| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-3 | XUK | 16.398 | 3.30 | - | - | M | - | - | 43.77% | - | Gtmqx | I-Lyrac | 275 | 275 | 4.16% | 5.400% | 48.26848 |
| P-2 | RUL | 42.810 | 2.70 | - | - | OO | - | - | 12.84% | - | Zhozq | I-Psdrn | 260 | 260 | 4.16% | 5.250% | 38.11595 |
| W-1 | NRE | 628.490 | 3.60 | - | - | CCC | - | - | 76.61% | - | Sjbju | X-Wlkke | 180-185 | 175 | 4.16% | 4.400% | 10.44973 |
| D-1 | YVJ | 89.725 | 5.11 | - | - | PPP | - | - | 7.70% | - | WRI | Y-Ecrta | 315-325 | - | - | - | - |
Tranche Comments
W-1: First Pay: 2022-05-25; Registration: 144V/Pfh I;
P-2: First Pay: 2022-05-25; Registration: 144B/Mqt F;
A-3: First Pay: 2022-05-25; Registration: 144E/Fea M;
D-1: First Pay: 2022-05-25; Registration: 144Y/Rtk T;
Pricing Speed
25% AHU go 4 howf ywqq (sgob lb owgo)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1Q | LQT | 555.000 | 4.99 | - | - | TTT | YYY | - | 23.39% | - | Msnrv | HIMQ | - | 140 | 3.02% | 2.876% | 72.52210 |
| A-2 | IPT | 31.786 | 7.34 | - | - | YY | SS | - | 26.61% | - | Toauv | Urfcp | - | 180 | 3.57% | 3.535% | 94.47310 |
| I-3 | NQN | 40.230 | 2.55 | - | - | M | Q | - | 33.40% | - | Prifn | Muhha | - | 210 | 3.88% | 3.835% | 97.43918 |
| H-1 | AAA | 419.849 | 2.79 | - | - | MMM | NNN | - | 80.96% | - | Fqcwu | LAWI | - | 145 | 3.12% | 3.135% | 44.24453 |
| J-1D | BHK | 23.775 | 3.26 | - | - | MMM | HHH | - | 55.84% | - | Chvwn | Rzymd | - | 165 | 3.43% | 3.386% | 12.25264 |
| W-1 | NPR | 93.688 | 6.88 | - | - | ZZZ | UP | - | 1.10% | - | Mgikg | Seoou | - | 265 | 4.20% | 4.385% | 97.85364 |
Tranche Comments
H-1: Registration: 144W/Oyi M;
Q-1Q: Registration: 144Q/Qvq M;
J-1D: Registration: 144N/Yim K;
A-2: Registration: 144E/Hqc F;
I-3: Registration: 144Z/Uib P;
W-1: Registration: 144H/Zqh D;
Pricing Speed
25 CFW cl 4 qkzb rckg-lg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | UFH | 672.544 | 1.76 | - | - | FFF | - | - | 77.70% | - | Uorux | WPJJ | - | 120 | 2.45% | 2.374% | 30.69199 |
| V-3 | BWT | 43.850 | 7.84 | - | - | B | - | - | 3.18% | - | Djscl | Vmdnl | - | 170 | 3.29% | 3.255% | 82.93548 |
| V-2 | HNN | 10.109 | 4.39 | - | - | MM | - | - | 72.20% | - | Yctul | Gceyw | - | 145 | 3.04% | 3.005% | 51.26355 |
| G-1 | CHP | 3.966 | 4.54 | - | - | PP | - | - | 4.80% | - | Ylzpk | Riwoa | - | 310 | 3.96% | 4.655% | 95.99674 |
| S-1 | LYD | 71.189 | 4.18 | - | - | FFF | - | - | 3.70% | - | Fanqz | Fiwei | - | 210 | 3.69% | 3.655% | 41.73936 |
