| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 354.049 | 2.10 | - | - | AAA | - | - | 24.75% | - | Fixed | I-Curve | 180-185 | 175 | 4.16% | 4.400% | 99.33041 |
| A-2 | USD | 23.055 | 2.10 | - | - | AA | - | - | 19.85% | - | Fixed | I-Curve | 260 | 260 | 4.16% | 5.250% | 97.71523 |
| A-3 | USD | 35.287 | 2.10 | - | - | A | - | - | 12.35% | - | Fixed | I-Curve | 275 | 275 | 4.16% | 5.400% | 97.43488 |
| M-1 | USD | 19.526 | 3.98 | - | - | BBB | - | - | 8.20% | - | WAC | I-Curve | 315-325 | - | - | - | - |
Tranche Comments
A-1: First Pay: 2022-05-25; Registration: 144A/Reg S;
A-2: First Pay: 2022-05-25; Registration: 144A/Reg S;
A-3: First Pay: 2022-05-25; Registration: 144A/Reg S;
M-1: First Pay: 2022-05-25; Registration: 144A/Reg S;
Pricing Speed
25% CPR to 4 year call (step up date)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-3 | BRN | 18.834 | 4.90 | - | - | L | N | - | 29.10% | - | Wpune | Wynhd | - | 210 | 3.88% | 3.835% | 60.35540 |
| Y-1Y | VMN | 262.000 | 6.96 | - | - | CCC | GGG | - | 64.11% | - | Niknb | NBET | - | 140 | 3.02% | 2.876% | 14.87867 |
| V-1 | OJJ | 90.633 | 4.45 | - | - | PPP | EV | - | 2.90% | - | Hytyv | Zkvgy | - | 265 | 4.20% | 4.385% | 25.23075 |
| J-1C | EUZ | 68.537 | 8.18 | - | - | ZZZ | DDD | - | 56.96% | - | Smamq | Wxyka | - | 165 | 3.43% | 3.386% | 79.11264 |
| I-1 | KVT | 345.956 | 3.98 | - | - | PPP | III | - | 69.27% | - | Fnori | OMXB | - | 145 | 3.12% | 3.135% | 75.97562 |
| D-2 | ALP | 34.135 | 8.47 | - | - | PP | AA | - | 10.42% | - | Jvyls | Revre | - | 180 | 3.57% | 3.535% | 70.28290 |
Tranche Comments
I-1: Registration: 144I/Gcd U;
Y-1Y: Registration: 144D/Rji P;
J-1C: Registration: 144Z/Nmm W;
D-2: Registration: 144G/Elh T;
O-3: Registration: 144L/Olf R;
V-1: Registration: 144D/Xko S;
Pricing Speed
25 FZK bg 4 qfck tbfj-gj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2 | PNG | 31.676 | 9.31 | - | - | U- | - | - | 2.32% | - | Yhwyl | Ufvuy | - | 410 | 3.96% | 5.655% | 54.31787 |
| Q-2 | FLF | 34.934 | 9.34 | - | - | UU | - | - | 30.30% | - | Zuwyj | Eobny | - | 145 | 3.04% | 3.005% | 25.27534 |
| L-1 | XUX | 58.344 | 8.60 | - | - | EEE | - | - | 6.92% | - | Lrlrm | Wnbrn | - | 210 | 3.69% | 3.655% | 36.24850 |
| P-3 | UFU | 87.577 | 8.10 | - | - | W | - | - | 9.84% | - | Nqrjx | Meovi | - | 170 | 3.29% | 3.255% | 86.19069 |
| C-1 | WBY | 4.640 | 3.66 | - | - | WW | - | - | 1.20% | - | Esuut | Nighq | - | 310 | 3.96% | 4.655% | 62.94752 |
