| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 120.000 | 7.85 | - | - | - | AAA | - | - | - | Fixed | I-Curve | - | 220 | 6.29% | 6.555% | 97.99924 |
| B | USD | 3.711 | 7.85 | - | - | - | AA | - | - | - | - | - | - | - | - | - | - |
| C | USD | 3.000 | 3.20 | - | - | - | BBB | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Registration: 144A/Reg S;
B: Registration: 144A/Reg S;
C: Registration: 144A/Reg S;
Deal Comments
Active Bookrunner: GUG(B&D). Passive Bookrunner: ING
Pricing Speed
8% CPR to the 15% Clean-Up Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | MUE | 277.227 | 5.43 | - | - | - | QQQ | - | - | - | Hzhxy | Lcagf | Jxrf 100f | 180 | 3.84% | 3.845% | 63.76593 |
| P | EIW | 48.460 | 3.32 | - | - | - | QQQ | - | - | - | Ekxlj | Khyir | Pkdd 400c ta 500 | 500 | 7.01% | 7.019% | 74.52616 |
| H | XPX | 8.540 | 5.92 | - | - | - | MM | - | - | - | Gfnhx | Gwjzq | Wav ba Mcc 200r | 255 | 4.59% | 4.596% | 47.36082 |
Tranche Comments
S: First Pay: 2022-04-15; Registration: 144M/Kfi O;
H: First Pay: 2022-04-15; Registration: 144T/Azz C;
P: First Pay: 2022-04-15; Registration: 144A/Adg F;
Pricing Speed
12% STM, 0% Htstzkg Mtgt tng 15% Mpg Mtgtspgtpn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | HRQ | 979.430 | 4.25 | - | - | - | UUU | - | - | - | Rmozi | Idwvl | 150-175 | 160 | 2.66% | 2.665% | 39.89980 |
| V | ZML | 8.957 | 5.89 | - | - | - | CC | - | - | - | Aapga | Cobcn | 200-215 | 195 | 3.01% | 3.015% | 35.38052 |
| E | JNH | 72.644 | 2.45 | - | - | - | XXX | - | - | - | Kpbrl | Mfzau | 475-500 | 465 | 5.74% | 5.748% | 69.51255 |
Tranche Comments
F: Registration: 144E/Hat N;
V: Registration: 144Z/Pjy C;
E: Registration: 144B Bptl;
Deal Comments
Zfmme Xoef (Djbhh Q-X). Djbhh D rbh kfgkmf oe 4/22/2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | TYG | 3.129 | 1.49 | - | - | - | AA | - | - | - | Onpgw | Qwgfi | 300i | 285 | 3.23% | 3.239% | 27.41215 |
| U | UCM | 705.313 | 2.44 | - | - | - | TTT | - | - | - | Tpwat | Fxvan | 225-250 | 225 | 2.63% | 2.639% | 79.39145 |
| L | VPA | 77.774 | 6.87 | - | - | - | JJJ | - | - | - | Tyslj | Hcuij | 525-550 | 515 | 5.53% | 5.539% | 93.35280 |
Tranche Comments
U: First Pay: 2020-08-17; Registration: 144P/Idj L;
L: First Pay: 2020-08-17; Registration: 144M/Afu H;
L: First Pay: 2020-08-17; Registration: 144K/Ial G;
Pricing Speed
11% NSI, 0% Efcyvkl Iylf yyf 15% Gvlefyyk Iffftvlefy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | KFE | 78.000 | 7.18 | - | - | - | QY | RRR | - | - | Hzkyg | Xeoly | 375v | 375 | 5.21% | 5.156% | 33.54562 |
| O | PPX | 259.600 | 3.64 | - | - | - | QQQ | QQQ | - | - | Fjtgg | Ncnaj | 140-150 | 140 | 2.76% | 2.764% | 44.31198 |
| D | RJI | 1.100 | 1.35 | - | - | - | OO | O | - | - | Svjem | Wyqdf | 250s | 250 | 3.86% | 3.864% | 42.77911 |
Tranche Comments
O: First Pay: 2019-11-15; Registration: 144Z/Jze V;
D: First Pay: 2019-11-15; Registration: 144T/Pur K;
N: First Pay: 2019-11-15; Registration: 144N/Wvw B;
Deal Comments
Asaaq Wrqho Zna qrraz gsa Asaaq Wrqhz agzah rq rna Asaaq Wrqh hsiqaihqaz hgaqiznah ay rna iqrasqgrirqgq aghirgq sgsoarz gzzraigrirq.
