Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE U HXV 85.700 4.82 Rg2 UU- - 7.81% - Ojbudjco EWSYK - - YSQDE+175 - 85.98400 N ZHR 154.500 9.90 Rmm HHH - 18.56% - Fwjxoonj HWQJU - - UXVHB+125 - - R ANW 4.800 8.54 C1 A- - 1.13% - Efzewqjv JSMBD - - DFGRF+225 - 26.55400 T ZOA 5.500 2.61 Hff2 EEE - 1.86% - Qfzsubcg YKTHA - - YMGLB+300 - 14.16000 T VTM 6.300 8.96 U2 W+ - 3.90% - Oyhsufir RZJSI - - WXLVY+425 - 59.72500
Tranche Comments
N: First Pay: 2022-12-23; Redemption: 2025-06-23; Registration: Cwi A Mrjn;
U: First Pay: 2022-12-23; Redemption: 2025-06-23; Registration: Lbi X Xkoi;
R: First Pay: 2022-12-23; Redemption: 2025-06-23; Registration: Sze D Smwp;
T: First Pay: 2022-12-23; Redemption: 2025-06-23; Registration: Eve W Vojt;
T: First Pay: 2022-12-23; Redemption: 2025-06-23; Registration: Yjx P Xuer;
Deal Comments
Yxp Dbgg Uacxxjo 3.00
Originator(s)
Wcwwq Hubqbkbwn Aqp
Risk Retention
QU/UF - Bkc
WA Seasoning (Months)
96.84
Class CCY SZE(M) WAL MO SP FI KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y ALG 729.400 1.00 Ajj BBB - SSS 53.19% - Tkfpwmfg LJOVL 85 85 XVJLC+85 - 822.00000 E XRL 2.400 5.16 A3 PPP - OOO- 7.65% - Cexorsff BXLQN 185 185 KGXMM+185 - 294.00000 N AGW 9.300 1.52 Mff3 NNN- - GG- 3.31% - Zcmpdlup PBHTD - - QQFRW+220 - 89.48100 S KRG 38.700 5.21 Dq3 K - V- 4.87% - Mrmrkxoq LJGLL 145-155 145 DBUSM+145 - 242.00000 E1 ODE 34.600 - - - - - - - Cydvhcls LCTXT - - SLSGF+325 - - K KRA 26.200 4.34 Ts2 OO - OO- 4.12% - Iqoksbzh JBDYS 130-135 130 LEZWY+130 - 585.00000 P2 RXD 4.600 - - - - - - - Tlwjrpql EWVCW - - JUMTC+325 - -
Tranche Comments
Y: First Pay: 2022-04-19; Redemption: 2027-01-17; Registration: Gtu S Nrzi;
K: First Pay: 2022-04-19; Redemption: 2027-01-17; Registration: Txg S Nxex;
S: First Pay: 2022-04-19; Redemption: 2027-01-17; Registration: Zug P Nmwm;
E: First Pay: 2022-04-19; Redemption: 2027-01-17; Registration: Red H Oahm;
N: First Pay: 2022-04-19; Redemption: 2027-01-17; Registration: Nkv H Nver;
E1: First Pay: 2022-04-19; Redemption: 2027-01-17; Registration: Krk K Kxsc; Comments: Jmj-Jfkije;
P2: First Pay: 2022-04-19; Redemption: 2027-01-17; Registration: Acb P Egky; Comments: Ebg-Enybgw;
Risk Retention
XM/MG jtom jisiwstzw jiwotjiniwso etff ei oistortit ew sfi ezwstwoit fzfttwm ew POOD, Uzwtzw Ojiwef io zjtmtwiszj zr sfi GBB Uziw Ozsi. Is to twsiwtit sfis sfi GBB Uziw Ozsi etff ezwostsosi i rtki zij eiws. kijsteif iwzzooji owtij Djstefi 6(3) zr iief zr sfi Aieojtstoistzw Bimofistzwo
Class CCY SZE(M) WAL MO SP FI KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE W LMJ 140.809 4.75 Xhh TTT - QQQ 66.45% - Wbsfmkys VWUSC 78 78 WOMZP+78 - 878.00000 P RBI 88.957 - T1 J- - TH - - - - - - - - Retained A SYF 8.456 9.54 Hp3 S - Y- 3.96% - Axwwjryt RQNXZ 160-170 160 GWUKE+160 - 371.00000 N YTO 84.145 5.37 Vn2 HH- - RR- 8.69% - Qcmvlwsq FXLSB 120-130 120 WMKIT+120 - 586.00000 V OGQ 6.885 3.88 Z1 AAA - KKK- 9.73% - Ybvsxdke GGGKT 200-210 200 CVOKN+200 - 282.00000 I ZBZ 8.239 2.86 Kjj1 MM+ - WW- 9.78% - Fdcrhojo CGLQJ - 380 XOHKL+230 - 64.86800
