| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1C | BVT | 179.000 | 4.93 | Rvv | II+ | - | WWW | - | - | - | Fztjg | Pbqrq | - | 55 | 1.77% | 1.785% | 37.13495 |
| O-1V | ULX | 323.100 | 7.32 | Ytt | EE+ | - | OOO | - | - | - | Yqkweuau | 1yC | - | 50 | 1jM+50 | - | 642.00000 |
| S | CXP | 38.400 | 43.34 | Qpp | HJ | - | WWW | - | - | - | Nmbrmzdw | 1cQ | - | 105 | 1zT+105 | - | 585.00000 |
Tranche Comments
C-1C: First Pay: 2021-12-27; Registration: 144A/Fxr F;
O-1V: First Pay: 2021-12-27; Registration: 144H/Vcu W;
S: First Pay: 2021-12-27; Registration: 144K/Mqh A;
Risk Retention
ZA - Xfh, FZ - Qj
Pricing Speed
100% QQJ tp 10% ggjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1Y | YYW | 999.100 | 5.73 | Aqq | FF+ | - | MMM | - | - | - | Gdjefeyg | 1rG | 57-60 | 55 | 1dQ+55 | - | 765.00000 |
| I-1I | ZEJ | 597.000 | 3.97 | Mff | VV+ | - | BBB | - | - | - | Btwbd | Xeckc | 57-60 | 55 | 1.68% | 1.691% | 79.15093 |
| O | TKK | 28.700 | 26.88 | Vaa | OF | - | LLL | - | - | - | Hbyzevin | 1gM | - | 135 | 1eA+135 | - | 833.00000 |
Tranche Comments
I-1I: First Pay: 2021-06-25; Registration: 144B/Xsy W;
E-1Y: First Pay: 2021-06-25; Registration: 144M/Bzr U;
O: First Pay: 2021-06-25; Registration: 144Z/Hiq Q; Comments: Tqq-qkxoqo;
Risk Retention
TI - Jmx, IT - Qn
Pricing Speed
100% PPV bh 10% xbgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1K | FOX | 575.000 | 6.80 | Tyy | OO+ | - | JJJ | - | - | - | Ygtkt | Dnmxg | 65-70 | 60 | - | 1.319% | 40.27655 |
| Y | XOI | 54.800 | 71.48 | Add | GD | - | III | - | - | - | Xfqpqkke | 1cD | - | 145 | 1rJ+145 | - | 627.00000 |
| Z-1W | VVW | 964.300 | 4.63 | Rcc | OO+ | - | WWW | - | - | - | Acpolepx | 1qL | 65-70 | 60 | 1uA+60 | - | 741.00000 |
Tranche Comments
K-1K: First Pay: 2021-04-26; Registration: 144T/Jlb M;
Z-1W: First Pay: 2021-04-26; Registration: 144U/Ksh G;
Y: First Pay: 2021-04-26; Registration: 144T/Pcm L; Comments: Aze-ujzoef;
Risk Retention
XP -Tqkt VX - Zx
Pricing Speed
100% VVE xp 10% gwrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | QMS | 43.000 | 53.90 | Pcc | CZ | - | YYY | - | - | - | Mqrdzuyo | 1iS | - | 210 | 1yK+210 | - | 834.00000 |
| L-1L | VWF | 340.000 | 9.30 | Qtt | DD+ | - | SSS | - | - | - | Gzhsy | Nttrf | 95-100 | 90 | 1.32% | 1.333% | 25.15895 |
| L-1Z | GOE | 551.400 | 1.20 | Ivv | DD+ | - | PPP | - | - | - | Luuujuds | 1xD | 95-100 | 90 | 1dP+90 | - | 261.00000 |
Tranche Comments
L-1L: First Pay: 2020-12-28; Registration: 144T/Mwx N;
L-1Z: First Pay: 2020-12-28; Registration: 144O/Gnb W;
F: First Pay: 2020-12-28; Registration: 144E/Det A; Comments: Whh-Wynbhl;
Risk Retention
PJ-Xqdx SP-Zg
Pricing Speed
100% OOE ua 10% Eqaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | CMI | 39.600 | 76.12 | Coo | UW | - | VVV | - | - | - | Yjevbize | 1iV | - | 225 | 1mS+225 | - | 951.00000 |
| V-1V | LKZ | 983.000 | 6.45 | Ntt | WW+ | - | PPP | - | - | - | Nbiyr | Fwtbl | - | 105 | 1.31% | 1.314% | 10.20778 |
| U-1C | ZFO | 236.000 | 8.95 | Zss | CC+ | - | NNN | - | - | - | Oyqdeznn | 1vT | 115y | 105 | 1eL+105 | - | 922.00000 |
Tranche Comments
V-1V: First Pay: 2020-10-26; Registration: 144I/Glv S; Comments: Iby H Jwzqks D6382RGG5. Yqb-Yhimbf.;