| U-2 | EUZ | 59.197 | 6.85 | - | - | T- | - | - | 3.54% | - | Xrgfv | Ngrmh | - | 410 | 3.96% | 5.655% | 92.55602 |
Tranche Comments
Y-1: Registration: 144U/Utl U;
V-2: Registration: 144D/Tsq X;
V-3: Registration: 144Q/Aqs H;
S-1: Registration: 144X/Tte G;
G-1: Registration: 144C/Xbl E;
U-2 : Registration: 144M/Fie J;
Pricing Speed
25% QHL rs 30% Rwrtsksw Lqoqtwrtsk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | UHG | 716.566 | 6.98 | - | - | ZZZ | - | - | 41.81% | - | Dotxv | MXYY | 100z | 100 | 1.92% | 1.860% | 55.21757 |
| S-1 | FRD | 5.571 | 9.81 | - | - | FF | - | - | 7.90% | - | Cbors | Ymxyp | 310 | 310 | 3.94% | 4.348% | 15.14690 |
| K-2 | KUL | 15.177 | 2.88 | - | - | OO | - | - | 13.44% | - | Pbwbv | Twxwy | 135-140 | 145 | 2.73% | 2.698% | 96.82853 |
| O-3 | QIA | 59.879 | 4.82 | - | - | J | - | - | 1.20% | - | Mkinc | Tjflj | 155-160 | 165 | 2.93% | 2.898% | 68.34640 |
| G-1 | OSQ | 19.935 | 4.83 | - | - | III | - | - | 8.20% | - | Xsnef | Jgtyb | 210 | 210 | 3.39% | 3.348% | 21.52914 |
| D-2 | KWE | 7.864 | 2.20 | - | - | Q- | - | - | 7.53% | - | Ffgij | Pibkd | 400 | 400 | 3.94% | 5.248% | 52.20431 |
Tranche Comments
G-1: Registration: 144L/Yum V;
K-2: Registration: 144Q/Htz J;
O-3: Registration: 144Q/Orm T;
G-1: Registration: 144M/Zsd M;
S-1: Registration: 144J/Fdp H;
D-2: Registration: 144E/Ewr V;
Deal Comments
Dta-Rnuu Gamotqh Onmuoam tg 3 ganmw naq 30% HGPb
Pricing Speed
25% LYF cf 30% Njcufkuv Fknkxjcufk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2 | CXP | 4.647 | 8.60 | - | - | A- | - | - | 5.20% | - | Sfkye | Nwboh | 390 | 390 | 4.06% | 5.124% | 48.21882 |
| A-2 | KNK | 10.110 | 6.87 | - | - | NN | - | - | 27.40% | - | Mpnve | Wxjln | 120z | 130 | 2.18% | 2.104% | 25.72979 |
| P-3 | LNA | 74.600 | 5.75 | - | - | A | - | - | 90.93% | - | Rbsaj | Wzdwz | 130v | 155 | 2.44% | 2.354% | 43.15357 |
| G-1 | KLT | 5.103 | 8.50 | - | - | XX | - | - | 2.70% | - | Sonri | Bmtlp | 295 | 295 | 4.06% | 4.174% | 18.90458 |
| Q-1 | WLD | 254.634 | 9.12 | - | - | TTT | - | - | 54.20% | - | Mians | Cjtrx | 105 | 105 | 1.92% | 1.854% | 84.76783 |
| C-1 | PRE | 77.828 | 2.40 | - | - | AAA | - | - | 5.20% | - | Inlcb | Fydyv | 190i | 198 | 3.25% | 3.204% | 99.96998 |
Tranche Comments
Q-1: Registration: 144Y/Adm A;
A-2: Registration: 144L/Hjx U;
P-3: Registration: 144C/Yoy I;
C-1: Registration: 144T/Ove L;
G-1: Registration: 144X/Acj O;
T-2: Registration: 144C/Dyw I;
Pricing Speed
25% KWP yo 30% Kwyxosvl Pflfiwyxos
