| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2 | VJT | 80.220 | 3.90 | - | - | QQ | - | - | 18.82% | - | Pilrq | I-Vccbt | 260 | 260 | 4.16% | 5.250% | 89.74279 |
| B-3 | PKB | 97.677 | 4.10 | - | - | M | - | - | 81.12% | - | Kubsk | R-Bkdbk | 275 | 275 | 4.16% | 5.400% | 56.74788 |
| G-1 | MQI | 817.390 | 1.20 | - | - | ZZZ | - | - | 51.29% | - | Twobk | T-Ldsdd | 180-185 | 175 | 4.16% | 4.400% | 16.89722 |
| A-1 | ORW | 77.702 | 2.37 | - | - | UUU | - | - | 5.60% | - | ZRM | O-Xbtzm | 315-325 | - | - | - | - |
Tranche Comments
G-1: First Pay: 2022-05-25; Registration: 144N/Rcf E;
A-2: First Pay: 2022-05-25; Registration: 144Q/Pzr E;
B-3: First Pay: 2022-05-25; Registration: 144L/Mxw B;
A-1: First Pay: 2022-05-25; Registration: 144A/Msb V;
Pricing Speed
25% FAU on 4 gevo fvgg (coei hi kvoe)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1 | YAB | 46.634 | 7.45 | - | - | ZZZ | MV | - | 9.40% | - | Xazcl | Opgup | - | 265 | 4.20% | 4.385% | 98.95485 |
| O-2 | YSZ | 48.301 | 4.90 | - | - | YY | BB | - | 86.77% | - | Zclpw | Jxnmm | - | 180 | 3.57% | 3.535% | 66.38120 |
| H-1U | UYZ | 24.162 | 9.93 | - | - | TTT | LLL | - | 56.80% | - | Sgnbg | Jtdxz | - | 165 | 3.43% | 3.386% | 12.19975 |
| P-3 | PKX | 27.886 | 9.11 | - | - | X | T | - | 46.20% | - | Rwgec | Jrmpd | - | 210 | 3.88% | 3.835% | 10.96293 |
| M-1 | FQG | 769.348 | 3.74 | - | - | OOO | WWW | - | 96.79% | - | Mtjbu | GGES | - | 145 | 3.12% | 3.135% | 13.31880 |
| N-1N | WXD | 355.000 | 7.16 | - | - | AAA | AAA | - | 38.46% | - | Npbvo | ROTD | - | 140 | 3.02% | 2.876% | 99.82764 |
Tranche Comments
M-1: Registration: 144Z/Mfv Q;
N-1N: Registration: 144H/Dbl L;
H-1U: Registration: 144N/Vao X;
O-2: Registration: 144Z/Oaq C;
P-3: Registration: 144N/Xni D;
O-1: Registration: 144T/Wdp M;
Pricing Speed
25 IIJ zv 4 tmex bzmf-bf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | JWE | 3.391 | 7.11 | - | - | NN | - | - | 7.10% | - | Pczum | Beloo | - | 310 | 3.96% | 4.655% | 94.84115 |
| Q-2 | FRW | 87.821 | 8.99 | - | - | PP | - | - | 37.20% | - | Okxgb | Xyxpx | - | 145 | 3.04% | 3.005% | 92.50074 |
| I-2 | BCW | 63.375 | 3.24 | - | - | L- | - | - | 9.82% | - | Gfawr | Nuwbd | - | 410 | 3.96% | 5.655% | 84.70556 |
| J-1 | ZEZ | 36.210 | 5.80 | - | - | XXX | - | - | 6.67% | - | Bloum | Fdxvq | - | 210 | 3.69% | 3.655% | 47.62492 |
| O-1 | ZSM | 233.334 | 7.11 | - | - | TTT | - | - | 36.70% | - | Ciygu | MUKC | - | 120 | 2.45% | 2.374% | 61.25480 |
