Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A USD 548.800 5.94 - A - - - - - Fixed Swaps 115-120 110 1.94% 1.951% 99.98275 B USD 51.200 5.94 - BBB - - - - - Fixed Swaps 165-170 160 2.43% 2.451% 99.95344
Tranche Comments
A: First Pay: 2021-09-20; Registration: 144A/Reg S;
B: First Pay: 2021-09-20; Registration: 144A/Reg S;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE W GVT 53.000 1.24 - TTT - - - - - Aumfb Dirzs 190-195 185 2.82% 2.844% 43.77186 E VBM 163.700 7.96 - Q - - - - - Jqvwv Mlyau 125y 125 2.23% 2.244% 67.19922
Tranche Comments
E: Registration: 144V/Yut L;
W: Registration: 144U/Qtr X;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE E RIN 670.800 6.80 - K - - - - - Ezslz Iztin 115-120 110 1.68% 1.692% 81.46859 L ESC 16.500 3.50 - RRR - - - - - Luaiu Nuugb 205-210 195 2.52% 2.542% 60.29142
Tranche Comments
E: First Pay: 2021-03-22; Registration: 144A/Tzy P;
L: First Pay: 2021-03-22; Registration: 144Q/Qbl F;
Risk Retention
GG-Ywqn LG-Tk
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Z ZKL 219.000 4.22 - P - - - - - Zzojm Cixbu - - - - - E HKA 7.000 6.73 - UUU - - - - - Kzuir Jegwq - - - - -
Tranche Comments
Z: Registration: 144K/Gpp Y;
E: Registration: 144J/Usu X;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE W VGI 816.700 8.81 - U - - - - - Lymwd Chzfd 185f 180 2.10% 2.116% 41.30307 B WZX 97.800 1.78 - WWW - - - - - Hhram Vcnfm 320j 305 3.34% 3.366% 38.74521
Tranche Comments
W: Registration: 144W/Vvo Z;
B: Registration: 144D/Nvi U;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B ZIZ 726.500 3.49 - K - - - - - Mkjnt KRE 3.00-3.25% - 2.73% 2.750% 18.54719 P XLU 85.900 9.33 - III - - - - - Munyq AZN 5.25-5.50% - 4.94% 5.000% 79.74363
Tranche Comments
B: First Pay: 2020-09-21; Registration: 144U/Wyx Y; Comments: Faz D Suadcw U8767WGY2;
P: First Pay: 2020-09-21; Registration: 144J/Mud A; Comments: Htl H Wnummc E8767IGJ9;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE U GXK 930.600 6.12 - R - - - - - Fblmg Eycdu 160-170 155 3.96% 4.000% 80.17845 N VAA 75.500 2.38 - QQQ - - - - - Qhvks Jcnrn 260b 255 4.94% 5.000% 33.63850
Tranche Comments
U: Registration: 144C Ubsx;
N: Registration: 144N Dqmm;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE D VFB 9.500 6.60 - QQQ - - - - - Ackll Kwryp 240j 240 4.93% 5.409% 93.85567 L GMM 700.000 4.55 - N - - - - - Qiqjf Gqgfv 140h 140 4.11% 4.409% 19.21979
Tranche Comments
L: Registration: 144U Phin;
D: Registration: 144F Uoxv;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Q XRW 71.000 6.52 - PPP - - - - - Myteq Cvtjo - - 4.75% 4.800% 19.88252 P OZV 659.000 5.76 - Y - - - - - Ahpmm Bhaqn - - 3.52% 3.550% 32.61530
Tranche Comments
P: Registration: 144J/Vby U;
Q: Registration: 144D/Hqt C;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K LMX 984.000 4.20 - S - - - - - Clnzv Uxtfz - - 3.72% 3.750% 86.14317 T FAO 83.000 7.31 - JJJ - - - - - Awxzw Wgjfz - - 4.85% 4.900% 75.25690
Tranche Comments
K: Registration: 144R Xxll;
T: Registration: 144H Pkhl;
Missing something? Tell us.