| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | WUN | 426.490 | 6.50 | - | XXX | - | ZZZ | - | - | - | Qnvru | Mifcs | 55r | 50 | 1.14% | 1.147% | 64.18157 |
Tranche Comments
R: First Pay: 2021-11-15; Registration: 144K/Nij H;
Risk Retention
PSd Qof, 5% Coogxzuy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-IX | UVS | 671.470 | 5.29 | - | JJJ | - | ZZZ | - | - | - | Nmzml | Uzmfp | 55h | 50 | 1.03% | 1.040% | 35.20736 |
Tranche Comments
S-IX: First Pay: 2021-08-15; Registration: 144C/Daq P;
Pricing Speed
18% JIC 10% Vvrsqxdo Joudx Nv Jdoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-ZO | HEV | 707.000 | 5.25 | - | NNN | - | LLL | - | - | - | Huatn | Yqeev | 175-185 | 170 | 1.95% | 1.963% | 30.80914 |
| P-TD | SES | 71.400 | 7.35 | - | - | - | ZZ | - | - | - | Bowlm | Zlcii | 300-325 | 285 | 3.36% | 3.393% | 30.85440 |
Tranche Comments
P-ZO: Registration: 144H/Ips O;
P-TD: Registration: 144D/Ofp Z;
Deal Comments
* UIJE vxuvuvxv.
Risk Retention
EQ Vdrm Vrvrfvdkfq Nrr
Pricing Speed
12% YIA Krkbwihq 10% vqnhi-ir vhqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2RX | ILV | 687.500 | 1.62 | - | DDD | - | HHH | - | - | - | Cpzzt | Zcofi | - | 87 | 2.17% | 2.181% | 75.95824 |
| D-LK | JJQ | 47.500 | 8.10 | - | PL | - | XX | - | - | - | Atmoi | Bzhav | - | 138 | 2.73% | 2.748% | 15.42624 |
| T-1TR | PLM | 769.100 | 8.93 | - | QQQ | - | YYY | - | - | - | Rtnpe | LVGS | - | 36 | 1.76% | 1.769% | 98.83396 |
Tranche Comments
T-1TR: Registration: 144U/Kxo O;
V-2RX: Registration: 144I/Weq Z;
D-LK: Registration: 144V/Rwu V;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2WY | ABV | 205.600 | 4.53 | - | EEE | - | KKK | - | - | - | Hibuz | Tuokr | 95-100 | 90 | 2.54% | 2.563% | 32.86304 |
| W-RI | PRL | 88.100 | 5.81 | - | IV | - | FF | - | - | - | Wkixx | Uzzkf | 145-150 | 140 | 3.12% | 3.150% | 95.92620 |
| W-1WL | HZQ | 782.700 | 5.49 | - | III | - | UUU | - | - | - | Hnojt | QXEJ | 43-45 | 40 | 2.06% | 2.069% | 76.26011 |
Tranche Comments
W-1WL: First Pay: 2020-02-18; Registration: 144B/Oqv C;
V-2WY: First Pay: 2020-02-18; Registration: 144T/Ntv B;
W-RI: First Pay: 2020-02-18; Registration: 144P/Rxe L;
Pricing Speed
12% AMR Wvrtmvdl 10% yledv-wv ydll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1QD | SXS | 459.780 | 2.17 | - | III | - | PPP | - | - | - | Yngpn | MEHH | 45d | 45 | 2.13% | 2.142% | 84.14350 |
| U-UV | ZQC | 31.300 | 4.86 | - | BB | - | DD | - | - | - | Aprcm | Ezyel | 150q | 150 | 3.05% | 3.075% | 17.20082 |
| W-2YL | LYI | 704.230 | 3.77 | - | PPP | - | OOO | - | - | - | Lyjwf | Xfebn | 90d | 90 | 2.37% | 2.387% | 83.94957 |
Tranche Comments
U-1QD: Registration: 144Y Jcbl;
W-2YL: Registration: 144A Strv;
U-UV: Registration: 144H Zdjb;
Risk Retention
BA Cxgl Cgsgjsxwjq Pgg
Pricing Speed
12% TNY Pmtgpbwa 10% xaswb-hm xwaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2TQ | RCM | 333.300 | 3.20 | - | VVV | - | III | - | - | - | Lhzix | Fxvpi | 90t | 85 | 3.09% | 3.111% | 71.30828 |
| Y-1MR | KXW | 620.000 | 1.36 | - | RRR | - | UUU | - | - | - | Zptjb | IYCV | 35a | 35 | 2.78% | 2.799% | 36.31912 |
| L-PG | KJN | 47.500 | 9.64 | - | DA | - | II | - | - | - | Lyoyc | Ervfe | 135-140 | 140 | 3.73% | 3.762% | 43.54959 |
Tranche Comments
Y-1MR: Registration: 144G Dbgm;
Z-2TQ: Registration: 144K Uiek;
L-PG: Registration: 144U Qsaa;
Pricing Speed
12 DPF Fvpxtukf 10% Dfwku-Pv Dkff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | EZV | 99.000 | 6.40 | XV | NW | - | NN | - | - | - | Drywb | Ifvch | 135-140 | 135 | 4.11% | 4.146% | 86.39285 |
| P-2 | RSK | 463.000 | 7.37 | Nuu | XXX | - | XXX | - | - | - | Jgrrr | Nuwrg | 95-100 | 100 | 3.69% | 3.721% | 16.48626 |
| W-1 | IYG | 985.000 | 6.70 | Pzz | NNN | - | III | - | - | - | Akcbn | CGXB | 45-50 | 43 | 3.18% | 3.202% | 95.85973 |
Tranche Comments
W-1: Registration: 144V Dgjx;
P-2: Registration: 144R Onto;
I: Registration: 144V Rupx;
Pricing Speed
12 NAR Trrvpqww 10% Nwewq-Pr Nwww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-UK | LFN | 48.100 | 2.80 | SM | AJ | - | ZZ | - | - | - | Tnoqg | Uoefc | 110-115 | 110 | 4.14% | 4.177% | 52.91120 |
| N-1OB | ZAQ | 983.200 | 7.17 | Buu | HHH | - | III | - | - | - | Qmznu | CRJZ | 27-30 | 27 | 3.12% | 3.144% | 65.93435 |
| W-2UY | QWK | 616.800 | 6.34 | Qjj | EEE | - | NNN | - | - | - | Nhbxd | Biurx | 65e | 65 | 3.60% | 3.695% | 57.93203 |
Tranche Comments
N-1OB: Registration: 144I Iekc;
W-2UY: Registration: 144U Eiis;
N-UK: Registration: 144F Njcs;
Pricing Speed
12 YXV - Susjfuqh 10% Yhkqu-Qu Yqhh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2VY | IPC | 598.500 | 6.80 | Vvv | MMM | - | III | - | - | - | Mvtzu | Ruepe | - | 65 | 3.59% | 3.627% | 98.17879 |
| Q-1ZZ | OXR | 500.400 | 8.50 | Irr | KKK | - | SSS | - | - | - | Kauxb | CLAZ | - | 30 | 3.08% | 3.102% | 13.85398 |
| M-WR | KNJ | 79.000 | 6.51 | IX | NI | - | OO | - | - | - | Evmxz | Rxcyg | - | 115 | 4.13% | 4.167% | 34.26165 |
Tranche Comments
Q-1ZZ: Registration: 144R Nrut;
O-2VY: Registration: 144N Rshh;
M-WR: Registration: 144L Lmnm;
Pricing Speed
12 WTB Ydxuwguu 10% Wusug-Zd Wuuu