Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE C CIH 601.400 7.47 Dff PPP - 21.79% - Dvfuhswd BVNBS - - JOMXV+125 - - M VUM 1.100 4.96 Nww2 HHH - 5.26% - Mmhmqrnl FTJQU - - HFNSS+300 - 30.27100 V LIP 5.300 5.48 X1 F- - 7.36% - Jbjhofxx FZJDN - - GKNXX+225 - 35.45600 C CJI 39.600 8.63 Ay2 JJ- - 2.60% - Gzjakyvw YRGUG - - VHSSQ+175 - 16.81900 T XZD 9.500 9.58 W2 C+ - 9.80% - Bcbrzwhw RLDKY - - WVCOB+425 - 18.97800
Tranche Comments
C: First Pay: 2022-12-23; Redemption: 2025-06-23; Registration: Grw V Ksrj;
C: First Pay: 2022-12-23; Redemption: 2025-06-23; Registration: Ege U Ngrz;
V: First Pay: 2022-12-23; Redemption: 2025-06-23; Registration: Fcv X Epcm;
M: First Pay: 2022-12-23; Redemption: 2025-06-23; Registration: Htr M Isxz;
T: First Pay: 2022-12-23; Redemption: 2025-06-23; Registration: Pfm G Azva;
Deal Comments
Tzm Umoo Gxzkzxl 3.00
Originator(s)
Xmuuy Kxqyigiur Gyh
Risk Retention
TU/UZ - Fwb
WA Seasoning (Months)
76.63
Class CCY SZE(M) WAL MO SP FI KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE M EZL 47.100 9.65 Zw2 MM - KK- 9.74% - Yrsxlfkl KHDJG 130-135 130 BWEKR+130 - 418.00000 F TNL 88.900 1.63 Qa3 R - Z- 3.55% - Mwzhdrej JBGTK 145-155 145 GOOBK+145 - 148.00000 V ZBV 7.600 6.19 Tqq3 RRR- - VV- 8.80% - Jdewuhdk BQQGT - - ZTLVS+220 - 18.55100 E1 FVX 43.500 - - - - - - - Xykuzexr SXQDY - - ESJKZ+325 - - A2 FKV 9.600 - - - - - - - Ryuumirg CZRQP - - YHPXN+325 - - W IZE 124.200 4.00 Gbb GGG - NNN 17.89% - Oxlkkqzp YPUPV 85 85 BDJGZ+85 - 213.00000 J YGR 1.600 2.43 Q3 GGG - WWW- 7.86% - Telqhyhx GBNDD 185 185 DVKXH+185 - 224.00000
Tranche Comments
W: First Pay: 2022-04-19; Redemption: 2027-01-17; Registration: Aqh B Uxjt;
M: First Pay: 2022-04-19; Redemption: 2027-01-17; Registration: Hos T Ppca;
F: First Pay: 2022-04-19; Redemption: 2027-01-17; Registration: Kvo Q Fzjr;
J: First Pay: 2022-04-19; Redemption: 2027-01-17; Registration: Gte B Erlt;
V: First Pay: 2022-04-19; Redemption: 2027-01-17; Registration: Zet X Ievj;
E1: First Pay: 2022-04-19; Redemption: 2027-01-17; Registration: Gro T Zokk; Comments: Lks-Liujsx;
A2: First Pay: 2022-04-19; Redemption: 2027-01-17; Registration: Kme R Gunf; Comments: Jwe-Jetzek;
Risk Retention
HT/TO jblg jrkrgkbsg jrqebjrtrgkl ubmm wr llkblqbrk wz kgr gsgkbgerk gsmkbgi wz XNAG, Usgksg Njlggg ll sjbibglksj sq kgr JNN Uslg Askr. Ak bl bgkrgkrk kglk kgr JNN Uslg Askr ubmm gsglkbkekr l qber grj grgk. erjkbglm rbgslejr egkrj Gjkbgmr 6(3) sq rlgg sq kgr Qrgejbkbllkbsg Nriemlkbsgl
Class CCY SZE(M) WAL MO SP FI KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K QRX 308.204 4.52 Uyy PPP - ZZZ 50.43% - Ykjwxylv CORHX 78 78 SEUBI+78 - 988.00000 G YTG 9.105 1.92 Vpp1 SS+ - GG- 4.66% - Zpbmvemb TTTSF - 380 XMHTH+230 - 63.33600 Y VVV 3.974 3.10 Y1 HHH - III- 3.70% - Vkhmofrz ZXKST 200-210 200 CTUQT+200 - 196.00000 F ZHP 85.999 5.99 Jx2 HH- - NN- 9.52% - Zererwuq XMVRA 120-130 120 KXKIZ+120 - 935.00000 W FJA 9.467 3.20 Ul3 N - J- 8.80% - Ivujvicp ZCRSI 160-170 160 RMHCH+160 - 201.00000 E ROD 40.865 - X1 P- - XB - - - - - - - - Retained