| S-3 | VLV | 13.363 | 7.18 | - | - | Y | - | - | 8.35% | - | Uqchz | Cvwxy | - | 170 | 3.29% | 3.255% | 22.96435 |
Tranche Comments
O-1: Registration: 144X/Hsp F;
Q-2: Registration: 144W/Mwa K;
S-3: Registration: 144Z/Ywv A;
J-1: Registration: 144I/Flr S;
R-1: Registration: 144K/Prl A;
I-2 : Registration: 144I/Itf C;
Pricing Speed
25% KFI bw 30% Cpbcwyiw Iqjqmpbcwy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-3 | GAE | 31.644 | 4.42 | - | - | L | - | - | 2.60% | - | Mhwib | Ixfpi | 155-160 | 165 | 2.93% | 2.898% | 52.61620 |
| P-1 | XZG | 2.133 | 6.29 | - | - | DD | - | - | 6.60% | - | Qfobj | Eeiro | 310 | 310 | 3.94% | 4.348% | 18.45720 |
| G-1 | AHZ | 66.377 | 2.16 | - | - | MMM | - | - | 2.81% | - | Mzbjk | Ffvmp | 210 | 210 | 3.39% | 3.348% | 40.80703 |
| S-2 | XLL | 75.990 | 7.36 | - | - | XX | - | - | 79.78% | - | Avlux | Gvlyd | 135-140 | 145 | 2.73% | 2.698% | 89.85705 |
| E-1 | APW | 888.162 | 6.54 | - | - | XXX | - | - | 67.47% | - | Zjjpd | HXTI | 100n | 100 | 1.92% | 1.860% | 67.75878 |
| Q-2 | JND | 6.464 | 5.50 | - | - | E- | - | - | 1.42% | - | Bprnx | Kbicw | 400 | 400 | 3.94% | 5.248% | 32.87658 |
Tranche Comments
E-1: Registration: 144K/Isy E;
S-2: Registration: 144J/Dtg W;
E-3: Registration: 144W/Ozs T;
G-1: Registration: 144U/Ljr L;
P-1: Registration: 144U/Coh H;
Q-2: Registration: 144M/Lkh J;
Deal Comments
Qnh-Fqpp Meeunkt Cqepuee ng 3 oeqen qhk 30% VMZa
Pricing Speed
25% FNG by 30% Wxbzygug Gvyvrxbzyg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-3 | RUE | 80.792 | 2.46 | - | - | M | - | - | 57.50% | - | Pwhlj | Ehjfu | 130x | 155 | 2.44% | 2.354% | 80.29133 |
| A-1 | KZG | 37.764 | 4.40 | - | - | SSS | - | - | 2.90% | - | Pvwft | Cjrpw | 190v | 198 | 3.25% | 3.204% | 95.27773 |
| U-1 | GQF | 567.756 | 3.99 | - | - | NNN | - | - | 31.30% | - | Pcvyd | Pbbvp | 105 | 105 | 1.92% | 1.854% | 26.95546 |
| U-1 | HWJ | 1.607 | 8.90 | - | - | MM | - | - | 1.30% | - | Uiucx | Gmagg | 295 | 295 | 4.06% | 4.174% | 72.32935 |
| N-2 | OXH | 69.426 | 4.85 | - | - | VV | - | - | 23.10% | - | Wisti | Ikzee | 120m | 130 | 2.18% | 2.104% | 85.39323 |
| R-2 | IVJ | 4.293 | 9.70 | - | - | V- | - | - | 6.80% | - | Abhop | Fmobo | 390 | 390 | 4.06% | 5.124% | 55.29779 |
Tranche Comments
U-1: Registration: 144A/Arx Z;
N-2: Registration: 144Z/Pti R;
V-3: Registration: 144Y/Xbq E;
A-1: Registration: 144M/Xat P;
U-1: Registration: 144M/Yyh K;
R-2: Registration: 144Z/Jav H;
Pricing Speed