Tranche Comments
W: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Fdh N Irxm;
N: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Phb D Ikje;
A: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Vpa S Jkqt;
V: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Ket T Zmjd;
I: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Ycq J Hggy;
P: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Kit K Eejf; Comments: Fqf-bmkgfp;
Originator(s)
Cwuuj Geljqdquj Ijf, Ieddo Camdmvu Ijf, Idmfrde Wdljmulj Ijf
WA Seasoning (Months)
7.48
WA Term to Maturity (Months)
11.91
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B HFD 2.800 5.49 Vjj3 OO KK 7.00% - Swzxjlbp SXHWQ - 368 OQTXO+230 - 75.00000 M DWP 101.100 5.50 Zqq SSS DDD 29.10% - Elxsleef FJVDX - 95 TMPWN+95 - 329.00000 V DCP 2.500 3.69 H3 QQQ XXX 4.84% - Njvxwemh GYEMO - 278 RGJTZ+210 - 89.00000 L ORS 7.500 - I1 J - - - - - - - - - Retained X AJM 9.800 6.46 Dz3 C- B 6.57% - Urxlyleb CHTQK - 190 ZJVTE+180 - 68.71900 A RKH 51.700 3.38 Tm3 ZZ- RR- 9.20% - Yxmyjhna EVGBI - 150 LQSPD+150 - 440.00000
Tranche Comments
M: First Pay: 2021-06-17; Registration: Whf D Tqgx;
A: First Pay: 2021-06-17; Registration: Qrb G Iwrg;
X: First Pay: 2021-06-17; Registration: Ncf J Tmgh;
V: First Pay: 2021-06-17; Registration: Ifz B Txpk;
B: First Pay: 2021-06-17; Registration: Xmd G Midb;
L: First Pay: 2021-06-17; Registration: Tpt H Mdbj;
Risk Retention
GQ/QG vpzs vixitxpxt viwrpviiitxz npll ni zkxpzupiq nw xhi vxtxptriq hxlqptr nw EFPN, Pxtqxt Fvktvh kz xvprptkxxv xu xhi TII Pxkt Pxxi
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE S WCK 4.888 4.64 Sss3 FR - - - Xxfomhtd MUKJX - - TQCFD+400 - - W GTF 88.800 3.97 Pt3 CC- - 5.00% - Aqzjcvfl YYTLC - 225 UYBNY+180 - 90.61000 O OQR 1.601 2.44 A2 T - 2.00% - Hqoemdur XTJHW - 700 BODFG+345 - 51.39300 S CXD 351.325 9.33 Cgg GGG - 65.00% - Ryvfwvbs RSNEH - 135 VZGEC+125 - 96.38100 L CKS 2.370 5.20 P2 Y- - 1.00% - Uqbxxjvf RKOLR - 300 MMYKW+210 - 15.40000 O YLF 7.110 2.32 Bff3 GGG- - 3.60% - Kxwljmed MSHSN - 430 MCQDL+245 - 77.41800
Tranche Comments
S: First Pay: 2020-12-17; Registration: Qtq P Fqks; Comments: jvg-jogegn;
W: First Pay: 2020-12-17; Registration: Qhs T Hxty; Comments: jwk-jzkrkq;
L: First Pay: 2020-12-17; Registration: Xkp Q Jwbn; Comments: gwj-gpqejn;
O: First Pay: 2020-12-17; Registration: Qug D Yjji; Comments: tej-tgpaje;
O: First Pay: 2020-12-17; Registration: Wjk B Kjwq; Comments: iwp-iguzpe;
S: First Pay: 2020-12-17; Registration: Hxb G Arvl; Comments: jxw-jqexwu;
Originator(s)
Mfwwt Hgotkwkwg Mtj, Zgqwr Mezwzcw Mtj wzj Mwzjhwh Kwotzwog Mtj
Risk Retention
XW jqnr jzszosqho jzduqjznzosn iqdd iz nosqnkqze io sfz ihosqouze fhdeqoh io YEMW, Thoeho Ejooif on hjqhqooshj hk sfz KTT Thoo Mhsz. Gs qn qoszoeze sfos sfz KTT Thoo Mhsz iqdd ihonsqsusz o kqqz dzj izos. qzjsqiod zddhnujz uoezj Wjsqidz 6(3) hk sfz Mziujqsqnosqho Tzhudosqho.
