| 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 |
|---|
| O-VR | MPU | 707.300 | 1.33 | - | QQQ | - | III | - | - | - | Rbajb | Zznce | 55r | 50 | 1.03% | 1.040% | 69.77760 |
Tranche Comments
O-VR: First Pay: 2021-08-15; Registration: 144U/Ynh M;
Pricing Speed
18% HHA 10% Fsvjqyri Hijry Ws Hrii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-DW | JPE | 96.700 | 8.43 | - | - | - | AA | - | - | - | Amtag | Pktwq | 300-325 | 285 | 3.36% | 3.393% | 15.98880 |
| G-HH | VEC | 555.000 | 6.31 | - | CCC | - | XXX | - | - | - | Pcomr | Wlrbb | 175-185 | 170 | 1.95% | 1.963% | 22.23343 |
Tranche Comments
G-HH: Registration: 144M/Xzq D;
N-DW: Registration: 144Q/Vea Y;
Deal Comments
* PNHP yftftcfy.
Risk Retention
VK Epfh Eqwqcwpycm Qqf
Pricing Speed
12% BGE Vfklzivg 10% lgfvi-lf lvgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1ZI | PGU | 289.600 | 9.83 | - | XXX | - | QQQ | - | - | - | Ukzmp | WISF | - | 36 | 1.76% | 1.769% | 92.54743 |
| Q-2SK | YEM | 187.800 | 3.72 | - | WWW | - | FFF | - | - | - | Vlgwj | Aydtx | - | 87 | 2.17% | 2.181% | 30.67728 |
| M-IC | YFN | 20.200 | 5.90 | - | JH | - | AA | - | - | - | Elhpt | Uoxeb | - | 138 | 2.73% | 2.748% | 60.20058 |
Tranche Comments
K-1ZI: Registration: 144B/Aww R;
Q-2SK: Registration: 144B/Msg Z;
M-IC: Registration: 144H/Rue V;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1YH | NVH | 439.600 | 3.30 | - | DDD | - | MMM | - | - | - | Pnnkg | IXGC | 43-45 | 40 | 2.06% | 2.069% | 86.95211 |
| T-MM | NXZ | 91.600 | 7.62 | - | GB | - | PP | - | - | - | Oswni | Ncida | 145-150 | 140 | 3.12% | 3.150% | 92.17604 |
| K-2GC | NYT | 100.600 | 7.72 | - | JJJ | - | QQQ | - | - | - | Eixte | Dufxx | 95-100 | 90 | 2.54% | 2.563% | 49.42239 |
Tranche Comments
N-1YH: First Pay: 2020-02-18; Registration: 144Y/Yww C;
K-2GC: First Pay: 2020-02-18; Registration: 144M/Otz P;
T-MM: First Pay: 2020-02-18; Registration: 144A/Hvg Z;
Pricing Speed
12% HVY Ddyttmzz 10% czazm-ud czzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1VN | EAO | 461.700 | 9.30 | - | DDD | - | ZZZ | - | - | - | Kzcri | QXYI | 45w | 45 | 2.13% | 2.142% | 15.95152 |
| H-2RP | MWN | 263.480 | 3.67 | - | JJJ | - | FFF | - | - | - | Qhytl | Jrkxx | 90b | 90 | 2.37% | 2.387% | 81.85502 |
| A-CN | YOY | 71.200 | 7.39 | - | EE | - | MM | - | - | - | Blrsy | Uurma | 150p | 150 | 3.05% | 3.075% | 38.46153 |
Tranche Comments
J-1VN: Registration: 144I Zrvs;
H-2RP: Registration: 144V Wvql;
A-CN: Registration: 144C Njeu;
Risk Retention
TI Cuuj Cgtgktuukv Bgu
Pricing Speed
12% NXQ Ojjnpbgi 10% qiagb-nj qgii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2KR | KSH | 764.100 | 8.63 | - | III | - | BBB | - | - | - | Loijo | Favau | 90r | 85 | 3.09% | 3.111% | 97.49855 |
| N-UD | MWZ | 94.500 | 9.64 | - | TH | - | RR | - | - | - | Xvnze | Ijott | 135-140 | 140 | 3.73% | 3.762% | 76.16791 |
| W-1YS | RIG | 303.000 | 9.16 | - | GGG | - | WWW | - | - | - | Xapsz | MUSF | 35z | 35 | 2.78% | 2.799% | 92.51270 |
Tranche Comments
W-1YS: Registration: 144P Zbrq;
K-2KR: Registration: 144J Etrq;
N-UD: Registration: 144N Sizc;
Pricing Speed
12 ANW Dqtqtssd 10% Admss-Iq Asdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-2 | RIN | 636.000 | 9.99 | Cqq | TTT | - | FFF | - | - | - | Motgy | Vqxbv | 95-100 | 100 | 3.69% | 3.721% | 97.23220 |
| L | LQB | 94.000 | 4.20 | UR | BD | - | AA | - | - | - | Vplkp | Objao | 135-140 | 135 | 4.11% | 4.146% | 16.15912 |
| E-1 | AGY | 590.000 | 6.70 | Gtt | HHH | - | LLL | - | - | - | Jmsee | LNAU | 45-50 | 43 | 3.18% | 3.202% | 70.98767 |
Tranche Comments
E-1: Registration: 144V Wxli;
R-2: Registration: 144Z Tvqt;
L: Registration: 144F Zvac;
Pricing Speed
12 QMT Qtfyhvxt 10% Qtrxv-Ft Qxtt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1HM | HIV | 524.300 | 6.65 | Cee | EEE | - | DDD | - | - | - | Cwppu | PDPF | 27-30 | 27 | 3.12% | 3.144% | 27.32378 |
| R-OE | LHL | 36.700 | 4.50 | GV | IY | - | JJ | - | - | - | Tvrcv | Dvexr | 110-115 | 110 | 4.14% | 4.177% | 90.42571 |
| A-2GU | ECC | 982.900 | 3.95 | Zaa | OOO | - | PPP | - | - | - | Gvhyj | Ncxqt | 65r | 65 | 3.60% | 3.695% | 35.86293 |
Tranche Comments
Q-1HM: Registration: 144S Wvca;
A-2GU: Registration: 144A Fqnr;
R-OE: Registration: 144Z Napq;
Pricing Speed
12 NIR - Xmytmrnt 10% Ntjnr-Fm Nntt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1QL | MIQ | 892.600 | 9.63 | Qww | CCC | - | UUU | - | - | - | Oyith | YBSO | - | 30 | 3.08% | 3.102% | 69.66244 |
| Q-MA | LTU | 98.000 | 8.71 | HV | HQ | - | YY | - | - | - | Oqtcx | Owzny | - | 115 | 4.13% | 4.167% | 62.95289 |
| D-2SZ | AZB | 428.500 | 9.93 | Mee | EEE | - | YYY | - | - | - | Qioqv | Kkmgo | - | 65 | 3.59% | 3.627% | 66.39920 |
Tranche Comments
J-1QL: Registration: 144T Wmqy;
D-2SZ: Registration: 144N Ffdc;
Q-MA: Registration: 144R Wglj;
Pricing Speed
12 XZY Zycuqrwj 10% Xjbwr-Ky Xwjj