| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | JLR | 221.610 | 3.40 | - | AAA | - | SSS | - | - | - | Wioig | Ilagz | 55u | 50 | 1.14% | 1.147% | 95.65580 |
Tranche Comments
W: First Pay: 2021-11-15; Registration: 144E/Zrw K;
Risk Retention
JRn Ygq, 5% Agvgbopl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-PB | CMV | 596.120 | 2.32 | - | III | - | FFF | - | - | - | Pvgil | Kmwck | 55m | 50 | 1.03% | 1.040% | 72.90461 |
Tranche Comments
C-PB: First Pay: 2021-08-15; Registration: 144M/Fpr L;
Pricing Speed
18% YQK 10% Nmjtrtsb Ybjst Ym Ysbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-VK | OSU | 66.500 | 6.52 | - | - | - | BB | - | - | - | Ypbzt | Pbymo | 300-325 | 285 | 3.36% | 3.393% | 15.72000 |
| G-ZK | TSG | 869.000 | 7.81 | - | XXX | - | RRR | - | - | - | Nvved | Tgauc | 175-185 | 170 | 1.95% | 1.963% | 46.14161 |
Tranche Comments
G-ZK: Registration: 144C/Ojs X;
J-VK: Registration: 144H/Fcg H;
Deal Comments
* NQJC jvyoyevj.
Risk Retention
FD Hybl Hkhkxhyuxw Okb
Pricing Speed
12% EMR Byqwxndp 10% rpvdn-gy rdpp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-CS | RMU | 84.600 | 8.90 | - | ID | - | II | - | - | - | Ompiy | Wurva | - | 138 | 2.73% | 2.748% | 75.12225 |
| K-1HC | VMA | 346.600 | 1.46 | - | XXX | - | YYY | - | - | - | Bkzxy | UMIU | - | 36 | 1.76% | 1.769% | 40.32659 |
| E-2VC | CMD | 109.700 | 5.47 | - | RRR | - | DDD | - | - | - | Zrvec | Knjzt | - | 87 | 2.17% | 2.181% | 57.11940 |
Tranche Comments
K-1HC: Registration: 144O/Fei D;
E-2VC: Registration: 144Y/Qso T;
R-CS: Registration: 144W/Rip L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2KI | FOE | 263.300 | 6.81 | - | DDD | - | BBB | - | - | - | Bcgpk | Vjaim | 95-100 | 90 | 2.54% | 2.563% | 83.41865 |
| U-1GO | NCI | 133.400 | 6.11 | - | AAA | - | GGG | - | - | - | Pkjnd | OMGM | 43-45 | 40 | 2.06% | 2.069% | 41.79265 |
| W-FL | WFB | 68.800 | 6.95 | - | QK | - | GG | - | - | - | Qulog | Nzont | 145-150 | 140 | 3.12% | 3.150% | 32.63257 |
Tranche Comments
U-1GO: First Pay: 2020-02-18; Registration: 144N/Hzs A;
O-2KI: First Pay: 2020-02-18; Registration: 144I/Rix K;
W-FL: First Pay: 2020-02-18; Registration: 144D/Uln Z;
Pricing Speed
12% YDW Zpxfvgop 10% vpsog-np vopp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1QZ | IPX | 831.240 | 7.49 | - | UUU | - | EEE | - | - | - | Uhvaw | HMRO | 45n | 45 | 2.13% | 2.142% | 83.38018 |
| W-2NT | PXS | 942.830 | 7.50 | - | YYY | - | RRR | - | - | - | Bbgjn | Hgbtn | 90g | 90 | 2.37% | 2.387% | 33.56422 |
| E-SB | OVT | 13.900 | 3.11 | - | DD | - | JJ | - | - | - | Twcly | Hfenk | 150z | 150 | 3.05% | 3.075% | 48.80210 |
Tranche Comments
Z-1QZ: Registration: 144K Huvb;
W-2NT: Registration: 144T Vqav;
E-SB: Registration: 144F Spvc;
Risk Retention
NW Ragf Rvsvhsaiht Qvg
Pricing Speed
12% VVE Ryzwqwkj 10% kjqkw-yy kkjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2QY | OMX | 255.600 | 6.98 | - | III | - | PPP | - | - | - | Tvpmy | Jbgoo | 90a | 85 | 3.09% | 3.111% | 50.62343 |
| Q-HA | IXI | 34.200 | 8.48 | - | OA | - | KK | - | - | - | Qkfhx | Yhqau | 135-140 | 140 | 3.73% | 3.762% | 50.60741 |
| T-1UA | JGI | 779.000 | 9.30 | - | SSS | - | AAA | - | - | - | Gbzpk | UPLW | 35v | 35 | 2.78% | 2.799% | 66.92318 |
Tranche Comments
T-1UA: Registration: 144V Xqir;
G-2QY: Registration: 144H Ixgq;
Q-HA: Registration: 144C Yfnw;
Pricing Speed
12 BEJ Xsdbcrph 10% Bhrpr-Ds Bphh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | RRC | 292.000 | 2.10 | Ezz | EEE | - | OOO | - | - | - | Tzwhr | EKGK | 45-50 | 43 | 3.18% | 3.202% | 33.22479 |
| Q-2 | HKL | 429.000 | 3.35 | Qtt | HHH | - | PPP | - | - | - | Tjggv | Mjfzz | 95-100 | 100 | 3.69% | 3.721% | 57.43723 |
| Z | OPN | 95.000 | 9.90 | WQ | QU | - | GG | - | - | - | Wvbzo | Izins | 135-140 | 135 | 4.11% | 4.146% | 49.37222 |
Tranche Comments
U-1: Registration: 144B Zxvp;
Q-2: Registration: 144S Xean;
Z: Registration: 144P Quhg;
Pricing Speed
12 BGJ Nmhtzubt 10% Btpbu-Mm Bbtt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-BQ | MQP | 82.400 | 6.20 | YH | KD | - | LL | - | - | - | Vrmbu | Scyhm | 110-115 | 110 | 4.14% | 4.177% | 28.34710 |
| Q-1IP | AHH | 212.200 | 4.64 | Lqq | GGG | - | YYY | - | - | - | Tjmvo | VWNB | 27-30 | 27 | 3.12% | 3.144% | 26.70955 |
| I-2HA | VWZ | 299.900 | 7.79 | Lbb | UUU | - | PPP | - | - | - | Uquun | Mkndk | 65u | 65 | 3.60% | 3.695% | 83.54682 |
Tranche Comments
Q-1IP: Registration: 144L Mtxi;
I-2HA: Registration: 144B Qnjo;
H-BQ: Registration: 144L Mdad;
Pricing Speed
12 YYZ - Fhbuzhsb 10% Ybesh-Wh Ysbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2GI | CNM | 688.600 | 5.99 | Avv | HHH | - | FFF | - | - | - | Ibget | Rffyu | - | 65 | 3.59% | 3.627% | 35.77468 |
| V-FP | VOP | 16.000 | 8.39 | CU | IM | - | ZZ | - | - | - | Kmrlg | Agreu | - | 115 | 4.13% | 4.167% | 48.90639 |
| R-1EB | OCC | 160.900 | 3.51 | Ztt | YYY | - | GGG | - | - | - | Uyvrx | QUVI | - | 30 | 3.08% | 3.102% | 91.23293 |
Tranche Comments
R-1EB: Registration: 144X Pbxq;
U-2GI: Registration: 144Z Dumr;
V-FP: Registration: 144M Kbnn;
Pricing Speed
12 VMB Mcvumyrn 10% Vnvry-Jc Vrnn