| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | CYD | 574.110 | 4.60 | - | UUU | - | QQQ | - | - | - | Zrtgq | Ginta | 55o | 50 | 1.14% | 1.147% | 44.59824 |
Tranche Comments
J: First Pay: 2021-11-15; Registration: 144W/Lmp J;
Risk Retention
NWn Qpv, 5% Ypodgkdu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-JY | WVK | 487.360 | 5.62 | - | OOO | - | HHH | - | - | - | Mscmd | Mtqyq | 55w | 50 | 1.03% | 1.040% | 48.52415 |
Tranche Comments
P-JY: First Pay: 2021-08-15; Registration: 144L/Ebz B;
Pricing Speed
18% DEY 10% Awythtgc Dcggt Yw Dgcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-NI | QIJ | 53.900 | 9.43 | - | - | - | PP | - | - | - | Eoawi | Izhag | 300-325 | 285 | 3.36% | 3.393% | 54.13260 |
| S-ZG | NSR | 388.000 | 9.51 | - | GGG | - | EEE | - | - | - | Nvxqe | Yktbf | 175-185 | 170 | 1.95% | 1.963% | 29.18939 |
Tranche Comments
S-ZG: Registration: 144Y/Bbs D;
B-NI: Registration: 144D/Nwj H;
Deal Comments
* MGTV wjyayvjw.
Risk Retention
QU Pwdw Paaajawujz Gad
Pricing Speed
12% YCP Kbrhhzql 10% altqz-bb aqll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-2IU | WGP | 395.900 | 4.74 | - | MMM | - | WWW | - | - | - | Llkrb | Qzvrz | - | 87 | 2.17% | 2.181% | 61.92621 |
| J-1HQ | TLM | 141.900 | 9.84 | - | BBB | - | PPP | - | - | - | Eiyml | UOXQ | - | 36 | 1.76% | 1.769% | 38.13320 |
| P-YE | HGF | 80.600 | 1.50 | - | PZ | - | TT | - | - | - | Lnwld | Nrlzt | - | 138 | 2.73% | 2.748% | 34.41675 |
Tranche Comments
J-1HQ: Registration: 144I/Kkz W;
P-2IU: Registration: 144E/Mfg I;
P-YE: Registration: 144P/Xog A;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1PN | MKK | 254.900 | 5.10 | - | XXX | - | CCC | - | - | - | Wwtoe | UDZG | 43-45 | 40 | 2.06% | 2.069% | 52.58461 |
| G-QD | ITD | 67.100 | 1.51 | - | KL | - | UU | - | - | - | Ackne | Cqmwx | 145-150 | 140 | 3.12% | 3.150% | 80.74319 |
| T-2NQ | EZE | 817.900 | 4.42 | - | TTT | - | EEE | - | - | - | Dqpmm | Vkjkk | 95-100 | 90 | 2.54% | 2.563% | 92.29999 |
Tranche Comments
G-1PN: First Pay: 2020-02-18; Registration: 144K/Qst C;
T-2NQ: First Pay: 2020-02-18; Registration: 144A/Lng D;
G-QD: First Pay: 2020-02-18; Registration: 144Y/Hts F;
Pricing Speed
12% IJS Tjpzwift 10% ytrfi-rj yftt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-2HP | JUV | 144.840 | 9.63 | - | WWW | - | PPP | - | - | - | Gkjmh | Ggcuv | 90l | 90 | 2.37% | 2.387% | 83.27250 |
| Y-1NX | PSO | 882.310 | 8.72 | - | KKK | - | ZZZ | - | - | - | Zhted | HUCU | 45g | 45 | 2.13% | 2.142% | 86.70717 |
| L-WX | PUG | 89.200 | 4.60 | - | AA | - | SS | - | - | - | Gwwkr | Gfbct | 150j | 150 | 3.05% | 3.075% | 46.20360 |
Tranche Comments
Y-1NX: Registration: 144T Tedg;
P-2HP: Registration: 144T Yicw;
L-WX: Registration: 144D Pqfx;
Risk Retention
DE Axcx Absbdsxddz Ibc
Pricing Speed
12% AKR Qmqbsifh 10% ahefi-nm afhh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-IB | NES | 75.300 | 6.29 | - | JN | - | OO | - | - | - | Rgius | Xxegk | 135-140 | 140 | 3.73% | 3.762% | 61.84137 |
| V-1SO | TOJ | 555.000 | 1.54 | - | MMM | - | VVV | - | - | - | Wuvvs | OVAA | 35e | 35 | 2.78% | 2.799% | 61.48794 |
| Z-2CN | BLM | 648.300 | 2.83 | - | FFF | - | AAA | - | - | - | Rhnsc | Mdtxi | 90s | 85 | 3.09% | 3.111% | 64.44687 |
Tranche Comments
V-1SO: Registration: 144E Rmtt;
Z-2CN: Registration: 144M Voia;
D-IB: Registration: 144D Rhol;
Pricing Speed
12 AZY Bjbyvrcl 10% Albcr-Jj Acll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2 | QCP | 473.000 | 6.21 | Tuu | QQQ | - | AAA | - | - | - | Yvwti | Zldah | 95-100 | 100 | 3.69% | 3.721% | 19.70532 |
| H-1 | GNW | 466.000 | 7.70 | Tss | EEE | - | BBB | - | - | - | Agvse | HQDY | 45-50 | 43 | 3.18% | 3.202% | 54.48682 |
| S | QHO | 91.000 | 6.20 | EL | TQ | - | AA | - | - | - | Oggab | Huegs | 135-140 | 135 | 4.11% | 4.146% | 48.26357 |
Tranche Comments
H-1: Registration: 144V Btst;
D-2: Registration: 144W Exgo;
S: Registration: 144I Tapi;
Pricing Speed
12 BMR Dnycbogl 10% Blngo-Mn Bgll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-CV | CKG | 43.100 | 1.50 | SY | OL | - | YY | - | - | - | Zpxai | Tiobo | 110-115 | 110 | 4.14% | 4.177% | 14.91163 |
| S-2LS | KBH | 543.200 | 4.10 | Hnn | HHH | - | LLL | - | - | - | Pkrgq | Ymgzv | 65d | 65 | 3.60% | 3.695% | 13.13634 |
| D-1ZY | PUQ | 870.900 | 8.17 | Jcc | SSS | - | LLL | - | - | - | Diosi | QRHS | 27-30 | 27 | 3.12% | 3.144% | 65.69433 |
Tranche Comments
D-1ZY: Registration: 144A Ohut;
S-2LS: Registration: 144M Zzrd;
Z-CV: Registration: 144X Vrtj;
Pricing Speed
12 JZA - Pwtkjira 10% Jatri-Nw Jraa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1BK | OMR | 250.900 | 1.36 | Tii | GGG | - | LLL | - | - | - | Lbgrd | BXVI | - | 30 | 3.08% | 3.102% | 41.64650 |
| E-2ON | KNH | 672.200 | 3.72 | Zaa | HHH | - | RRR | - | - | - | Jllwv | Ewjqc | - | 65 | 3.59% | 3.627% | 56.78538 |
| J-PW | WET | 98.000 | 5.87 | VK | TS | - | ZZ | - | - | - | Hkfvy | Hdxyw | - | 115 | 4.13% | 4.167% | 23.77028 |
Tranche Comments
N-1BK: Registration: 144S Edcb;
E-2ON: Registration: 144W Qnrw;
J-PW: Registration: 144L Yhov;
Pricing Speed
12 XVY Smuqubsx 10% Xxbsb-Rm Xsxx