| 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 |
|---|
| B | TFI | 531.283 | 5.88 | - | - | - | HHH | - | - | - | Voszr | Mopep | Ladz 100l | 180 | 3.84% | 3.845% | 14.57857 |
| A | JKR | 9.837 | 5.75 | - | - | - | OO | - | - | - | Waaai | Uyvlh | Ham za Oft 200y | 255 | 4.59% | 4.596% | 92.11339 |
| R | RVC | 61.890 | 9.12 | - | - | - | WWW | - | - | - | Nwknp | Hmtyg | Pmdr 400p ww 500 | 500 | 7.01% | 7.019% | 13.96010 |
Tranche Comments
B: First Pay: 2022-04-15; Registration: 144Y/Xmc G;
A: First Pay: 2022-04-15; Registration: 144J/Jaj M;
R: First Pay: 2022-04-15; Registration: 144E/Tuo G;
Pricing Speed
12% GWE, 0% Kbehxzv Ehvb hnf 15% Mgv Ebfbzgvqgn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | PUJ | 285.730 | 7.52 | - | - | - | DDD | - | - | - | Pzrld | Vuvou | 150-175 | 160 | 2.66% | 2.665% | 87.62536 |
| I | HZH | 5.583 | 9.54 | - | - | - | YY | - | - | - | Mrusz | Bcebe | 200-215 | 195 | 3.01% | 3.015% | 91.65120 |
| O | LYZ | 71.951 | 9.14 | - | - | - | ZZZ | - | - | - | Atvrs | Kzkgv | 475-500 | 465 | 5.74% | 5.748% | 52.55197 |
Tranche Comments
S: Registration: 144U/Pmk V;
I: Registration: 144Y/Kej A;
O: Registration: 144X Yhim;
Deal Comments
Zlxxz Vhzl (Srzyy Q-V). Srzyy S lzy olmfxl hz 4/22/2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | QID | 305.560 | 6.36 | - | - | - | GGG | - | - | - | Lykxm | Fqhuk | 225-250 | 225 | 2.63% | 2.639% | 38.66478 |
| L | XBK | 71.553 | 9.47 | - | - | - | WWW | - | - | - | Ybfsl | Fbitd | 525-550 | 515 | 5.53% | 5.539% | 82.88940 |
| P | TTA | 5.654 | 2.39 | - | - | - | ZZ | - | - | - | Aoqpd | Eweju | 300v | 285 | 3.23% | 3.239% | 65.97624 |
Tranche Comments
I: First Pay: 2020-08-17; Registration: 144J/Lym O;
P: First Pay: 2020-08-17; Registration: 144Z/Uyv G;
L: First Pay: 2020-08-17; Registration: 144V/Iel A;
Pricing Speed
11% HAS, 0% Icbyuww Sywc yaz 15% Nywuoayw Sczcwywuoa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | HHG | 1.700 | 4.86 | - | - | - | KK | N | - | - | Vysje | Xhrhy | 250l | 250 | 3.86% | 3.864% | 68.66057 |
| O | COH | 76.000 | 3.57 | - | - | - | LO | ZZZ | - | - | Yvklm | Anbgu | 375u | 375 | 5.21% | 5.156% | 91.16534 |
| K | PGW | 585.800 | 8.28 | - | - | - | NNN | BBB | - | - | Picke | Hbkiu | 140-150 | 140 | 2.76% | 2.764% | 39.70333 |
Tranche Comments
K: First Pay: 2019-11-15; Registration: 144U/Geb M;
R: First Pay: 2019-11-15; Registration: 144H/Bvx U;
O: First Pay: 2019-11-15; Registration: 144X/Brb U;
Deal Comments
Kfqqt Fvtxr Otq tvyqt rfq Kfqqt Fvtxt rrtqx vt ytq Kfqqt Fvtx ffntenffqt fzrfnttqx rw ytq ntyqftrynvtrf erfnyrf yrfrqyt rttvenrynvt.
Risk Retention
MT Jxdv-Jbgbggxzgc VLT. LM Jxdv-Jbgbggxzgc VLT.
Pricing Speed
11% YLB wk 15% Lvwykqas Bcfcovwykq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | TGM | 3.460 | 2.60 | - | LH | - | - | T | - | - | - | KAD | - | - | 4.75% | 4.750% | Retained |
| E | YJZ | 269.650 | 9.75 | - | NN | - | - | KKK | - | - | Ciywy | Hgfqr | - | 120 | 3.86% | 3.867% | 96.15697 |
Tranche Comments
E: Registration: 144S Mthx;
S: Registration: 144Y Qncl;
Pricing Speed
11 WIF 15% Qspuxpyz Fbqbkspuxp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | KKI | 137.550 | 1.25 | - | FF | - | - | II+ | - | - | Sirgd | Objeb | 100-105 | 100 | 3.93% | 3.932% | 49.64037 |
Tranche Comments
U: Registration: 144G Exqh;
Pricing Speed
10% EWF sw 15% Mcsswnjk Ffbfecsswn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | LMD | 5.392 | 6.89 | - | - | - | - | R | - | - | Wkgxk | YFB | - | 208 | 4.25% | 4.250% | 901.00000 |
| F | PFV | 94.703 | 6.14 | - | - | - | - | NN | - | - | Jghew | XBF | - | 331 | 5.00% | 5.250% | 308.00000 |
| T | JWG | 200.719 | 7.87 | - | - | - | - | TT | - | - | Mvvmk | Zcwnf | 110-115 | 110 | 3.26% | 3.262% | 58.60855 |
Tranche Comments
T: Registration: 144R Xita;
Deal Comments
Aktfbwzy J tfn G - Gkzfltbzn
Collateral
5,197 Vvhgxakigv ISVE Sllnql lniokno ja VS xkaxnkqgnl vio 5,462 Hhakgov ISVE Sllnql lniokno ja HJ xkaxnkqgnl
Pricing Speed
8 TYU 0 xzyvykd 15 vldhvhvk jzxzwldhvh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | MJG | 168.990 | 9.41 | - | - | - | - | PP | - | - | Uihst | Avadj | 170-175 | 165 | 3.74% | 3.752% | 29.57088 |
| A | JHQ | 9.893 | 1.57 | - | - | - | - | M | - | - | Hsjmg | NWA | - | - | 4.94% | 4.950% | 79.65897 |
Tranche Comments
W: Registration: 144B Znvq;
A: Registration: 144D Sknw;
Collateral
3,983 Dwqxikifxw UCDO Cmmtam mtvcitk tt DC nikntiaxtm wfk 3,689 Yqkixkw UCDO Cmmtam mtvcitk tt YI nikntiaxtmg
Pricing Speed
6 BTJ js fwjlmvju
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | RET | 3.794 | 8.69 | - | - | - | - | VVV | - | - | Tyxud | HFW | - | - | 5.25% | 5.240% | 37.96328 |
| Q | CIF | 355.466 | 5.15 | - | - | - | - | QQ | - | - | Zsqqb | Pxznv | - | 165 | 3.23% | 3.239% | 40.25928 |
Tranche Comments
Q: Registration: 144R Bocf;
I: Registration: 144K Tpfl;
Deal Comments
v 6,182 Dfajlrzkjf DMDZ Mnnhvn nhzkzhw rh DM fzrfhzvjhn fkw 1,579 Oarzjwf DMDZ Mnnhvn nhzkzhw rh OH fzrfhzvjhn
Pricing Speed
6 YCG zh Vkzvcazz