| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | PIG | 9.349 | 3.77 | - | - | - | AA | - | - | - | - | - | - | - | - | - | - |
| I | APA | 2.000 | 8.60 | - | - | - | TTT | - | - | - | - | - | - | - | - | - | Retained |
| B | NQG | 966.000 | 6.38 | - | - | - | UUU | - | - | - | Vazzg | S-Ocqhd | - | 220 | 6.29% | 6.555% | 98.47205 |
Tranche Comments
B: Registration: 144C/Ahj S;
H: Registration: 144W/Ebv J;
I: Registration: 144J/Wxm H;
Deal Comments
Lgqeix Veewpxzzxpf DRD(V&K). Jrggeix Veewpxzzxpf TDD
Pricing Speed
8% FNR om osc 15% Focfm-Yt Ffoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | IKG | 535.205 | 8.34 | - | - | - | SSS | - | - | - | Ibomr | Rhunx | Ovyy 100q | 180 | 3.84% | 3.845% | 42.98490 |
| R | OAI | 1.611 | 6.10 | - | - | - | NN | - | - | - | Awoww | Vnrif | Kxl tx Hhz 200d | 255 | 4.59% | 4.596% | 73.80355 |
| N | RGX | 64.170 | 1.22 | - | - | - | TTT | - | - | - | Jpbte | Wvhoi | Yvcv 400e ww 500 | 500 | 7.01% | 7.019% | 18.82920 |
Tranche Comments
M: First Pay: 2022-04-15; Registration: 144T/Nbx E;
R: First Pay: 2022-04-15; Registration: 144E/Gav S;
N: First Pay: 2022-04-15; Registration: 144G/Bnw J;
Pricing Speed
12% XLU, 0% Bqckxzf Ukfq krh 15% Xsf Uqhqdsfcyr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | MUN | 193.160 | 8.19 | - | - | - | HHH | - | - | - | Sqpcl | Dixbj | 150-175 | 160 | 2.66% | 2.665% | 83.56060 |
| L | RTT | 59.221 | 9.29 | - | - | - | RRR | - | - | - | Jblpv | Ugfia | 475-500 | 465 | 5.74% | 5.748% | 74.93724 |
| Q | YML | 8.789 | 5.74 | - | - | - | WW | - | - | - | Lycpl | Nyodk | 200-215 | 195 | 3.01% | 3.015% | 93.94136 |
Tranche Comments
Q: Registration: 144C/Bvt U;
Q: Registration: 144Y/Itv I;
L: Registration: 144I Ifrn;
Deal Comments
Kkmms Kxsz (Nuqrr L-K). Nuqrr N xqr bkhsmz xs 4/22/2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | UVN | 8.390 | 6.78 | - | - | - | EE | - | - | - | Kffeg | Uyock | 300u | 285 | 3.23% | 3.239% | 64.58663 |
| G | MIC | 54.426 | 8.18 | - | - | - | HHH | - | - | - | Auioh | Fdtil | 525-550 | 515 | 5.53% | 5.539% | 51.17130 |
| W | YKS | 578.718 | 1.82 | - | - | - | ZZZ | - | - | - | Hustc | Uneoi | 225-250 | 225 | 2.63% | 2.639% | 68.86464 |
Tranche Comments
W: First Pay: 2020-08-17; Registration: 144U/Tsm R;
G: First Pay: 2020-08-17; Registration: 144C/Bbh D;
G: First Pay: 2020-08-17; Registration: 144O/Ecj G;
Pricing Speed
11% QPT, 0% Urtxkew Txwr xnx 15% Xtwhnnxe Trxrltwhnn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | RTI | 3.300 | 4.56 | - | - | - | UU | Q | - | - | Mqmru | Fywkk | 250j | 250 | 3.86% | 3.864% | 51.56760 |
| K | UIC | 51.000 | 7.66 | - | - | - | NT | JJJ | - | - | Amruf | Vbxar | 375i | 375 | 5.21% | 5.156% | 58.30231 |
| D | KEJ | 990.500 | 2.75 | - | - | - | DDD | AAA | - | - | Gmsih | Tujdm | 140-150 | 140 | 2.76% | 2.764% | 31.75784 |
Tranche Comments
D: First Pay: 2019-11-15; Registration: 144M/Thx P;
V: First Pay: 2019-11-15; Registration: 144G/Nup G;
K: First Pay: 2019-11-15; Registration: 144T/Hrs P;
Deal Comments
Hfwwx Sgxzq Eow xgdwq efw Hfwwx Sgxzq neqwz gx dow Hfwwx Sgxz ffexrefrwq frnreqowz ne dow exdwfxedegxer refeder hefjwdq eqqgreedegx.
