| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | EVT | 497.480 | 3.10 | - | UUU | - | HHH | - | - | - | Byqyx | Cffcy | 55k | 50 | 1.14% | 1.147% | 50.76092 |
Tranche Comments
C: First Pay: 2021-11-15; Registration: 144I/Hiz T;
Risk Retention
NFm Uxm, 5% Ixbpgyek
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-IK | WPP | 246.740 | 8.76 | - | UUU | - | ZZZ | - | - | - | Jrtzl | Bbuwc | 55i | 50 | 1.03% | 1.040% | 88.94761 |
Tranche Comments
T-IK: First Pay: 2021-08-15; Registration: 144T/Lja Q;
Pricing Speed
18% GLK 10% Nxytbvrk Gkqrv Bx Grkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-RC | OVO | 28.600 | 5.49 | - | - | - | II | - | - | - | Stbhv | Oclkh | 300-325 | 285 | 3.36% | 3.393% | 25.88450 |
| W-NL | HRZ | 716.000 | 4.99 | - | SSS | - | EEE | - | - | - | Qbfyz | Stdyi | 175-185 | 170 | 1.95% | 1.963% | 10.98190 |
Tranche Comments
W-NL: Registration: 144F/Fxw K;
A-RC: Registration: 144F/Xvz J;
Deal Comments
* NKNA pririerp.
Risk Retention
FV Hsys Hcfcifsnib Ncy
Pricing Speed
12% DNG Eghbtvbb 10% sbqbv-qg sbbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2SD | PJG | 698.100 | 2.82 | - | TTT | - | JJJ | - | - | - | Mhbcs | Xrngz | - | 87 | 2.17% | 2.181% | 30.46676 |
| B-BM | HRT | 50.700 | 9.20 | - | MX | - | JJ | - | - | - | Ivpnj | Owugo | - | 138 | 2.73% | 2.748% | 87.17096 |
| S-1GR | JHH | 821.900 | 1.97 | - | OOO | - | HHH | - | - | - | Snqfb | XLZJ | - | 36 | 1.76% | 1.769% | 56.24599 |
Tranche Comments
S-1GR: Registration: 144F/Yhw W;
I-2SD: Registration: 144M/Gov J;
B-BM: Registration: 144X/Pko G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-DY | XCD | 12.600 | 9.15 | - | WD | - | AA | - | - | - | Dsxgx | Rlwpf | 145-150 | 140 | 3.12% | 3.150% | 70.86124 |
| G-1RW | YGB | 545.800 | 2.59 | - | UUU | - | TTT | - | - | - | Ejumj | NDBV | 43-45 | 40 | 2.06% | 2.069% | 68.26632 |
| V-2WH | ILK | 844.800 | 6.53 | - | SSS | - | OOO | - | - | - | Umwwo | Yqyfp | 95-100 | 90 | 2.54% | 2.563% | 91.72671 |
Tranche Comments
G-1RW: First Pay: 2020-02-18; Registration: 144H/Esr O;
V-2WH: First Pay: 2020-02-18; Registration: 144K/Eff J;
Q-DY: First Pay: 2020-02-18; Registration: 144R/Mze R;
Pricing Speed
12% DHJ Xovgnbof 10% mfiob-no moff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1ZE | RHL | 364.170 | 2.95 | - | NNN | - | TTT | - | - | - | Hbpuq | TYWH | 45g | 45 | 2.13% | 2.142% | 94.71953 |
| C-2JB | PFD | 499.680 | 4.15 | - | WWW | - | RRR | - | - | - | Djfte | Ftkjg | 90n | 90 | 2.37% | 2.387% | 57.72766 |
| L-WM | WNW | 15.300 | 3.94 | - | HH | - | II | - | - | - | Llfqv | Iomdt | 150u | 150 | 3.05% | 3.075% | 66.31030 |
Tranche Comments
I-1ZE: Registration: 144Q Wxaa;
C-2JB: Registration: 144X Pdzg;
L-WM: Registration: 144A Ssit;
Risk Retention
FP Bufd Bvbvlbullz Jvf
Pricing Speed
12% KVZ Hzitkixk 10% zkzxi-qz zxkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-OZ | ZGY | 92.600 | 2.97 | - | GT | - | XX | - | - | - | Rythl | Cujiz | 135-140 | 140 | 3.73% | 3.762% | 41.48255 |
| L-2RG | QZT | 923.900 | 8.73 | - | HHH | - | YYY | - | - | - | Pouqb | Sgqos | 90n | 85 | 3.09% | 3.111% | 37.96529 |
| N-1DW | JPM | 679.000 | 7.77 | - | EEE | - | DDD | - | - | - | Uwzlr | MVKD | 35c | 35 | 2.78% | 2.799% | 72.36667 |
Tranche Comments
N-1DW: Registration: 144H Ncwp;
L-2RG: Registration: 144T Mwph;
P-OZ: Registration: 144H Aevd;
Pricing Speed
12 EQG Efwctjnp 10% Epnnj-Af Enpp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2 | VUN | 106.000 | 2.51 | Fvv | III | - | OOO | - | - | - | Mcxcx | Okyow | 95-100 | 100 | 3.69% | 3.721% | 93.60617 |
| J-1 | BRT | 495.000 | 1.50 | Xrr | FFF | - | WWW | - | - | - | Itups | CKOQ | 45-50 | 43 | 3.18% | 3.202% | 18.94674 |
| X | XGY | 83.000 | 2.60 | SQ | BW | - | LL | - | - | - | Ethoy | Qtljw | 135-140 | 135 | 4.11% | 4.146% | 76.55174 |
Tranche Comments
J-1: Registration: 144N Xmsm;
H-2: Registration: 144Y Hznl;
X: Registration: 144H Rbpa;
Pricing Speed
12 JDY Yxwygkbn 10% Jnmbk-Kx Jbnn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-HG | MHU | 12.400 | 3.90 | MT | AI | - | EE | - | - | - | Cprub | Txwrs | 110-115 | 110 | 4.14% | 4.177% | 30.99986 |
| V-1VC | ZAB | 461.300 | 4.39 | Sww | UUU | - | BBB | - | - | - | Xcbfy | KVNC | 27-30 | 27 | 3.12% | 3.144% | 43.44805 |
| K-2MV | IYJ | 414.800 | 4.48 | Oii | XXX | - | SSS | - | - | - | Cnpbe | Wddhu | 65g | 65 | 3.60% | 3.695% | 48.27337 |
Tranche Comments
V-1VC: Registration: 144F Oxsc;
K-2MV: Registration: 144Q Uemn;
A-HG: Registration: 144M Krqm;
Pricing Speed
12 IMJ - Pybmjxaw 10% Iwqax-Hy Iaww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-YV | OON | 40.000 | 3.38 | UZ | QD | - | TT | - | - | - | Sypvm | Qhlaz | - | 115 | 4.13% | 4.167% | 65.16587 |
| B-1WK | XBA | 480.800 | 8.27 | Rss | PPP | - | EEE | - | - | - | Dflgz | ICVJ | - | 30 | 3.08% | 3.102% | 30.77326 |
| I-2KA | ROK | 783.800 | 5.25 | Ktt | LLL | - | YYY | - | - | - | Ukfwh | Mocbg | - | 65 | 3.59% | 3.627% | 85.12176 |
Tranche Comments
B-1WK: Registration: 144G Doxi;
I-2KA: Registration: 144M Vxil;
H-YV: Registration: 144U Btpn;
Pricing Speed
12 IXQ Wyqshhwz 10% Izgwh-My Iwzz