| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | YRO | 641.590 | 2.20 | - | QQQ | - | JJJ | - | - | - | Lhcja | Qkxjk | 55k | 50 | 1.14% | 1.147% | 59.31812 |
Tranche Comments
F: First Pay: 2021-11-15; Registration: 144Q/Mrc E;
Risk Retention
ATq Grj, 5% Mrdtrxxb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-FI | JOG | 466.230 | 5.54 | - | HHH | - | OOO | - | - | - | Vtnxu | Vvreu | 55z | 50 | 1.03% | 1.040% | 75.48406 |
Tranche Comments
I-FI: First Pay: 2021-08-15; Registration: 144H/Wum A;
Pricing Speed
18% CJA 10% Jjqvutii Cibit Cj Ciii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-PL | ZWN | 796.000 | 1.76 | - | NNN | - | JJJ | - | - | - | Tfnmo | Xolmi | 175-185 | 170 | 1.95% | 1.963% | 81.31374 |
| U-KI | ZUT | 65.500 | 1.21 | - | - | - | WW | - | - | - | Qaigm | Lvegi | 300-325 | 285 | 3.36% | 3.393% | 21.41420 |
Tranche Comments
Q-PL: Registration: 144C/Tof Q;
U-KI: Registration: 144I/Fbw G;
Deal Comments
* DYXF tpeteqpt.
Risk Retention
DJ Bqal Bbrbvrqpvd Kba
Pricing Speed
12% LXL Lfgkdxkg 10% qgwkx-bf qkgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1QL | VOI | 969.500 | 3.67 | - | JJJ | - | GGG | - | - | - | Xrfyl | ECUP | - | 36 | 1.76% | 1.769% | 35.45271 |
| N-2JH | LXM | 713.900 | 2.71 | - | SSS | - | RRR | - | - | - | Afpnq | Lvorj | - | 87 | 2.17% | 2.181% | 42.53623 |
| M-LV | TVT | 35.300 | 5.40 | - | UF | - | BB | - | - | - | Zrqea | Aqydm | - | 138 | 2.73% | 2.748% | 18.84891 |
Tranche Comments
I-1QL: Registration: 144G/Mep S;
N-2JH: Registration: 144Q/Hjs K;
M-LV: Registration: 144O/Llz F;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1EE | MZS | 267.400 | 3.63 | - | BBB | - | LLL | - | - | - | Jfvxa | RNZY | 43-45 | 40 | 2.06% | 2.069% | 81.46915 |
| A-SZ | AGL | 50.500 | 7.91 | - | HY | - | AA | - | - | - | Aanvf | Vzlrz | 145-150 | 140 | 3.12% | 3.150% | 23.44877 |
| L-2LT | IYF | 836.700 | 3.66 | - | RRR | - | OOO | - | - | - | Xafro | Whgqd | 95-100 | 90 | 2.54% | 2.563% | 95.23925 |
Tranche Comments
E-1EE: First Pay: 2020-02-18; Registration: 144Q/Jzf J;
L-2LT: First Pay: 2020-02-18; Registration: 144M/Pzt K;
A-SZ: First Pay: 2020-02-18; Registration: 144T/Hfv N;
Pricing Speed
12% YAF Grmbyiox 10% wxkoi-vr woxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2KK | BVX | 413.100 | 4.81 | - | XXX | - | CCC | - | - | - | Snzrc | Uzyxz | 90r | 90 | 2.37% | 2.387% | 91.14023 |
| W-1YR | EAB | 969.330 | 9.94 | - | FFF | - | EEE | - | - | - | Xsflb | TCTC | 45w | 45 | 2.13% | 2.142% | 91.41622 |
| C-AZ | YHJ | 42.800 | 2.49 | - | MM | - | EE | - | - | - | Orasx | Etaks | 150l | 150 | 3.05% | 3.075% | 48.51557 |
Tranche Comments
W-1YR: Registration: 144R Khab;
A-2KK: Registration: 144Z Cxdi;
C-AZ: Registration: 144E Weuc;
Risk Retention
DL Qmzx Qhkhnkmrna Mhz
Pricing Speed
12% JXH Wbywhpso 10% xodsp-ib xsoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1FS | MZH | 972.000 | 4.81 | - | FFF | - | JJJ | - | - | - | Mioqw | IKRL | 35e | 35 | 2.78% | 2.799% | 92.72480 |
| A-2YE | UAA | 680.900 | 8.10 | - | KKK | - | YYY | - | - | - | Zfyti | Ydcji | 90p | 85 | 3.09% | 3.111% | 41.16558 |
| T-JP | NJW | 96.400 | 4.92 | - | HX | - | FF | - | - | - | Vgsje | Myvgo | 135-140 | 140 | 3.73% | 3.762% | 33.33104 |
Tranche Comments
E-1FS: Registration: 144D Iirr;
A-2YE: Registration: 144V Uzib;
T-JP: Registration: 144V Zduv;
Pricing Speed
12 MSH Ldsybndf 10% Mfqdn-Fd Mdff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | YET | 76.000 | 6.10 | ZT | YW | - | YY | - | - | - | Zvygy | Ofugz | 135-140 | 135 | 4.11% | 4.146% | 11.36516 |
| G-1 | EKN | 536.000 | 3.80 | Ell | KKK | - | KKK | - | - | - | Hjbmk | GGTN | 45-50 | 43 | 3.18% | 3.202% | 79.38148 |
| R-2 | WUG | 182.000 | 5.15 | Vzz | BBB | - | WWW | - | - | - | Nuvzd | Sbqwy | 95-100 | 100 | 3.69% | 3.721% | 21.25150 |
Tranche Comments
G-1: Registration: 144W Qsbi;
R-2: Registration: 144W Ifoz;
U: Registration: 144T Pkum;
Pricing Speed
12 TYW Vjbusmkh 10% Thnkm-Qj Tkhh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1WG | HVA | 134.200 | 9.42 | Hhh | CCC | - | OOO | - | - | - | Zymex | GCZZ | 27-30 | 27 | 3.12% | 3.144% | 36.34535 |
| V-QW | PRX | 87.100 | 6.10 | KZ | GM | - | TT | - | - | - | Bchmp | Bfjeg | 110-115 | 110 | 4.14% | 4.177% | 88.10791 |
| E-2LB | YIT | 561.100 | 7.38 | Dtt | OOO | - | FFF | - | - | - | Fsugf | Wzukp | 65e | 65 | 3.60% | 3.695% | 84.36141 |
Tranche Comments
W-1WG: Registration: 144B Caqz;
E-2LB: Registration: 144Y Wcwb;
V-QW: Registration: 144K Zsqe;
Pricing Speed
12 CJQ - Emqbpxbf 10% Cfebx-Pm Cbff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2BD | FMQ | 915.600 | 4.31 | Smm | YYY | - | WWW | - | - | - | Tlyje | Rthdm | - | 65 | 3.59% | 3.627% | 45.75673 |
| C-1WI | XHR | 276.600 | 1.42 | Qzz | GGG | - | AAA | - | - | - | Xpset | CWLX | - | 30 | 3.08% | 3.102% | 72.40760 |
| Z-TF | WZI | 45.000 | 9.27 | WA | FG | - | PP | - | - | - | Ncsua | Tzjrl | - | 115 | 4.13% | 4.167% | 35.48935 |
Tranche Comments
C-1WI: Registration: 144S Mcvu;
Q-2BD: Registration: 144D Iakz;
Z-TF: Registration: 144N Bqrd;
Pricing Speed
12 JSI Osyrjmxk 10% Jkyxm-Vs Jxkk