| 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 |
|---|
| B-1 | CWI | 316.842 | 3.61 | - | - | III | YYY | - | 17.93% | - | Djabc | AZMR | - | 145 | 3.12% | 3.135% | 96.69249 |
| S-3 | HQA | 89.197 | 7.91 | - | - | P | V | - | 78.30% | - | Blfly | Stevz | - | 210 | 3.88% | 3.835% | 80.21910 |
| Q-1Q | LTS | 175.000 | 2.14 | - | - | YYY | BBB | - | 60.64% | - | Emurs | JTLR | - | 140 | 3.02% | 2.876% | 79.68894 |
| B-1 | UQR | 18.197 | 3.86 | - | - | DDD | OY | - | 3.30% | - | Ghyyz | Elvrb | - | 265 | 4.20% | 4.385% | 26.80829 |
| V-1K | SQS | 48.556 | 6.85 | - | - | YYY | JJJ | - | 87.79% | - | Hnmzg | Rzoic | - | 165 | 3.43% | 3.386% | 53.92930 |
| I-2 | CCI | 12.853 | 7.19 | - | - | CC | LL | - | 89.49% | - | Egltu | Bqetx | - | 180 | 3.57% | 3.535% | 13.41160 |
Tranche Comments
B-1: Registration: 144U/Nof Q;
Q-1Q: Registration: 144G/Rib T;
V-1K: Registration: 144T/Mao K;
I-2: Registration: 144I/Gfp R;
S-3: Registration: 144E/Lug F;
B-1: Registration: 144L/Okv X;
Pricing Speed
25 XXG kw 4 ibtn ikbh-ph
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1 | BOZ | 353.581 | 6.36 | - | - | JJJ | - | - | 68.30% | - | Cyjtq | PLJL | - | 120 | 2.45% | 2.374% | 16.34827 |
| S-3 | EFE | 83.800 | 8.18 | - | - | Z | - | - | 4.21% | - | Quyku | Lnddi | - | 170 | 3.29% | 3.255% | 78.99204 |
| F-1 | EKP | 4.140 | 1.50 | - | - | II | - | - | 7.40% | - | Tbwrz | Ojzbt | - | 310 | 3.96% | 4.655% | 10.52140 |
| K-2 | GXH | 96.169 | 3.31 | - | - | L- | - | - | 5.13% | - | Ksnau | Tuviu | - | 410 | 3.96% | 5.655% | 37.74303 |
| I-2 | TTM | 56.576 | 9.68 | - | - | NN | - | - | 63.40% | - | Lagzg | Hknpx | - | 145 | 3.04% | 3.005% | 92.16097 |
| T-1 | KPF | 10.337 | 7.93 | - | - | CCC | - | - | 8.26% | - | Wlqwu | Fjvph | - | 210 | 3.69% | 3.655% | 15.54559 |
Tranche Comments
O-1: Registration: 144Y/Cdo O;
I-2: Registration: 144V/Mwt D;
S-3: Registration: 144V/Jyr E;
T-1: Registration: 144E/Rit M;
F-1: Registration: 144N/Ipj W;
K-2 : Registration: 144D/Fyw E;
Pricing Speed
25% SQR zw 30% Kkzwwbnb Rosookzwwb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | YUJ | 87.357 | 8.69 | - | - | GGG | - | - | 3.63% | - | Kiwff | Przgg | 210 | 210 | 3.39% | 3.348% | 40.36937 |
| N-3 | ZOY | 30.965 | 3.91 | - | - | O | - | - | 7.20% | - | Jzgbl | Wdrtc | 155-160 | 165 | 2.93% | 2.898% | 35.19480 |
| S-2 | PJD | 2.415 | 5.43 | - | - | L- | - | - | 3.40% | - | Hczyx | Uxywx | 400 | 400 | 3.94% | 5.248% | 18.41593 |
| L-1 | GQJ | 362.970 | 7.22 | - | - | NNN | - | - | 46.92% | - | Kqian | WCBG | 100l | 100 | 1.92% | 1.860% | 31.21645 |
| P-2 | GLC | 13.548 | 6.81 | - | - | QQ | - | - | 19.97% | - | Ksyik | Tvwtp | 135-140 | 145 | 2.73% | 2.698% | 89.23911 |
| G-1 | TUP | 3.654 | 3.67 | - | - | FF | - | - | 8.10% | - | Npbou | Xzcxw | 310 | 310 | 3.94% | 4.348% | 47.16430 |
Tranche Comments
L-1: Registration: 144A/Zdw W;
P-2: Registration: 144A/Ylr C;
N-3: Registration: 144D/Min K;
H-1: Registration: 144H/Tic O;
G-1: Registration: 144F/Mag G;
S-2: Registration: 144E/Zaz L;
Deal Comments
Mqu-Gxzz Iqumqbk Rxuzmqu qx 3 dqxul xub 30% EIOp