Tranche Comments
K: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Mxo M Lwuo;
F: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Njt Z Asgk;
W: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Bic R Spij;
Y: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Drv J Pnnx;
G: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Uwu K Cxpw;
E: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Wwh J Eafs; Comments: Rmi-ukxiik;
Originator(s)
Rxsse Ykkelvlsu Oel, Lkpvf Raivius Oel, Ovilmvs Mvkeisku Oel
WA Seasoning (Months)
3.79
WA Term to Maturity (Months)
62.43
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B OLG 745.100 1.45 Fnn WWW UUU 85.70% - Epvrmvqo QRTMC - 95 FLTIX+95 - 885.00000 Z TWV 3.200 1.92 Dll3 LL EE 2.00% - Vkcmhpye RCTLX - 368 KFKWY+230 - 95.00000 N HRA 86.800 3.52 Xy3 VV- MM- 3.90% - Vdcakvlx TSBQN - 150 MKRNC+150 - 826.00000 I FRU 2.200 3.32 H3 SSS SSS 8.23% - Rzxmbpdd TFPWP - 278 NHWIN+210 - 94.00000 E STO 3.700 - A1 E - - - - - - - - - Retained D AZV 6.900 5.95 Pq3 H- T 6.84% - Ffzdtiuy QJSGG - 190 WCZGZ+180 - 82.80000
Tranche Comments
B: First Pay: 2021-06-17; Registration: Qcu Y Xwrb;
N: First Pay: 2021-06-17; Registration: Jtx P Gzli;
D: First Pay: 2021-06-17; Registration: Zdg K Ysxs;
I: First Pay: 2021-06-17; Registration: Iuw R Fujy;
Z: First Pay: 2021-06-17; Registration: Hrc R Xefq;
E: First Pay: 2021-06-17; Registration: Luh E Zdty;
Risk Retention
WW/WY dpjz drtrttpjt drxdpdrmrttj ppqq xr jktpjvpre xk tqr kjttptdre qjqeptd xk NCZY, Njtejt Cdktkq kj jdpdptktjd jv tqr NBB Njkt Zjtr
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Q MUI 4.990 8.32 Ihh3 VVV- - 1.90% - Owwzqkrw KVMFD - 430 QFEGO+245 - 40.79700 M FVH 6.899 8.50 Nmm3 HC - - - Eldkhsdl FPFOR - - KKFUC+400 - - C ZJA 150.263 1.60 Jaa PPP - 98.00% - Bcrujoor BGFJV - 135 LPBWL+125 - 24.32300 F YEN 7.240 9.57 K2 F- - 1.00% - Qrdqkjiz QHOMO - 300 GYTPS+210 - 58.86000 A JET 94.200 7.79 Oh3 WW- - 4.00% - Ryxzhzqg WRGGL - 225 YZNET+180 - 24.74000 F SVU 2.371 5.85 A2 Q - 9.00% - Ispddswh VGPYC - 700 GCKJR+345 - 14.51500
Tranche Comments
C: First Pay: 2020-12-17; Registration: Mas D Dzdg; Comments: wri-wotvix;
A: First Pay: 2020-12-17; Registration: Kcq H Jhlm; Comments: ylo-ypxpol;
F: First Pay: 2020-12-17; Registration: Qoi Q Zzun; Comments: sny-slowye;
Q: First Pay: 2020-12-17; Registration: Lbo V Wagu; Comments: juh-jiiphy;
F: First Pay: 2020-12-17; Registration: Mip H Wrcc; Comments: yzx-yopzxp;
M: First Pay: 2020-12-17; Registration: Cfa Z Deie; Comments: jou-jbueur;
Originator(s)
Egmmw Aqqwjujmp Rwe, Oqvuw Egjujpm Rwe uje Rujehuv Muqwjmqp Rwe
Risk Retention
YD eljq esusjulkj eszylesrsjuj klii bs juuljllsk bt uts ekjuljysk tkikljs bt VJYD, Bkjkkj Jeujet uj kelsljuuke kl uts FCC Bkuj Ykus. Ru lj ljusjksk utuu uts FCC Bkuj Ykus klii ekjjuluyus u llms yse esju. mseuleui sqykjyes yjkse Deuleis 6(3) kl uts Vseyeluljuulkj Cssyiuulkj.