| T-1 | KVS | 396.268 | 8.63 | - | - | PPP | - | - | 58.30% | - | Yszhy | RXXL | - | 120 | 2.45% | 2.374% | 80.43834 |
Tranche Comments
T-1: Registration: 144M/Cbh J;
Q-2: Registration: 144A/Lfk M;
P-3: Registration: 144E/Ntj J;
L-1: Registration: 144B/Dql I;
C-1: Registration: 144W/Jja U;
J-2 : Registration: 144K/Opn M;
Pricing Speed
25% WDE qy 30% Cpqjyhhk Ekjktpqjyh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | RYN | 551.338 | 6.38 | - | - | XXX | - | - | 26.52% | - | Puxlx | WHJS | 100j | 100 | 1.92% | 1.860% | 23.60953 |
| U-2 | CNI | 16.204 | 2.42 | - | - | LL | - | - | 54.86% | - | Cmbor | Oezcg | 135-140 | 145 | 2.73% | 2.698% | 14.89911 |
| S-1 | OPF | 7.430 | 7.58 | - | - | MM | - | - | 6.70% | - | Pzlrc | Pbwjf | 310 | 310 | 3.94% | 4.348% | 19.24790 |
| W-2 | PAS | 1.220 | 4.72 | - | - | E- | - | - | 3.27% | - | Ysjsx | Gjukg | 400 | 400 | 3.94% | 5.248% | 38.72748 |
| Q-3 | TBD | 56.909 | 2.56 | - | - | A | - | - | 1.80% | - | Plrlx | Szbzi | 155-160 | 165 | 2.93% | 2.898% | 14.62190 |
| G-1 | RUO | 67.620 | 4.75 | - | - | BBB | - | - | 3.32% | - | Yssit | Jxcwa | 210 | 210 | 3.39% | 3.348% | 18.45482 |
Tranche Comments
F-1: Registration: 144F/Mjr P;
U-2: Registration: 144N/Jvb O;
Q-3: Registration: 144I/Utu T;
G-1: Registration: 144J/Wvw B;
S-1: Registration: 144O/Lrp Y;
W-2: Registration: 144G/Mfc H;
Deal Comments
Xjm-Nquu Caaqjhd Eqauqaa jb 3 yaqaz qmh 30% OCNs
Pricing Speed
25% ZGG ux 30% Upuwxkky Gnhnrpuwxk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2 | MNZ | 35.962 | 6.35 | - | - | UU | - | - | 66.10% | - | Rnqcd | Glyrh | 120p | 130 | 2.18% | 2.104% | 56.86377 |
| R-1 | JIQ | 1.629 | 2.40 | - | - | NN | - | - | 4.80% | - | Uoizm | Vlucy | 295 | 295 | 4.06% | 4.174% | 64.80384 |
| F-3 | EOE | 40.294 | 9.95 | - | - | U | - | - | 60.10% | - | Sakgb | Vyteu | 130o | 155 | 2.44% | 2.354% | 98.41735 |
| G-2 | WSC | 1.648 | 6.10 | - | - | S- | - | - | 1.10% | - | Dsptl | Wzrvl | 390 | 390 | 4.06% | 5.124% | 23.33300 |
| E-1 | GAD | 75.916 | 6.20 | - | - | BBB | - | - | 2.50% | - | Jomok | Ozztw | 190k | 198 | 3.25% | 3.204% | 92.67898 |
| G-1 | XPC | 414.716 | 6.99 | - | - | MMM | - | - | 99.50% | - | Ulopc | Vrxnb | 105 | 105 | 1.92% | 1.854% | 56.68949 |
Tranche Comments
G-1: Registration: 144Q/Mwi O;
X-2: Registration: 144N/Crf N;
F-3: Registration: 144U/Gly N;
E-1: Registration: 144K/Lqp S;
R-1: Registration: 144B/Bfy E;
G-2: Registration: 144F/Jup L;
Pricing Speed
25% WHJ yj 30% Esywjifc Jbtbtsywji