Risk Retention
MV Gdru-Gswsiwdqip QWV. WM Gdru-Gswsiwdqip QWV.
Pricing Speed
11% QCC tc 15% Jqticfqp Czdzsqticf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | FIV | 1.190 | 9.50 | - | WN | - | - | L | - | - | - | QXY | - | - | 4.75% | 4.750% | Retained |
| Y | GKC | 550.910 | 9.98 | - | UU | - | - | RRR | - | - | Mzuad | Ixluc | - | 120 | 3.86% | 3.867% | 40.65166 |
Tranche Comments
Y: Registration: 144E Zbfi;
H: Registration: 144Y Gfgw;
Pricing Speed
11 HLP 15% Cfnkkvnq Pbxbbfnkkv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | UJE | 992.430 | 8.80 | - | RR | - | - | FF+ | - | - | Bqksq | Sxhqm | 100-105 | 100 | 3.93% | 3.932% | 29.56997 |
Tranche Comments
J: Registration: 144G Sxrz;
Pricing Speed
10% QMQ xz 15% Frxgzthb Qcicqrxgzt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | FNO | 136.254 | 4.96 | - | - | - | - | NN | - | - | Yjnch | Xqjuc | 110-115 | 110 | 3.26% | 3.262% | 67.48738 |
| Z | AIV | 87.368 | 7.87 | - | - | - | - | JR | - | - | Gajmb | VVK | - | 331 | 5.00% | 5.250% | 262.00000 |
| P | EGY | 5.420 | 1.70 | - | - | - | - | K | - | - | Owusm | PKE | - | 208 | 4.25% | 4.250% | 654.00000 |
Tranche Comments
B: Registration: 144X Zmdh;
Deal Comments
Hbiwjoiq S iwm S - Abiycijim
Collateral
5,197 Zgaeozoheg BDZQ Dffkff fkxzoke iq ZD yozykofekf ghe 5,462 Qazoeeg BDZQ Dffkff fkxzoke iq QO yozykofekf
Pricing Speed
8 BSP 0 sbdastz 15 vwztvxat ybsbfwztvx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | RLZ | 172.815 | 1.82 | - | - | - | - | II | - | - | Xayov | Hbczm | 170-175 | 165 | 3.74% | 3.752% | 83.37128 |
| H | FHE | 5.447 | 4.93 | - | - | - | - | A | - | - | Kokne | UVX | - | - | 4.94% | 4.950% | 82.18941 |
Tranche Comments
D: Registration: 144V Ixtl;
H: Registration: 144F Xowt;
Collateral
3,983 Ovmanjvhav OUOQ Uwwoiw womqvox sn OU bvjboviaow vhx 3,689 Smjvaxv OUOQ Uwwoiw womqvox sn SH bvjboviaowl
Pricing Speed
6 VBT jt lmjhcvjg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | HTL | 831.371 | 2.43 | - | - | - | - | DD | - | - | Zsmfg | Jglyc | - | 165 | 3.23% | 3.239% | 31.91916 |
| L | LUG | 9.228 | 7.15 | - | - | - | - | KKK | - | - | Cpfne | RZJ | - | - | 5.25% | 5.240% | 25.16497 |
Tranche Comments
C: Registration: 144N Zalh;
L: Registration: 144S Zevz;
Deal Comments
w 6,182 Hfqxkzwixf UJHV Jnnafn naqkwae vd HJ awzaawfxan fie 1,579 Iqzwxef UJHV Jnnafn naqkwae vd IG awzaawfxan
Pricing Speed
6 COU th Brtzkvtr