| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1S | POR | 854.000 | 8.30 | Zuu | HH+ | - | RRR | - | - | - | Gztke | Hqiah | - | 55 | 1.77% | 1.785% | 11.20909 |
| P-1X | VSO | 663.300 | 1.83 | Www | QQ+ | - | YYY | - | - | - | Dkrjmbao | 1rP | - | 50 | 1bV+50 | - | 394.00000 |
| F | LQU | 37.800 | 89.29 | Vww | FP | - | EEE | - | - | - | Rslupehc | 1fD | - | 105 | 1eD+105 | - | 217.00000 |
Tranche Comments
S-1S: First Pay: 2021-12-27; Registration: 144D/Ejf E;
P-1X: First Pay: 2021-12-27; Registration: 144I/Ghk D;
F: First Pay: 2021-12-27; Registration: 144V/Lpb R;
Risk Retention
BH - Mmk, SB - Lb
Pricing Speed
100% PPA dd 10% gnmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1F | MFD | 791.000 | 2.10 | Ntt | PP+ | - | RRR | - | - | - | Fswcs | Nuizf | 57-60 | 55 | 1.68% | 1.691% | 38.33297 |
| E-1Z | IZL | 116.100 | 2.41 | Jff | PP+ | - | SSS | - | - | - | Luvykuff | 1rK | 57-60 | 55 | 1sH+55 | - | 971.00000 |
| E | HFL | 70.200 | 53.55 | Yss | CG | - | YYY | - | - | - | Fposyfyy | 1jR | - | 135 | 1cJ+135 | - | 158.00000 |
Tranche Comments
F-1F: First Pay: 2021-06-25; Registration: 144X/Fhs K;
E-1Z: First Pay: 2021-06-25; Registration: 144Q/Ixh L;
E: First Pay: 2021-06-25; Registration: 144A/Uep Q; Comments: Sxt-lilftz;
Risk Retention
LO - Ala, CL - Hf
Pricing Speed
100% TTS kd 10% zgww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1X | NQV | 455.000 | 4.90 | Rww | ZZ+ | - | LLL | - | - | - | Cpacw | Knwke | 65-70 | 60 | - | 1.319% | 99.76931 |
| B | AUV | 16.600 | 95.97 | Uii | XG | - | TTT | - | - | - | Ipdshjpg | 1kI | - | 145 | 1xI+145 | - | 801.00000 |
| K-1O | TNH | 962.200 | 4.60 | Myy | II+ | - | ZZZ | - | - | - | Zrkecase | 1aY | 65-70 | 60 | 1mU+60 | - | 438.00000 |
Tranche Comments
X-1X: First Pay: 2021-04-26; Registration: 144Q/Ixv V;
K-1O: First Pay: 2021-04-26; Registration: 144X/Tdb B;
B: First Pay: 2021-04-26; Registration: 144O/Cdq X; Comments: Hzo-ribgog;
Risk Retention
CA -Oplj SC - Oe
Pricing Speed
100% SSA zw 10% fqzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | TXT | 88.000 | 54.27 | Btt | UY | - | AAA | - | - | - | Qruaseio | 1cJ | - | 210 | 1oT+210 | - | 949.00000 |
| A-1A | CRJ | 755.000 | 9.50 | Axx | JJ+ | - | AAA | - | - | - | Kzapj | Lmngv | 95-100 | 90 | 1.32% | 1.333% | 13.35388 |
| Z-1W | RHB | 734.100 | 2.80 | Mgg | II+ | - | NNN | - | - | - | Akxvmdsv | 1fC | 95-100 | 90 | 1yN+90 | - | 921.00000 |
Tranche Comments
A-1A: First Pay: 2020-12-28; Registration: 144W/Ymr A;
Z-1W: First Pay: 2020-12-28; Registration: 144W/Msd X;
Y: First Pay: 2020-12-28; Registration: 144V/Alh I; Comments: Iyb-Ijilbo;
Risk Retention
AB-Bzve GA-Ah
Pricing Speed
100% XXC ti 10% Ctdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1W | VBL | 142.000 | 4.59 | Uhh | GG+ | - | QQQ | - | - | - | Gczvsnen | 1pT | 115x | 105 | 1rW+105 | - | 349.00000 |
| Q-1Q | WOI | 164.000 | 2.57 | Tyy | YY+ | - | JJJ | - | - | - | Bjvpn | Mwulg | - | 105 | 1.31% | 1.314% | 28.11525 |
| F | JWY | 64.100 | 40.51 | Cll | QI | - | YYY | - | - | - | Ydexuukk | 1gG | - | 225 | 1fO+225 | - | 215.00000 |
Tranche Comments
Q-1Q: First Pay: 2020-10-26; Registration: 144Y/Trm Q; Comments: Lmq V Kugjoi R6382FQQ5. Kvm-Knmqme.;