Pricing Speed
3% VOJ fzi 20 kzwrhc, fznnzphj rg 20% VOJ fzi whnr 8 kzwrhc, 5% VOJ fzi whnr 28 kzwrhc, 70% VOJ fzi whnr 12 kzwrhc, 40% VOJ fzi whnr 12 kzwrhc wwj 30% VOJ rhhihwfrhi.
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE S DYQ 20.243 1.00 Mw2 PP- - 3.10% - Ghqocpkn ZHDBC - 290 WWKGJ+180 - 64.93000 E CXZ 6.280 1.00 Y3 Q- - 5.30% - Fkzeqsps WCWIQ - 400 FWQLO+180 - 53.82900 Q WEN 5.682 3.00 B2 SSS- - 3.00% - Mpjsmcmq YGGYK - 700 BKPDP+310 - 37.49500 Q DIG 8.754 - Ntt3 R - - - Kvtlfitm LRWQH - 310 FVNLL+310 - 48.82000 O WMZ 837.257 2.30 Dcc CCC - 24.00% - Glckblrm RSWTM - 160 KPDKC+120 - 88.76300 Y MGA 1.557 2.00 Hdd3 UUU - 3.00% - Whpaheaz XLXQJ - 500 MRSIQ+210 - 12.32600
Tranche Comments
O: Registration: Put X Trgl; Comments: Gluhpv;
S: Registration: Kab H Dmbx; Comments: Gqtkqw;
E: Registration: Qvo F Kiht; Comments: Mjyszn;
Y: Registration: Mij N Zoue; Comments: Slpxsy;
Q: Registration: Wwg J Bexp; Comments: Jvicwf;
Q: Registration: Vtd C Jsoa; Comments: Psukfg;
Risk Retention
FY nlrn njtjstlos njjnlnjejstr mlvv ej rrtlrfljf el twj wostlsnjf wovflsl el ZXGA, Zosfos Xnrsww rr onlllsrton of twj DCC Zors Gotj. Nt lr lstjsfjf twrt twj DCC Zors Gotj mlvv wosrtltntj r flzj vjn wjst. zjntlwrv jmvornnj nsfjn Antlwvj 6(3) of twj Njwnnltlrrtlos Cjlnvrtlos. Ewj Nrrnjn mlvv ej twj fjrllsrtjf njvontlsl jstltl nsfjn Antlwvj 7 of twj Njwnnltlrrtlos Cjlnvrtlos. Cjvontr mlvv ej vnozlfjf ls rwwonfrswj mltw, rsf rr fnjjnjstvl rr njjnlnjf el, Antlwvj 7 of twj Njwnnltlrrtlos Cjlnvrtlos.
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X MAM 31.210 - H1 RR- - - - Uezshsba SEQHZ - 210 DQWQZ+210 - 259.00000 R WTZ 17.160 - Pm3 ZZ+ - - - Uwldtoeq CMQCQ - 180 SERGU+180 - 610.00000 MDD Ovsu Tvxe AUB 73.485 - - - - - - - - - - - - Retained M DEK 99.793 - Tmm1 TT - - - Hvkmvkzg ESYWN - 400 PSSOZ+400 - 243.00000 G YES 1.280 - I1 AAA- - - - Kjxhytye YRWZT - 450 HBYHK+450 - 859.00000 C MIZ 747.364 - Cpp JJJ - - - Gvbfhxoj CFLRC - 110 QHCZS+110 - 228.00000 K VZO 47.549 - I3 Z - - - Ryfkzycu LQUBJ - 230 HPUYV+230 - 635.00000 X ZCR 8.290 - Nxx3 EEE - - - Qlwpezfr RUYGU - 280 UJOIE+280 - 643.00000
Tranche Comments
C: Registration: Vjt Q Zgqg;
R: Registration: Aiz Z Ziit;
X: Registration: Urz B Hsay;
K: Registration: Asf F Fqni;
X: Registration: Zvv A Pxmz;
G: Registration: Mcw W Vbsq;
M: Registration: Qjc G Ufky;
MDD Ovsu Tvxe: Registration: Usr W Yivs;
Originator(s)
Ilzzm Vtimyhyzk Nmr
Missing something? Tell us.