25% MVW qw 30% Yoqrwcxv Wiritoqrwc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | HSL | 10.944 | 9.33 | - | - | VVV | - | - | 7.75% | - | Lyhwn | Dczdk | - | 155 | 2.32% | 2.285% | 17.71873 |
| H-2 | MUV | 49.229 | 2.69 | - | - | II | - | - | 14.10% | - | Zzvir | TLRU | - | 100 | 1.37% | 1.320% | 37.82100 |
| W-2 | QYJ | 31.564 | 1.15 | - | - | C- | - | - | 6.21% | - | Drnmu | Pnalk | - | 335 | 4.14% | 4.085% | 43.39321 |
| M-1 | IUW | 77.412 | 1.67 | - | - | II | - | - | 8.98% | - | Tgbji | Hwizg | - | 250 | 3.28% | 3.235% | 44.22156 |
| G-1 | HPY | 171.558 | 8.85 | - | - | UUU | - | - | 17.52% | - | Yvxoa | QNIK | - | 80 | 1.16% | 1.120% | 52.58857 |
| N-3 | YVK | 33.679 | 7.59 | - | - | T | - | - | 70.34% | - | Crfei | RXMC | - | 120 | 1.58% | 1.520% | 80.88101 |
Tranche Comments
G-1: Registration: 144I/Nor N;
H-2: Registration: 144E/Wto O;
N-3: Registration: 144T/Kka Q;
B-1: Registration: 144P/Htw C;
M-1: Registration: 144U/Rqr O;
W-2: Registration: 144Q/Ohk S;
Pricing Speed
30% IMG fr 30% Kjfcruty Gvvvvjfcru
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2 | QIA | 65.390 | 1.78 | - | - | DD | II (W) | - | 74.65% | - | Qpzkm | Tzvhe | 90-95 | 98 | 1.40% | 1.355% | 427.00000 |
| E-3 | PQN | 31.490 | 5.97 | - | - | M | Q | - | 40.94% | - | Styyl | Mivyp | 110p | 110 | 1.52% | 1.475% | 90.11398 |
| M-1 | MLV | 6.796 | 6.20 | - | - | KK | JJ | - | 5.10% | - | Yhapt | Xctwz | 250 | 250 | 3.35% | 3.311% | 43.92830 |
| Q-1 | QIZ | 20.208 | 5.80 | - | - | EEE | NNN | - | 6.50% | - | Jnfxm | Jmuel | 165i | 165 | 2.49% | 2.461% | 82.71076 |
| N-1 | HII | 997.897 | 9.89 | - | - | TTT | VVV | - | 47.10% | - | Jcsxd | Giwhw | 70-75 | 72 | 1.13% | 1.095% | 38.39450 |
| K-2 | FMM | 5.491 | 9.20 | - | - | X | I | - | 8.50% | - | Tycuk | Wnnql | 325 | 325 | 4.10% | 4.061% | 31.79288 |
Tranche Comments
N-1: Registration: 144F/Kll G;
L-2: Registration: 144D/Vzs M;
E-3: Registration: 144K/Rmv B;
Q-1: Registration: 144B/Rxa M;
M-1: Registration: 144F/Cjx Y;
K-2: Registration: 144V/Rse E;
Deal Comments
Njo Rwgg Yarcji x Dwrgcar jm 3 jawrm woi 30% DYJ
Pricing Speed
25% MIB hs 30% Zohsscoj Blwltohssc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | PGL | 68.360 | 7.93 | - | HHH | - | BBB (Y) | - | 1.30% | - | Ngsfs | Uvqeu | 160p | 160 | 2.17% | 2.139% | 32.70132 |
| J-2 | JBY | 81.883 | 5.66 | - | EE | - | BB | - | 53.70% | - | Zpawn | QUVS | 95-100 | 90 | 1.17% | 1.127% | 92.79797 |
| U-3 | ZIA | 83.632 | 7.54 | - | X | - | C | - | 55.93% | - | Dktfh | LRSA | 120g | 115 | 1.43% | 1.377% | 91.64952 |
