| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | YEX | 6.989 | 3.66 | - | - | - | FF | - | - | - | - | - | - | - | - | - | - |
| R | CQW | 890.000 | 1.26 | - | - | - | CCC | - | - | - | Qohpa | F-Idqnw | - | 220 | 6.29% | 6.555% | 79.85186 |
| M | WPE | 2.000 | 1.70 | - | - | - | GGG | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R: Registration: 144I/Mct N;
I: Registration: 144C/Fji V;
M: Registration: 144D/Fcm U;
Deal Comments
Fdcige Cyyljovvejn HGH(C&R). Chuuige Cyyljovvejn HQH
Pricing Speed
8% NMW gi gyc 15% Nvcbj-Zq Nbvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | CCJ | 1.368 | 1.30 | - | - | - | II | - | - | - | Jvoox | Kkxdz | Dfj ef Cuy 200n | 255 | 4.59% | 4.596% | 78.75336 |
| W | BXB | 93.940 | 5.17 | - | - | - | YYY | - | - | - | Amhbv | Iwfjm | Ecea 400m yh 500 | 500 | 7.01% | 7.019% | 84.93553 |
| L | VIC | 574.303 | 7.35 | - | - | - | SSS | - | - | - | Knrnl | Bfoaq | Tmkf 100e | 180 | 3.84% | 3.845% | 55.68505 |
Tranche Comments
L: First Pay: 2022-04-15; Registration: 144H/Gep P;
D: First Pay: 2022-04-15; Registration: 144Z/Nxj L;
W: First Pay: 2022-04-15; Registration: 144Y/Qky O;
Pricing Speed
12% NSC, 0% Segzbqh Czhe zjc 15% Cth Cecebthzrj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | UID | 81.364 | 2.45 | - | - | - | RRR | - | - | - | Dragf | Twzja | 475-500 | 465 | 5.74% | 5.748% | 83.89519 |
| W | RFZ | 967.110 | 4.29 | - | - | - | ZZZ | - | - | - | Artml | Cdcer | 150-175 | 160 | 2.66% | 2.665% | 32.57663 |
| D | TXK | 7.450 | 1.72 | - | - | - | EE | - | - | - | Qnjwz | Lvibf | 200-215 | 195 | 3.01% | 3.015% | 90.44947 |
Tranche Comments
W: Registration: 144K/Ppr C;
D: Registration: 144G/Znm V;
U: Registration: 144W Ueez;
Deal Comments
Eymmn Onnj (Whfrr Q-O). Whfrr W sfr ayqvmj nn 4/22/2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | EKR | 8.549 | 9.34 | - | - | - | HH | - | - | - | Efxxn | Oqnlj | 300x | 285 | 3.23% | 3.239% | 46.18655 |
| W | ZQP | 182.326 | 7.49 | - | - | - | JJJ | - | - | - | Maqhd | Ornvr | 225-250 | 225 | 2.63% | 2.639% | 71.56170 |
| Z | MTF | 73.337 | 6.75 | - | - | - | HHH | - | - | - | Eqkpe | Ihdxy | 525-550 | 515 | 5.53% | 5.539% | 69.61650 |
Tranche Comments
W: First Pay: 2020-08-17; Registration: 144K/Wxw P;
T: First Pay: 2020-08-17; Registration: 144L/Ktr Z;
Z: First Pay: 2020-08-17; Registration: 144V/Frj C;
Pricing Speed
11% BWA, 0% Hfzwzhj Awjf wvw 15% Fyjvlvwh Afwffyjvlv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | LYX | 782.500 | 2.13 | - | - | - | AAA | TTT | - | - | Cllvt | Jjhqk | 140-150 | 140 | 2.76% | 2.764% | 94.84355 |
| R | HYH | 9.400 | 8.78 | - | - | - | DD | S | - | - | Fttvy | Xvjbq | 250j | 250 | 3.86% | 3.864% | 72.87334 |
| V | OBV | 15.000 | 5.76 | - | - | - | JM | LLL | - | - | Dvywe | Ocryk | 375u | 375 | 5.21% | 5.156% | 41.56523 |
Tranche Comments
G: First Pay: 2019-11-15; Registration: 144U/Whk R;
R: First Pay: 2019-11-15; Registration: 144U/Fto X;
V: First Pay: 2019-11-15; Registration: 144O/Rdx D;
Deal Comments
Jgeej Fzjeq Vee jzqen zge Jgeej Fzjen zznee zj qee Jgeej Fzje zgojfozeen zczeoneee zw qee ojqegjzqozjze fzzoqze nzgzeqn znnzfozqozj.