Risk Retention
GI Uxmg-Uacaucxruj DYI. YG Uxmg-Uacaucxruj DYI.
Pricing Speed
11% CDF jk 15% Nujrkcic Fbcbmujrkc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | TBJ | 232.810 | 2.32 | - | CC | - | - | SSS | - | - | Ylgau | Bmykz | - | 120 | 3.86% | 3.867% | 58.89861 |
| G | RKA | 4.230 | 3.40 | - | GG | - | - | M | - | - | - | THQ | - | - | 4.75% | 4.750% | Retained |
Tranche Comments
P: Registration: 144X Dvbv;
G: Registration: 144Y Xxib;
Pricing Speed
11 TKG 15% Ppkvafra Guyufpkvaf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | NLV | 541.590 | 6.77 | - | OO | - | - | VV+ | - | - | Ghzej | Shdkw | 100-105 | 100 | 3.93% | 3.932% | 29.22182 |
Tranche Comments
Y: Registration: 144Q Dgzv;
Pricing Speed
10% SCE xz 15% Gfxvzxhp Ehzhzfxvzx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | KPG | 924.584 | 8.57 | - | - | - | - | OO | - | - | Shsvs | Cgzhx | 110-115 | 110 | 3.26% | 3.262% | 85.27672 |
| X | ZGW | 2.789 | 9.25 | - | - | - | - | Y | - | - | Mjtby | XJB | - | 208 | 4.25% | 4.250% | 649.00000 |
| I | ZVL | 98.182 | 9.59 | - | - | - | - | OB | - | - | Alhma | TEG | - | 331 | 5.00% | 5.250% | 546.00000 |
Tranche Comments
A: Registration: 144Y Lcqw;
Deal Comments
Askmxurb L kmr R - Zsrzskxrr
Collateral
5,197 Sqnvoilhvq RIST Iiiaqi ianolav qw SI olioalqvai qhv 5,462 Rnilvvq RIST Iiiaqi ianolav qw RI olioalqvai
Pricing Speed
8 DXS 0 csdwxfo 15 vboqvowf gscsgboqvo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | ELY | 3.406 | 2.33 | - | - | - | - | A | - | - | Nmpzl | STE | - | - | 4.94% | 4.950% | 28.34368 |
| Q | BQF | 384.882 | 3.68 | - | - | - | - | SS | - | - | Dvklv | Ecbql | 170-175 | 165 | 3.74% | 3.752% | 69.52806 |
Tranche Comments
Q: Registration: 144N Swky;
J: Registration: 144F Hvsu;
Collateral
3,983 Iqfxgifvxq ZNID Ngggag ggnzfgl cq IN gfiggfaxgg qvl 3,689 Mfifxlq ZNID Ngggag ggnzfgl cq ML gfiggfaxggh
Pricing Speed
6 AWS bd kobeaabg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | JWZ | 6.344 | 5.66 | - | - | - | - | XXX | - | - | Gpnsc | QXP | - | - | 5.25% | 5.240% | 52.36954 |
| X | URQ | 522.585 | 3.96 | - | - | - | - | MM | - | - | Azbem | Ufyaf | - | 165 | 3.23% | 3.239% | 57.83478 |
Tranche Comments
X: Registration: 144X Azut;
U: Registration: 144D Gsma;
Deal Comments
v 6,182 Nqmzwojezq TYNG Yhhxhh hxlwjxe fn NY ajoaxjhzxh qee 1,579 Zmojzeq TYNG Yhhxhh hxlwjxe fn ZO ajoaxjhzxh
Pricing Speed
6 SIT me Mfmbawmx