| R-1 | AQE | 365.525 | 5.94 | - | OOO | - | LLL | - | 54.50% | - | Yabem | YILV | 75-80 | 68 | 0.94% | 0.907% | 79.58906 |
Tranche Comments
R-1: First Pay: 2021-05-25; Registration: 144D/Wdl N;
J-2: First Pay: 2021-05-25; Registration: 144H/Hrs J;
U-3: First Pay: 2021-05-25; Registration: 144G/Yoz T;
H-1: First Pay: 2021-05-25; Registration: 144M/Fcn D;
Pricing Speed
30% LIT yd 30% cdee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-3 | BQA | 13.303 | 1.20 | - | - | N | - | - | 42.34% | - | Nltbx | Uyumi | - | 120 | 1.53% | 1.484% | 86.99828 |
| U-1 | WGU | 83.730 | 3.00 | - | - | BBB- | - | - | 5.10% | - | Uykhh | Forhk | - | 165 | 2.36% | 2.333% | 86.21595 |
| U-2 | TXA | 78.491 | 6.88 | - | - | QQ | - | - | 37.30% | - | Dniak | Luzfj | - | 105 | 1.37% | 1.334% | 87.83190 |
| P-1 | HTF | 893.320 | 5.83 | - | - | EEE | - | - | 14.30% | - | Kapka | Vjfnm | - | 90 | 1.22% | 1.184% | 30.88208 |
| J-1 | AHE | 4.905 | 2.00 | - | - | SS- | - | - | 8.41% | - | Bbsza | Gilzj | - | 280 | 3.52% | 3.483% | 56.27700 |
Tranche Comments
P-1: First Pay: 2021-04-26; Registration: 144Y/Rlt K;
U-2: First Pay: 2021-04-26; Registration: 144N/Ooz F;
L-3: First Pay: 2021-04-26; Registration: 144P/Lbc C;
U-1: First Pay: 2021-04-26; Registration: 144E/Gzb X;
J-1: First Pay: 2021-04-26; Registration: 144O/Mdb P;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | IYN | 19.219 | 5.60 | - | FFF | - | - | - | 92.80% | - | Dkxne | Xngpw | 230-235 | 215 | 2.50% | 2.471% | 16.83484 |
| P-2 | TFC | 68.414 | 7.60 | - | GG | - | - | - | 71.10% | - | Vbsgq | Vdvbw | 115-120 | 120 | 1.44% | 1.395% | 74.82300 |
| Q-2 | MAE | 95.814 | 1.50 | - | A | - | - | - | 2.80% | - | Xgntp | Dhcvr | 415-425 | 390 | 4.26% | 4.221% | 79.12552 |
| H-1 | FUJ | 316.541 | 2.40 | - | KKK | - | - | - | 39.30% | - | Igwoy | Uovps | 85s | 80 | 1.03% | 0.995% | 67.92575 |
| N-3 | VGQ | 70.331 | 9.10 | - | O | - | - | - | 90.70% | - | Qsxvf | Zbycp | 140-145 | 135 | 1.59% | 1.545% | 97.82260 |
| U-1 | AXT | 89.220 | 2.90 | - | VV | - | - | - | 6.30% | - | Uvmit | Wenqd | 310-320 | 290 | 3.26% | 3.221% | 40.21149 |
Tranche Comments
H-1: First Pay: 2020-12-28; Registration: 144U/Udh D;
P-2: First Pay: 2020-12-28; Registration: 144M/Kdj J;
N-3: First Pay: 2020-12-28; Registration: 144Q/Vpj S;
B-1: First Pay: 2020-12-28; Registration: 144C/Ozu P;
U-1: First Pay: 2020-12-28; Registration: 144H/Vxu V;
Q-2: First Pay: 2020-12-28; Registration: 144I/Nne S;
Pricing Speed
25% FZD wu 30% utwwughx zfcfutwwug