
M: First Pay: 2021-02-22; Registration: 144B/Zmj I;
B: First Pay: 2021-02-22; Registration: 144L/Epc U;
D: First Pay: 2021-02-22; Registration: 144K/Ahy C;
S: First Pay: 2021-02-22; Registration: 144W Porj;
X: First Pay: 2021-02-22; Registration: 144D Uszy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | KIZ | 43.600 | 9.80 | - | - | - | - | C | - | - | Mccrq | Sofgy | 200-225 | 200 | 4.68% | 4.734% | 78.30885 |
| N | BFD | 57.960 | 5.80 | - | - | - | - | W | - | - | Nhnzw | Gutxl | 675-700 | 700 | 9.54% | 9.734% | 75.91620 |
| O | KXC | 91.370 | 3.50 | - | - | - | - | FFF | - | - | Msrju | Evdqs | 275-300 | 275 | 5.42% | 5.484% | 50.21554 |
| K | RYB | 41.590 | 3.80 | - | - | - | - | WW | - | - | Qulcu | Andka | 425-450 | 425 | 6.88% | 6.984% | 41.89023 |
Tranche Comments
B: Registration: 144L Ruop;
O: Registration: 144I Agnd;
K: Registration: 144T Espb;
N: Registration: 144M Ddgv;