Pricing Speed
25% CGP tj 30% Cftijvkc Puhupftijv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-3 | RQC | 85.302 | 8.60 | - | - | K | - | - | 18.54% | - | Wigyh | Lifun | 130t | 155 | 2.44% | 2.354% | 51.13962 |
| W-1 | UHH | 61.623 | 8.70 | - | - | MMM | - | - | 7.70% | - | Krojn | Tehza | 190j | 198 | 3.25% | 3.204% | 57.47405 |
| B-2 | QSO | 44.997 | 7.95 | - | - | BB | - | - | 25.90% | - | Tzszo | Mjuha | 120e | 130 | 2.18% | 2.104% | 74.37592 |
| J-1 | VAW | 6.902 | 6.70 | - | - | HH | - | - | 4.60% | - | Comrv | Cvfgm | 295 | 295 | 4.06% | 4.174% | 47.54963 |
| S-1 | ZFK | 141.268 | 2.39 | - | - | HHH | - | - | 85.40% | - | Rqtrg | Trdzn | 105 | 105 | 1.92% | 1.854% | 17.80377 |
| U-2 | UXK | 5.861 | 7.70 | - | - | O- | - | - | 5.90% | - | Karsk | Vqxan | 390 | 390 | 4.06% | 5.124% | 48.95788 |
Tranche Comments
S-1: Registration: 144P/Myy O;
B-2: Registration: 144Y/Mpp Z;
S-3: Registration: 144U/Ozx W;
W-1: Registration: 144K/Tzb G;
J-1: Registration: 144F/Bfg Z;
U-2: Registration: 144Z/Ayg C;
Pricing Speed
25% MNN cx 30% Mtcbxbfy Nfffltcbxb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2 | XVU | 65.824 | 5.51 | - | - | XX | - | - | 74.98% | - | Igmeb | NIWT | - | 100 | 1.37% | 1.320% | 61.18990 |
| H-2 | VNM | 74.354 | 2.95 | - | - | D- | - | - | 4.79% | - | Qsyzl | Qrfzj | - | 335 | 4.14% | 4.085% | 52.77026 |
| X-1 | ZLR | 71.706 | 3.78 | - | - | XXX | - | - | 3.48% | - | Eccep | Rrzph | - | 155 | 2.32% | 2.285% | 70.38627 |
| G-1 | WKN | 88.136 | 7.27 | - | - | WW | - | - | 5.27% | - | Zvcul | Dbqdy | - | 250 | 3.28% | 3.235% | 76.54295 |
| T-1 | KWY | 682.162 | 5.53 | - | - | RRR | - | - | 74.73% | - | Zviei | YHAB | - | 80 | 1.16% | 1.120% | 75.37260 |
| K-3 | INK | 15.622 | 9.60 | - | - | T | - | - | 56.23% | - | Cfhhm | QRRP | - | 120 | 1.58% | 1.520% | 14.82424 |
Tranche Comments
T-1: Registration: 144X/Cas T;
F-2: Registration: 144G/Dud G;
K-3: Registration: 144Q/Qcf S;
X-1: Registration: 144Y/Jkx U;
G-1: Registration: 144B/Vnb X;
H-2: Registration: 144J/Fet J;
Pricing Speed
30% FUI so 30% Egstouoh Ilnlxgstou
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-3 | PSB | 79.108 | 1.87 | - | - | H | M | - | 99.15% | - | Yymai | Fxvuc | 110y | 110 | 1.52% | 1.475% | 44.47623 |
| P-2 | YHB | 10.870 | 6.59 | - | - | QQ | SS (N) | - | 57.30% | - | Ekcxo | Gqbck | 90-95 | 98 | 1.40% | 1.355% | 722.00000 |
| Z-2 | MML | 6.450 | 1.50 | - | - | V | F | - | 4.60% | - | Cjwjz | Vivah | 325 | 325 | 4.10% | 4.061% | 43.23801 |
| W-1 | OBG | 72.117 | 9.50 | - | - | NNN | RRR | - | 8.70% | - | Lpcrd | Qvcnq | 165j | 165 | 2.49% | 2.461% | 59.50093 |
| D-1 | ZJW | 832.148 | 1.98 | - | - | KKK | HHH | - | 21.10% | - | Pwreo | Urjwp | 70-75 | 72 | 1.13% | 1.095% | 92.88710 |
| L-1 | ITC | 7.344 | 4.80 | - | - | BB | XX | - | 2.50% | - | Cgrxa | Afiop | 250 | 250 | 3.35% | 3.311% | 38.38395 |
Tranche Comments
D-1: Registration: 144C/Eor F;
P-2: Registration: 144Y/Ake R;
E-3: Registration: 144G/Cxz O;
W-1: Registration: 144N/Zcw V;
L-1: Registration: 144K/Plp H;
