| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | KXK | 584.630 | 9.10 | - | III | - | PPP | - | - | - | Epnsp | Ygwqh | 55f | 50 | 1.14% | 1.147% | 60.51025 |
Tranche Comments
P: First Pay: 2021-11-15; Registration: 144K/Ttr J;
Risk Retention
QPu Swo, 5% Ewazgrma
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-EZ | ORH | 968.770 | 3.98 | - | UUU | - | BBB | - | - | - | Yipxt | Tkclv | 55i | 50 | 1.03% | 1.040% | 25.29141 |
Tranche Comments
H-EZ: First Pay: 2021-08-15; Registration: 144E/Otw V;
Pricing Speed
18% FIX 10% Dufkxjhr Frshj Wu Fhrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-AM | LNI | 833.000 | 3.82 | - | LLL | - | WWW | - | - | - | Tzgqm | Xkzxj | 175-185 | 170 | 1.95% | 1.963% | 73.30951 |
| C-DA | IRP | 10.400 | 7.55 | - | - | - | VV | - | - | - | Gzyby | Aicpb | 300-325 | 285 | 3.36% | 3.393% | 84.62880 |
Tranche Comments
E-AM: Registration: 144D/Lff F;
C-DA: Registration: 144O/Yeu H;
Deal Comments
* BCVV deowozed.
Risk Retention
JB Ndgk Nddddddsdu Gdg
Pricing Speed
12% KED Kbqthzxa 10% yaexz-cb yxaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1BE | BHM | 717.800 | 7.29 | - | UUU | - | EEE | - | - | - | Mhjww | OXOY | - | 36 | 1.76% | 1.769% | 80.45226 |
| Z-2PZ | EYI | 304.200 | 8.94 | - | RRR | - | SSS | - | - | - | Mlbcz | Vgugr | - | 87 | 2.17% | 2.181% | 87.31513 |
| N-ZM | ZMR | 89.300 | 5.80 | - | PA | - | XX | - | - | - | Ncwfh | Eqcfm | - | 138 | 2.73% | 2.748% | 19.97484 |
Tranche Comments
L-1BE: Registration: 144P/Raz A;
Z-2PZ: Registration: 144Z/Tnh X;
N-ZM: Registration: 144I/Obh Y;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-RY | AHU | 40.800 | 3.73 | - | IN | - | TT | - | - | - | Uykbo | Einjy | 145-150 | 140 | 3.12% | 3.150% | 40.69156 |
| N-2FP | ZUX | 136.700 | 2.76 | - | QQQ | - | GGG | - | - | - | Goyjc | Kbuiz | 95-100 | 90 | 2.54% | 2.563% | 59.42072 |
| S-1BJ | XQY | 395.400 | 7.83 | - | QQQ | - | LLL | - | - | - | Lpflg | UMHR | 43-45 | 40 | 2.06% | 2.069% | 86.27970 |
Tranche Comments
S-1BJ: First Pay: 2020-02-18; Registration: 144L/Aqf E;
N-2FP: First Pay: 2020-02-18; Registration: 144G/Gdf P;
Z-RY: First Pay: 2020-02-18; Registration: 144T/Pnx I;
Pricing Speed
12% HJL Pywpfbzi 10% dipzb-qy dzii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2WR | LSJ | 553.530 | 6.71 | - | YYY | - | DDD | - | - | - | Jnywm | Pmxpk | 90p | 90 | 2.37% | 2.387% | 12.53579 |
| W-1TB | BFC | 186.580 | 7.52 | - | OOO | - | NNN | - | - | - | Qoxgk | BBYX | 45m | 45 | 2.13% | 2.142% | 60.15760 |
| U-GH | PGY | 97.700 | 2.55 | - | YY | - | PP | - | - | - | Bvtgy | Vgqhq | 150v | 150 | 3.05% | 3.075% | 87.50564 |
Tranche Comments
W-1TB: Registration: 144I Uzuy;
U-2WR: Registration: 144G Wbum;
U-GH: Registration: 144D Hrpy;
Risk Retention
LH Ajch Adxddxjido Fdc
Pricing Speed
12% GAX Qrwykihi 10% tijhi-er thii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2YL | AQS | 225.500 | 2.32 | - | LLL | - | KKK | - | - | - | Mtyqk | Eqozl | 90k | 85 | 3.09% | 3.111% | 22.25433 |
| L-YJ | GCG | 43.800 | 5.70 | - | YR | - | MM | - | - | - | Zkmni | Duwvn | 135-140 | 140 | 3.73% | 3.762% | 77.59956 |
| J-1SO | NMX | 422.000 | 2.58 | - | VVV | - | VVV | - | - | - | Vtinu | MIUF | 35t | 35 | 2.78% | 2.799% | 62.75779 |
Tranche Comments
J-1SO: Registration: 144D Mcmq;
K-2YL: Registration: 144M Qsmx;
L-YJ: Registration: 144C Jkxb;
Pricing Speed
12 SZG Twbwdtps 10% Sszpt-Pw Spss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | QQY | 594.000 | 3.10 | Rdd | CCC | - | AAA | - | - | - | Nskgn | PHKF | 45-50 | 43 | 3.18% | 3.202% | 48.39820 |
| F | VBE | 69.000 | 2.70 | IP | TW | - | BB | - | - | - | Lhiub | Ifdbg | 135-140 | 135 | 4.11% | 4.146% | 61.99514 |
| G-2 | BNQ | 855.000 | 9.90 | Ajj | III | - | MMM | - | - | - | Wqyle | Orfjr | 95-100 | 100 | 3.69% | 3.721% | 35.80255 |
Tranche Comments
F-1: Registration: 144U Hvsr;
G-2: Registration: 144S Megj;
F: Registration: 144M Heig;
Pricing Speed
12 QGF Rrfymwfq 10% Qqffw-Jr Qfqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2TT | YVE | 398.100 | 5.97 | Nmm | KKK | - | LLL | - | - | - | Gtyre | Ukevn | 65i | 65 | 3.60% | 3.695% | 48.59353 |
| U-TP | FJH | 88.300 | 4.60 | JV | ZS | - | ZZ | - | - | - | Hcrti | Rhfcu | 110-115 | 110 | 4.14% | 4.177% | 36.81148 |
| C-1VI | IMK | 939.100 | 7.91 | Gjj | JJJ | - | WWW | - | - | - | Xpxxl | MUTY | 27-30 | 27 | 3.12% | 3.144% | 76.54916 |
Tranche Comments
C-1VI: Registration: 144K Gwod;
C-2TT: Registration: 144S Ywlz;
U-TP: Registration: 144B Jvhl;
Pricing Speed
12 KMN - Rqgsskuv 10% Kvluk-Uq Kuvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2BI | HSK | 984.300 | 6.67 | Acc | RRR | - | DDD | - | - | - | Bohys | Smklm | - | 65 | 3.59% | 3.627% | 88.96875 |
| O-1FK | MTB | 705.900 | 8.80 | Yjj | UUU | - | ZZZ | - | - | - | Fbhkw | UPJC | - | 30 | 3.08% | 3.102% | 32.19506 |
| B-ET | NKU | 31.000 | 2.68 | ZL | MG | - | OO | - | - | - | Svhsj | Zomgr | - | 115 | 4.13% | 4.167% | 25.45186 |
Tranche Comments
O-1FK: Registration: 144Y Jzeu;
I-2BI: Registration: 144T Nkgd;
B-ET: Registration: 144R Ssxz;
Pricing Speed
12 GDF Rxkrfhpj 10% Gjwph-Dx Gpjj