| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1J | WND | 725.700 | 6.85 | Qee | HH+ | - | KKK | - | - | - | Osfomste | 1gP | - | 50 | 1dX+50 | - | 843.00000 |
| V | IXQ | 41.500 | 39.17 | Att | YQ | - | TTT | - | - | - | Jvabxano | 1yM | - | 105 | 1gI+105 | - | 919.00000 |
| Z-1Z | RNB | 783.000 | 2.52 | Kdd | JJ+ | - | YYY | - | - | - | Gpmyy | Pyugo | - | 55 | 1.77% | 1.785% | 15.45754 |
Tranche Comments
Z-1Z: First Pay: 2021-12-27; Registration: 144P/Kay W;
W-1J: First Pay: 2021-12-27; Registration: 144A/Jzc Z;
V: First Pay: 2021-12-27; Registration: 144V/Iwx T;
Risk Retention
HQ - Lqu, FH - Tk
Pricing Speed
100% IIW rb 10% dgll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1J | RQR | 670.000 | 1.76 | Xll | WW+ | - | III | - | - | - | Ykbul | Ikhjf | 57-60 | 55 | 1.68% | 1.691% | 56.26749 |
| U | TNH | 14.600 | 34.46 | Pzz | KK | - | III | - | - | - | Dkfplezz | 1pT | - | 135 | 1iQ+135 | - | 579.00000 |
| S-1Y | VCS | 722.600 | 7.54 | Qyy | RR+ | - | KKK | - | - | - | Slpoyeud | 1dL | 57-60 | 55 | 1iZ+55 | - | 558.00000 |
Tranche Comments
J-1J: First Pay: 2021-06-25; Registration: 144Z/Ice M;
S-1Y: First Pay: 2021-06-25; Registration: 144J/Uvk A;
U: First Pay: 2021-06-25; Registration: 144B/Ifs K; Comments: Eyf-yfkqfv;
Risk Retention
LW - Dnx, BL - Cq
Pricing Speed
100% JJA qh 10% ffhh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1C | UMI | 208.700 | 3.48 | Pyy | VV+ | - | III | - | - | - | Dtcwsttz | 1vV | 65-70 | 60 | 1pI+60 | - | 360.00000 |
| K | MHN | 91.300 | 89.71 | Bss | VZ | - | VVV | - | - | - | Jwvyrrby | 1zR | - | 145 | 1qE+145 | - | 629.00000 |
| I-1I | JRT | 103.000 | 3.20 | Cee | MM+ | - | CCC | - | - | - | Utnft | Uenug | 65-70 | 60 | - | 1.319% | 32.98310 |
Tranche Comments
I-1I: First Pay: 2021-04-26; Registration: 144T/Dsf S;
O-1C: First Pay: 2021-04-26; Registration: 144K/Ikv E;
K: First Pay: 2021-04-26; Registration: 144T/Lqd T; Comments: Ebv-jerzvq;
Risk Retention
KO -Zfxg FK - Cs
Pricing Speed
100% RRK wv 10% sjzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1B | BMW | 436.000 | 8.50 | Mhh | GG+ | - | RRR | - | - | - | Bhzrc | Ukjap | 95-100 | 90 | 1.32% | 1.333% | 92.32337 |
| R-1B | OPD | 711.900 | 7.50 | Syy | KK+ | - | NNN | - | - | - | Erfedrmm | 1jK | 95-100 | 90 | 1qG+90 | - | 560.00000 |
| G | ISN | 54.000 | 66.53 | Kaa | OO | - | LLL | - | - | - | Phrwowdl | 1oO | - | 210 | 1uH+210 | - | 720.00000 |
Tranche Comments
B-1B: First Pay: 2020-12-28; Registration: 144N/Yjl Q;
R-1B: First Pay: 2020-12-28; Registration: 144Y/Veg P;
G: First Pay: 2020-12-28; Registration: 144I/Ryt G; Comments: Ahq-Avwhqe;
Risk Retention
JV-Dxce UJ-Zj
Pricing Speed
100% EEQ nx 10% Qbhh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | ALV | 89.500 | 65.48 | Lgg | YS | - | DDD | - | - | - | Xurywhnw | 1aT | - | 225 | 1sY+225 | - | 954.00000 |
| X-1B | RBO | 562.000 | 6.93 | Upp | UU+ | - | EEE | - | - | - | Suzqbbkd | 1iL | 115k | 105 | 1lO+105 | - | 265.00000 |
| E-1E | ZGJ | 785.000 | 9.42 | Suu | QQ+ | - | AAA | - | - | - | Fvcrl | Kytnb | - | 105 | 1.31% | 1.314% | 17.82642 |
Tranche Comments
E-1E: First Pay: 2020-10-26; Registration: 144A/Dno A; Comments: Zqj J Vnmmbs F6382DDD5. Nmq-Nzlsqe.;
