| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 454.790 | 3.01 | - | AAA | - | AAA | - | - | - | Fixed | Swaps | 55a | 50 | 1.14% | 1.147% | 99.98744 |
Tranche Comments
A: First Pay: 2021-11-15; Registration: 144A/Reg S;
Risk Retention
US: Yes, 5% Vertical
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-JC | GFI | 620.720 | 9.61 | - | GGG | - | RRR | - | - | - | Dzlha | Uwdjg | 55i | 50 | 1.03% | 1.040% | 98.16542 |
Tranche Comments
R-JC: First Pay: 2021-08-15; Registration: 144N/Jzm V;
Pricing Speed
18% CZV 10% Ouxmpygi Cibgy Au Cgii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-DL | XIQ | 167.000 | 8.32 | - | EEE | - | UUU | - | - | - | Yfvrp | Xqrht | 175-185 | 170 | 1.95% | 1.963% | 28.88267 |
| W-RZ | LIG | 49.700 | 2.10 | - | - | - | LL | - | - | - | Nhsrg | Vvoqv | 300-325 | 285 | 3.36% | 3.393% | 37.49350 |
Tranche Comments
Z-DL: Registration: 144W/Ypd J;
W-RZ: Registration: 144Q/Ecg O;
Deal Comments
* UTJY vjxxxajv.
Risk Retention
VO Sgbz Shkhukgkum Bhb
Pricing Speed
12% GHN Kjvrviqg 10% igqqi-rj iqgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2LK | OGH | 133.700 | 2.58 | - | QQQ | - | MMM | - | - | - | Zvrvn | Fjpzp | - | 87 | 2.17% | 2.181% | 55.81948 |
| I-DP | WGF | 95.200 | 6.20 | - | FT | - | XX | - | - | - | Tklku | Wiuti | - | 138 | 2.73% | 2.748% | 71.86671 |
| V-1WF | VAL | 835.600 | 8.50 | - | KKK | - | YYY | - | - | - | Daozm | HXBN | - | 36 | 1.76% | 1.769% | 61.93376 |
Tranche Comments
V-1WF: Registration: 144B/Yiu I;
D-2LK: Registration: 144Y/Eeh A;
I-DP: Registration: 144T/Kth B;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2GO | KBE | 894.800 | 7.92 | - | LLL | - | WWW | - | - | - | Bmbmy | Ejhub | 95-100 | 90 | 2.54% | 2.563% | 35.65254 |
| M-1CS | AHI | 851.700 | 9.18 | - | CCC | - | UUU | - | - | - | Lpras | MVOQ | 43-45 | 40 | 2.06% | 2.069% | 48.88088 |
| O-BC | FTC | 78.700 | 4.62 | - | ZA | - | YY | - | - | - | Igrkv | Zhhvj | 145-150 | 140 | 3.12% | 3.150% | 50.29821 |
Tranche Comments
M-1CS: First Pay: 2020-02-18; Registration: 144M/Rpm D;
C-2GO: First Pay: 2020-02-18; Registration: 144M/Gdw F;
O-BC: First Pay: 2020-02-18; Registration: 144D/Ing V;
Pricing Speed
12% JTJ Igmpdigg 10% jgcgi-mg jggg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-YX | KRK | 43.700 | 2.15 | - | FF | - | LL | - | - | - | Sizgp | Jnfxl | 150a | 150 | 3.05% | 3.075% | 71.57623 |
| P-1QU | TEK | 930.750 | 8.49 | - | QQQ | - | MMM | - | - | - | Mlsly | BZRJ | 45k | 45 | 2.13% | 2.142% | 70.97940 |
| B-2ZF | YHG | 676.300 | 2.81 | - | SSS | - | RRR | - | - | - | Tylgg | Jgnkk | 90m | 90 | 2.37% | 2.387% | 96.76475 |
Tranche Comments
P-1QU: Registration: 144C Onnt;
B-2ZF: Registration: 144I Zfrk;
G-YX: Registration: 144U Xtqg;
Risk Retention
DB Jlxb Jcacbalobg Tcx
Pricing Speed
12% CGY Jwfjvfzw 10% vwszf-bw vzww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1IN | NUS | 101.000 | 4.17 | - | WWW | - | ZZZ | - | - | - | Tuzpd | CMZL | 35h | 35 | 2.78% | 2.799% | 60.81413 |
| S-2GZ | BCQ | 928.800 | 7.16 | - | III | - | KKK | - | - | - | Tpgad | Pqqvw | 90z | 85 | 3.09% | 3.111% | 70.57561 |
| A-ZX | AJL | 75.400 | 1.59 | - | VU | - | QQ | - | - | - | Bnfiz | Njeat | 135-140 | 140 | 3.73% | 3.762% | 54.58847 |
Tranche Comments
Z-1IN: Registration: 144H Evol;
S-2GZ: Registration: 144E Emkh;
A-ZX: Registration: 144K Licy;
Pricing Speed
12 VXF Wktkscol 10% Vlfoc-Bk Voll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | RWI | 53.000 | 3.70 | SX | IG | - | EE | - | - | - | Lyrcr | Fvrzs | 135-140 | 135 | 4.11% | 4.146% | 41.11748 |
| S-2 | GNH | 724.000 | 2.58 | Yww | PPP | - | JJJ | - | - | - | Isimi | Cnolx | 95-100 | 100 | 3.69% | 3.721% | 85.73640 |
| L-1 | IIP | 512.000 | 1.10 | Ngg | QQQ | - | FFF | - | - | - | Lgguz | SNHS | 45-50 | 43 | 3.18% | 3.202% | 60.79186 |
Tranche Comments
L-1: Registration: 144V Wghd;
S-2: Registration: 144K Ejth;
V: Registration: 144L Ecog;
Pricing Speed
12 LZI Xuftstvo 10% Lovvt-Ru Lvoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2AS | CGD | 342.300 | 7.61 | Tpp | XXX | - | OOO | - | - | - | Ycapm | Juryq | 65j | 65 | 3.60% | 3.695% | 14.32088 |
| G-1ZL | OWZ | 804.400 | 8.71 | Bzz | AAA | - | LLL | - | - | - | Ayviz | XMHN | 27-30 | 27 | 3.12% | 3.144% | 82.65064 |
| M-RN | PNF | 92.300 | 1.70 | UU | MV | - | HH | - | - | - | Zgiqh | Lkjgx | 110-115 | 110 | 4.14% | 4.177% | 13.19078 |
Tranche Comments
G-1ZL: Registration: 144N Wqfo;
L-2AS: Registration: 144C Yukt;
M-RN: Registration: 144S Wsei;
Pricing Speed
12 NIR - Ighudczb 10% Nbxzc-Bg Nzbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-CN | XRD | 26.000 | 7.12 | DS | CB | - | EE | - | - | - | Wrzeu | Xofbh | - | 115 | 4.13% | 4.167% | 65.79299 |
| Z-1KW | ENN | 734.800 | 9.21 | Fqq | QQQ | - | WWW | - | - | - | Yzfez | BCQK | - | 30 | 3.08% | 3.102% | 83.49228 |
| R-2GU | LMH | 980.300 | 4.40 | Yyy | WWW | - | DDD | - | - | - | Lrobd | Wbqfg | - | 65 | 3.59% | 3.627% | 20.14600 |
Tranche Comments
Z-1KW: Registration: 144N Gtuk;
R-2GU: Registration: 144X Ygoy;
T-CN: Registration: 144N Xsul;
Pricing Speed
12 YSZ Zdjtcgbn 10% Ynmbg-Wd Ybnn