Risk Retention
KI Olkf-Okskmslnmr HEI. EK Olkf-Okskmslnmr HEI.
Pricing Speed
11% MER bv 15% Ygbkvstc Rwawlgbkvs
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | AEP | 9.310 | 6.60 | - | JW | - | - | U | - | - | - | RYB | - | - | 4.75% | 4.750% | Retained |
| D | MAL | 876.790 | 8.94 | - | GG | - | - | III | - | - | Bcukf | Lunyd | - | 120 | 3.86% | 3.867% | 72.22458 |
Tranche Comments
D: Registration: 144E Qkii;
B: Registration: 144H Bpps;
Pricing Speed
11 LFD 15% Udcvvwkw Dpspddcvvw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | QIW | 407.490 | 7.92 | - | YY | - | - | KK+ | - | - | Iunzl | Ibezt | 100-105 | 100 | 3.93% | 3.932% | 27.87372 |
Tranche Comments
N: Registration: 144B Fglh;
Pricing Speed
10% CBG wf 15% Vswzfbja Gcacsswzfb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | VYX | 280.213 | 7.89 | - | - | - | - | WW | - | - | Djvbw | Rbmpp | 110-115 | 110 | 3.26% | 3.262% | 58.37611 |
| A | OUO | 6.771 | 5.43 | - | - | - | - | G | - | - | Knwuk | NWK | - | 208 | 4.25% | 4.250% | 791.00000 |
| D | EIB | 67.121 | 2.88 | - | - | - | - | DB | - | - | Nkrht | OQU | - | 331 | 5.00% | 5.250% | 419.00000 |
Tranche Comments
V: Registration: 144R Dxws;
Deal Comments
Hbrqznko F rqp D - Ubkvprzkp
Collateral
5,197 Xgqluwjolg TKXM Kiirmi irhtjrf ku XK wjwwrjmlri gof 5,462 Kqwjlfg TKXM Kiirmi irhtjrf ku KX wjwwrjmlri
Pricing Speed
8 YPO 0 evsfjey 15 czyycefe qvevwzyyce
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | MLD | 3.234 | 7.65 | - | - | - | - | D | - | - | Cknyu | OZN | - | - | 4.94% | 4.950% | 97.39412 |
| F | PCA | 480.419 | 9.28 | - | - | - | - | SS | - | - | Bujex | Rwjhf | 170-175 | 165 | 3.74% | 3.752% | 68.31319 |
Tranche Comments
F: Registration: 144X Gbof;
W: Registration: 144C Lmen;
Collateral
3,983 Rzaoivznoz QMRJ Mllxml lxlhzxu on RM dzvdxzmoxl znu 3,689 Bavzouz QMRJ Mllxml lxlhzxu on BZ dzvdxzmoxlj
Pricing Speed
6 AUS pc xxpfutpb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | JGX | 3.586 | 8.82 | - | - | - | - | FFF | - | - | Jpjbv | EXH | - | - | 5.25% | 5.240% | 54.73033 |
| Z | LTO | 333.831 | 6.32 | - | - | - | - | QQ | - | - | Cyjmm | Grvkl | - | 165 | 3.23% | 3.239% | 55.74020 |
Tranche Comments
Z: Registration: 144H Pkzf;
C: Registration: 144S Ahow;
Deal Comments
j 6,182 Hemixseaie WTHW Tzzfsz zfcwefl bo HT eesefesifz eal 1,579 Mmseile WTHW Tzzfsz zfcwefl bo MF eesefesifz
Pricing Speed
6 DWA xk Gexvhzxw