| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | CHA | 66.800 | 71.83 | Vgg | KJ | - | ZZZ | - | - | - | Pldwwcpw | 1cI | - | 105 | 1rP+105 | - | 415.00000 |
| B-1B | ISF | 667.000 | 6.18 | Ojj | EE+ | - | EEE | - | - | - | Tnsot | Zkuwq | - | 55 | 1.77% | 1.785% | 10.96782 |
| Z-1W | LYX | 242.700 | 6.48 | Dll | BB+ | - | TTT | - | - | - | Fspmorlm | 1vK | - | 50 | 1nY+50 | - | 935.00000 |
Tranche Comments
B-1B: First Pay: 2021-12-27; Registration: 144Z/Ofh X;
Z-1W: First Pay: 2021-12-27; Registration: 144C/Hdx Z;
K: First Pay: 2021-12-27; Registration: 144C/Lsr X;
Risk Retention
VX - Ajx, BV - Cf
Pricing Speed
100% VVL no 10% brii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1G | OGZ | 580.900 | 4.15 | Iii | ZZ+ | - | EEE | - | - | - | Dxjyftps | 1bQ | 57-60 | 55 | 1kO+55 | - | 397.00000 |
| B | WSK | 41.600 | 65.21 | Gjj | XG | - | KKK | - | - | - | Oqahkanp | 1vF | - | 135 | 1tB+135 | - | 593.00000 |
| V-1V | MLE | 935.000 | 8.82 | Mbb | SS+ | - | PPP | - | - | - | Oqjqi | Meifr | 57-60 | 55 | 1.68% | 1.691% | 81.62499 |
Tranche Comments
V-1V: First Pay: 2021-06-25; Registration: 144P/Nbz O;
F-1G: First Pay: 2021-06-25; Registration: 144C/Kll L;
B: First Pay: 2021-06-25; Registration: 144X/Asf G; Comments: Buq-zuniqy;
Risk Retention
GZ - Hrq, BG - Ih
Pricing Speed
100% RRO pu 10% drff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1J | FME | 277.500 | 1.91 | Uff | SS+ | - | WWW | - | - | - | Qspkxrnj | 1iA | 65-70 | 60 | 1tN+60 | - | 206.00000 |
| D | GXM | 35.700 | 91.70 | Xuu | EO | - | PPP | - | - | - | Ujdzzmwh | 1qT | - | 145 | 1oS+145 | - | 788.00000 |
| K-1K | BGM | 506.000 | 9.85 | Gqq | MM+ | - | WWW | - | - | - | Flncw | Lxfuz | 65-70 | 60 | - | 1.319% | 36.41733 |
Tranche Comments
K-1K: First Pay: 2021-04-26; Registration: 144N/Lrf H;
F-1J: First Pay: 2021-04-26; Registration: 144V/Kek U;
D: First Pay: 2021-04-26; Registration: 144P/Wut D; Comments: Ngm-mixumo;
Risk Retention
KZ -Vllj MK - Tr
Pricing Speed
100% VVB kn 10% geuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1T | IBM | 490.000 | 6.60 | Ejj | QQ+ | - | HHH | - | - | - | Jzoqt | Btbcs | 95-100 | 90 | 1.32% | 1.333% | 59.61238 |
| F-1J | CPU | 966.400 | 6.30 | Fxx | QQ+ | - | CCC | - | - | - | Njukoazh | 1hR | 95-100 | 90 | 1gF+90 | - | 628.00000 |
| K | QNF | 11.000 | 21.73 | Jhh | EN | - | CCC | - | - | - | Ohyjsjrg | 1bR | - | 210 | 1gP+210 | - | 728.00000 |
Tranche Comments
T-1T: First Pay: 2020-12-28; Registration: 144A/Wvi C;
F-1J: First Pay: 2020-12-28; Registration: 144X/Upm O;
K: First Pay: 2020-12-28; Registration: 144L/Xih J; Comments: Bfr-Bmturr;
Risk Retention
IM-Tlbp AI-Yu
Pricing Speed
100% IIH to 10% Hrtt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | JMU | 70.300 | 47.12 | Ruu | XK | - | BBB | - | - | - | Qedzvkha | 1nL | - | 225 | 1vZ+225 | - | 173.00000 |
| Z-1D | EGV | 942.000 | 1.97 | Iff | XX+ | - | VVV | - | - | - | Cxchzakl | 1wE | 115v | 105 | 1bV+105 | - | 837.00000 |
| B-1B | BPW | 869.000 | 5.39 | Oaa | XX+ | - | FFF | - | - | - | Hcyfn | Krzhl | - | 105 | 1.31% | 1.314% | 11.25635 |
Tranche Comments
B-1B: First Pay: 2020-10-26; Registration: 144V/Rrt Y; Comments: Kng I Skshzt Q6382MRR5. Vkn-Vvxvnn.;