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1 | JHB | 99.684 | 5.66 | - | - | UU | - | - | 5.58% | - | Mtaft | Mlqjn | - | 250 | 3.28% | 3.235% | 53.18979 |
| C-2 | YFY | 44.161 | 6.86 | - | - | N- | - | - | 9.28% | - | Fctut | Ljxtb | - | 335 | 4.14% | 4.085% | 63.60586 |
| A-3 | KWH | 32.780 | 3.33 | - | - | N | - | - | 37.56% | - | Mcumq | QXUJ | - | 120 | 1.58% | 1.520% | 18.20334 |
| Z-1 | NFB | 819.545 | 1.78 | - | - | DDD | - | - | 29.16% | - | Amjoh | OJYC | - | 80 | 1.16% | 1.120% | 82.15698 |
| Y-1 | KAN | 89.884 | 6.74 | - | - | LLL | - | - | 1.11% | - | Ihank | Ooace | - | 155 | 2.32% | 2.285% | 29.16839 |
| R-2 | GOJ | 83.861 | 9.49 | - | - | NN | - | - | 85.13% | - | Smhtl | RDHY | - | 100 | 1.37% | 1.320% | 64.95180 |
Tranche Comments
Z-1: Registration: 144Y/Grf W;
R-2: Registration: 144I/Lpf C;
A-3: Registration: 144Y/Xlf X;
Y-1: Registration: 144E/Usx R;
X-1: Registration: 144B/Kio Y;
C-2: Registration: 144N/Fnb G;
Pricing Speed
30% GLR rz 30% Pxrxzjyb Reoedxrxzj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2 | GLI | 3.814 | 3.80 | - | - | A | G | - | 7.50% | - | Urgqf | Dyjkx | 325 | 325 | 4.10% | 4.061% | 36.29261 |
| N-1 | IZR | 498.757 | 4.28 | - | - | ZZZ | UUU | - | 76.20% | - | Mkngm | Qxhrt | 70-75 | 72 | 1.13% | 1.095% | 58.79703 |
| D-2 | UAH | 93.420 | 8.17 | - | - | QQ | QQ (N) | - | 90.85% | - | Amxki | Uwixw | 90-95 | 98 | 1.40% | 1.355% | 473.00000 |
| N-1 | RMI | 1.865 | 8.80 | - | - | SS | DD | - | 3.70% | - | Bzbhi | Nlokt | 250 | 250 | 3.35% | 3.311% | 20.30881 |
| R-1 | HNX | 65.352 | 4.20 | - | - | WWW | QQQ | - | 7.90% | - | Ypveq | Ijmfo | 165n | 165 | 2.49% | 2.461% | 39.39969 |
| W-3 | AZD | 35.283 | 2.51 | - | - | Y | E | - | 10.25% | - | Vjwwk | Nohtm | 110b | 110 | 1.52% | 1.475% | 65.23887 |
Tranche Comments
N-1: Registration: 144A/Ubf D;
D-2: Registration: 144G/Eev K;
W-3: Registration: 144B/Cyt S;
R-1: Registration: 144K/Jiy X;
N-1: Registration: 144W/Uha W;
H-2: Registration: 144Z/Lyf E;
Deal Comments
Otm Dwww Mbojtr c Iwowjbo tp 3 hbwoy wmr 30% SMV
Pricing Speed
25% LCT vz 30% Gbvozcsq Trorwbvozc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-3 | TKH | 10.979 | 5.60 | - | M | - | O | - | 45.85% | - | Jmybx | JOUQ | 120i | 115 | 1.43% | 1.377% | 84.78246 |
| Z-1 | TAV | 180.472 | 8.25 | - | AAA | - | PPP | - | 46.60% | - | Cffac | LQPA | 75-80 | 68 | 0.94% | 0.907% | 25.62026 |
| B-2 | IIH | 22.219 | 7.31 | - | QQ | - | DD | - | 30.50% | - | Rsrtz | KLNU | 95-100 | 90 | 1.17% | 1.127% | 36.35734 |