U-1C: First Pay: 2020-10-26; Registration: 144P/Itf R; Comments: Kne H Sdatyz F6382OUO3;
C: First Pay: 2020-10-26; Registration: 144H/Ruv I; Comments: Dve J Wwnzxs G6382USW1. Bfv-Bpzjvu.;
Risk Retention
PF-Cupk FP-Vf
Pricing Speed
100% UUT nf 10% Tynn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2 | QLE | 933.700 | 8.42 | Umm | SS+ | - | FFF | - | - | - | Zxzrajsw | 1eN | 81 | 81 | 1rL+81 | - | 543.00000 |
| B-1 | CUB | 297.500 | 1.00 | Ljj | MMM | - | RRR | - | - | - | Qfurrziy | 1xW | 28 | 28 | 1fV+28 | - | 452.00000 |
| R | RJW | 8.000 | 3.82 | Mff | WW | - | LLL | - | - | - | Tqkrksvy | 1cC | - | 160 | 1vD+160 | - | 882.00000 |
Tranche Comments
B-1: First Pay: 2019-12-26; Registration: 144Q/Boa U;
D-2: First Pay: 2019-12-26; Registration: 144X/Fhh C;
R: First Pay: 2019-12-26; Registration: 144T/Xyh U;
Risk Retention
XK Hvysvowqt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | JQB | 99.700 | 22.70 | Lzz | PP | - | NNN | - | - | - | Qwqwmzcd | 1sN | - | 155 | 1jF+155 | - | 487.00000 |
| C | EKY | 842.100 | 5.54 | Iqq | AA+ | - | OOO | - | - | - | Reevrklv | 1mV | - | 83 | 1oL+83 | - | 622.00000 |
Tranche Comments
C: First Pay: 2019-11-25; Registration: 144W/Gjb T;
W: First Pay: 2019-11-25; Registration: 144Y/Yal S;
Pricing Speed
100% OOO xq Ooqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N1 | QIN | 257.000 | 1.10 | Buu | TTT | - | CCC | - | - | - | Ybbhsqle | 1gC | 27-30 | 27 | 1qF+27 | - | 367.00000 |
| O | VPV | 58.700 | 78.40 | Aqq | Y | - | VV | - | - | - | Hpcjbsai | 1hQ | 145j | 145 | 1sJ+145 | - | 457.00000 |
| D2 | XRW | 612.800 | 4.00 | Dcc | FFF | - | XXX | - | - | - | Nxhvebqs | 1tM | 100i | 100 | 1bO+100 | - | 707.00000 |
Tranche Comments
N1: First Pay: 2019-06-25; Registration: 144T/Yml D;
D2: First Pay: 2019-06-25; Registration: 144H/Xhf B;
O: First Pay: 2019-06-25; Registration: 144O/Nso N;
Collateral
100% XXQED (19.55% zvgkc)
Pricing Speed
100% BBF, 10% FHWW
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2 | LZO | 910.700 | 8.00 | Xdd | YY+ | - | SSS | - | - | - | Qbjhzrbz | 1oE | 90-95 | 90 | 1hS+90 | - | 47.19830 |
| O-1 | OQS | 316.000 | 6.50 | Gjj | JJJ | - | XXX | - | - | - | Lrpmhzob | 1gG | 35-37 | 33 | 1kB+33 | - | 305.00000 |
| W | TSW | 77.700 | 26.24 | Uxx | A | - | VV | - | - | - | Vyuxzeaa | 1uG | 150x | 145 | 1zC+145 | - | 288.00000 |
Tranche Comments
O-1: First Pay: 2019-03-25; Registration: 144N/Jrj B;
V-2: First Pay: 2019-03-25; Registration: 144I/Rvu W;
W: First Pay: 2019-03-25; Registration: 144C/Edr I;
Pricing Speed
100% OOB jq Bsrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2 | AJZ | 934.700 | 9.00 | Taa | II+ | - | VVV | - | - | - | Wehlfyxf | 1jD | 68-70 | 68 | 1eX+68 | - | 868.00000 |
| T-1 | JAW | 584.000 | 8.24 | Gxx | FFF | - | AAA | - | - | - | Oyzjlabu | 1xE | 25-27 | 25 | 1aA+25 | - | 506.00000 |
| R | OJW | 54.700 | 17.30 | Jhh | BB | - | BB | - | - | - | Sweeltmt | 1dA | - | 130 | 1dC+130 | - | 958.00000 |
Tranche Comments
T-1: First Pay: 2018-11-26; Registration: 144F/Gow K;
C-2: First Pay: 2018-11-26; Registration: 144T/Xiz L;
R: First Pay: 2018-11-26; Registration: 144P/Kjr Q;
Pricing Speed
100% XXE qt Ebww