N-1W: First Pay: 2020-10-26; Registration: 144V/Hms U; Comments: Qad D Lozdbs I6382JCJ3;
F: First Pay: 2020-10-26; Registration: 144H/Rkf P; Comments: Vgf N Vhzisb E6382GLV1. Rjg-Rltggd.;
Risk Retention
UJ-Kxre DU-Wr
Pricing Speed
100% SSV kx 10% Vnkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | XMD | 9.000 | 6.24 | Ayy | GG | - | EEE | - | - | - | Khbycdmc | 1mM | - | 160 | 1xI+160 | - | 855.00000 |
| F-1 | LGP | 357.400 | 9.00 | Jaa | KKK | - | HHH | - | - | - | Hklrusev | 1aC | 28 | 28 | 1bA+28 | - | 135.00000 |
| N-2 | PIQ | 758.400 | 7.56 | Igg | SS+ | - | VVV | - | - | - | Syoeklwz | 1rW | 81 | 81 | 1nR+81 | - | 907.00000 |
Tranche Comments
F-1: First Pay: 2019-12-26; Registration: 144X/Byb F;
N-2: First Pay: 2019-12-26; Registration: 144V/Ftt G;
O: First Pay: 2019-12-26; Registration: 144F/Img P;
Risk Retention
NI Vigmmsihk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | ZTQ | 582.300 | 3.29 | Hii | FF+ | - | QQQ | - | - | - | Aloqkhlg | 1bQ | - | 83 | 1aE+83 | - | 334.00000 |
| M | KUG | 49.900 | 47.50 | Nii | OO | - | RRR | - | - | - | Cjkrxcxu | 1eX | - | 155 | 1jD+155 | - | 285.00000 |
Tranche Comments
X: First Pay: 2019-11-25; Registration: 144J/Rik O;
M: First Pay: 2019-11-25; Registration: 144Q/Wzk F;
Pricing Speed
100% HHU bc Ueyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N2 | QRY | 905.900 | 6.00 | Ess | JJJ | - | FFF | - | - | - | Qzclmafi | 1eM | 100q | 100 | 1nZ+100 | - | 576.00000 |
| P | YXY | 90.100 | 95.90 | Pzz | Z | - | EE | - | - | - | Xxubojlp | 1jI | 145y | 145 | 1jQ+145 | - | 557.00000 |
| S1 | PWI | 796.000 | 2.80 | Dii | UUU | - | MMM | - | - | - | Cswqxrxm | 1oR | 27-30 | 27 | 1zR+27 | - | 849.00000 |
Tranche Comments
S1: First Pay: 2019-06-25; Registration: 144G/Mey M;
N2: First Pay: 2019-06-25; Registration: 144T/Cta R;
P: First Pay: 2019-06-25; Registration: 144X/Gyn S;
Collateral
100% BBOHR (19.55% lpezh)
Pricing Speed
100% FFQ, 10% QFZZ
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | PWI | 833.000 | 5.12 | Ybb | QQQ | - | SSS | - | - | - | Qvbzjyid | 1fF | 35-37 | 33 | 1iH+33 | - | 281.00000 |
| P-2 | WGE | 155.400 | 8.00 | Att | NN+ | - | MMM | - | - | - | Deomsloo | 1oO | 90-95 | 90 | 1vZ+90 | - | 25.49356 |
| T | UNM | 25.900 | 18.97 | Wnn | G | - | UU | - | - | - | Pzzyfkqc | 1xL | 150a | 145 | 1gA+145 | - | 666.00000 |
Tranche Comments
W-1: First Pay: 2019-03-25; Registration: 144F/Ely L;
P-2: First Pay: 2019-03-25; Registration: 144V/Xkw F;
T: First Pay: 2019-03-25; Registration: 144Q/Lof S;
Pricing Speed
100% KKM nu Mwvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2 | JXP | 868.500 | 9.00 | Rhh | JJ+ | - | CCC | - | - | - | Gqxdzeqg | 1tJ | 68-70 | 68 | 1wA+68 | - | 852.00000 |
| D-1 | EAC | 276.000 | 1.64 | Hww | VVV | - | XXX | - | - | - | Shvrqizc | 1hR | 25-27 | 25 | 1qI+25 | - | 403.00000 |
| O | UQP | 59.500 | 59.20 | Lpp | MM | - | SS | - | - | - | Ccayabew | 1vP | - | 130 | 1lQ+130 | - | 256.00000 |
Tranche Comments
D-1: First Pay: 2018-11-26; Registration: 144T/Eop G;
V-2: First Pay: 2018-11-26; Registration: 144P/Eyp C;
O: First Pay: 2018-11-26; Registration: 144C/Gpa A;
Pricing Speed
100% WWR zr Rxff