X-1B: First Pay: 2020-10-26; Registration: 144G/Isd F; Comments: Mhl J Gdlufa I6382RGR3;
F: First Pay: 2020-10-26; Registration: 144W/Gyj R; Comments: Ooz I Fjbxnk Z6382KJF1. Sto-Sgsroa.;
Risk Retention
GM-Ojdr FG-Nl
Pricing Speed
100% QQO ku 10% Omxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2 | PTT | 915.200 | 3.20 | Tyy | QQ+ | - | QQQ | - | - | - | Scfxhefe | 1wI | 81 | 81 | 1zB+81 | - | 568.00000 |
| D | OBQ | 5.000 | 4.60 | Wvv | II | - | SSS | - | - | - | Jzkbffnr | 1nH | - | 160 | 1uT+160 | - | 579.00000 |
| S-1 | ZBV | 544.800 | 3.00 | Mmm | TTT | - | XXX | - | - | - | Tskkjpjl | 1tV | 28 | 28 | 1oZ+28 | - | 930.00000 |
Tranche Comments
S-1: First Pay: 2019-12-26; Registration: 144G/Yno F;
A-2: First Pay: 2019-12-26; Registration: 144Y/Afg D;
D: First Pay: 2019-12-26; Registration: 144X/Zof L;
Risk Retention
OL Oegcxzqzg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | LEJ | 249.800 | 4.29 | Vmm | WW+ | - | NNN | - | - | - | Qjwcbccg | 1cQ | - | 83 | 1bD+83 | - | 522.00000 |
| P | ZEH | 90.700 | 57.23 | App | NN | - | JJJ | - | - | - | Nedartzy | 1nK | - | 155 | 1uE+155 | - | 820.00000 |
Tranche Comments
F: First Pay: 2019-11-25; Registration: 144T/Vsz K;
P: First Pay: 2019-11-25; Registration: 144Q/Jyk U;
Pricing Speed
100% BBS cf Soxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | IFX | 90.800 | 88.10 | Rtt | I | - | XX | - | - | - | Vxesbkrb | 1tP | 145m | 145 | 1jR+145 | - | 101.00000 |
| V1 | VJM | 749.000 | 8.30 | Uqq | DDD | - | FFF | - | - | - | Iyubatde | 1tG | 27-30 | 27 | 1pK+27 | - | 896.00000 |
| Z2 | BFU | 631.200 | 8.00 | Gvv | HHH | - | FFF | - | - | - | Eyhbzluq | 1pR | 100r | 100 | 1hC+100 | - | 765.00000 |
Tranche Comments
V1: First Pay: 2019-06-25; Registration: 144T/Zic M;
Z2: First Pay: 2019-06-25; Registration: 144C/Nwd P;
V: First Pay: 2019-06-25; Registration: 144X/Epo V;
Collateral
100% QQJHK (19.55% twtzd)
Pricing Speed
100% EEB, 10% BBBB
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | YOP | 530.000 | 4.54 | Okk | EEE | - | PPP | - | - | - | Yrfhzsoy | 1nH | 35-37 | 33 | 1xL+33 | - | 466.00000 |
| X-2 | ENE | 799.900 | 7.00 | Jgg | BB+ | - | QQQ | - | - | - | Xnvakucn | 1cC | 90-95 | 90 | 1nA+90 | - | 63.31007 |
| Q | HBN | 38.300 | 45.17 | Yhh | D | - | KK | - | - | - | Fmdpoypc | 1eC | 150d | 145 | 1eD+145 | - | 763.00000 |
Tranche Comments
S-1: First Pay: 2019-03-25; Registration: 144A/Gkj S;
X-2: First Pay: 2019-03-25; Registration: 144T/Dfv T;
Q: First Pay: 2019-03-25; Registration: 144J/Are T;
Pricing Speed
100% GGF kw Fjss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2 | MGU | 853.700 | 5.00 | Lvv | OO+ | - | EEE | - | - | - | Rjcyetad | 1xQ | 68-70 | 68 | 1fG+68 | - | 778.00000 |
| F | KQX | 78.500 | 65.10 | Irr | DD | - | TT | - | - | - | Mvrupocb | 1iR | - | 130 | 1dN+130 | - | 579.00000 |
| S-1 | YTA | 352.000 | 8.33 | Tee | EEE | - | YYY | - | - | - | Drmsedkb | 1xQ | 25-27 | 25 | 1lK+25 | - | 431.00000 |
Tranche Comments
S-1: First Pay: 2018-11-26; Registration: 144Z/Elu D;
V-2: First Pay: 2018-11-26; Registration: 144C/Qtm Q;
F: First Pay: 2018-11-26; Registration: 144R/Dkf R;
Pricing Speed
100% GGI br Ieqq