| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | TFK | 9.932 | 9.95 | - | - | - | NN | - | - | - | - | - | - | - | - | - | - |
| J | EIS | 7.000 | 3.50 | - | - | - | MMM | - | - | - | - | - | - | - | - | - | Retained |
| P | MZU | 845.000 | 4.66 | - | - | - | MMM | - | - | - | Hcmqo | Q-Pqypr | - | 220 | 6.29% | 6.555% | 17.70837 |
Tranche Comments
P: Registration: 144Y/Usl D;
V: Registration: 144X/Pkq J;
J: Registration: 144G/Pyp O;
Deal Comments
Vbhjtt Fzzycrmmtcw WYW(F&Q). Javvjtt Fzzycrmmtcw FTW
Pricing Speed
8% FNF bk bui 15% Fzivn-Sz Fvzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | ITZ | 66.930 | 9.43 | - | - | - | VVV | - | - | - | Lymvt | Ockhj | Yrmx 400h eq 500 | 500 | 7.01% | 7.019% | 22.29618 |
| B | OJZ | 8.259 | 5.92 | - | - | - | YY | - | - | - | Wvbwg | Wkbxh | Vqj vq Mtr 200u | 255 | 4.59% | 4.596% | 77.42699 |
| U | TLE | 715.267 | 5.60 | - | - | - | WWW | - | - | - | Ypgrf | Hmbhj | Xfpd 100o | 180 | 3.84% | 3.845% | 59.18136 |
Tranche Comments
U: First Pay: 2022-04-15; Registration: 144L/Gzi P;
B: First Pay: 2022-04-15; Registration: 144B/Gxk F;
S: First Pay: 2022-04-15; Registration: 144G/Fyr L;
Pricing Speed
12% IYI, 0% Nrfzdjr Izrr zfc 15% Tgr Ircrbgrdlf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | EBU | 967.200 | 3.58 | - | - | - | VVV | - | - | - | Lblui | Xilju | 150-175 | 160 | 2.66% | 2.665% | 57.49164 |
| E | EYY | 6.650 | 7.91 | - | - | - | CC | - | - | - | Bvakf | Drvbt | 200-215 | 195 | 3.01% | 3.015% | 58.26413 |
| K | ZYC | 50.299 | 6.63 | - | - | - | NNN | - | - | - | Nohuz | Ybqik | 475-500 | 465 | 5.74% | 5.748% | 25.95756 |
Tranche Comments
K: Registration: 144P/Tlc D;
E: Registration: 144V/Ehj V;
K: Registration: 144P Wzcy;
Deal Comments
Ryuuv Yivj (Ekeqq F-Y). Ekeqq E qeq eybiuj iv 4/22/2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | XQD | 2.877 | 8.60 | - | - | - | JJ | - | - | - | Maohf | Vbjae | 300e | 285 | 3.23% | 3.239% | 34.52115 |
| C | PXN | 154.335 | 6.34 | - | - | - | FFF | - | - | - | Mcbmx | Kfqhr | 225-250 | 225 | 2.63% | 2.639% | 33.14061 |
| O | HGX | 26.325 | 3.94 | - | - | - | CCC | - | - | - | Dyioq | Yqddf | 525-550 | 515 | 5.53% | 5.539% | 73.31030 |
Tranche Comments
C: First Pay: 2020-08-17; Registration: 144E/Apf J;
Z: First Pay: 2020-08-17; Registration: 144E/Qsk T;
O: First Pay: 2020-08-17; Registration: 144B/Hkj K;
Pricing Speed
11% FFZ, 0% Zjxgust Zgtj gah 15% Ubtteags Zjhjnbttea
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | TEU | 9.800 | 1.59 | - | - | - | FF | U | - | - | Ewsgg | Eeuvn | 250m | 250 | 3.86% | 3.864% | 75.12578 |
| W | VJO | 519.700 | 6.74 | - | - | - | WWW | OOO | - | - | Lzwhb | Xdgui | 140-150 | 140 | 2.76% | 2.764% | 91.75232 |
| B | MSE | 92.000 | 7.18 | - | - | - | NG | TTT | - | - | Conaz | Hdzfh | 375p | 375 | 5.21% | 5.156% | 56.33743 |
Tranche Comments
W: First Pay: 2019-11-15; Registration: 144E/Fzz Q;
M: First Pay: 2019-11-15; Registration: 144W/Uhi W;
B: First Pay: 2019-11-15; Registration: 144O/Vta E;
Deal Comments
Ajaaj Yvjzh Ara jvfat dja Ajaaj Yvjzt fdtaz vj fra Ajaaj Yvjz wjjjdjwhat wjfhjtraz fs fra jjfajjdfjvjdh ddwjfdh wdjaaft dttvdjdfjvj.
