| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | OEO | 35.140 | 3.80 | - | - | - | - | Y | - | - | Jbzvg | F-Kzfaq | - | 550 | 9.53% | 9.971% | 36.89963 |
| O | EKU | 70.694 | 3.50 | - | - | - | - | MMM | - | - | Ofugx | E-Wkzdp | - | 350 | 7.60% | 7.971% | 75.97279 |
| Z | MRR | 66.987 | 5.50 | - | - | - | - | NNN | - | - | Uurxd | X-Hbwhw | - | 725 | 10.97% | 11.721% | 76.72830 |
| P | YNT | 17.728 | 2.80 | - | - | - | - | OO | - | - | Nzrog | P-Xkcxz | - | 1000 | 8.00% | 14.471% | 96.52280 |
| D | EZH | 2.266 | 2.80 | - | - | - | - | II | - | - | Zaaov | W-Oaoxf | - | 450 | 8.57% | 8.971% | 52.62258 |
| M | CPA | 9.756 | 6.90 | - | - | - | - | Y | - | - | Cnuyx | M-Pydfn | - | 1300 | 10.00% | 17.471% | 75.41038 |
Tranche Comments
O: First Pay: 2022-12-20; Registration: 144D/Pjl S;
D: First Pay: 2022-12-20; Registration: 144Q/Qrr C;
L: First Pay: 2022-12-20; Registration: 144G/Enj J;
Z: First Pay: 2022-12-20; Registration: 144A/Rqc H;
P: First Pay: 2022-12-20; Registration: 144K Tgmu;
M: First Pay: 2022-12-20; Registration: 144K Lgft;
Risk Retention
JL - Znm, CJ - Mb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | EBV | 27.800 | 9.14 | - | - | - | - | HHH | 98.20% | - | Rlvgq | Rouit | 85-90 | 80 | 1.20% | 1.209% | 35.11410 |
| O | VLL | 82.310 | 1.19 | - | - | - | - | LL | 84.46% | - | Xntzf | Uethj | 105-110 | 105 | 1.45% | 1.459% | 67.35334 |
| P | GRD | 59.400 | 4.17 | - | - | - | - | YY | 25.44% | - | Kglpq | Utabu | 340-350 | 340 | 3.77% | 3.809% | 33.60336 |
| F | LRA | 58.310 | 4.89 | - | - | - | - | B | 84.92% | - | Pzapb | Mbrzb | 130-135 | 125 | 1.65% | 1.659% | 33.50000 |
| I | CNH | 15.590 | 9.98 | - | - | - | - | W | 5.00% | - | Bynzs | Xjmdm | 525-550 | 525 | 5.59% | 5.659% | 18.86476 |
| V | GHH | 36.680 | 7.48 | - | - | - | - | HHH | 42.00% | - | Xvyvz | Czyxe | 180-185 | 170 | 2.09% | 2.109% | 22.71924 |
Tranche Comments
N: First Pay: 2021-07-20; Registration: 144G/Puk L;
O: First Pay: 2021-07-20; Registration: 144V/Vvp H;
F: First Pay: 2021-07-20; Registration: 144G/Gzu F;
V: First Pay: 2021-07-20; Registration: 144J/Iuj E;
P: First Pay: 2021-07-20; Registration: 144J Ustd;
I: First Pay: 2021-07-20; Registration: 144B Ajjn;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | IAG | 63.100 | 9.80 | - | - | - | - | A- | 8.20% | - | Ajlud | Yuqwc | 725n | 700 | 7.15% | 7.260% | 53.19761 |
| Y | XLA | 20.100 | 2.70 | - | - | - | - | G- | 32.61% | - | Oanap | Ulmzu | 210-220 | 200 | 2.24% | 2.260% | 57.48912 |
| H | BKX | 99.980 | 9.60 | - | - | - | - | SS | 84.90% | - | Euanu | Afzkf | 160-170 | 140 | 1.65% | 1.660% | 65.62320 |
| O | XLJ | 44.790 | 5.80 | - | - | - | - | JJJ- | 37.30% | - | Tabeg | Rjoqx | 300p | 275 | 2.99% | 3.010% | 71.39140 |
| B | EQE | 79.800 | 5.40 | - | - | - | - | XX- | 63.80% | - | Azjla | Btiwo | 475h | 450 | 4.71% | 4.760% | 30.93900 |
Tranche Comments
H: First Pay: 2021-02-22; Registration: 144A/Tot R;
Y: First Pay: 2021-02-22; Registration: 144P/Mmf U;
O: First Pay: 2021-02-22; Registration: 144R/Mkb R;
B: First Pay: 2021-02-22; Registration: 144M Nxzv;
T: First Pay: 2021-02-22; Registration: 144Z Rsey;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | NFK | 11.220 | 4.30 | - | - | - | - | QQQ | - | - | Kkwqw | Oeund | 275-300 | 275 | 5.42% | 5.484% | 32.68914 |
| T | NCC | 62.790 | 6.40 | - | - | - | - | YY | - | - | Bfytf | Hrxaf | 425-450 | 425 | 6.88% | 6.984% | 17.30090 |
| L | TFW | 61.620 | 7.80 | - | - | - | - | Z | - | - | Allsj | Ufcdu | 200-225 | 200 | 4.68% | 4.734% | 56.13683 |
| C | KFI | 95.720 | 4.70 | - | - | - | - | Z | - | - | Shglz | Vkqqi | 675-700 | 700 | 9.54% | 9.734% | 92.68960 |
Tranche Comments
L: Registration: 144D Eezo;
W: Registration: 144X Apgv;
T: Registration: 144M Tfmj;
C: Registration: 144R Kbdc;