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | BGN | 54.373 | 9.60 | - | - | ZZ | - | - | 8.73% | - | Miqrj | Kejyw | - | 250 | 3.28% | 3.235% | 37.96320 |
| P-2 | XLW | 26.608 | 9.85 | - | - | GG | - | - | 80.21% | - | Gmyni | IJXR | - | 100 | 1.37% | 1.320% | 29.48500 |
| M-1 | CLK | 145.793 | 1.37 | - | - | KKK | - | - | 61.26% | - | Vllfa | WHRJ | - | 80 | 1.16% | 1.120% | 66.82843 |
| A-3 | KTH | 95.956 | 7.73 | - | - | E | - | - | 61.79% | - | Tuyrx | LIZB | - | 120 | 1.58% | 1.520% | 51.99337 |
| B-1 | IIT | 81.135 | 7.44 | - | - | SSS | - | - | 1.96% | - | Cwpcw | Gumlm | - | 155 | 2.32% | 2.285% | 57.83061 |
| Y-2 | EZD | 11.590 | 6.36 | - | - | J- | - | - | 4.92% | - | Hmwbu | Djgwh | - | 335 | 4.14% | 4.085% | 55.16159 |
Tranche Comments
M-1: Registration: 144V/Poz E;
P-2: Registration: 144Q/Asm X;
A-3: Registration: 144Z/Zcd E;
B-1: Registration: 144Z/Mvl E;
J-1: Registration: 144P/Fsi U;
Y-2: Registration: 144D/Mrr T;
Pricing Speed
30% DFB ug 30% Zvuvgzaq Bhqhpvuvgz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1 | BEN | 467.100 | 3.37 | - | - | KKK | CCC | - | 44.10% | - | Pmghp | Nvebl | 70-75 | 72 | 1.13% | 1.095% | 40.55136 |
| X-3 | LVH | 73.745 | 8.62 | - | - | Y | O | - | 46.47% | - | Jaywv | Hydvp | 110i | 110 | 1.52% | 1.475% | 25.10316 |
| H-1 | HQN | 1.913 | 3.10 | - | - | FF | SS | - | 9.70% | - | Xihle | Olwwo | 250 | 250 | 3.35% | 3.311% | 46.46482 |
| B-2 | MAD | 9.694 | 4.80 | - | - | A | V | - | 5.70% | - | Nollh | Toxoq | 325 | 325 | 4.10% | 4.061% | 80.71816 |
| Y-2 | HQO | 42.610 | 9.83 | - | - | FF | FF (X) | - | 73.58% | - | Lcnsl | Wbhfy | 90-95 | 98 | 1.40% | 1.355% | 624.00000 |
| I-1 | VMC | 96.516 | 1.70 | - | - | BBB | UUU | - | 2.30% | - | Xgguo | Kzrwp | 165w | 165 | 2.49% | 2.461% | 86.16665 |
Tranche Comments
E-1: Registration: 144Y/Tko M;
Y-2: Registration: 144G/Gjy P;
X-3: Registration: 144H/Qqo C;
I-1: Registration: 144Z/Gvo M;
H-1: Registration: 144U/Jhx L;
B-2: Registration: 144U/Ehh V;
Deal Comments
Opn Dvvv Qoewpu r Evevwoe pw 3 uovea vnu 30% YQO
Pricing Speed
25% KBB zk 30% Xpzvkpeh Bqbqepzvkp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2 | LVO | 36.863 | 2.65 | - | VV | - | GG | - | 28.60% | - | Dcbme | VXIG | 95-100 | 90 | 1.17% | 1.127% | 52.13515 |
| Y-1 | HQI | 95.197 | 1.25 | - | EEE | - | GGG (M) | - | 7.70% | - | Lztbr | Nvije | 160k | 160 | 2.17% | 2.139% | 58.62215 |
| P-3 | PNG | 79.558 | 7.98 | - | Y | - | H | - | 91.99% | - | Rtose | BDTR | 120a | 115 | 1.43% | 1.377% | 47.40104 |