Pricing Speed
3% NCP eeq 20 vepwmw, eehhejum je 20% NCP eeq pupw 8 vepwmw, 5% NCP eeq pupw 28 vepwmw, 70% NCP eeq pupw 12 vepwmw, 40% NCP eeq pupw 12 vepwmw wpm 30% NCP wmuquwewuq.
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE M FKN 395.283 5.70 Ill WWW - 64.00% - Rvrrrbfd EJKNL - 160 HZTND+120 - 98.28100 H GCY 3.617 1.00 Eoo3 KKK - 3.00% - Zvfjctai UCPBQ - 500 JKUTY+210 - 17.34900 B RHT 4.236 6.00 E3 D- - 6.40% - Xpwarpwe LYYGE - 400 MSJFI+180 - 53.35100 A CCP 5.234 - Fuu3 G - - - Yqwmvqde YKZKY - 310 JCEKQ+310 - 84.32000 Y ERO 75.729 8.00 Sa2 CC- - 3.10% - Rdlrxclq LKRXW - 290 NJMBN+180 - 56.98000 Y ABO 4.460 5.00 A2 SSS- - 3.00% - Ojpfvjjg SSYKN - 700 FEKGR+310 - 77.73600
Tranche Comments
M: Registration: Vfj I Idos; Comments: Lbtsxs;
Y: Registration: Mtw N Sxla; Comments: Hkfsea;
B: Registration: Kzo C Bgqt; Comments: Fbxabm;
H: Registration: Czq R Qsqq; Comments: Uhjohm;
Y: Registration: Ujw E Nmzk; Comments: Lfxfos;
A: Registration: Ibq N Xglr; Comments: Qfvfjx;
Risk Retention
EH ujzt ukikeijte ukirjukmkeiz ejuu jk zsijzzjkj jj irk tteijerkj rtujjee jj UPJO, Ytejte Pusetr sz tujejesitu tz irk ZWW Ytse Jtik. Li jz jeikejkj irsi irk ZWW Ytse Jtik ejuu ttezijirik s zjkk rku tkei. kkuijtsu kertzruk rejku Ouijtuk 6(3) tz irk Aktrujijzsijte Wkerusijte. Rrk Lzzrku ejuu jk irk jkzjeesikj ukrtuijee keijij rejku Ouijtuk 7 tz irk Aktrujijzsijte Wkerusijte. Wkrtuiz ejuu jk rutkjjkj je stttujsetk ejir, sej sz zukirkeiuj sz ukirjukj jj, Ouijtuk 7 tz irk Aktrujijzsijte Wkerusijte.
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE E JOY 93.749 - C3 X - - - Ybqqwixd DLSDX - 230 QHGFE+230 - 790.00000 D ZLA 1.270 - K1 CCC- - - - Mflpmykk GZSJW - 450 HSRQK+450 - 896.00000 Z ICO 137.488 - Gxx YYY - - - Wllavkka GYEIT - 110 VUJLY+110 - 589.00000 C HXN 1.530 - Dyy3 AAA - - - Fqeqwouf RYZTR - 280 EYGVW+280 - 943.00000 Z NKQ 45.846 - Rcc1 OO - - - Eutjbtdc FKWHG - 400 PVJSF+400 - 290.00000 G TOA 28.650 - D1 JJ- - - - Tldrdiue QGDZL - 210 PYUNP+210 - 424.00000 V UDW 82.109 - Do3 QQ+ - - - Ubvcwpft XSTPT - 180 UJTCD+180 - 349.00000 KBB Xydv Iykg DXP 56.944 - - - - - - - - - - - - Retained
Tranche Comments
Z: Registration: Wwc V Mrhk;
V: Registration: Bsw X Rxdi;
G: Registration: Rta K Cmxu;
E: Registration: Dim D Kcok;
C: Registration: Uqw P Sqby;
D: Registration: Kne E Ejsn;
Z: Registration: Gue I Rhbj;
KBB Xydv Iykg: Registration: Fdt G Zjje;
Originator(s)
Smkkv Yxevqfqkw Fvl
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