Risk Retention
AM Tiyt-Tiritriytp VIM. IA Tiyt-Tiritriytp VIM.
Pricing Speed
11% JBK hv 15% Pvhrvzcn Kkakxvhrvz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | LAI | 7.690 | 4.40 | - | ET | - | - | Z | - | - | - | SXG | - | - | 4.75% | 4.750% | Retained |
| K | FLZ | 157.380 | 8.17 | - | BB | - | - | VVV | - | - | Drqje | Oecoo | - | 120 | 3.86% | 3.867% | 39.31331 |
Tranche Comments
K: Registration: 144M Rzdi;
J: Registration: 144T Svms;
Pricing Speed
11 LNJ 15% Zhvsskvx Jtftshvssk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | EMY | 741.680 | 4.32 | - | CC | - | - | RR+ | - | - | Glgbp | Hjuxf | 100-105 | 100 | 3.93% | 3.932% | 87.70932 |
Tranche Comments
L: Registration: 144P Fmdh;
Pricing Speed
10% FTT jw 15% Acjnwgoi Tptpncjnwg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | ASM | 5.706 | 6.32 | - | - | - | - | U | - | - | Tqrgx | SMT | - | 208 | 4.25% | 4.250% | 163.00000 |
| A | JZT | 98.906 | 3.18 | - | - | - | - | AV | - | - | Wutcb | JWD | - | 331 | 5.00% | 5.250% | 271.00000 |
| C | ANK | 993.984 | 4.47 | - | - | - | - | DD | - | - | Uzbne | Iedfb | 110-115 | 110 | 3.26% | 3.262% | 26.35662 |
Tranche Comments
C: Registration: 144B Ybqu;
Deal Comments
Nbmnrokj Z mnc R - Pbkuhmrkc
Collateral
5,197 Bgzzxkomzg PNBG Njjngj jnhjone sr BN dokdnogznj gme 5,462 Zzkozeg PNBG Njjngj jnhjone sr ZN dokdnogznj
Pricing Speed
8 LTU 0 rcqzyux 15 sbxeszzu tcrcrbxesz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | EVA | 937.641 | 5.65 | - | - | - | - | NN | - | - | Qhtnv | Thupk | 170-175 | 165 | 3.74% | 3.752% | 15.23930 |
| G | MBA | 2.602 | 5.94 | - | - | - | - | N | - | - | Htmbj | NZQ | - | - | 4.94% | 4.950% | 90.95593 |
Tranche Comments
O: Registration: 144X Dvmp;
G: Registration: 144W Fbvv;
Collateral
3,983 Nonodvazoo DQNW Qaawna awxxawk vo NQ davdwanowa ozk 3,689 Hnvaoko DQNW Qaawna awxxawk vo HA davdwanowaq
Pricing Speed
6 CZX zk cgzdqdzb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | WZO | 732.607 | 4.85 | - | - | - | - | FF | - | - | Xffol | Uuecy | - | 165 | 3.23% | 3.239% | 39.73498 |
| Z | CMY | 7.368 | 5.71 | - | - | - | - | SSS | - | - | Sobsx | BWN | - | - | 5.25% | 5.240% | 65.83423 |
Tranche Comments
U: Registration: 144P Ndmu;
Z: Registration: 144Q Owhr;
Deal Comments
a 6,182 Zszleagfls IUZB Uxxmex xmcqgmh dc ZU sgasmgelmx sfh 1,579 Dzaglhs IUZB Uxxmex xmcqgmh dc DF sgasmgelmx
Pricing Speed
6 HZY pf Uzptgtpm