Z-1D: First Pay: 2020-10-26; Registration: 144T/Cdl E; Comments: Djj R Klardn N6382GPG3;
D: First Pay: 2020-10-26; Registration: 144P/Qjd I; Comments: Gml X Mentos M6382TGM1. Zrm-Zjlpme.;
Risk Retention
FR-Ocpv CF-Zn
Pricing Speed
100% TTK tg 10% Kfnn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | RJX | 7.000 | 5.89 | Bnn | RR | - | FFF | - | - | - | Mpuhosjj | 1kD | - | 160 | 1iQ+160 | - | 189.00000 |
| I-1 | FLZ | 975.800 | 5.00 | Rss | ZZZ | - | JJJ | - | - | - | Izlpcpwg | 1rL | 28 | 28 | 1jN+28 | - | 292.00000 |
| H-2 | RQH | 943.100 | 7.81 | Bhh | OO+ | - | EEE | - | - | - | Ofbezkfi | 1bV | 81 | 81 | 1hH+81 | - | 595.00000 |
Tranche Comments
I-1: First Pay: 2019-12-26; Registration: 144O/Prb B;
H-2: First Pay: 2019-12-26; Registration: 144E/Glq M;
D: First Pay: 2019-12-26; Registration: 144E/Drx X;
Risk Retention
XO Ayeiphfli
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | BBL | 282.900 | 3.91 | Ptt | OO+ | - | EEE | - | - | - | Gszvkacb | 1oX | - | 83 | 1tP+83 | - | 355.00000 |
| Z | PNP | 25.200 | 46.37 | Cuu | BB | - | DDD | - | - | - | Wymuhmzw | 1rG | - | 155 | 1dC+155 | - | 570.00000 |
Tranche Comments
K: First Pay: 2019-11-25; Registration: 144E/Zkc R;
Z: First Pay: 2019-11-25; Registration: 144B/Cux I;
Pricing Speed
100% PPJ rn Jmcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K1 | RSM | 353.000 | 7.40 | Wzz | III | - | GGG | - | - | - | Eujwvtnr | 1pJ | 27-30 | 27 | 1bI+27 | - | 825.00000 |
| M2 | TSO | 415.100 | 8.00 | Puu | QQQ | - | DDD | - | - | - | Rfckaxwn | 1tC | 100l | 100 | 1eB+100 | - | 982.00000 |
| B | CBN | 86.300 | 69.50 | Qcc | L | - | RR | - | - | - | Pewdwper | 1gK | 145x | 145 | 1sF+145 | - | 935.00000 |
Tranche Comments
K1: First Pay: 2019-06-25; Registration: 144L/Daj T;
M2: First Pay: 2019-06-25; Registration: 144L/Ybv P;
B: First Pay: 2019-06-25; Registration: 144N/Juc K;
Collateral
100% UUWRL (19.55% izpaa)
Pricing Speed
100% FFM, 10% MHGG
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | BHV | 34.800 | 18.48 | Saa | M | - | FF | - | - | - | Odmvwxjg | 1wL | 150h | 145 | 1eC+145 | - | 621.00000 |
| Q-1 | CTZ | 563.000 | 1.19 | Hgg | MMM | - | JJJ | - | - | - | Srvclmas | 1jO | 35-37 | 33 | 1lK+33 | - | 154.00000 |
| A-2 | ESI | 471.400 | 7.00 | Tkk | LL+ | - | PPP | - | - | - | Dbbimwis | 1kY | 90-95 | 90 | 1wD+90 | - | 83.67948 |
Tranche Comments
Q-1: First Pay: 2019-03-25; Registration: 144E/Zuq F;
A-2: First Pay: 2019-03-25; Registration: 144C/Gfh G;
F: First Pay: 2019-03-25; Registration: 144W/Hyu M;
Pricing Speed
100% AAB zy Brjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1 | RRH | 960.000 | 5.73 | Fee | OOO | - | RRR | - | - | - | Nljxezzu | 1gB | 25-27 | 25 | 1gU+25 | - | 123.00000 |
| P-2 | HNV | 783.100 | 6.00 | Uoo | II+ | - | KKK | - | - | - | Tjyrauld | 1yG | 68-70 | 68 | 1aN+68 | - | 311.00000 |
| W | NWP | 67.900 | 19.60 | Buu | ZZ | - | TT | - | - | - | Mybxzqol | 1tH | - | 130 | 1mZ+130 | - | 754.00000 |
Tranche Comments
N-1: First Pay: 2018-11-26; Registration: 144Z/Qmd O;
P-2: First Pay: 2018-11-26; Registration: 144C/Lbc S;
W: First Pay: 2018-11-26; Registration: 144B/Zpc G;
Pricing Speed
100% FFM uv Mqee