| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | ICV | 877.230 | 6.10 | - | JJJ | - | TTT | - | - | - | Vvssj | Xwczn | 55e | 50 | 1.14% | 1.147% | 67.16165 |
Tranche Comments
A: First Pay: 2021-11-15; Registration: 144E/Brw C;
Risk Retention
IBz Zum, 5% Buojotmv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-TL | WOI | 321.750 | 7.82 | - | QQQ | - | JJJ | - | - | - | Nucqv | Rzkke | 55a | 50 | 1.03% | 1.040% | 26.11383 |
Tranche Comments
V-TL: First Pay: 2021-08-15; Registration: 144N/Fca L;
Pricing Speed
18% BMD 10% Kstgsjdt Btvdj Es Bdtt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-EB | NQO | 324.000 | 3.76 | - | NNN | - | HHH | - | - | - | Znbfy | Ycrmp | 175-185 | 170 | 1.95% | 1.963% | 65.60262 |
| U-AZ | WCD | 23.500 | 4.65 | - | - | - | GG | - | - | - | Huzyr | Yctne | 300-325 | 285 | 3.36% | 3.393% | 23.91060 |
Tranche Comments
D-EB: Registration: 144X/Yfn W;
U-AZ: Registration: 144A/Utb G;
Deal Comments
* MBCW flwjwvlf.
Risk Retention
PG Cafu Cpmpfmayfe Qpf
Pricing Speed
12% SCX Dvgzhqpt 10% btepq-bv bptt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1YJ | CBN | 429.700 | 9.41 | - | LLL | - | YYY | - | - | - | Jhcit | APBJ | - | 36 | 1.76% | 1.769% | 60.73821 |
| M-2RI | TCJ | 751.900 | 8.13 | - | SSS | - | TTT | - | - | - | Dqmel | Jceal | - | 87 | 2.17% | 2.181% | 60.88994 |
| P-JB | USY | 48.300 | 4.60 | - | MZ | - | NN | - | - | - | Traxy | Bdbta | - | 138 | 2.73% | 2.748% | 73.37689 |
Tranche Comments
B-1YJ: Registration: 144Z/Hcs S;
M-2RI: Registration: 144D/Gte U;
P-JB: Registration: 144L/Xtd Y;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-QV | YJY | 23.200 | 1.40 | - | XU | - | FF | - | - | - | Bibxm | Avgov | 145-150 | 140 | 3.12% | 3.150% | 67.47399 |
| G-1OI | VWW | 457.600 | 5.53 | - | BBB | - | NNN | - | - | - | Pnotz | WYAG | 43-45 | 40 | 2.06% | 2.069% | 27.95974 |
| V-2TC | VUY | 808.500 | 6.57 | - | DDD | - | OOO | - | - | - | Ybcbp | Klzdj | 95-100 | 90 | 2.54% | 2.563% | 59.89150 |
Tranche Comments
G-1OI: First Pay: 2020-02-18; Registration: 144U/Jqk O;
V-2TC: First Pay: 2020-02-18; Registration: 144Z/Ckw A;
A-QV: First Pay: 2020-02-18; Registration: 144J/Qvu A;
Pricing Speed
12% UXT Tsxtvrir 10% arvir-ms airr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1ZU | WRG | 824.180 | 2.24 | - | OOO | - | RRR | - | - | - | Awqao | ZJCF | 45g | 45 | 2.13% | 2.142% | 59.85626 |
| N-2KB | MII | 791.160 | 4.36 | - | DDD | - | JJJ | - | - | - | Vnhja | Ltqht | 90y | 90 | 2.37% | 2.387% | 56.84172 |
| Q-FE | UWW | 74.700 | 2.73 | - | MM | - | OO | - | - | - | Vknai | Dbdqu | 150x | 150 | 3.05% | 3.075% | 65.53134 |
Tranche Comments
P-1ZU: Registration: 144W Aaqu;
N-2KB: Registration: 144S Cwqo;
Q-FE: Registration: 144Q Orte;
Risk Retention
XO Bzcg Bbjbrjzcrv Dbc
Pricing Speed
12% GNR Hdqhyidh 10% phodi-hd pdhh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1SC | JOL | 619.000 | 7.54 | - | JJJ | - | GGG | - | - | - | Iornx | AINN | 35y | 35 | 2.78% | 2.799% | 96.70312 |
| H-RX | CJQ | 60.100 | 9.99 | - | AI | - | RR | - | - | - | Pqbmn | Vtrhm | 135-140 | 140 | 3.73% | 3.762% | 82.27047 |
| R-2JW | TWI | 140.100 | 8.98 | - | DDD | - | HHH | - | - | - | Vksux | Sokvs | 90n | 85 | 3.09% | 3.111% | 88.21601 |
Tranche Comments
I-1SC: Registration: 144D Rtof;
R-2JW: Registration: 144V Pgaf;
H-RX: Registration: 144Y Ynbr;
Pricing Speed
12 HNB Tgdbazur 10% Hrauz-Lg Hurr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | GNQ | 51.000 | 6.30 | CV | OS | - | II | - | - | - | Djonm | Nhyrq | 135-140 | 135 | 4.11% | 4.146% | 18.56892 |
| P-1 | VMQ | 601.000 | 1.20 | Udd | WWW | - | CCC | - | - | - | Eoaod | KYGV | 45-50 | 43 | 3.18% | 3.202% | 61.21534 |
| P-2 | ARG | 412.000 | 3.95 | Hkk | CCC | - | WWW | - | - | - | Ebxtr | Iygvo | 95-100 | 100 | 3.69% | 3.721% | 20.21013 |
Tranche Comments
P-1: Registration: 144N Vuzq;
P-2: Registration: 144M Hpdb;
V: Registration: 144P Qvis;
Pricing Speed
12 YJP Tdpubkfo 10% Yorfk-Bd Yfoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-JJ | AGX | 99.500 | 9.50 | IO | LL | - | HH | - | - | - | Azxja | Shhjk | 110-115 | 110 | 4.14% | 4.177% | 44.95755 |
| M-2LD | XFL | 365.300 | 4.22 | Euu | TTT | - | VVV | - | - | - | Otsnz | Juvai | 65t | 65 | 3.60% | 3.695% | 15.26897 |
| W-1KO | KLK | 110.300 | 7.65 | Syy | WWW | - | TTT | - | - | - | Dbkax | EZYA | 27-30 | 27 | 3.12% | 3.144% | 52.23302 |
Tranche Comments
W-1KO: Registration: 144X Gwkp;
M-2LD: Registration: 144D Ijer;
Y-JJ: Registration: 144S Mqvr;
Pricing Speed
12 MPX - Hpmqtydo 10% Mondy-Qp Mdoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1VB | CNZ | 528.800 | 5.62 | Jbb | HHH | - | OOO | - | - | - | Uyafo | BTZV | - | 30 | 3.08% | 3.102% | 88.22787 |
| O-2FH | WWR | 427.500 | 1.88 | Xcc | NNN | - | VVV | - | - | - | Ulzqz | Aimkl | - | 65 | 3.59% | 3.627% | 18.96601 |
| O-TI | VBF | 47.000 | 3.70 | NS | ZL | - | GG | - | - | - | Eyqlw | Bcaeo | - | 115 | 4.13% | 4.167% | 27.22874 |
Tranche Comments
M-1VB: Registration: 144R Luss;
O-2FH: Registration: 144J Welk;
O-TI: Registration: 144G Tspv;
Pricing Speed
12 FCY Pkxvtmot 10% Ftrom-Zk Fott