Z-2: Registration: 144V/Vxa F;
Deal Comments
Iww Noqq Nxcxwu k Rocqxxc wk 3 rxocw owu 30% SNL
Pricing Speed
25% WYD fo 30% Ibfgonvz Dgugqbfgon
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-2 | PCZ | 71.249 | 1.90 | - | WW | - | DD | - | 76.90% | - | Cluzf | VNMH | 95-100 | 90 | 1.17% | 1.127% | 38.16851 |
| F-1 | FFY | 311.234 | 6.22 | - | ZZZ | - | QQQ | - | 15.30% | - | Vkwub | HEYU | 75-80 | 68 | 0.94% | 0.907% | 90.12304 |
| K-3 | AIS | 71.988 | 9.63 | - | C | - | C | - | 56.95% | - | Qniso | KCYF | 120i | 115 | 1.43% | 1.377% | 73.77966 |
| D-1 | HBR | 46.404 | 5.78 | - | AAA | - | RRR (L) | - | 8.20% | - | Xjkrw | Fizlb | 160j | 160 | 2.17% | 2.139% | 23.95517 |
Tranche Comments
F-1: First Pay: 2021-05-25; Registration: 144J/Nbt N;
P-2: First Pay: 2021-05-25; Registration: 144N/Xpk Z;
K-3: First Pay: 2021-05-25; Registration: 144M/Cbw I;
D-1: First Pay: 2021-05-25; Registration: 144F/Lug Y;
Pricing Speed
30% LOF fx 30% skee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-3 | QCF | 82.844 | 5.32 | - | - | E | - | - | 86.89% | - | Drvzt | Fjjwz | - | 120 | 1.53% | 1.484% | 66.47812 |
| K-1 | IYA | 23.750 | 4.00 | - | - | DDD- | - | - | 3.50% | - | Bqfps | Egzhi | - | 165 | 2.36% | 2.333% | 87.93950 |
| Y-1 | KHA | 1.367 | 7.00 | - | - | SS- | - | - | 4.42% | - | Bhzky | Znzbs | - | 280 | 3.52% | 3.483% | 49.75831 |
| V-1 | YPD | 319.364 | 7.70 | - | - | QQQ | - | - | 94.60% | - | Khscl | Leudo | - | 90 | 1.22% | 1.184% | 90.91698 |
| P-2 | LSX | 27.294 | 8.12 | - | - | MM | - | - | 39.90% | - | Lgsmj | Jcaxa | - | 105 | 1.37% | 1.334% | 54.99890 |
Tranche Comments
V-1: First Pay: 2021-04-26; Registration: 144X/Puy D;
P-2: First Pay: 2021-04-26; Registration: 144P/Nio Z;
K-3: First Pay: 2021-04-26; Registration: 144E/Epl F;
K-1: First Pay: 2021-04-26; Registration: 144G/Gjj V;
Y-1: First Pay: 2021-04-26; Registration: 144L/Luc B;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-3 | LQW | 43.790 | 4.30 | - | X | - | - | - | 77.80% | - | Ruqfi | Durzl | 140-145 | 135 | 1.59% | 1.545% | 71.53270 |
| V-1 | EEQ | 37.546 | 8.10 | - | HH | - | - | - | 2.40% | - | Tcawm | Udgqs | 310-320 | 290 | 3.26% | 3.221% | 30.78259 |
| O-1 | YZT | 974.674 | 4.30 | - | DDD | - | - | - | 87.60% | - | Iklmw | Vqjqb | 85d | 80 | 1.03% | 0.995% | 73.67915 |
| Q-2 | CXQ | 89.123 | 5.20 | - | ZZ | - | - | - | 40.70% | - | Nlfzt | Monbn | 115-120 | 120 | 1.44% | 1.395% | 39.13130 |
| O-1 | CBN | 48.673 | 4.10 | - | CCC | - | - | - | 61.30% | - | Ygche | Dmlto | 230-235 | 215 | 2.50% | 2.471% | 12.16929 |
| R-2 | YBJ | 71.390 | 9.40 | - | F | - | - | - | 7.50% | - | Nnlzv | Odntb | 415-425 | 390 | 4.26% | 4.221% | 41.94899 |
Tranche Comments
O-1: First Pay: 2020-12-28; Registration: 144R/Kwk R;
Q-2: First Pay: 2020-12-28; Registration: 144P/Wxt U;
L-3: First Pay: 2020-12-28; Registration: 144G/Ili G;
O-1: First Pay: 2020-12-28; Registration: 144L/Nfm G;
V-1: First Pay: 2020-12-28; Registration: 144K/Ehv R;
R-2: First Pay: 2020-12-28; Registration: 144K/Kia X;
Pricing Speed
25% SPX bg 30% gcbtgjzy xpppacbtgj