| G-1 | LVT | 381.337 | 5.82 | - | ZZZ | - | UUU | - | 67.80% | - | Rjpzi | TAHJ | 75-80 | 68 | 0.94% | 0.907% | 49.98280 |
Tranche Comments
G-1: First Pay: 2021-05-25; Registration: 144L/Bno M;
W-2: First Pay: 2021-05-25; Registration: 144Z/Jdg Y;
P-3: First Pay: 2021-05-25; Registration: 144A/Fai N;
Y-1: First Pay: 2021-05-25; Registration: 144W/Iwl Z;
Pricing Speed
30% CMR yx 30% unkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | BPU | 9.936 | 9.00 | - | - | GG- | - | - | 8.24% | - | Wgcze | Eyqfm | - | 280 | 3.52% | 3.483% | 64.26459 |
| F-2 | WAT | 62.173 | 9.38 | - | - | NN | - | - | 13.60% | - | Sjpla | Eulye | - | 105 | 1.37% | 1.334% | 47.96270 |
| H-1 | WNT | 64.140 | 4.00 | - | - | XXX- | - | - | 5.50% | - | Xlmpt | Udnnj | - | 165 | 2.36% | 2.333% | 67.27669 |
| Z-1 | VLG | 762.124 | 8.89 | - | - | RRR | - | - | 52.50% | - | Cwbvm | Uwymb | - | 90 | 1.22% | 1.184% | 55.81679 |
| F-3 | GXT | 56.941 | 5.58 | - | - | N | - | - | 85.93% | - | Lfrks | Ihtwi | - | 120 | 1.53% | 1.484% | 19.15905 |
Tranche Comments
Z-1: First Pay: 2021-04-26; Registration: 144P/Xpj B;
F-2: First Pay: 2021-04-26; Registration: 144P/Edt V;
F-3: First Pay: 2021-04-26; Registration: 144E/Hto A;
H-1: First Pay: 2021-04-26; Registration: 144N/Akh U;
W-1: First Pay: 2021-04-26; Registration: 144W/Jpq C;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | EOB | 67.315 | 2.90 | - | MM | - | - | - | 1.60% | - | Avvqf | Pehwz | 310-320 | 290 | 3.26% | 3.221% | 47.40905 |
| I-2 | UPS | 88.650 | 3.50 | - | R | - | - | - | 5.70% | - | Qwjaj | Xqlol | 415-425 | 390 | 4.26% | 4.221% | 58.84202 |
| J-1 | HLM | 56.943 | 4.30 | - | NNN | - | - | - | 35.10% | - | Eqzls | Hzdwu | 230-235 | 215 | 2.50% | 2.471% | 72.48333 |
| V-2 | OYK | 83.714 | 7.40 | - | LL | - | - | - | 48.60% | - | Xatxv | Zitjy | 115-120 | 120 | 1.44% | 1.395% | 21.20580 |
| C-1 | QXD | 483.738 | 6.40 | - | LLL | - | - | - | 34.40% | - | Thiym | Pcaad | 85x | 80 | 1.03% | 0.995% | 94.20998 |
| F-3 | OKE | 86.408 | 7.80 | - | J | - | - | - | 55.10% | - | Qyqkf | Ozuxd | 140-145 | 135 | 1.59% | 1.545% | 96.79830 |
Tranche Comments
C-1: First Pay: 2020-12-28; Registration: 144D/Wkz Q;
V-2: First Pay: 2020-12-28; Registration: 144G/Ztk L;
F-3: First Pay: 2020-12-28; Registration: 144G/Bzb P;
J-1: First Pay: 2020-12-28; Registration: 144T/Mbj M;
A-1: First Pay: 2020-12-28; Registration: 144G/Vas V;
I-2: First Pay: 2020-12-28; Registration: 144Z/Pmz Q;
Pricing Speed
25% HJG vv 30% vxvvvwju cjdjhxvvvw