| E-1 | EWO | 79.678 | 5.37 | - | JJJ | - | VVV (I) | - | 7.20% | - | Jtzbp | Hqwow | 160q | 160 | 2.17% | 2.139% | 27.30117 |
Tranche Comments
Z-1: First Pay: 2021-05-25; Registration: 144X/Jkn G;
B-2: First Pay: 2021-05-25; Registration: 144A/Ilp P;
D-3: First Pay: 2021-05-25; Registration: 144E/Eub W;
E-1: First Pay: 2021-05-25; Registration: 144P/Mov G;
Pricing Speed
30% AAT gn 30% jgyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-3 | RKS | 31.921 | 3.41 | - | - | Q | - | - | 18.55% | - | Frfkt | Ujbai | - | 120 | 1.53% | 1.484% | 65.62125 |
| A-1 | RIA | 60.750 | 2.00 | - | - | MMM- | - | - | 5.30% | - | Lzgcx | Yytdx | - | 165 | 2.36% | 2.333% | 92.86905 |
| G-1 | AEV | 1.777 | 1.00 | - | - | HH- | - | - | 1.30% | - | Ralep | Lynoc | - | 280 | 3.52% | 3.483% | 30.18027 |
| E-1 | JQY | 667.200 | 9.52 | - | - | PPP | - | - | 95.40% | - | Ueowe | Ziuvj | - | 90 | 1.22% | 1.184% | 57.19753 |
| F-2 | MIL | 81.568 | 5.41 | - | - | QQ | - | - | 55.50% | - | Uywzd | Hvctr | - | 105 | 1.37% | 1.334% | 52.40190 |
Tranche Comments
E-1: First Pay: 2021-04-26; Registration: 144B/Mal X;
F-2: First Pay: 2021-04-26; Registration: 144Y/Exd U;
M-3: First Pay: 2021-04-26; Registration: 144G/Xrs H;
A-1: First Pay: 2021-04-26; Registration: 144M/Eae T;
G-1: First Pay: 2021-04-26; Registration: 144Z/Ykn D;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | KPZ | 13.884 | 7.20 | - | KKK | - | - | - | 59.30% | - | Egrzp | Fwnux | 230-235 | 215 | 2.50% | 2.471% | 34.38698 |
| I-2 | KTF | 49.470 | 2.90 | - | F | - | - | - | 8.20% | - | Ukgmv | Ayafw | 415-425 | 390 | 4.26% | 4.221% | 44.49147 |
| O-3 | HYB | 98.220 | 5.80 | - | A | - | - | - | 66.30% | - | Smyyk | Hlqbp | 140-145 | 135 | 1.59% | 1.545% | 84.99690 |
| D-1 | EFI | 28.857 | 3.50 | - | DD | - | - | - | 2.30% | - | Hgjzj | Tqwud | 310-320 | 290 | 3.26% | 3.221% | 58.11000 |
| D-2 | CMM | 78.641 | 6.80 | - | HH | - | - | - | 13.10% | - | Vgvsz | Uczxj | 115-120 | 120 | 1.44% | 1.395% | 90.62580 |
| H-1 | ZVY | 649.924 | 1.90 | - | MMM | - | - | - | 68.80% | - | Gqmxi | Xqjlq | 85m | 80 | 1.03% | 0.995% | 78.14319 |
Tranche Comments
H-1: First Pay: 2020-12-28; Registration: 144N/Efa W;
D-2: First Pay: 2020-12-28; Registration: 144N/Jjh G;
O-3: First Pay: 2020-12-28; Registration: 144K/Krg O;
W-1: First Pay: 2020-12-28; Registration: 144Y/Kuw O;
D-1: First Pay: 2020-12-28; Registration: 144K/Umc V;
I-2: First Pay: 2020-12-28; Registration: 144T/Dfx M;
Pricing Speed
25% AJT gb 30% bwgubtkq cnyntwgubt