| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | KPY | 36.366 | 1.30 | - | - | - | - | I | - | - | Vrjoo | U-Qcncw | - | 550 | 9.53% | 9.971% | 32.64600 |
| S | FAT | 93.261 | 9.50 | - | - | - | - | EE | - | - | Iakuc | J-Zfudf | - | 1000 | 8.00% | 14.471% | 41.17670 |
| H | HBZ | 6.840 | 7.50 | - | - | - | - | A | - | - | Ckuuq | L-Jpani | - | 1300 | 10.00% | 17.471% | 98.70044 |
| X | NLF | 23.338 | 6.70 | - | - | - | - | ZZZ | - | - | Rqjqj | T-Qyluf | - | 350 | 7.60% | 7.971% | 95.73716 |
| B | WPQ | 5.852 | 4.30 | - | - | - | - | AA | - | - | Kypmd | L-Tqnnn | - | 450 | 8.57% | 8.971% | 49.46418 |
| R | UNM | 35.444 | 8.70 | - | - | - | - | MMM | - | - | Envjw | G-Hqfio | - | 725 | 10.97% | 11.721% | 92.81887 |
Tranche Comments
X: First Pay: 2022-12-20; Registration: 144U/Vye Z;
B: First Pay: 2022-12-20; Registration: 144L/Qph H;
O: First Pay: 2022-12-20; Registration: 144Y/Jnq C;
R: First Pay: 2022-12-20; Registration: 144J/Obc O;
S: First Pay: 2022-12-20; Registration: 144N Ddfv;
H: First Pay: 2022-12-20; Registration: 144R Iecs;
Risk Retention
JS - Kbb, OJ - Ot
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | EST | 73.250 | 8.64 | - | - | - | - | EEE | 98.00% | - | Zkvsf | Lulye | 180-185 | 170 | 2.09% | 2.109% | 12.19257 |
| P | XZX | 27.200 | 8.72 | - | - | - | - | VV | 33.66% | - | Fbgxi | Ynzcl | 105-110 | 105 | 1.45% | 1.459% | 18.15783 |
| B | OHO | 36.350 | 8.93 | - | - | - | - | S | 9.00% | - | Jsuot | Vfnmn | 525-550 | 525 | 5.59% | 5.659% | 96.85387 |
| X | WKM | 24.100 | 3.55 | - | - | - | - | X | 24.18% | - | Rhhiv | Gcjjj | 130-135 | 125 | 1.65% | 1.659% | 26.10360 |
| E | AFS | 71.900 | 1.43 | - | - | - | - | AA | 19.46% | - | Rutqd | Mauar | 340-350 | 340 | 3.77% | 3.809% | 75.68867 |
| J | ZZV | 82.400 | 1.17 | - | - | - | - | OOO | 49.30% | - | Awtod | Dfkao | 85-90 | 80 | 1.20% | 1.209% | 53.84504 |
Tranche Comments
J: First Pay: 2021-07-20; Registration: 144W/Fdj F;
P: First Pay: 2021-07-20; Registration: 144M/Oza F;
X: First Pay: 2021-07-20; Registration: 144U/Khd O;
L: First Pay: 2021-07-20; Registration: 144T/Gyz M;
E: First Pay: 2021-07-20; Registration: 144L Bdln;
B: First Pay: 2021-07-20; Registration: 144I Dtct;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | CZL | 83.900 | 2.50 | - | - | - | - | R- | 58.67% | - | Arvki | Eunpy | 210-220 | 200 | 2.24% | 2.260% | 23.39994 |
| Z | BMZ | 26.950 | 3.30 | - | - | - | - | III- | 39.40% | - | Hjnmd | Llzpe | 300c | 275 | 2.99% | 3.010% | 60.45380 |
| G | KSK | 91.700 | 1.10 | - | - | - | - | DD- | 19.70% | - | Qanpw | Scbka | 475d | 450 | 4.71% | 4.760% | 42.67690 |
| K | VPR | 87.910 | 6.90 | - | - | - | - | AA | 15.50% | - | Dpclf | Zbwav | 160-170 | 140 | 1.65% | 1.660% | 86.57099 |
| V | XIL | 88.400 | 9.40 | - | - | - | - | M- | 2.90% | - | Rssic | Cfjmt | 725z | 700 | 7.15% | 7.260% | 84.70654 |
Tranche Comments
K: First Pay: 2021-02-22; Registration: 144L/Eni S;
B: First Pay: 2021-02-22; Registration: 144A/Vpy X;
Z: First Pay: 2021-02-22; Registration: 144M/Yro G;
G: First Pay: 2021-02-22; Registration: 144C Evgw;
V: First Pay: 2021-02-22; Registration: 144F Ctkd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | ZMI | 24.810 | 6.30 | - | - | - | - | QQ | - | - | Xrryk | Xgbds | 425-450 | 425 | 6.88% | 6.984% | 64.60638 |
| Z | CYM | 17.470 | 9.70 | - | - | - | - | D | - | - | Hwfyu | Ixavv | 675-700 | 700 | 9.54% | 9.734% | 32.63470 |
| P | EJT | 49.870 | 2.30 | - | - | - | - | N | - | - | Shncb | Svian | 200-225 | 200 | 4.68% | 4.734% | 86.16493 |
| J | IBP | 61.130 | 8.20 | - | - | - | - | NNN | - | - | Pgybg | Arcjs | 275-300 | 275 | 5.42% | 5.484% | 15.14156 |
Tranche Comments
P: Registration: 144A Fmte;
J: Registration: 144C Huxq;
P: Registration: 144Z Bvlv;
Z: Registration: 144M Xcsl;