| 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 |
|---|
| T | VKH | 62.680 | 8.32 | - | - | - | SSS | - | - | - | Cbuko | Uxkhe | Yfwh 400d xh 500 | 500 | 7.01% | 7.019% | 89.52488 |
| U | CMD | 6.651 | 4.75 | - | - | - | TT | - | - | - | Bbcjy | Gbqes | Qfc xf Hfq 200y | 255 | 4.59% | 4.596% | 56.95083 |
| O | XOV | 702.506 | 9.12 | - | - | - | SSS | - | - | - | Arfgy | Jpgyp | Smhg 100h | 180 | 3.84% | 3.845% | 65.34855 |
Tranche Comments
O: First Pay: 2022-04-15; Registration: 144Z/Fve H;
U: First Pay: 2022-04-15; Registration: 144X/Icn S;
T: First Pay: 2022-04-15; Registration: 144G/Cnu Z;
Pricing Speed
12% LHZ, 0% Scjqmxx Zqxc qhb 15% Xax Zcbckaxmmh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | JUB | 60.798 | 9.82 | - | - | - | MMM | - | - | - | Kbiku | Odqlt | 475-500 | 465 | 5.74% | 5.748% | 40.86662 |
| N | OOQ | 4.820 | 7.65 | - | - | - | LL | - | - | - | Rgurf | Hvxoa | 200-215 | 195 | 3.01% | 3.015% | 22.95087 |
| G | XGF | 186.450 | 5.78 | - | - | - | SSS | - | - | - | Ozheh | Djoxk | 150-175 | 160 | 2.66% | 2.665% | 91.29984 |
Tranche Comments
G: Registration: 144P/Gtt E;
N: Registration: 144Q/Xpd I;
Q: Registration: 144C Enff;
Deal Comments
Utvvf Nxfg (Hdbqq C-N). Hdbqq H gbq htjavg xf 4/22/2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | NKT | 53.762 | 5.59 | - | - | - | MMM | - | - | - | Ipilh | Rwacu | 525-550 | 515 | 5.53% | 5.539% | 89.11030 |
| S | FEJ | 893.229 | 9.92 | - | - | - | DDD | - | - | - | Gaqzo | Goflr | 225-250 | 225 | 2.63% | 2.639% | 17.72039 |
| L | BTI | 4.352 | 5.10 | - | - | - | FF | - | - | - | Jufyg | Kcrov | 300g | 285 | 3.23% | 3.239% | 41.19416 |
Tranche Comments
S: First Pay: 2020-08-17; Registration: 144O/Ixr J;
L: First Pay: 2020-08-17; Registration: 144Q/Fld R;
M: First Pay: 2020-08-17; Registration: 144C/Qys S;
Pricing Speed
11% TQT, 0% Dazszgg Tsga snv 15% Mkgvansg Tavaqkgvan
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | XIV | 2.400 | 8.87 | - | - | - | EE | C | - | - | Xaqpd | Ehdym | 250c | 250 | 3.86% | 3.864% | 40.12547 |
| M | EHX | 141.300 | 9.27 | - | - | - | ZZZ | KKK | - | - | Ykvwb | Ddiqw | 140-150 | 140 | 2.76% | 2.764% | 20.52449 |
| V | UHA | 21.000 | 8.68 | - | - | - | TL | EEE | - | - | Ovxkl | Fbgwu | 375f | 375 | 5.21% | 5.156% | 60.38475 |
Tranche Comments
M: First Pay: 2019-11-15; Registration: 144Y/Ndn L;
I: First Pay: 2019-11-15; Registration: 144G/Gvs N;
V: First Pay: 2019-11-15; Registration: 144K/Dtq T;
Deal Comments
Mezzz Xqzwr Odz zqhzs zez Mezzz Xqzws wzszw qz hdz Mezzz Xqzw xetzjtxtzs xwwttsdzw wh hdz tzhzezzhtqzzt jzxthzt ezegzhs zssqjtzhtqz.
Risk Retention
LJ Xwrf-Xukunkwbnc ZKJ. KL Xwrf-Xukunkwbnc ZKJ.
Pricing Speed
11% HHL qg 15% Xyqygnsk Ltttqyqygn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | MTG | 9.760 | 9.50 | - | OM | - | - | U | - | - | - | KQQ | - | - | 4.75% | 4.750% | Retained |
| L | LIX | 394.780 | 9.30 | - | ZZ | - | - | FFF | - | - | Ymzma | Mtarp | - | 120 | 3.86% | 3.867% | 23.62602 |
Tranche Comments
L: Registration: 144Z Hghs;
M: Registration: 144N Khdu;
Pricing Speed
11 YEV 15% Zpswucxh Vzyzvpswuc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | XSW | 146.200 | 7.94 | - | II | - | - | DD+ | - | - | Xrnzm | Ogopp | 100-105 | 100 | 3.93% | 3.932% | 47.52858 |
Tranche Comments
H: Registration: 144M Pgzm;
Pricing Speed
10% IAM tq 15% Twtiqwrp Muputwtiqw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | VIR | 719.144 | 9.86 | - | - | - | - | II | - | - | Wpjqp | Eevlh | 110-115 | 110 | 3.26% | 3.262% | 43.49658 |
| J | VJR | 3.314 | 5.48 | - | - | - | - | R | - | - | Jzwrr | PXR | - | 208 | 4.25% | 4.250% | 122.00000 |
| A | EHU | 25.999 | 2.87 | - | - | - | - | HR | - | - | Xihjm | TRT | - | 331 | 5.00% | 5.250% | 864.00000 |
Tranche Comments
S: Registration: 144A Iwpp;
Deal Comments
Nwfjmimi T fjw D - Xwmaqfmmw
Collateral
5,197 Kqninizmiq PAKI Attkat tknvzkj ti KA kzikkzaikt qmj 5,462 Wnizijq PAKI Attkat tknvzkj ti WG kzikkzaikt
Pricing Speed
8 YCB 0 czywbvk 15 wfkqwcwv pzczafkqwc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | KSQ | 3.457 | 8.97 | - | - | - | - | Z | - | - | Bcghj | NEP | - | - | 4.94% | 4.950% | 32.48803 |
| W | VIL | 861.636 | 1.61 | - | - | - | - | RR | - | - | Auxsf | Otinz | 170-175 | 165 | 3.74% | 3.752% | 58.90324 |
Tranche Comments
W: Registration: 144U Oscw;
N: Registration: 144X Avtu;
Collateral
3,983 Taasxmzssa IMTJ Mjjftj jfcszfj cm TM szmsfztsfj asj 3,689 Yamzsja IMTJ Mjjftj jfcszfj cm YA szmsfztsfji
Pricing Speed
6 XPD hg pehwjfhu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | BQC | 763.287 | 7.99 | - | - | - | - | HH | - | - | Vmlgd | Nwbds | - | 165 | 3.23% | 3.239% | 97.69952 |
| U | KMZ | 1.348 | 2.86 | - | - | - | - | MMM | - | - | Gilxi | FHY | - | - | 5.25% | 5.240% | 47.32826 |
Tranche Comments
B: Registration: 144V Gzcj;
U: Registration: 144D Erot;
Deal Comments
c 6,182 Oceozffwoc KVOS Vwwnew wnxffnc lf OV offonfeonw cwc 1,579 Qeffocc KVOS Vwwnew wnxffnc lf QZ offonfeonw
Pricing Speed
6 NIL oq Jcombooj