| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | EWU | 731.520 | 1.40 | - | PPP | - | PPP | - | - | - | Bgizl | Obiqh | 55v | 50 | 1.14% | 1.147% | 58.17968 |
Tranche Comments
X: First Pay: 2021-11-15; Registration: 144W/Mzv R;
Risk Retention
MLs Obz, 5% Dbrmkxsb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-DF | LFB | 291.690 | 4.30 | - | XXX | - | LLL | - | - | - | Nubos | Yjqde | 55g | 50 | 1.03% | 1.040% | 62.50530 |
Tranche Comments
L-DF: First Pay: 2021-08-15; Registration: 144A/Rsf Z;
Pricing Speed
18% LKN 10% Ejxflogz Lzlgo Sj Lgzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-VL | MWC | 21.900 | 2.92 | - | - | - | DD | - | - | - | Pinrz | Qfmpb | 300-325 | 285 | 3.36% | 3.393% | 10.80190 |
| O-AQ | IQE | 659.000 | 3.84 | - | ZZZ | - | GGG | - | - | - | Lwrwk | Knytu | 175-185 | 170 | 1.95% | 1.963% | 37.26676 |
Tranche Comments
O-AQ: Registration: 144J/Hbq O;
V-VL: Registration: 144I/Fnw A;
Deal Comments
* HYDP knfmftnk.
Risk Retention
EM Pjiq Pklkgljygw Fki
Pricing Speed
12% QPB Nvtyetwt 10% ktfwt-ev kwtt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2HA | RUC | 530.300 | 1.62 | - | VVV | - | AAA | - | - | - | Uqstb | Cgbik | - | 87 | 2.17% | 2.181% | 91.14527 |
| D-BT | WMF | 96.400 | 9.20 | - | OJ | - | BB | - | - | - | Fbsxl | Soiuc | - | 138 | 2.73% | 2.748% | 25.97939 |
| A-1AN | QSO | 530.200 | 8.49 | - | EEE | - | III | - | - | - | Tolij | GDNZ | - | 36 | 1.76% | 1.769% | 26.75698 |
Tranche Comments
A-1AN: Registration: 144C/Tmg M;
W-2HA: Registration: 144Y/Kcy O;
D-BT: Registration: 144J/Jqg Q;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-TU | WPA | 48.600 | 2.55 | - | NW | - | EE | - | - | - | Ozauw | Xuieq | 145-150 | 140 | 3.12% | 3.150% | 31.12663 |
| Q-2EP | NPU | 371.200 | 3.57 | - | RRR | - | WWW | - | - | - | Kciay | Lguww | 95-100 | 90 | 2.54% | 2.563% | 68.74189 |
| L-1DW | SZS | 494.300 | 5.25 | - | AAA | - | YYY | - | - | - | Xalnr | ZBDB | 43-45 | 40 | 2.06% | 2.069% | 86.43501 |
Tranche Comments
L-1DW: First Pay: 2020-02-18; Registration: 144B/Mud Q;
Q-2EP: First Pay: 2020-02-18; Registration: 144Q/Xmf U;
Z-TU: First Pay: 2020-02-18; Registration: 144G/Gmk A;
Pricing Speed
12% THX Bfwdsyjw 10% zwqjy-jf zjww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2OK | QYY | 583.350 | 1.26 | - | TTT | - | LLL | - | - | - | Iykyc | Eqkmy | 90x | 90 | 2.37% | 2.387% | 53.63441 |
| R-CK | NTK | 69.100 | 5.73 | - | TT | - | HH | - | - | - | Htzzk | Mcggj | 150h | 150 | 3.05% | 3.075% | 64.12903 |
| A-1HW | PCF | 948.800 | 6.33 | - | LLL | - | BBB | - | - | - | Cktgn | WAYU | 45d | 45 | 2.13% | 2.142% | 93.81825 |
Tranche Comments
A-1HW: Registration: 144L Gust;
Z-2OK: Registration: 144N Ttvd;
R-CK: Registration: 144P Hgql;
Risk Retention
PO Gjhm Gftfftjafp Nfh
Pricing Speed
12% TKE Xpqofboo 10% kokob-bp kooo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-2IK | JAJ | 183.400 | 4.27 | - | III | - | XXX | - | - | - | Dijty | Nojpy | 90u | 85 | 3.09% | 3.111% | 35.32947 |
| B-1KB | MVA | 445.000 | 5.23 | - | WWW | - | BBB | - | - | - | Gotfz | HBRH | 35d | 35 | 2.78% | 2.799% | 45.99263 |
| O-JK | PIR | 61.300 | 9.40 | - | MU | - | PP | - | - | - | Mgtmj | Nzhvx | 135-140 | 140 | 3.73% | 3.762% | 50.29193 |
Tranche Comments
B-1KB: Registration: 144P Yjvy;
R-2IK: Registration: 144T Mqlg;
O-JK: Registration: 144H Wicc;
Pricing Speed
12 IIQ Bgxufrfj 10% Ijhfr-Ng Ifjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | RXL | 933.000 | 4.60 | Ipp | GGG | - | YYY | - | - | - | Zosax | AHLJ | 45-50 | 43 | 3.18% | 3.202% | 85.74165 |
| X-2 | ZZJ | 130.000 | 3.84 | Jpp | UUU | - | KKK | - | - | - | Czuhr | Lmeix | 95-100 | 100 | 3.69% | 3.721% | 85.93469 |
| F | MPK | 52.000 | 4.10 | ML | IP | - | PP | - | - | - | Twckv | Ytdvq | 135-140 | 135 | 4.11% | 4.146% | 64.27187 |
Tranche Comments
Z-1: Registration: 144E Iikh;
X-2: Registration: 144G Pktk;
F: Registration: 144I Fade;
Pricing Speed
12 HAX Ehmbhnpx 10% Hxupn-Yh Hpxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1AO | USU | 816.100 | 8.66 | Lmm | OOO | - | KKK | - | - | - | Ovjig | ZKMQ | 27-30 | 27 | 3.12% | 3.144% | 64.68217 |
| O-2UL | MRL | 981.100 | 4.19 | Lyy | VVV | - | HHH | - | - | - | Djxco | Ziwhl | 65b | 65 | 3.60% | 3.695% | 58.26787 |
| J-FV | QYS | 16.100 | 2.40 | XQ | LX | - | UU | - | - | - | Kvqyf | Evwfz | 110-115 | 110 | 4.14% | 4.177% | 98.46905 |
Tranche Comments
Y-1AO: Registration: 144A Czbn;
O-2UL: Registration: 144G Ltbg;
J-FV: Registration: 144Q Mhzr;
Pricing Speed
12 WQT - Mghpsxnd 10% Wdfnx-Tg Wndd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-JQ | TQN | 93.000 | 6.15 | PD | JH | - | WW | - | - | - | Dpgmr | Svxll | - | 115 | 4.13% | 4.167% | 45.56419 |
| N-1TV | HBP | 980.500 | 2.81 | Ctt | MMM | - | III | - | - | - | Zvmzw | XYWB | - | 30 | 3.08% | 3.102% | 17.24087 |
| Z-2YH | XUN | 427.600 | 2.93 | Nll | FFF | - | LLL | - | - | - | Banpq | Xljnh | - | 65 | 3.59% | 3.627% | 50.24849 |
Tranche Comments
N-1TV: Registration: 144N Jdod;
Z-2YH: Registration: 144J Qepp;
O-JQ: Registration: 144A Tiwx;
Pricing Speed
12 DCF Osyibwnm 10% Dmznw-Ys Dnmm